CZR catena di opzioni Caesars Entertainment, 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 ±9.1% (26.30–31.55) · ATM IV 16.1% · P/C open interest —
| 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 | |
| 13.65 | 16.50 | 93.7% | 0.96 | 0.0063 | 0.000 | 15 | 0 | 2.14 | 94.9% | -0.03 | 0.0062 | -0.002 | ||||
| 12.60 | 15.50 | 85.2% | 0.95 | 0.0076 | 0.000 | 16 | 0 | 2.15 | 87.8% | -0.04 | 0.0076 | -0.003 | ||||
| 11.60 | 14.60 | 79.4% | 0.95 | 0.0092 | -0.000 | 17 | 0 | 2.16 | 81.1% | -0.05 | 0.0092 | -0.003 | ||||
| 10.60 | 13.65 | 73.2% | 0.94 | 0.0112 | -0.001 | 18 | 0 | 2.18 | 74.9% | -0.06 | 0.0112 | -0.003 | ||||
| 9.65 | 12.70 | 67.9% | 0.93 | 0.0135 | -0.001 | 19 | 0 | 2.20 | 69.0% | -0.06 | 0.0136 | -0.003 | ||||
| 8.65 | 11.75 | 62.2% | 0.92 | 0.0164 | -0.001 | 20 | 0 | 2.23 | 63.5% | -0.08 | 0.0166 | -0.003 | ||||
| 7.70 | 10.80 | 57.2% | 0.90 | 0.0199 | -0.002 | 21 | 0 | 2.26 | 58.2% | -0.09 | 0.0202 | -0.004 | ||||
| 6.70 | 9.85 | 51.9% | 0.89 | 0.0243 | -0.002 | 22 | 0 | 2.30 | 53.1% | -0.10 | 0.0247 | -0.004 | ||||
| 5.85 | 8.95 | 48.6% | 0.87 | 0.0298 | -0.002 | 23 | 0.0100 | 2.36 | 48.5% | -0.12 | 0.0304 | -0.004 | ||||
| 4.80 | 8.00 | 42.9% | 0.85 | 0.0369 | -0.003 | 24 | 0 | 2.41 | 43.6% | -0.15 | 0.0377 | -0.004 | ||||
| 3.75 | 5.40 | 22.0% | 0.82 | 0.0463 | -0.003 | 25 | 0 | 2.48 | 38.9% | -0.17 | 0.0476 | -0.004 | ||||
| 2.97 | 5.00 | 25.3% | 0.79 | 0.0592 | -0.003 | 26 | 0 | 2.56 | 34.3% | -0.21 | 0.0612 | -0.004 | ||||
| 1.11 | 3.70 | 9.6% | 0.74 | 0.0774 | -0.003 | 27 | 0 | 2.64 | 29.6% | -0.26 | 0.0809 | -0.004 | ||||
| 1.31 | 3.00 | 17.8% | 0.67 | 0.1049 | -0.003 | 28 | 0 | 2.73 | 24.7% | -0.33 | 0.1120 | -0.003 | ||||
| 0.2800 | 2.00 | 11.9% | 0.57 | 0.1482 | -0.003 | 29 | 0.1200 | 2.85 | 20.3% | -0.45 | 0.1669 | -0.003 | ||||
| 0.0100 | 1.10 | 10.2% | 0.39 | 0.1839 | -0.002 | 30 | 0.4100 | 3.25 | 17.7% | -0.68 | 0.2400 | -0.003 | ||||
| 0 | 0.4000 | 9.0% | 0.19 | 0.1566 | -0.001 | 31 | 1.34 | 4.15 | 21.1% | -1.00 | 0.0165 | -0.004 | ||||
| 0 | 0.2000 | 9.7% | 0.11 | 0.0958 | -0.001 | 32 | 2.33 | 5.15 | 25.1% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.2000 | 12.2% | 0.09 | 0.0667 | -0.001 | 33 | 3.30 | 6.15 | 28.5% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.2000 | 14.4% | 0.08 | 0.0498 | -0.001 | 34 | 4.30 | 7.15 | 31.9% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.2000 | 16.5% | 0.07 | 0.0393 | -0.001 | 35 | 5.30 | 8.15 | 35.0% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.13 | 37.9% | 0.06 | 0.0321 | -0.001 | 36 | 6.30 | 9.15 | 37.9% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.13 | 40.6% | 0.05 | 0.0268 | -0.001 | 37 | 7.45 | 10.15 | 42.0% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.13 | 43.1% | 0.05 | 0.0228 | -0.001 | 38 | 6.95 | 11.15 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 2.13 | 45.6% | 0.04 | 0.0196 | -0.001 | 39 | 9.30 | 12.15 | 45.9% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.13 | 47.9% | 0.04 | 0.0171 | -0.001 | 40 | 10.45 | 13.15 | 49.7% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.13 | 50.1% | 0.03 | 0.0151 | -0.001 | 41 | 11.30 | 14.15 | 50.7% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 2.13 | 52.2% | 0.03 | 0.0134 | -0.001 | 42 | 11.95 | 15.15 | 49.5% | -1.00 | 0.0000 | -0.004 | ||||
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 — Apr 16, 2027
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.