CL catena di opzioni Colgate-Palmolive Company
Cboe delayed options data · aggiornato al 03:34 UTC
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±4.8% (88.86–97.92) · ATM IV 20.5% · P/C open interest 0.38
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 41.40 | 45.40 | 115.8% | 1.00 | 0.0000 | -0.300 | 50 | 0 | 2.15 | 149.7% | -0.01 | 0.0008 | -0.008 | ||||
| 36.30 | 40.40 | 1.00 | 0.0000 | -0.272 | 55 | 0 | 0.1000 | 3 | 75.9% | -0.01 | 0.0012 | -0.008 | ||||
| 31.40 | 34.70 | 1.00 | 0.0000 | -0.242 | 60 | 0 | 2.15 | 16 | 112.7% | -0.01 | 0.0017 | -0.009 | ||||
| 26.30 | 29.70 | 1.00 | 0.0000 | -0.200 | 65 | 0 | 0.2500 | 139 | 49.5% | -0.02 | 0.0026 | -0.011 | ||||
| 21.40 | 25.40 | 56.8% | 1.00 | 0.0006 | -0.137 | 70 | 0 | 1.00 | 88 | 66.1% | -0.03 | 0.0044 | -0.014 | |||
| 16.30 | 19.70 | 10 | 12 | 0.99 | 0.0132 | -0.064 | 75 | 0 | 0.2500 | 247 | 39.9% | -0.04 | 0.0074 | -0.017 | ||
| 13.90 | 17.20 | 0.97 | 0.0187 | -0.045 | 77.5 | 0 | 2.00 | 48 | 57.1% | -0.05 | 0.0098 | -0.018 | ||||
| 11.30 | 14.80 | 70 | 0.95 | 0.0259 | -0.027 | 80 | 0.1500 | 0.3000 | 25 | 367 | 34.2% | -0.07 | 0.0131 | -0.019 | ||
| 11.10 | 13.30 | 0.94 | 0.0299 | -0.018 | 81 | 0.0500 | 0.4000 | 2 | 31.2% | -0.07 | 0.0148 | -0.019 | ||||
| 10.40 | 12.50 | 30.8% | 0.93 | 0.0302 | -0.018 | 82 | 0 | 0.9500 | 35.1% | -0.08 | 0.0170 | -0.020 | ||||
| 9.80 | 11.40 | 17 | 0.92 | 0.0298 | -0.019 | 82.5 | 0.2500 | 0.6000 | 20 | 651 | 32.8% | -0.08 | 0.0183 | -0.020 | ||
| 9.30 | 10.90 | 0.92 | 0.0290 | -0.019 | 83 | 0 | 0.9500 | 32.6% | -0.09 | 0.0197 | -0.021 | |||||
| 8.30 | 10.00 | 0.90 | 0.0253 | -0.021 | 84 | 0 | 0.7500 | 28.1% | -0.10 | 0.0229 | -0.022 | |||||
| 7.50 | 9.10 | 112 | 0.88 | 0.0265 | -0.022 | 85 | 0.3500 | 0.5500 | 5 | 317 | 27.2% | -0.12 | 0.0268 | -0.023 | ||
| 6.60 | 8.10 | 0.86 | 0.0310 | -0.024 | 86 | 0.4500 | 0.8000 | 27.5% | -0.14 | 0.0314 | -0.025 | |||||
| 6.40 | 7.40 | 4 | 26.2% | 0.83 | 0.0362 | -0.027 | 87 | 0.5500 | 0.7500 | 25.2% | -0.17 | 0.0366 | -0.028 | |||
| 6.20 | 6.80 | 3 | 226 | 26.2% | 0.81 | 0.0390 | -0.028 | 87.5 | 0.6000 | 1.20 | 1 | 353 | 27.2% | -0.19 | 0.0394 | -0.029 |
| 5.00 | 6.50 | 21.3% | 0.79 | 0.0418 | -0.030 | 88 | 0.7000 | 1.40 | 1 | 27.5% | -0.21 | 0.0423 | -0.031 | |||
| 4.30 | 5.50 | 20.5% | 0.75 | 0.0474 | -0.032 | 89 | 0.7500 | 1.10 | 3 | 23.0% | -0.25 | 0.0481 | -0.033 | |||
| 4.30 | 4.60 | 40 | 790 | 23.5% | 0.70 | 0.0528 | -0.035 | 90 | 0.9500 | 1.70 | 22 | 129 | 24.2% | -0.30 | 0.0536 | -0.036 |
| 2.60 | 4.20 | 1 | 19.5% | 0.65 | 0.0574 | -0.037 | 91 | 1.45 | 1.70 | 1 | 23.1% | -0.36 | 0.0585 | -0.038 | ||
| 2.70 | 3.30 | 21.5% | 0.59 | 0.0610 | -0.038 | 92 | 1.60 | 2.10 | 21.9% | -0.42 | 0.0622 | -0.039 | ||||
| 2.70 | 3.50 | 11 | 1,299 | 25.0% | 0.56 | 0.0622 | -0.039 | 92.5 | 2.05 | 3.30 | 1 | 83 | 27.4% | -0.45 | 0.0636 | -0.040 |
| 2.40 | 2.75 | 11 | 22.5% | 0.53 | 0.0630 | -0.039 | 93 | 1.35 | 2.55 | 18.4% | -0.48 | 0.0645 | -0.040 | |||
| 1.80 | 2.30 | 1 | 22.0% | 0.46 | 0.0634 | -0.039 | 94 | 2.70 | 3.10 | 22.2% | -0.54 | 0.0651 | -0.040 | |||
| 1.45 | 2.00 | 436 | 1,122 | 22.7% | 0.40 | 0.0619 | -0.037 | 95 | 3.30 | 3.70 | 69 | 22.2% | -0.61 | 0.0640 | -0.038 | |
| 1.25 | 1.65 | 23.4% | 0.34 | 0.0590 | -0.036 | 96 | 3.90 | 5.50 | 27.5% | -0.67 | 0.0613 | -0.037 | ||||
| 0.4000 | 1.20 | 19.5% | 0.29 | 0.0547 | -0.033 | 97 | 3.60 | 5.90 | 20.6% | -0.73 | 0.0574 | -0.034 | ||||
| 0.6500 | 1.05 | 12 | 973 | 21.4% | 0.26 | 0.0522 | -0.032 | 97.5 | 5.00 | 6.40 | 9 | 27.0% | -0.75 | 0.0550 | -0.033 | |
| 0.6000 | 0.9500 | 21.8% | 0.24 | 0.0495 | -0.030 | 98 | 5.40 | 6.90 | 27.8% | -0.78 | 0.0524 | -0.031 | ||||
| 0.3000 | 0.7500 | 21.0% | 0.20 | 0.0439 | -0.028 | 99 | 6.20 | 7.70 | 28.2% | -0.82 | 0.0469 | -0.029 | ||||
| 0.4000 | 0.6500 | 21 | 915 | 23.2% | 0.17 | 0.0384 | -0.025 | 100 | 6.90 | 8.60 | 1 | 28.1% | -0.85 | 0.0415 | -0.027 | |
| 0 | 0.9500 | 1 | 24.5% | 0.15 | 0.0335 | -0.024 | 101 | 7.90 | 9.50 | 29.7% | -0.88 | 0.0367 | -0.025 | |||
| 0 | 0.7500 | 24.7% | 0.13 | 0.0293 | -0.023 | 102 | 8.70 | 10.40 | 29.6% | -0.90 | 0.0324 | -0.024 | ||||
| 0 | 0.7500 | 26.6% | 0.11 | 0.0258 | -0.022 | 103 | 9.80 | 11.40 | 32.5% | -0.91 | 0.0286 | -0.023 | ||||
| 0 | 2.30 | 40.5% | 0.10 | 0.0230 | -0.021 | 104 | 10.40 | 12.50 | 31.8% | -0.92 | 0.0257 | -0.022 | ||||
| 0 | 2.00 | 590 | 40.5% | 0.09 | 0.0205 | -0.021 | 105 | 10.80 | 13.50 | 24.9% | -0.93 | 0.0231 | -0.022 | |||
| 0 | 0.1000 | 116 | 26.5% | 0.07 | 0.0130 | -0.019 | 110 | 15.10 | 19.10 | -0.96 | 0.0144 | -0.020 | ||||
| 0 | 2.00 | 213 | 58.9% | 0.05 | 0.0091 | -0.018 | 115 | 20.80 | 24.10 | 50.7% | -0.97 | 0.0100 | -0.018 | |||
| 0 | 1.20 | 109 | 58.8% | 0.04 | 0.0068 | -0.017 | 120 | 25.10 | 29.10 | -0.98 | 0.0074 | -0.017 | ||||
| 0 | 1.00 | 8 | 63.2% | 0.04 | 0.0054 | -0.017 | 125 | 30.10 | 34.10 | -0.98 | 0.0056 | -0.015 | ||||
| 0 | 2.15 | 82.8% | 0.03 | 0.0044 | -0.016 | 130 | 35.10 | 39.10 | -0.99 | 0.0044 | -0.013 | |||||
| 0 | 0.9500 | 74.6% | 0.03 | 0.0037 | -0.016 | 135 | 40.80 | 44.10 | 77.8% | -0.99 | 0.0035 | -0.011 | ||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 20, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.
callput