DASH catena di opzioni DoorDash, Inc.
Cboe delayed options data · aggiornato al 12:34 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 ±20.0% (182.18–273.18) · ATM IV 41.2% · P/C open interest 0.70
| 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 | |
| 112.50 | 115.45 | 31 | 62.9% | 0.99 | 0.0004 | 0.000 | 115 | 0.0100 | 0.4400 | 56 | 51.4% | -0.01 | 0.0004 | -0.007 | ||
| 107.15 | 110.60 | 143 | 56.9% | 0.99 | 0.0005 | 0.000 | 120 | 0.1000 | 0.5200 | 2 | 280 | 50.7% | -0.01 | 0.0005 | -0.009 | |
| 102.00 | 105.80 | 14 | 52.8% | 0.98 | 0.0006 | 0.000 | 125 | 0.2200 | 0.6400 | 902 | 50.3% | -0.02 | 0.0006 | -0.011 | ||
| 97.25 | 101.05 | 26 | 52.0% | 0.98 | 0.0008 | 0.000 | 130 | 0 | 1.36 | 733 | 51.1% | -0.02 | 0.0008 | -0.013 | ||
| 93.65 | 96.30 | 22 | 56.2% | 0.97 | 0.0009 | 0.000 | 135 | 0.5000 | 0.9700 | 367 | 48.8% | -0.03 | 0.0009 | -0.015 | ||
| 88.30 | 91.55 | 59 | 51.9% | 0.97 | 0.0011 | 0.000 | 140 | 0.7600 | 1.19 | 2 | 1,931 | 48.5% | -0.03 | 0.0011 | -0.018 | |
| 83.50 | 87.00 | 65 | 50.6% | 0.96 | 0.0014 | 0.000 | 145 | 0.9300 | 1.52 | 1,837 | 47.7% | -0.04 | 0.0014 | -0.021 | ||
| 78.85 | 82.25 | 200 | 48.9% | 0.95 | 0.0016 | -0.003 | 150 | 1.23 | 1.83 | 2 | 1,855 | 47.0% | -0.05 | 0.0016 | -0.025 | |
| 75.05 | 77.70 | 41 | 50.0% | 0.94 | 0.0019 | -0.008 | 155 | 1.57 | 2.37 | 120 | 46.7% | -0.06 | 0.0019 | -0.029 | ||
| 70.25 | 73.25 | 35 | 48.2% | 0.92 | 0.0022 | -0.013 | 160 | 2.04 | 2.73 | 2 | 554 | 45.9% | -0.08 | 0.0023 | -0.033 | |
| 66.10 | 68.45 | 62 | 47.0% | 0.91 | 0.0026 | -0.019 | 165 | 2.55 | 3.55 | 207 | 45.9% | -0.09 | 0.0026 | -0.037 | ||
| 61.90 | 64.40 | 1,997 | 46.9% | 0.89 | 0.0030 | -0.025 | 170 | 3.15 | 5.00 | 1 | 407 | 46.8% | -0.11 | 0.0030 | -0.042 | |
| 57.75 | 60.15 | 593 | 46.0% | 0.87 | 0.0034 | -0.031 | 175 | 3.95 | 5.05 | 783 | 45.0% | -0.13 | 0.0034 | -0.046 | ||
| 53.35 | 56.10 | 133 | 44.9% | 0.85 | 0.0038 | -0.037 | 180 | 4.00 | 6.45 | 659 | 44.0% | -0.15 | 0.0038 | -0.051 | ||
| 49.00 | 52.50 | 207 | 44.2% | 0.83 | 0.0042 | -0.043 | 185 | 5.80 | 6.50 | 193 | 43.3% | -0.17 | 0.0043 | -0.056 | ||
| 45.90 | 48.80 | 854 | 44.8% | 0.80 | 0.0046 | -0.048 | 190 | 5.90 | 7.70 | 6 | 604 | 41.6% | -0.20 | 0.0047 | -0.060 | |
| 42.25 | 45.15 | 630 | 44.3% | 0.78 | 0.0050 | -0.054 | 195 | 8.00 | 9.90 | 1 | 689 | 43.5% | -0.23 | 0.0051 | -0.065 | |
| 38.75 | 41.15 | 3,944 | 43.2% | 0.75 | 0.0054 | -0.059 | 200 | 8.50 | 10.65 | 29 | 1,539 | 41.1% | -0.26 | 0.0055 | -0.068 | |
| 32.35 | 34.75 | 978 | 42.6% | 0.69 | 0.0061 | -0.067 | 210 | 12.80 | 14.20 | 368 | 41.6% | -0.32 | 0.0063 | -0.075 | ||
| 26.45 | 29.30 | 1,605 | 42.1% | 0.62 | 0.0066 | -0.074 | 220 | 16.25 | 19.70 | 250 | 41.6% | -0.39 | 0.0068 | -0.079 | ||
| 21.50 | 23.90 | 5 | 2,320 | 41.4% | 0.55 | 0.0069 | -0.077 | 230 | 21.70 | 23.90 | 5 | 733 | 41.0% | -0.46 | 0.0072 | -0.081 |
| 18.15 | 19.75 | 1 | 1,029 | 42.0% | 0.48 | 0.0070 | -0.079 | 240 | 28.20 | 30.40 | 260 | 42.2% | -0.53 | 0.0074 | -0.080 | |
| 14.70 | 16.15 | 1 | 2,040 | 41.9% | 0.42 | 0.0069 | -0.077 | 250 | 33.50 | 36.15 | 619 | 40.3% | -0.60 | 0.0073 | -0.077 | |
| 10.20 | 12.75 | 931 | 40.0% | 0.36 | 0.0066 | -0.074 | 260 | 40.40 | 43.25 | 491 | 40.0% | -0.66 | 0.0071 | -0.072 | ||
| 7.85 | 10.25 | 1,644 | 39.8% | 0.30 | 0.0062 | -0.069 | 270 | 47.95 | 50.75 | 191 | 39.6% | -0.72 | 0.0068 | -0.065 | ||
| 6.10 | 8.05 | 10 | 434 | 39.8% | 0.25 | 0.0057 | -0.064 | 280 | 55.85 | 58.80 | 18 | 39.0% | -0.78 | 0.0064 | -0.057 | |
| 4.95 | 6.00 | 1 | 237 | 39.6% | 0.21 | 0.0051 | -0.057 | 290 | 64.50 | 67.25 | 10 | 38.6% | -0.83 | 0.0059 | -0.049 | |
| 3.45 | 5.10 | 1,499 | 39.7% | 0.17 | 0.0046 | -0.051 | 300 | 73.50 | 76.20 | 2 | 38.2% | -0.87 | 0.0054 | -0.040 | ||
| 2.00 | 4.95 | 83 | 40.3% | 0.14 | 0.0040 | -0.044 | 310 | 82.55 | 86.15 | 38.9% | -0.91 | 0.0048 | -0.032 | |||
| 1.22 | 4.20 | 92 | 40.4% | 0.11 | 0.0034 | -0.038 | 320 | 92.25 | 94.85 | 5 | -0.94 | 0.0046 | -0.022 | |||
| 1.36 | 3.00 | 790 | 40.8% | 0.09 | 0.0029 | -0.033 | 330 | 101.85 | 105.75 | -0.97 | 0.0039 | -0.025 | ||||
| 0.5900 | 2.29 | 206 | 39.5% | 0.07 | 0.0025 | -0.028 | 340 | 111.80 | 115.80 | -0.99 | 0.0017 | -0.045 | ||||
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 — Jan 15, 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.
callput