DPZ catena di opzioni Domino's Pizza, 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% (290.94–342.44) · ATM IV 34.6% · P/C open interest 1.62
| 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 | |
| 128.00 | 136.80 | 3 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 4.90 | 122.9% | -0.00 | 0.0001 | -0.004 | ||||
| 123.00 | 131.80 | 1.00 | 0.0001 | 0.000 | 190 | 0 | 4.90 | 10 | 117.8% | -0.00 | 0.0001 | -0.005 | ||||
| 118.00 | 126.90 | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.1500 | 65.3% | -0.00 | 0.0001 | -0.006 | |||||
| 113.40 | 121.90 | 66.0% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 4.90 | 1 | 108.0% | -0.00 | 0.0001 | -0.006 | |||
| 103.00 | 111.90 | 1 | 1.00 | 0.0002 | 0.000 | 210 | 0 | 4.90 | 1 | 98.5% | -0.00 | 0.0002 | -0.009 | |||
| 93.50 | 102.00 | 54.4% | 0.99 | 0.0003 | 0.000 | 220 | 0 | 4.90 | 3 | 89.5% | -0.01 | 0.0003 | -0.011 | |||
| 83.00 | 92.10 | 2 | 0.99 | 0.0005 | -0.004 | 230 | 0.0500 | 4.90 | 68 | 81.0% | -0.01 | 0.0005 | -0.015 | |||
| 74.40 | 79.40 | 0.99 | 0.0008 | -0.012 | 240 | 0.1000 | 0.2500 | 109 | 44.0% | -0.01 | 0.0008 | -0.021 | ||||
| 64.60 | 69.60 | 3 | 0.98 | 0.0013 | -0.022 | 250 | 0.2000 | 0.6500 | 27 | 168 | 44.0% | -0.02 | 0.0013 | -0.030 | ||
| 54.90 | 59.10 | 1 | 0.96 | 0.0021 | -0.037 | 260 | 0.3500 | 0.7000 | 8 | 354 | 39.3% | -0.04 | 0.0021 | -0.044 | ||
| 45.30 | 50.30 | 7 | 0.94 | 0.0035 | -0.059 | 270 | 0.7500 | 1.15 | 160 | 474 | 37.5% | -0.06 | 0.0035 | -0.066 | ||
| 35.60 | 40.10 | 3 | 0.89 | 0.0054 | -0.092 | 280 | 1.50 | 2.00 | 17 | 299 | 36.2% | -0.11 | 0.0055 | -0.097 | ||
| 27.30 | 32.70 | 1 | 29 | 30.5% | 0.83 | 0.0078 | -0.131 | 290 | 3.00 | 3.40 | 17 | 160 | 35.4% | -0.18 | 0.0079 | -0.135 |
| 22.20 | 24.30 | 15 | 82 | 34.2% | 0.73 | 0.0102 | -0.167 | 300 | 5.10 | 5.70 | 9 | 229 | 34.3% | -0.27 | 0.0103 | -0.171 |
| 15.60 | 17.30 | 20 | 190 | 33.0% | 0.62 | 0.0120 | -0.192 | 310 | 8.20 | 9.80 | 3 | 107 | 34.4% | -0.38 | 0.0122 | -0.195 |
| 11.20 | 12.80 | 46 | 278 | 35.0% | 0.49 | 0.0129 | -0.198 | 320 | 13.20 | 14.30 | 1 | 139 | 34.1% | -0.51 | 0.0131 | -0.201 |
| 6.70 | 7.70 | 31 | 298 | 32.6% | 0.37 | 0.0124 | -0.183 | 330 | 18.10 | 20.50 | 24 | 32.5% | -0.64 | 0.0127 | -0.186 | |
| 3.70 | 4.50 | 23 | 231 | 31.5% | 0.25 | 0.0107 | -0.152 | 340 | 25.60 | 27.60 | 3 | 32.5% | -0.76 | 0.0112 | -0.155 | |
| 2.30 | 2.75 | 151 | 99 | 32.3% | 0.16 | 0.0083 | -0.115 | 350 | 34.00 | 37.20 | 20 | 35.8% | -0.85 | 0.0089 | -0.118 | |
| 1.10 | 1.45 | 12 | 65 | 31.6% | 0.10 | 0.0059 | -0.082 | 360 | 42.80 | 48.00 | 41.1% | -0.92 | 0.0066 | -0.086 | ||
| 0.5000 | 0.8000 | 8 | 17 | 31.5% | 0.06 | 0.0041 | -0.059 | 370 | 51.30 | 57.60 | 41.7% | -0.96 | 0.0050 | -0.066 | ||
| 0 | 3.00 | 1 | 5 | 42.8% | 0.04 | 0.0029 | -0.045 | 380 | 60.40 | 67.60 | 43.6% | -0.98 | 0.0032 | -0.048 | ||
| 0 | 2.50 | 5 | 45.5% | 0.03 | 0.0022 | -0.038 | 390 | 69.20 | 78.00 | 44.4% | -0.99 | 0.0018 | -0.040 | |||
| 0 | 1.90 | 7 | 47.0% | 0.03 | 0.0017 | -0.034 | 400 | 79.10 | 88.00 | 48.0% | -1.00 | 0.0009 | -0.037 | |||
| 0 | 4.90 | 4 | 62.6% | 0.02 | 0.0014 | -0.032 | 410 | 89.10 | 98.00 | 52.0% | -1.00 | 0.0004 | -0.037 | |||
| 0 | 4.90 | 66.9% | 0.02 | 0.0011 | -0.029 | 420 | 99.10 | 108.00 | 55.9% | -1.00 | 0.0001 | -0.037 | ||||
| 0 | 4.90 | 71.0% | 0.02 | 0.0010 | -0.027 | 430 | 109.10 | 118.00 | 59.6% | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 1.00 | 4 | 55.5% | 0.01 | 0.0008 | -0.025 | 440 | 119.10 | 128.00 | 63.2% | -1.00 | 0.0000 | -0.037 | |||
| 0 | 1.75 | 4 | 64.2% | 0.01 | 0.0007 | -0.024 | 450 | 129.10 | 138.00 | 66.7% | -1.00 | 0.0000 | -0.037 | |||
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 20, 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.