COP catena di opzioni ConocoPhillips

Scadenza Cboe delayed options data · aggiornato al 15:35 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 ±7.9% (132.66–155.50) · ATM IV 33.3% · P/C open interest 0.32

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
67.85	70.65				1.00	0.0000	0.000	75	0	0.1900		13	95.6%	-0.00	0.0000	-0.001
62.85	65.75		9		1.00	0.0000	0.000	80	0	0.0700		40	77.3%	-0.00	0.0001	-0.001
57.60	60.55				1.00	0.0001	0.000	85	0	0.6200		80	80.7%	-0.00	0.0001	-0.001
52.50	55.55		15		1.00	0.0001	0.000	90	0	0.2400		1,155	73.2%	-0.00	0.0002	-0.002
47.90	49.90		486		1.00	0.0003	0.000	95	0	0.0600		1,444	55.3%	-0.00	0.0004	-0.003
45.40	48.10		18		1.00	0.0003	0.000	97.5	0	0.2300		48	61.5%	-0.00	0.0005	-0.004
42.70	46.20		64		1.00	0.0005	0.000	100	0	0.2400		545	58.3%	-0.00	0.0007	-0.004
37.95	40.35		78		0.99	0.0009	0.000	105	0	0.2000		1,235	50.0%	-0.01	0.0012	-0.007
33.00	35.60		677		0.99	0.0016	-0.004	110	0.0100	0.2900		1,135	46.2%	-0.02	0.0021	-0.011
28.05	30.05		2,584		0.98	0.0030	-0.010	115	0.0500	0.3300		1,377	41.1%	-0.03	0.0037	-0.017
23.50	25.15	1	2,029		0.96	0.0054	-0.019	120	0.2300	0.3800	11	681	37.7%	-0.05	0.0063	-0.026
19.00	20.40	20	4,609	29.6%	0.93	0.0093	-0.032	125	0.4900	0.9000	37	652	37.4%	-0.09	0.0104	-0.039
14.80	16.05	2	2,016	34.2%	0.87	0.0150	-0.050	130	1.06	1.36	170	3,014	35.1%	-0.15	0.0160	-0.055
13.10	15.60			31.5%	0.85	0.0163	-0.054	131	1.22	1.70		20	35.6%	-0.17	0.0172	-0.059
12.30	14.80			32.0%	0.83	0.0176	-0.058	132	1.41	1.91		7	35.8%	-0.19	0.0185	-0.062
11.75	13.95			33.1%	0.82	0.0190	-0.062	133	1.63	2.00	1		34.9%	-0.21	0.0197	-0.066
10.85	13.25			33.0%	0.80	0.0203	-0.066	134	1.84	2.30		10	34.9%	-0.23	0.0210	-0.069
10.90	11.60	14	3,829	32.5%	0.77	0.0216	-0.070	135	2.07	2.65		413	35.1%	-0.25	0.0222	-0.072
9.40	11.30			31.5%	0.75	0.0229	-0.073	136	2.39	3.05		5	35.5%	-0.27	0.0233	-0.075
9.35	10.35			33.1%	0.73	0.0241	-0.077	137	2.62	3.10	1		34.2%	-0.30	0.0244	-0.078
8.90	9.65			33.6%	0.70	0.0253	-0.080	138	3.00	3.45			34.3%	-0.32	0.0254	-0.081
7.40	8.90			30.7%	0.68	0.0262	-0.083	139	3.30	4.10			35.4%	-0.35	0.0262	-0.083
7.55	8.05	10	2,918	32.9%	0.65	0.0272	-0.085	140	3.70	4.10	1	913	33.5%	-0.38	0.0270	-0.085
7.00	7.70			33.5%	0.62	0.0279	-0.087	141	4.15	4.75			34.6%	-0.40	0.0276	-0.087
6.35	6.90			33.7%	0.59	0.0285	-0.089	142	4.45	5.05			33.5%	-0.43	0.0280	-0.088
5.85	6.35		6	32.7%	0.56	0.0289	-0.091	143	5.05	5.40	19	10	33.1%	-0.46	0.0283	-0.089
5.40	5.85		3	32.9%	0.53	0.0291	-0.091	144	5.60	6.00	36	8	33.7%	-0.49	0.0284	-0.089
4.90	5.35	7	4,102	32.8%	0.50	0.0292	-0.092	145	6.05	6.55	3	137	33.3%	-0.52	0.0284	-0.089
4.40	4.90			33.1%	0.48	0.0291	-0.092	146	6.65	7.35		2	34.4%	-0.54	0.0282	-0.089
3.95	4.45	26	12	32.7%	0.45	0.0288	-0.091	147	7.15	7.80	7	3	33.7%	-0.57	0.0279	-0.088
3.65	4.05	4	28	33.8%	0.42	0.0284	-0.090	148	7.70	8.55		6	33.8%	-0.60	0.0274	-0.086
3.20	3.80	1		32.8%	0.39	0.0279	-0.089	149	8.40	9.50	17		34.8%	-0.62	0.0269	-0.085
2.94	3.35	47	13.6K	32.7%	0.37	0.0272	-0.087	150	8.90	10.20		55	34.5%	-0.65	0.0262	-0.083
2.20	2.94			33.7%	0.31	0.0251	-0.082	152.5	10.85	12.25		1	35.8%	-0.71	0.0241	-0.077
1.67	1.98	23	1,590	32.8%	0.25	0.0226	-0.075	155	12.10	14.55		3	35.3%	-0.76	0.0216	-0.070
1.28	1.86	32	89	34.6%	0.21	0.0199	-0.067	157.5	14.15	16.30		1	36.5%	-0.80	0.0191	-0.062
0.9200	1.19	39	1,124	33.5%	0.17	0.0173	-0.059	160	16.35	19.20		1	38.4%	-0.84	0.0165	-0.055
0.4800	1.55			36.2%	0.14	0.0148	-0.052	162.5	18.65	21.20			38.5%	-0.87	0.0141	-0.047
0.4200	1.32		123	37.6%	0.11	0.0125	-0.045	165	20.95	23.75			40.9%	-0.89	0.0120	-0.041
0.3100	1.07		1	38.1%	0.09	0.0105	-0.039	167.5	23.30	25.85			40.7%	-0.91	0.0100	-0.034
0.2300	0.8900	30	236	38.9%	0.07	0.0087	-0.033	170	25.70	28.50			44.0%	-0.93	0.0084	-0.028
0.1300	0.5500		142	39.6%	0.05	0.0060	-0.024	175	30.55	33.30			47.0%	-0.96	0.0058	-0.019
0.0400	0.4200		40	41.1%	0.03	0.0040	-0.017	180	35.50	38.30			51.8%	-0.97	0.0039	-0.012
0.0200	0.3300		75	43.2%	0.02	0.0027	-0.012	185	40.45	43.10			52.5%	-0.98	0.0026	-0.006
0	0.2600		28	44.9%	0.01	0.0019	-0.008	190	45.40	47.90			54.3%	-0.99	0.0018	-0.002
0	0.2600		1	48.4%	0.01	0.0013	-0.006	195	50.40	53.10			63.2%	-0.99	0.0012	0.000
0	0.2500		122	51.5%	0.01	0.0009	-0.004	200	55.40	57.85			62.3%	-0.99	0.0008	0.000

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.

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Volatility smile — Nov 20, 2026

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