CVS catena di opzioni CVS Health Corp.
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 ±8.4% (87.80–103.89) · ATM IV 33.2% · P/C open interest 0.77
| 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 | |
| 39.90 | 43.05 | 97.9% | 0.99 | 0.0010 | 0.000 | 55 | 0 | 2.13 | 127.6% | -0.01 | 0.0010 | -0.007 | ||||
| 34.75 | 38.10 | 80.5% | 0.99 | 0.0014 | 0.000 | 60 | 0 | 2.13 | 111.1% | -0.01 | 0.0014 | -0.008 | ||||
| 29.95 | 33.10 | 72.4% | 0.99 | 0.0021 | 0.000 | 65 | 0 | 0.7500 | 75.3% | -0.02 | 0.0021 | -0.009 | ||||
| 24.50 | 28.15 | 48.5% | 0.98 | 0.0032 | 0.000 | 70 | 0 | 0.9600 | 66.8% | -0.02 | 0.0032 | -0.010 | ||||
| 20.25 | 23.20 | 54.3% | 0.97 | 0.0051 | -0.003 | 75 | 0 | 0.7500 | 51.9% | -0.03 | 0.0052 | -0.012 | ||||
| 15.60 | 18.35 | 47.8% | 0.95 | 0.0092 | -0.009 | 80 | 0 | 0.7600 | 41.0% | -0.05 | 0.0093 | -0.016 | ||||
| 13.30 | 16.45 | 41.0% | 0.93 | 0.0120 | -0.012 | 82 | 0 | 0.7500 | 36.6% | -0.07 | 0.0122 | -0.019 | ||||
| 12.75 | 15.50 | 43.0% | 0.92 | 0.0138 | -0.015 | 83 | 0 | 0.7500 | 1 | 34.4% | -0.08 | 0.0140 | -0.020 | |||
| 11.60 | 14.05 | 35.2% | 0.91 | 0.0159 | -0.017 | 84 | 0 | 0.7500 | 3 | 32.3% | -0.09 | 0.0160 | -0.022 | |||
| 10.90 | 13.65 | 40.1% | 0.90 | 0.0182 | -0.020 | 85 | 0.0200 | 0.7500 | 30.3% | -0.11 | 0.0184 | -0.025 | ||||
| 10.10 | 12.80 | 39.9% | 0.88 | 0.0207 | -0.023 | 86 | 0.2300 | 0.8000 | 3 | 30.6% | -0.12 | 0.0210 | -0.027 | |||
| 9.25 | 11.90 | 38.8% | 0.86 | 0.0235 | -0.026 | 87 | 0.1500 | 1.11 | 4 | 30.2% | -0.15 | 0.0237 | -0.030 | |||
| 7.95 | 11.05 | 35.1% | 0.83 | 0.0264 | -0.029 | 88 | 0 | 1.62 | 1 | 30.3% | -0.17 | 0.0267 | -0.033 | |||
| 7.45 | 10.25 | 36.3% | 0.81 | 0.0294 | -0.032 | 89 | 0.0200 | 1.95 | 1 | 30.0% | -0.20 | 0.0298 | -0.036 | |||
| 6.70 | 9.45 | 35.7% | 0.77 | 0.0324 | -0.035 | 90 | 0.3500 | 2.08 | 3 | 30.0% | -0.23 | 0.0328 | -0.038 | |||
| 5.35 | 8.70 | 2 | 32.1% | 0.74 | 0.0353 | -0.038 | 91 | 0.3000 | 2.05 | 376 | 26.7% | -0.26 | 0.0358 | -0.041 | ||
| 4.65 | 7.90 | 1 | 31.4% | 0.70 | 0.0381 | -0.041 | 92 | 0.5000 | 2.50 | 1 | 27.1% | -0.30 | 0.0387 | -0.043 | ||
| 4.85 | 7.15 | 2 | 34.7% | 0.67 | 0.0406 | -0.043 | 93 | 0.6300 | 2.75 | 25.8% | -0.34 | 0.0413 | -0.045 | |||
| 3.45 | 6.50 | 1 | 30.9% | 0.62 | 0.0427 | -0.045 | 94 | 0.9500 | 3.05 | 2 | 25.2% | -0.38 | 0.0436 | -0.047 | ||
| 3.75 | 6.05 | 3 | 34.9% | 0.58 | 0.0444 | -0.046 | 95 | 1.76 | 3.45 | 1 | 2 | 26.7% | -0.43 | 0.0453 | -0.048 | |
| 3.00 | 5.60 | 34.2% | 0.54 | 0.0455 | -0.047 | 96 | 2.49 | 5.00 | 32.2% | -0.47 | 0.0466 | -0.048 | ||||
| 2.65 | 4.50 | 1 | 4 | 32.1% | 0.49 | 0.0460 | -0.047 | 97 | 2.55 | 4.85 | 3 | 27.5% | -0.52 | 0.0472 | -0.048 | |
| 2.24 | 3.20 | 6 | 478 | 28.5% | 0.44 | 0.0458 | -0.046 | 98 | 3.15 | 5.55 | 28.1% | -0.57 | 0.0472 | -0.047 | ||
| 1.94 | 3.50 | 31.8% | 0.40 | 0.0450 | -0.045 | 99 | 4.30 | 5.45 | 5 | 27.2% | -0.61 | 0.0466 | -0.045 | |||
| 1.30 | 3.20 | 2 | 30.8% | 0.36 | 0.0435 | -0.043 | 100 | 4.05 | 6.40 | 2 | 24.2% | -0.66 | 0.0452 | -0.043 | ||
| 1.27 | 2.70 | 3 | 31.3% | 0.32 | 0.0415 | -0.041 | 101 | 5.70 | 7.60 | 30.9% | -0.70 | 0.0434 | -0.041 | |||
| 0.8500 | 2.80 | 2 | 3 | 32.4% | 0.28 | 0.0390 | -0.039 | 102 | 5.25 | 7.90 | 22.2% | -0.74 | 0.0410 | -0.039 | ||
| 0.7700 | 2.50 | 5 | 33.1% | 0.25 | 0.0362 | -0.037 | 103 | 5.95 | 8.50 | 18.9% | -0.77 | 0.0383 | -0.036 | |||
| 0.5300 | 2.25 | 32.9% | 0.22 | 0.0334 | -0.035 | 104 | 6.75 | 10.00 | 1 | 23.5% | -0.80 | 0.0354 | -0.034 | |||
| 0.5000 | 1.86 | 25 | 32.8% | 0.19 | 0.0305 | -0.033 | 105 | 7.55 | 10.35 | -0.83 | 0.0326 | -0.032 | ||||
| 0.2500 | 1.31 | 30.0% | 0.17 | 0.0278 | -0.032 | 106 | 8.45 | 11.65 | -0.85 | 0.0298 | -0.030 | |||||
| 0.2000 | 1.35 | 31.8% | 0.15 | 0.0253 | -0.030 | 107 | 9.35 | 12.80 | -0.87 | 0.0272 | -0.028 | |||||
| 0.0500 | 1.20 | 31.5% | 0.14 | 0.0231 | -0.029 | 108 | 10.25 | 13.50 | -0.88 | 0.0248 | -0.026 | |||||
| 0.1500 | 0.9000 | 31.6% | 0.13 | 0.0211 | -0.028 | 109 | 11.20 | 14.05 | -0.89 | 0.0226 | -0.025 | |||||
| 0.0400 | 0.8000 | 1 | 31.3% | 0.12 | 0.0193 | -0.027 | 110 | 12.20 | 15.15 | -0.91 | 0.0207 | -0.024 | ||||
| 0 | 0.7500 | 37.7% | 0.09 | 0.0132 | -0.025 | 115 | 17.10 | 20.05 | -0.94 | 0.0152 | -0.018 | |||||
| 0 | 0.7500 | 44.4% | 0.07 | 0.0097 | -0.023 | 120 | 22.10 | 25.50 | -0.95 | 0.0117 | -0.014 | |||||
| 0 | 0.7500 | 50.7% | 0.06 | 0.0075 | -0.022 | 125 | 27.15 | 30.50 | -0.97 | 0.0093 | -0.014 | |||||
| 0 | 0.7500 | 56.5% | 0.05 | 0.0060 | -0.021 | 130 | 32.15 | 35.50 | -0.97 | 0.0076 | -0.013 | |||||
| 0 | 0.7500 | 61.9% | 0.04 | 0.0050 | -0.021 | 135 | 37.15 | 40.65 | -0.98 | 0.0063 | -0.012 | |||||
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 09, 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.