DG catena di opzioni Dollar General Corporation
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 ±14.9% (113.42–153.12) · ATM IV 37.8% · P/C open interest 1.26
| 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 | |
| 62.60 | 65.40 | 69 | 63.8% | 1.00 | 0.0003 | 0.000 | 70 | 0 | 1.15 | 376 | 75.9% | -0.00 | 0.0004 | -0.002 | ||
| 57.00 | 61.05 | 3 | 213 | 56.5% | 0.99 | 0.0005 | 0.000 | 75 | 0 | 0.8000 | 336 | 64.4% | -0.01 | 0.0006 | -0.004 | |
| 52.60 | 56.15 | 443 | 60.8% | 0.99 | 0.0009 | 0.000 | 80 | 0.0100 | 0.6500 | 1,550 | 56.1% | -0.01 | 0.0010 | -0.005 | ||
| 47.20 | 51.25 | 286 | 49.3% | 0.98 | 0.0014 | 0.000 | 85 | 0.1100 | 0.3300 | 1 | 1,607 | 47.0% | -0.02 | 0.0015 | -0.008 | |
| 42.85 | 45.60 | 224 | 42.4% | 0.97 | 0.0021 | -0.003 | 90 | 0.0200 | 0.6500 | 318 | 45.0% | -0.03 | 0.0023 | -0.011 | ||
| 38.40 | 40.85 | 79 | 45.0% | 0.96 | 0.0031 | -0.008 | 95 | 0.3900 | 0.8600 | 652 | 45.0% | -0.05 | 0.0033 | -0.015 | ||
| 33.70 | 36.00 | 1 | 695 | 42.0% | 0.94 | 0.0045 | -0.014 | 100 | 0.6700 | 1.16 | 6 | 989 | 43.1% | -0.07 | 0.0047 | -0.021 |
| 29.30 | 31.20 | 230 | 40.2% | 0.91 | 0.0062 | -0.021 | 105 | 1.13 | 1.46 | 5 | 451 | 41.1% | -0.10 | 0.0064 | -0.027 | |
| 24.90 | 27.25 | 265 | 40.5% | 0.87 | 0.0082 | -0.028 | 110 | 1.78 | 2.29 | 362 | 40.6% | -0.14 | 0.0084 | -0.033 | ||
| 21.10 | 23.35 | 146 | 40.9% | 0.82 | 0.0103 | -0.036 | 115 | 2.59 | 3.20 | 1,145 | 39.3% | -0.19 | 0.0105 | -0.040 | ||
| 17.30 | 19.60 | 1 | 261 | 39.8% | 0.75 | 0.0124 | -0.043 | 120 | 4.00 | 4.40 | 11 | 1,068 | 39.2% | -0.25 | 0.0125 | -0.046 |
| 14.10 | 15.60 | 2 | 854 | 38.1% | 0.68 | 0.0142 | -0.049 | 125 | 5.60 | 6.40 | 529 | 39.1% | -0.32 | 0.0143 | -0.051 | |
| 11.15 | 12.90 | 1 | 2,856 | 38.2% | 0.61 | 0.0155 | -0.053 | 130 | 7.60 | 8.55 | 40 | 169 | 38.8% | -0.40 | 0.0155 | -0.054 |
| 9.20 | 9.70 | 8 | 244 | 37.7% | 0.53 | 0.0162 | -0.055 | 135 | 9.90 | 10.90 | 41 | 69 | 37.9% | -0.48 | 0.0162 | -0.054 |
| 7.05 | 7.75 | 29 | 908 | 37.7% | 0.45 | 0.0162 | -0.054 | 140 | 11.85 | 14.00 | 123 | 36.3% | -0.56 | 0.0162 | -0.053 | |
| 4.35 | 6.05 | 127 | 35.6% | 0.37 | 0.0155 | -0.052 | 145 | 15.95 | 17.30 | 18 | 37.8% | -0.63 | 0.0156 | -0.051 | ||
| 3.95 | 4.50 | 5 | 746 | 37.1% | 0.31 | 0.0144 | -0.048 | 150 | 19.65 | 20.80 | 34 | 37.7% | -0.70 | 0.0147 | -0.046 | |
| 2.81 | 3.45 | 7 | 306 | 37.0% | 0.25 | 0.0129 | -0.043 | 155 | 22.70 | 24.90 | 6 | 36.0% | -0.76 | 0.0135 | -0.042 | |
| 1.80 | 2.80 | 6 | 160 | 36.9% | 0.20 | 0.0113 | -0.038 | 160 | 26.90 | 29.20 | 3 | 36.2% | -0.82 | 0.0122 | -0.037 | |
| 1.38 | 2.49 | 45 | 38.6% | 0.16 | 0.0097 | -0.033 | 165 | 31.35 | 33.70 | 15 | 36.5% | -0.86 | 0.0109 | -0.032 | ||
| 0.8900 | 1.66 | 1 | 297 | 37.5% | 0.12 | 0.0081 | -0.028 | 170 | 35.95 | 38.45 | 37.2% | -0.90 | 0.0097 | -0.027 | ||
| 0.7600 | 1.37 | 67 | 38.9% | 0.10 | 0.0067 | -0.024 | 175 | 40.70 | 43.20 | 37.4% | -0.94 | 0.0085 | -0.023 | |||
| 0.5400 | 0.8900 | 36 | 38.2% | 0.07 | 0.0055 | -0.020 | 180 | 45.55 | 48.05 | 37.1% | -0.96 | 0.0079 | -0.019 | |||
| 0.4100 | 0.7300 | 81 | 39.0% | 0.06 | 0.0045 | -0.016 | 185 | 50.45 | 53.00 | -0.99 | 0.0059 | -0.013 | ||||
| 0.2700 | 0.5800 | 42 | 39.3% | 0.04 | 0.0036 | -0.013 | 190 | 55.45 | 58.10 | -1.00 | 0.0012 | -0.022 | ||||
| 0.1900 | 0.6400 | 19 | 41.4% | 0.03 | 0.0029 | -0.011 | 195 | 60.45 | 63.10 | -1.00 | 0.0000 | -0.022 | ||||
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.