DASH catena di opzioni DoorDash, Inc.
Cboe delayed options data · aggiornato al 12:35 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 ±12.6% (166.94–215.04) · ATM IV 66.2% · P/C open interest 1.05
| 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 | |
| 77.55 | 81.40 | 0.99 | 0.0007 | -0.035 | 110 | 0 | 2.13 | 1 | 140.2% | -0.01 | 0.0007 | -0.035 | ||||
| 72.60 | 76.30 | 0.98 | 0.0008 | -0.039 | 115 | 0 | 2.13 | 130.5% | -0.01 | 0.0008 | -0.039 | |||||
| 67.65 | 71.10 | 0.98 | 0.0010 | -0.044 | 120 | 0 | 2.14 | 121.2% | -0.02 | 0.0010 | -0.044 | |||||
| 62.80 | 66.15 | 0.98 | 0.0013 | -0.050 | 125 | 0 | 1.95 | 109.9% | -0.02 | 0.0013 | -0.050 | |||||
| 57.80 | 61.25 | 0.97 | 0.0016 | -0.057 | 130 | 0 | 2.15 | 103.4% | -0.03 | 0.0016 | -0.057 | |||||
| 52.90 | 56.65 | 70.5% | 0.96 | 0.0021 | -0.067 | 135 | 0 | 1.35 | 85.9% | -0.04 | 0.0021 | -0.067 | ||||
| 48.15 | 51.30 | 60.7% | 0.95 | 0.0026 | -0.079 | 140 | 0 | 2.37 | 82 | 88.6% | -0.05 | 0.0026 | -0.079 | |||
| 43.45 | 47.05 | 70.5% | 0.94 | 0.0034 | -0.094 | 145 | 0.1600 | 2.09 | 83 | 79.4% | -0.06 | 0.0034 | -0.095 | |||
| 38.85 | 42.35 | 69.4% | 0.92 | 0.0044 | -0.115 | 150 | 0.3600 | 2.01 | 11 | 12 | 72.3% | -0.08 | 0.0044 | -0.115 | ||
| 34.90 | 37.55 | 1 | 70.2% | 0.89 | 0.0056 | -0.140 | 155 | 1.47 | 1.94 | 35 | 28 | 71.3% | -0.11 | 0.0056 | -0.141 | |
| 30.15 | 33.30 | 67.3% | 0.86 | 0.0069 | -0.169 | 160 | 1.89 | 4.00 | 32 | 75.5% | -0.14 | 0.0069 | -0.169 | |||
| 26.10 | 29.60 | 68.6% | 0.82 | 0.0083 | -0.198 | 165 | 2.80 | 4.90 | 23 | 73.9% | -0.18 | 0.0083 | -0.199 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 22.25 | 25.60 | 21 | 67.2% | 0.77 | 0.0096 | -0.226 | 170 | 3.50 | 6.05 | 14 | 124 | 70.8% | -0.23 | 0.0097 | -0.227 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 18.65 | 21.85 | 3 | 65.8% | 0.72 | 0.0109 | -0.249 | 175 | 5.25 | 7.25 | 51 | 83 | 70.1% | -0.28 | 0.0110 | -0.251 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.35 | 18.15 | 28 | 63.8% | 0.66 | 0.0120 | -0.268 | 180 | 7.05 | 8.10 | 29 | 66.7% | -0.34 | 0.0121 | -0.269 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.90 | 15.65 | 84 | 65.8% | 0.59 | 0.0128 | -0.280 | 185 | 8.45 | 10.35 | 15 | 64.7% | -0.41 | 0.0129 | -0.282 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.25 | 12.90 | 4 | 65 | 64.6% | 0.53 | 0.0133 | -0.285 | 190 | 10.85 | 14.10 | 3 | 67.7% | -0.47 | 0.0134 | -0.287 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.95 | 10.65 | 37 | 86 | 64.0% | 0.46 | 0.0134 | -0.282 | 195 | 13.40 | 16.80 | 98 | 90 | 66.5% | -0.54 | 0.0135 | -0.284 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.00 | 8.75 | 29 | 94 | 63.4% | 0.40 | 0.0131 | -0.272 | 200 | 16.55 | 19.20 | 33 | 58 | 64.4% | -0.61 | 0.0132 | -0.274 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.75 | 7.15 | 15 | 64.1% | 0.34 | 0.0124 | -0.255 | 205 | 19.95 | 22.55 | 6 | 63.8% | -0.67 | 0.0126 | -0.258 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.05 | 5.90 | 44 | 62.7% | 0.28 | 0.0116 | -0.233 | 210 | 23.95 | 26.15 | 1 | 64.2% | -0.72 | 0.0117 | -0.236 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.00 | 4.90 | 2 | 28 | 66.3% | 0.23 | 0.0105 | -0.208 | 215 | 27.45 | 30.70 | 64.6% | -0.77 | 0.0106 | -0.211 | ||
| 1.25 | 4.00 | 59 | 62.6% | 0.19 | 0.0093 | -0.183 | 220 | 31.55 | 34.85 | 5 | 64.3% | -0.82 | 0.0094 | -0.186 | ||
| 1.43 | 2.46 | 1 | 70 | 62.3% | 0.15 | 0.0080 | -0.158 | 225 | 36.20 | 39.20 | 65.7% | -0.86 | 0.0082 | -0.162 | ||
| 0.9900 | 2.99 | 8 | 68.0% | 0.12 | 0.0069 | -0.136 | 230 | 40.00 | 43.70 | 62.0% | -0.89 | 0.0071 | -0.140 | |||
| 0.3600 | 2.55 | 11 | 67.2% | 0.10 | 0.0058 | -0.117 | 235 | 45.25 | 48.35 | 66.2% | -0.91 | 0.0060 | -0.122 | |||
| 0.3200 | 2.42 | 1 | 19 | 70.8% | 0.08 | 0.0050 | -0.102 | 240 | 49.75 | 53.10 | 65.2% | -0.93 | 0.0052 | -0.107 | ||
| 0 | 1.75 | 68.0% | 0.07 | 0.0042 | -0.090 | 245 | 54.85 | 57.90 | 68.6% | -0.94 | 0.0044 | -0.095 | ||||
| 0 | 2.01 | 3 | 74.2% | 0.06 | 0.0036 | -0.081 | 250 | 59.75 | 62.80 | 70.7% | -0.95 | 0.0038 | -0.086 | |||
| 0.1400 | 2.35 | 81.9% | 0.05 | 0.0032 | -0.074 | 255 | 64.30 | 67.75 | 68.2% | -0.96 | 0.0033 | -0.078 | ||||
| 0 | 0.6500 | 2 | 66.8% | 0.04 | 0.0028 | -0.069 | 260 | 69.70 | 72.75 | 77.2% | -0.97 | 0.0029 | -0.072 | |||
| 0 | 0.9500 | 1 | 74.5% | 0.04 | 0.0024 | -0.064 | 265 | 73.70 | 77.90 | 63.0% | -0.97 | 0.0025 | -0.067 | |||
| 0 | 1.55 | 85.0% | 0.04 | 0.0022 | -0.061 | 270 | 79.60 | 82.85 | 84.4% | -0.97 | 0.0022 | -0.063 | ||||
| 0 | 1.60 | 88.9% | 0.03 | 0.0020 | -0.058 | 275 | 84.20 | 87.85 | 81.9% | -0.98 | 0.0020 | -0.059 | ||||
| 0 | 2.16 | 97.8% | 0.03 | 0.0018 | -0.055 | 280 | 89.60 | 92.85 | 91.2% | -0.98 | 0.0018 | -0.056 | ||||
| 0 | 1.55 | 1 | 95.0% | 0.03 | 0.0016 | -0.053 | 285 | 94.20 | 97.85 | 88.3% | -0.98 | 0.0016 | -0.053 | |||
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 06, 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.
callput