DIS catena di opzioni The Walt Disney Company
Cboe delayed options data · aggiornato al 09:35 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 ±4.8% (105.16–115.88) · ATM IV 25.1% · P/C open interest 0.53
| 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 | |
| 43.65 | 47.20 | 0.99 | 0.0006 | -0.008 | 65 | 0 | 2.13 | 155.3% | -0.01 | 0.0006 | -0.008 | |||||
| 38.90 | 42.25 | 0.99 | 0.0009 | -0.009 | 70 | 0 | 2.13 | 137.4% | -0.01 | 0.0009 | -0.009 | |||||
| 33.65 | 37.70 | 0.99 | 0.0013 | -0.010 | 75 | 0 | 2.13 | 120.5% | -0.01 | 0.0013 | -0.010 | |||||
| 28.95 | 32.25 | 0.99 | 0.0018 | -0.011 | 80 | 0 | 2.13 | 104.5% | -0.01 | 0.0018 | -0.011 | |||||
| 24.20 | 27.05 | 0.98 | 0.0027 | -0.012 | 85 | 0 | 0.8500 | 6 | 71.1% | -0.02 | 0.0027 | -0.012 | ||||
| 19.45 | 22.10 | 0.98 | 0.0043 | -0.013 | 90 | 0 | 0.5200 | 6 | 26 | 52.7% | -0.02 | 0.0044 | -0.013 | |||
| 17.70 | 21.60 | 0.98 | 0.0048 | -0.013 | 91 | 0 | 1.15 | 65 | 60.3% | -0.02 | 0.0048 | -0.013 | ||||
| 17.00 | 20.20 | 0.98 | 0.0053 | -0.014 | 92 | 0 | 2.14 | 68.6% | -0.02 | 0.0054 | -0.014 | |||||
| 16.50 | 19.65 | 45.9% | 0.97 | 0.0059 | -0.014 | 93 | 0 | 0.3000 | 17 | 41.1% | -0.03 | 0.0060 | -0.014 | |||
| 14.75 | 18.15 | 0.97 | 0.0067 | -0.015 | 94 | 0 | 2.14 | 10 | 62.9% | -0.03 | 0.0067 | -0.015 | ||||
| 14.60 | 17.05 | 1 | 2 | 24.0% | 0.97 | 0.0075 | -0.015 | 95 | 0 | 0.1300 | 190 | 32.0% | -0.03 | 0.0076 | -0.015 | |
| 14.20 | 15.85 | 3 | 37.1% | 0.96 | 0.0086 | -0.016 | 96 | 0 | 1.11 | 4 | 240 | 46.9% | -0.04 | 0.0087 | -0.016 | |
| 12.90 | 14.85 | 27.3% | 0.96 | 0.0099 | -0.017 | 97 | 0.0100 | 0.2000 | 17 | 161 | 30.7% | -0.04 | 0.0100 | -0.017 | ||
| 12.10 | 13.90 | 31.6% | 0.95 | 0.0116 | -0.018 | 98 | 0.0100 | 0.1800 | 4 | 87 | 28.2% | -0.05 | 0.0117 | -0.018 | ||
| 10.95 | 12.85 | 1 | 24.9% | 0.95 | 0.0137 | -0.020 | 99 | 0.0700 | 0.2300 | 23 | 28.6% | -0.05 | 0.0138 | -0.020 | ||
| 10.05 | 12.00 | 23 | 28.1% | 0.94 | 0.0164 | -0.022 | 100 | 0.0600 | 0.2500 | 1 | 61 | 26.7% | -0.06 | 0.0165 | -0.022 | |
| 9.40 | 11.05 | 5 | 30.9% | 0.92 | 0.0197 | -0.025 | 101 | 0.1300 | 0.4900 | 79 | 29.0% | -0.08 | 0.0199 | -0.026 | ||
| 8.30 | 10.15 | 6 | 28.4% | 0.90 | 0.0237 | -0.030 | 102 | 0.2900 | 0.4000 | 5 | 68 | 27.4% | -0.10 | 0.0239 | -0.030 | |
| 7.65 | 8.80 | 40 | 23 | 25.9% | 0.88 | 0.0282 | -0.034 | 103 | 0.4000 | 0.7300 | 3 | 133 | 29.1% | -0.12 | 0.0285 | -0.035 |
| 7.05 | 7.70 | 37 | 26.0% | 0.85 | 0.0332 | -0.039 | 104 | 0.5000 | 0.6800 | 48 | 238 | 26.9% | -0.15 | 0.0336 | -0.040 | |
| 5.95 | 7.25 | 11 | 49 | 26.6% | 0.81 | 0.0384 | -0.045 | 105 | 0.7200 | 0.8700 | 10 | 59 | 27.1% | -0.19 | 0.0388 | -0.045 |
| 5.05 | 5.90 | 3 | 634 | 22.0% | 0.77 | 0.0435 | -0.050 | 106 | 0.9100 | 1.11 | 5 | 38 | 26.8% | -0.23 | 0.0440 | -0.051 |
| 4.55 | 5.40 | 1 | 384 | 25.1% | 0.73 | 0.0484 | -0.055 | 107 | 1.16 | 1.38 | 12 | 77 | 26.6% | -0.28 | 0.0490 | -0.055 |
| 3.90 | 4.50 | 5 | 177 | 24.1% | 0.68 | 0.0527 | -0.059 | 108 | 1.47 | 1.75 | 5 | 130 | 26.7% | -0.33 | 0.0535 | -0.059 |
| 3.10 | 4.10 | 3 | 51 | 24.4% | 0.62 | 0.0563 | -0.061 | 109 | 1.72 | 2.12 | 21 | 30 | 26.0% | -0.38 | 0.0573 | -0.062 |
| 2.71 | 3.25 | 220 | 406 | 23.9% | 0.56 | 0.0589 | -0.063 | 110 | 2.20 | 2.56 | 2 | 287 | 26.2% | -0.44 | 0.0600 | -0.064 |
| 2.29 | 2.69 | 5 | 127 | 24.1% | 0.50 | 0.0601 | -0.063 | 111 | 2.69 | 3.05 | 27 | 16 | 26.1% | -0.50 | 0.0614 | -0.065 |
| 1.85 | 2.21 | 12 | 161 | 24.0% | 0.44 | 0.0599 | -0.062 | 112 | 3.15 | 3.90 | 37 | 38 | 27.1% | -0.56 | 0.0614 | -0.064 |
| 1.51 | 1.85 | 45 | 135 | 24.4% | 0.39 | 0.0583 | -0.060 | 113 | 3.55 | 4.30 | 25 | 26 | 25.0% | -0.62 | 0.0599 | -0.061 |
| 1.15 | 1.44 | 259 | 280 | 23.8% | 0.33 | 0.0555 | -0.056 | 114 | 3.95 | 5.25 | 5 | 25.0% | -0.68 | 0.0573 | -0.058 | |
| 0.8900 | 1.13 | 51 | 249 | 23.7% | 0.28 | 0.0516 | -0.051 | 115 | 5.00 | 5.90 | 26.5% | -0.74 | 0.0536 | -0.053 | ||
| 0.6600 | 0.8900 | 25 | 184 | 23.6% | 0.23 | 0.0469 | -0.046 | 116 | 5.05 | 7.25 | 25.7% | -0.79 | 0.0491 | -0.048 | ||
| 0.4800 | 0.6800 | 2 | 190 | 23.5% | 0.18 | 0.0415 | -0.040 | 117 | 5.85 | 7.75 | 23.3% | -0.83 | 0.0440 | -0.042 | ||
| 0.2900 | 0.5800 | 206 | 23.5% | 0.15 | 0.0360 | -0.034 | 118 | 6.75 | 8.65 | 23.8% | -0.87 | 0.0384 | -0.037 | |||
| 0.1800 | 0.5400 | 3 | 154 | 24.2% | 0.12 | 0.0306 | -0.029 | 119 | 7.65 | 9.25 | 18.2% | -0.91 | 0.0328 | -0.032 | ||
| 0.1300 | 0.4000 | 24 | 395 | 24.2% | 0.09 | 0.0258 | -0.025 | 120 | 8.60 | 10.45 | 6 | 3 | 23.5% | -0.93 | 0.0274 | -0.028 |
| 0.0800 | 0.2600 | 10 | 44 | 23.5% | 0.08 | 0.0219 | -0.023 | 121 | 9.55 | 11.70 | 28.2% | -0.94 | 0.0229 | -0.024 | ||
| 0.0300 | 0.2700 | 1 | 50 | 24.6% | 0.07 | 0.0187 | -0.021 | 122 | 10.50 | 12.15 | -0.96 | 0.0190 | -0.021 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 123 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 124 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 2.19 | 1 | 48.8% | 0.05 | 0.0123 | -0.017 | 125 | 13.50 | 15.80 | 36.1% | -0.98 | 0.0114 | -0.015 | |||
| 0 | 2.14 | 58.4% | 0.03 | 0.0071 | -0.013 | 130 | 17.70 | 21.50 | 42.9% | -0.99 | 0.0056 | -0.010 | ||||
| 0 | 2.13 | 67.4% | 0.02 | 0.0046 | -0.011 | 135 | 23.30 | 26.50 | 59.5% | -0.99 | 0.0032 | -0.007 | ||||
| 0 | 2.13 | 75.8% | 0.02 | 0.0033 | -0.010 | 140 | 28.30 | 31.50 | 67.4% | -1.00 | 0.0019 | -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 — 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