CROX catena di opzioni Crocs, Inc.
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 ±12.5% (106.17–136.57) · ATM IV 54.0% · P/C open interest 0.99
| 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 | |
| 54.60 | 58.70 | 104.7% | 0.99 | 0.0004 | 0.000 | 65 | 0 | 2.20 | 144.4% | -0.00 | 0.0004 | -0.006 | ||||
| 49.70 | 53.90 | 101.6% | 0.99 | 0.0007 | -0.003 | 70 | 0 | 2.25 | 32 | 130.6% | -0.01 | 0.0007 | -0.009 | |||
| 45.40 | 49.00 | 105.1% | 0.99 | 0.0012 | -0.008 | 75 | 0 | 2.30 | 27 | 117.5% | -0.01 | 0.0012 | -0.014 | |||
| 39.90 | 43.80 | 80.3% | 0.98 | 0.0019 | -0.015 | 80 | 0 | 1.50 | 1 | 90 | 94.6% | -0.02 | 0.0019 | -0.021 | ||
| 35.00 | 39.20 | 1 | 78.0% | 0.96 | 0.0030 | -0.025 | 85 | 0 | 1.95 | 1 | 89 | 88.6% | -0.03 | 0.0030 | -0.030 | |
| 30.20 | 34.30 | 10 | 70.9% | 0.94 | 0.0045 | -0.038 | 90 | 0 | 2.80 | 114 | 85.1% | -0.05 | 0.0045 | -0.042 | ||
| 26.30 | 29.60 | 2 | 72.9% | 0.91 | 0.0066 | -0.054 | 95 | 0.4000 | 1.35 | 1 | 115 | 64.3% | -0.08 | 0.0066 | -0.057 | |
| 21.20 | 25.30 | 5 | 65.4% | 0.87 | 0.0091 | -0.072 | 100 | 1.15 | 3.00 | 35 | 306 | 66.1% | -0.13 | 0.0092 | -0.075 | |
| 17.00 | 21.10 | 2 | 62.6% | 0.82 | 0.0120 | -0.091 | 105 | 1.25 | 3.90 | 59 | 427 | 56.4% | -0.18 | 0.0121 | -0.094 | |
| 13.40 | 17.30 | 80 | 61.6% | 0.74 | 0.0149 | -0.109 | 110 | 2.40 | 5.40 | 109 | 63.2% | -0.26 | 0.0150 | -0.111 | ||
| 10.30 | 14.00 | 1 | 61 | 61.3% | 0.66 | 0.0173 | -0.123 | 115 | 3.10 | 6.00 | 1 | 60 | 54.0% | -0.34 | 0.0174 | -0.125 |
| 7.20 | 9.50 | 1 | 177 | 53.4% | 0.57 | 0.0188 | -0.131 | 120 | 6.10 | 7.60 | 37 | 114 | 54.6% | -0.43 | 0.0189 | -0.132 |
| 5.50 | 7.10 | 11 | 217 | 54.9% | 0.47 | 0.0192 | -0.132 | 125 | 8.00 | 11.60 | 1 | 44 | 51.8% | -0.53 | 0.0193 | -0.133 |
| 3.50 | 5.30 | 37 | 232 | 53.9% | 0.38 | 0.0184 | -0.126 | 130 | 11.10 | 13.50 | 5 | 6 | 50.7% | -0.62 | 0.0186 | -0.126 |
| 2.15 | 5.60 | 14 | 87 | 60.6% | 0.30 | 0.0168 | -0.115 | 135 | 14.60 | 18.90 | 2 | 56.9% | -0.70 | 0.0170 | -0.115 | |
| 2.00 | 3.30 | 17 | 147 | 59.3% | 0.23 | 0.0147 | -0.101 | 140 | 18.80 | 22.90 | 4 | 58.1% | -0.77 | 0.0150 | -0.101 | |
| 1.35 | 1.90 | 67 | 266 | 56.8% | 0.18 | 0.0124 | -0.086 | 145 | 23.10 | 27.00 | 57.8% | -0.83 | 0.0127 | -0.085 | ||
| 1.10 | 2.00 | 6 | 240 | 59.0% | 0.13 | 0.0101 | -0.071 | 150 | 27.50 | 31.50 | 57.6% | -0.87 | 0.0105 | -0.070 | ||
| 0.3000 | 1.65 | 13 | 61.1% | 0.10 | 0.0081 | -0.058 | 155 | 32.10 | 35.60 | 51.0% | -0.91 | 0.0085 | -0.057 | |||
| 0.1500 | 2.75 | 1 | 8 | 74.0% | 0.07 | 0.0064 | -0.047 | 160 | 36.90 | 41.10 | 60.2% | -0.94 | 0.0068 | -0.045 | ||
| 0 | 2.80 | 4 | 78.9% | 0.05 | 0.0050 | -0.037 | 165 | 41.70 | 45.30 | -0.96 | 0.0055 | -0.035 | ||||
| 0 | 2.65 | 6 | 83.2% | 0.04 | 0.0039 | -0.029 | 170 | 46.70 | 50.20 | -0.97 | 0.0044 | -0.028 | ||||
| 0 | 1.15 | 11 | 4 | 73.6% | 0.03 | 0.0030 | -0.023 | 175 | 51.60 | 55.70 | 58.2% | -0.98 | 0.0037 | -0.021 | ||
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.