CMCSA catena di opzioni Comcast Corporation
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 ±7.3% (20.11–23.29) · ATM IV 52.0% · P/C open interest 6.64
| 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 | |
| 5.95 | 7.75 | 2 | 140.8% | 0.99 | 0.0094 | -0.005 | 15 | 0 | 0.9500 | 201.1% | -0.01 | 0.0094 | -0.005 | |||
| 5.00 | 7.70 | 193.6% | 0.98 | 0.0144 | -0.006 | 16 | 0 | 1.19 | 189.8% | -0.02 | 0.0145 | -0.007 | ||||
| 3.30 | 6.05 | 1 | 0.97 | 0.0231 | -0.008 | 17 | 0 | 0.9700 | 2 | 151.2% | -0.03 | 0.0232 | -0.008 | |||
| 2.38 | 4.95 | 0.95 | 0.0392 | -0.010 | 18 | 0 | 0.0400 | 93 | 55.9% | -0.05 | 0.0394 | -0.011 | ||||
| 2.15 | 4.05 | 92.1% | 0.91 | 0.0711 | -0.015 | 19 | 0.0700 | 0.1200 | 17 | 166 | 58.9% | -0.09 | 0.0714 | -0.015 | ||
| 1.65 | 2.23 | 89 | 54.4% | 0.82 | 0.1266 | -0.024 | 20 | 0.2000 | 0.2300 | 3 | 40.3K | 54.8% | -0.18 | 0.1274 | -0.024 | |
| 1.40 | 1.57 | 2 | 47.8% | 0.75 | 0.1572 | -0.029 | 20.5 | 0.3000 | 0.3300 | 7 | 184 | 52.9% | -0.25 | 0.1582 | -0.029 | |
| 1.05 | 1.22 | 256 | 47.6% | 0.66 | 0.1835 | -0.033 | 21 | 0.4600 | 0.4800 | 6 | 1,016 | 52.2% | -0.34 | 0.1847 | -0.033 | |
| 0.8800 | 0.9100 | 7 | 65 | 51.2% | 0.57 | 0.2004 | -0.035 | 21.5 | 0.6600 | 0.7200 | 1 | 71 | 52.8% | -0.44 | 0.2017 | -0.035 |
| 0.6400 | 0.6600 | 48 | 692 | 50.8% | 0.46 | 0.2037 | -0.035 | 22 | 0.9200 | 0.9700 | 2 | 2,413 | 52.4% | -0.54 | 0.2052 | -0.035 |
| 0.4500 | 0.4800 | 37 | 203 | 51.1% | 0.37 | 0.1934 | -0.033 | 22.5 | 1.22 | 1.28 | 43 | 52.0% | -0.64 | 0.1948 | -0.033 | |
| 0.3000 | 0.3300 | 200 | 2,584 | 50.7% | 0.28 | 0.1726 | -0.029 | 23 | 1.57 | 1.64 | 4 | 109 | 52.0% | -0.73 | 0.1741 | -0.029 |
| 0.2000 | 0.2700 | 6 | 777 | 53.1% | 0.21 | 0.1458 | -0.025 | 23.5 | 1.70 | 2.45 | 58.8% | -0.80 | 0.1475 | -0.025 | ||
| 0.1300 | 0.1500 | 31 | 927 | 51.3% | 0.14 | 0.1169 | -0.019 | 24 | 2.01 | 3.20 | 168 | 70.0% | -0.86 | 0.1190 | -0.019 | |
| 0 | 0.1300 | 170 | 47.6% | 0.10 | 0.0892 | -0.015 | 24.5 | 2.10 | 4.20 | 82.1% | -0.91 | 0.0916 | -0.015 | |||
| 0.0400 | 0.0700 | 2 | 416 | 51.6% | 0.07 | 0.0657 | -0.011 | 25 | 3.30 | 3.45 | 34 | 58.6% | -0.94 | 0.0685 | -0.011 | |
| 0.0200 | 0.0500 | 7 | 5 | 52.2% | 0.05 | 0.0479 | -0.008 | 25.5 | 3.30 | 5.15 | 104.4% | -0.96 | 0.0510 | -0.008 | ||
| 0.0100 | 0.0300 | 6 | 73 | 52.1% | 0.03 | 0.0357 | -0.006 | 26 | 4.15 | 4.65 | 15 | 74.7% | -0.98 | 0.0387 | -0.006 | |
| 0 | 0.2000 | 76.8% | 0.03 | 0.0278 | -0.005 | 26.5 | 4.30 | 5.50 | 80.4% | -0.98 | 0.0292 | -0.005 | ||||
| 0 | 0.1600 | 109 | 78.3% | 0.02 | 0.0226 | -0.005 | 27 | 4.10 | 6.70 | 1 | 85.9% | -0.99 | 0.0232 | -0.004 | ||
| 0 | 0.1400 | 94 | 85.9% | 0.02 | 0.0162 | -0.004 | 28 | 5.60 | 7.70 | 130.4% | -0.99 | 0.0151 | -0.004 | |||
| 0 | 0.2000 | 174 | 102.0% | 0.01 | 0.0123 | -0.004 | 29 | 6.60 | 8.10 | 94.6% | -0.99 | 0.0104 | -0.004 | |||
| 0 | 0.3000 | 67 | 120.9% | 0.01 | 0.0096 | -0.003 | 30 | 7.60 | 9.70 | 152.9% | -1.00 | 0.0075 | -0.003 | |||
| 0 | 0.2100 | 15 | 120.8% | 0.01 | 0.0078 | -0.003 | 31 | 8.75 | 9.95 | 111.7% | -1.00 | 0.0054 | -0.003 | |||
| 0 | 0.2000 | 127.8% | 0.01 | 0.0064 | -0.003 | 32 | 9.65 | 11.70 | 176.2% | -1.00 | 0.0039 | -0.003 | ||||
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 — Oct 30, 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.