EBAY catena di opzioni eBay 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 ±8.0% (99.17–116.47) · ATM IV 27.7% · P/C open interest 0.69
| 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 | |
| 50.55 | 53.20 | 76.2% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 2.13 | 3 | 130.7% | -0.00 | 0.0002 | -0.001 | |||
| 45.60 | 48.25 | 6 | 70.8% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 2.13 | 2 | 116.1% | -0.00 | 0.0004 | -0.002 | ||
| 40.60 | 43.25 | 57.3% | 0.99 | 0.0006 | 0.000 | 65 | 0 | 2.13 | 6 | 102.6% | -0.00 | 0.0006 | -0.003 | |||
| 34.95 | 38.40 | 1 | 0.99 | 0.0012 | 0.000 | 70 | 0 | 0.5200 | 7 | 66.9% | -0.01 | 0.0012 | -0.005 | |||
| 33.15 | 35.80 | 47.0% | 0.99 | 0.0015 | -0.000 | 72.5 | 0 | 0.3400 | 2 | 57.8% | -0.01 | 0.0015 | -0.006 | |||
| 30.85 | 33.20 | 24 | 47.2% | 0.98 | 0.0020 | -0.002 | 75 | 0 | 0.3400 | 23 | 53.4% | -0.01 | 0.0020 | -0.007 | ||
| 27.55 | 31.00 | 4 | 0.98 | 0.0027 | -0.004 | 77.5 | 0 | 0.5500 | 79 | 53.5% | -0.02 | 0.0027 | -0.009 | |||
| 25.75 | 28.40 | 18 | 41.1% | 0.97 | 0.0036 | -0.006 | 80 | 0 | 0.4000 | 47 | 46.3% | -0.03 | 0.0036 | -0.011 | ||
| 22.90 | 25.95 | 4 | 0.96 | 0.0048 | -0.009 | 82.5 | 0 | 0.4700 | 6 | 43.4% | -0.03 | 0.0048 | -0.013 | |||
| 20.20 | 24.20 | 8 | 37.8% | 0.95 | 0.0063 | -0.012 | 85 | 0 | 0.3800 | 83 | 37.7% | -0.05 | 0.0063 | -0.016 | ||
| 17.85 | 21.80 | 1 | 37.1% | 0.94 | 0.0082 | -0.016 | 87.5 | 0 | 0.4900 | 87 | 35.4% | -0.06 | 0.0083 | -0.020 | ||
| 15.45 | 18.85 | 18 | 27.2% | 0.92 | 0.0108 | -0.021 | 90 | 0.1400 | 0.9000 | 278 | 37.3% | -0.08 | 0.0108 | -0.024 | ||
| 13.60 | 16.40 | 19 | 31.6% | 0.89 | 0.0139 | -0.025 | 92.5 | 0.2000 | 1.03 | 62 | 34.2% | -0.11 | 0.0140 | -0.028 | ||
| 11.65 | 14.10 | 13 | 32.3% | 0.85 | 0.0177 | -0.031 | 95 | 0.4000 | 1.09 | 6 | 596 | 31.3% | -0.15 | 0.0179 | -0.033 | |
| 8.95 | 12.00 | 42 | 28.3% | 0.81 | 0.0221 | -0.036 | 97.5 | 0.8500 | 1.39 | 17 | 211 | 30.6% | -0.19 | 0.0223 | -0.038 | |
| 7.45 | 10.00 | 2 | 179 | 30.0% | 0.75 | 0.0267 | -0.041 | 100 | 1.18 | 2.13 | 9 | 673 | 30.0% | -0.25 | 0.0270 | -0.043 |
| 4.80 | 6.00 | 125 | 721 | 29.1% | 0.60 | 0.0345 | -0.048 | 105 | 2.89 | 3.65 | 40 | 189 | 28.9% | -0.41 | 0.0350 | -0.049 |
| 2.54 | 3.45 | 127 | 662 | 28.5% | 0.42 | 0.0359 | -0.048 | 110 | 4.80 | 6.50 | 122 | 259 | 26.8% | -0.59 | 0.0367 | -0.048 |
| 1.17 | 1.86 | 156 | 648 | 28.5% | 0.26 | 0.0298 | -0.040 | 115 | 7.80 | 11.30 | 40 | 212 | 29.3% | -0.75 | 0.0310 | -0.040 |
| 0.4600 | 0.9100 | 30 | 446 | 28.4% | 0.15 | 0.0210 | -0.029 | 120 | 12.40 | 14.75 | 2 | 62 | 26.7% | -0.86 | 0.0224 | -0.029 |
| 0.1400 | 0.5200 | 4 | 548 | 29.9% | 0.09 | 0.0136 | -0.021 | 125 | 16.65 | 20.30 | 31.3% | -0.93 | 0.0152 | -0.019 | ||
| 0 | 0.2400 | 162 | 28.9% | 0.05 | 0.0086 | -0.014 | 130 | 21.55 | 25.30 | 35.8% | -0.98 | 0.0112 | -0.015 | |||
| 0 | 0.4200 | 30 | 169 | 36.8% | 0.03 | 0.0054 | -0.010 | 135 | 26.55 | 30.05 | -1.00 | 0.0031 | -0.014 | |||
| 0 | 0.3200 | 20 | 39.5% | 0.02 | 0.0034 | -0.007 | 140 | 32.15 | 34.55 | 42.9% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.2400 | 10 | 41.8% | 0.01 | 0.0022 | -0.005 | 145 | 36.95 | 40.05 | 53.3% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.4200 | 15 | 49.8% | 0.01 | 0.0015 | -0.003 | 150 | 42.15 | 44.55 | 51.7% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.2800 | 101 | 50.5% | 0.01 | 0.0010 | -0.002 | 155 | 47.05 | 49.65 | 55.9% | -1.00 | 0.0000 | -0.014 | |||
| 0.0100 | 0.0400 | 5 | 36 | 43.8% | 0.00 | 0.0007 | -0.002 | 160 | 51.95 | 55.00 | 65.9% | -1.00 | 0.0000 | -0.014 | ||
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 — Oct 16, 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.