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 ±8.1% (26.57–31.28) · ATM IV 60.7% · P/C open interest 0.03
| 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 | |
| 7.90 | 12.05 | 128.6% | 0.98 | 0.0085 | -0.015 | 19 | 0 | 2.13 | 277.1% | -0.02 | 0.0085 | -0.016 | ||||
| 6.90 | 11.00 | 101.6% | 0.97 | 0.0108 | -0.016 | 20 | 0 | 2.13 | 44 | 252.9% | -0.03 | 0.0108 | -0.017 | |||
| 6.90 | 9.20 | 120.8% | 0.97 | 0.0139 | -0.017 | 21 | 0 | 2.13 | 19 | 229.7% | -0.03 | 0.0139 | -0.018 | |||
| 5.15 | 9.05 | 114.9% | 0.96 | 0.0181 | -0.018 | 22 | 0 | 2.13 | 25 | 207.2% | -0.04 | 0.0181 | -0.019 | |||
| 4.20 | 8.00 | 99.7% | 0.95 | 0.0240 | -0.018 | 23 | 0 | 2.13 | 13 | 185.4% | -0.05 | 0.0240 | -0.019 | |||
| 2.93 | 7.00 | 59.3% | 0.94 | 0.0326 | -0.019 | 24 | 0 | 2.13 | 164.0% | -0.06 | 0.0326 | -0.020 | ||||
| 2.43 | 6.50 | 53.5% | 0.93 | 0.0385 | -0.019 | 24.5 | 0 | 2.13 | 153.5% | -0.07 | 0.0386 | -0.020 | ||||
| 2.10 | 6.05 | 67.3% | 0.93 | 0.0460 | -0.019 | 25 | 0 | 2.13 | 142.9% | -0.07 | 0.0461 | -0.020 | ||||
| 1.50 | 5.60 | 57.1% | 0.92 | 0.0558 | -0.019 | 25.5 | 0 | 2.13 | 132.4% | -0.08 | 0.0559 | -0.020 | ||||
| 1.15 | 5.10 | 58.5% | 0.91 | 0.0690 | -0.019 | 26 | 0 | 2.13 | 121.9% | -0.09 | 0.0692 | -0.019 | ||||
| 0.8500 | 4.65 | 61.5% | 0.89 | 0.0875 | -0.018 | 26.5 | 0 | 2.13 | 111.2% | -0.11 | 0.0878 | -0.019 | ||||
| 0.9000 | 4.20 | 73.2% | 0.87 | 0.1150 | -0.018 | 27 | 0 | 2.13 | 100.5% | -0.13 | 0.1156 | -0.018 | ||||
| 0 | 3.70 | 51.1% | 0.85 | 0.1596 | -0.017 | 27.5 | 0 | 2.14 | 89.8% | -0.15 | 0.1606 | -0.017 | ||||
| 0.8000 | 1.55 | 9 | 30.9% | 0.80 | 0.2415 | -0.015 | 28 | 0 | 0.1100 | 4 | 17.5% | -0.20 | 0.2435 | -0.016 | ||
| 0 | 2.74 | 59.2% | 0.71 | 0.4225 | -0.013 | 28.5 | 0 | 2.20 | 68.1% | -0.29 | 0.4279 | -0.014 | ||||
| 0 | 2.38 | 62.9% | 0.46 | 0.7435 | -0.011 | 29 | 0 | 2.33 | 3 | 58.5% | -0.55 | 0.7584 | -0.011 | |||
| 0 | 0.1000 | 11.7% | 0.14 | 0.4405 | -0.005 | 29.5 | 0 | 1.45 | 19.3% | -0.88 | 0.4734 | -0.006 | ||||
| 0 | 0.1500 | 3,234 | 20.3% | 0.09 | 0.2102 | -0.006 | 30 | 0.6000 | 1.35 | 6 | -0.93 | 0.2258 | -0.006 | |||
| 0 | 2.13 | 87.3% | 0.07 | 0.1307 | -0.006 | 30.5 | 0 | 3.65 | 41.0% | -0.94 | 0.1403 | -0.006 | ||||
| 0 | 0.0900 | 160 | 28.0% | 0.06 | 0.0916 | -0.006 | 31 | 0.1200 | 4.15 | 31.0% | -0.95 | 0.0981 | -0.007 | |||
| 0 | 2.13 | 104.1% | 0.05 | 0.0688 | -0.007 | 31.5 | 0.9300 | 4.65 | 51.6% | -0.96 | 0.0735 | -0.007 | ||||
| 0 | 0.0400 | 1 | 32.2% | 0.04 | 0.0542 | -0.007 | 32 | 0.9500 | 4.95 | -0.97 | 0.0578 | -0.007 | ||||
| 0 | 2.13 | 119.2% | 0.04 | 0.0440 | -0.007 | 32.5 | 2.70 | 5.55 | 88.5% | -0.97 | 0.0470 | -0.007 | ||||
| 0 | 2.13 | 126.2% | 0.03 | 0.0367 | -0.007 | 33 | 1.95 | 6.00 | -0.97 | 0.0392 | -0.007 | |||||
| 0 | 2.13 | 133.0% | 0.03 | 0.0312 | -0.007 | 33.5 | 2.45 | 6.50 | -0.98 | 0.0334 | -0.007 | |||||
| 0 | 2.13 | 139.5% | 0.03 | 0.0270 | -0.007 | 34 | 2.95 | 7.00 | -0.98 | 0.0289 | -0.007 | |||||
| 0 | 2.13 | 151.9% | 0.02 | 0.0208 | -0.007 | 35 | 3.95 | 8.00 | -0.98 | 0.0223 | -0.007 | |||||
| 0 | 2.13 | 163.5% | 0.02 | 0.0167 | -0.007 | 36 | 4.95 | 9.00 | -0.98 | 0.0178 | -0.006 | |||||
| 0 | 2.13 | 174.4% | 0.02 | 0.0137 | -0.007 | 37 | 5.95 | 10.05 | -0.99 | 0.0146 | -0.006 | |||||
| 0 | 2.13 | 184.8% | 0.02 | 0.0115 | -0.006 | 38 | 6.95 | 11.00 | -0.99 | 0.0122 | -0.006 | |||||
| 0 | 2.13 | 194.7% | 0.02 | 0.0098 | -0.006 | 39 | 7.95 | 12.00 | -0.99 | 0.0104 | -0.005 | |||||
| 0 | 0.0500 | 88.2% | 0.01 | 0.0085 | -0.006 | 40 | 8.95 | 13.05 | -0.99 | 0.0090 | -0.005 | |||||
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.