EBAY catena di opzioni eBay Inc.
Cboe delayed options data · aggiornato al 18:36 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 ±9.2% (109.77–132.02) · ATM IV 38.9% · P/C open interest 0.36
| 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 | |
| 54.10 | 56.90 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.3000 | 98.6% | -0.00 | 0.0001 | -0.001 | |||||
| 49.25 | 52.15 | 1.00 | 0.0002 | 0.000 | 70 | 0 | 0.1600 | 10 | 80.7% | -0.00 | 0.0002 | -0.001 | ||||
| 44.30 | 47.15 | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.1100 | 5 | 68.2% | -0.00 | 0.0004 | -0.002 | ||||
| 39.20 | 42.00 | 0.99 | 0.0007 | 0.000 | 80 | 0 | 0.1400 | 10 | 61.7% | -0.01 | 0.0007 | -0.004 | ||||
| 34.25 | 37.15 | 1 | 0.99 | 0.0014 | -0.003 | 85 | 0 | 0.1900 | 38 | 55.9% | -0.01 | 0.0014 | -0.008 | |||
| 29.30 | 32.25 | 3 | 0.98 | 0.0027 | -0.010 | 90 | 0.0400 | 0.2500 | 88 | 51.1% | -0.02 | 0.0027 | -0.013 | |||
| 24.45 | 26.90 | 2 | 6 | 0.96 | 0.0048 | -0.019 | 95 | 0.2400 | 0.4300 | 1 | 237 | 50.1% | -0.04 | 0.0049 | -0.022 | |
| 19.75 | 22.15 | 145 | 0.93 | 0.0082 | -0.032 | 100 | 0.3700 | 0.6600 | 2 | 1,437 | 45.6% | -0.07 | 0.0082 | -0.035 | ||
| 15.25 | 17.95 | 88 | 35.2% | 0.87 | 0.0128 | -0.049 | 105 | 0.9500 | 1.30 | 6 | 361 | 45.6% | -0.13 | 0.0129 | -0.051 | |
| 11.90 | 14.45 | 35.8% | 0.81 | 0.0173 | -0.063 | 109 | 1.47 | 1.81 | 42.8% | -0.19 | 0.0173 | -0.065 | ||||
| 11.55 | 13.60 | 285 | 38.1% | 0.79 | 0.0184 | -0.066 | 110 | 1.74 | 1.92 | 3 | 360 | 42.4% | -0.21 | 0.0184 | -0.068 | |
| 10.80 | 13.10 | 39.6% | 0.77 | 0.0195 | -0.070 | 111 | 1.91 | 2.26 | 42.4% | -0.23 | 0.0196 | -0.071 | ||||
| 10.05 | 12.50 | 40.2% | 0.75 | 0.0206 | -0.073 | 112 | 2.15 | 2.51 | 42.2% | -0.25 | 0.0207 | -0.074 | ||||
| 10.05 | 11.35 | 41.3% | 0.73 | 0.0217 | -0.076 | 113 | 2.48 | 2.79 | 42.2% | -0.27 | 0.0218 | -0.077 | ||||
| 9.70 | 10.45 | 41.8% | 0.71 | 0.0227 | -0.079 | 114 | 2.74 | 3.15 | 42.1% | -0.29 | 0.0228 | -0.080 | ||||
| 8.60 | 9.70 | 492 | 39.6% | 0.69 | 0.0236 | -0.081 | 115 | 3.05 | 3.35 | 1 | 116 | 41.4% | -0.31 | 0.0238 | -0.083 | |
| 7.70 | 9.30 | 39.5% | 0.66 | 0.0245 | -0.084 | 116 | 3.40 | 3.85 | 41.8% | -0.34 | 0.0247 | -0.085 | ||||
| 7.70 | 8.55 | 41.2% | 0.64 | 0.0253 | -0.086 | 117 | 3.75 | 4.20 | 41.5% | -0.36 | 0.0255 | -0.087 | ||||
| 6.35 | 7.95 | 38.3% | 0.61 | 0.0260 | -0.087 | 118 | 3.90 | 4.65 | 40.6% | -0.39 | 0.0262 | -0.088 | ||||
| 5.95 | 7.30 | 38.5% | 0.58 | 0.0265 | -0.088 | 119 | 4.55 | 5.00 | 40.9% | -0.42 | 0.0268 | -0.089 | ||||
| 6.40 | 6.65 | 22 | 3,806 | 41.5% | 0.56 | 0.0270 | -0.089 | 120 | 5.00 | 5.30 | 142 | 95 | 40.2% | -0.44 | 0.0272 | -0.090 |
| 4.80 | 6.30 | 38.1% | 0.53 | 0.0273 | -0.089 | 121 | 5.20 | 5.95 | 39.6% | -0.47 | 0.0275 | -0.090 | ||||
| 5.00 | 5.65 | 3 | 39.8% | 0.50 | 0.0275 | -0.089 | 122 | 5.85 | 6.45 | 39.9% | -0.50 | 0.0277 | -0.090 | |||
| 4.45 | 5.25 | 39.6% | 0.47 | 0.0275 | -0.089 | 123 | 6.50 | 7.10 | 40.6% | -0.53 | 0.0278 | -0.090 | ||||
| 3.60 | 4.70 | 37.5% | 0.45 | 0.0274 | -0.088 | 124 | 6.70 | 7.60 | 38.9% | -0.55 | 0.0277 | -0.089 | ||||
| 4.00 | 4.35 | 4 | 266 | 40.4% | 0.42 | 0.0272 | -0.087 | 125 | 7.60 | 7.95 | 22 | 39.0% | -0.58 | 0.0275 | -0.087 | |
| 3.25 | 3.95 | 38.9% | 0.39 | 0.0268 | -0.085 | 126 | 8.15 | 8.85 | 39.6% | -0.61 | 0.0272 | -0.086 | ||||
| 2.86 | 3.60 | 38.6% | 0.37 | 0.0264 | -0.083 | 127 | 8.65 | 9.45 | 38.7% | -0.63 | 0.0267 | -0.084 | ||||
| 2.46 | 3.30 | 38.3% | 0.34 | 0.0258 | -0.081 | 128 | 9.65 | 11.15 | 43.7% | -0.66 | 0.0262 | -0.082 | ||||
| 2.41 | 2.93 | 1 | 38.9% | 0.32 | 0.0251 | -0.079 | 129 | 10.05 | 11.30 | 40.4% | -0.68 | 0.0255 | -0.079 | |||
| 2.36 | 2.64 | 11 | 1,160 | 39.6% | 0.30 | 0.0243 | -0.076 | 130 | 10.85 | 11.80 | 16 | 39.8% | -0.71 | 0.0247 | -0.076 | |
| 1.80 | 2.42 | 38.4% | 0.27 | 0.0234 | -0.073 | 131 | 11.25 | 13.40 | 41.8% | -0.73 | 0.0239 | -0.073 | ||||
| 1.62 | 2.19 | 1 | 38.6% | 0.25 | 0.0225 | -0.070 | 132 | 11.90 | 14.35 | 42.1% | -0.75 | 0.0230 | -0.070 | |||
| 1.46 | 1.94 | 38.5% | 0.23 | 0.0215 | -0.067 | 133 | 12.75 | 15.15 | 42.5% | -0.77 | 0.0220 | -0.067 | ||||
| 1.26 | 1.73 | 11 | 38.3% | 0.21 | 0.0205 | -0.063 | 134 | 13.90 | 16.45 | 46.3% | -0.79 | 0.0210 | -0.064 | |||
| 1.31 | 1.55 | 9 | 1,334 | 39.3% | 0.20 | 0.0194 | -0.060 | 135 | 14.45 | 17.30 | 45.4% | -0.81 | 0.0200 | -0.060 | ||
| 1.00 | 1.42 | 38.6% | 0.18 | 0.0184 | -0.057 | 136 | 15.60 | 18.15 | 47.2% | -0.83 | 0.0190 | -0.057 | ||||
| 0.6200 | 0.9200 | 55 | 39.0% | 0.12 | 0.0142 | -0.044 | 140 | 18.95 | 21.50 | 46.9% | -0.89 | 0.0149 | -0.044 | |||
| 0.3000 | 0.4900 | 2 | 8 | 39.0% | 0.07 | 0.0096 | -0.030 | 145 | 23.55 | 26.40 | 51.0% | -0.94 | 0.0104 | -0.030 | ||
| 0.1100 | 0.3200 | 2 | 10 | 39.6% | 0.04 | 0.0062 | -0.019 | 150 | 28.40 | 31.25 | 55.3% | -0.97 | 0.0072 | -0.019 | ||
| 0.0100 | 0.2200 | 13 | 40.2% | 0.02 | 0.0039 | -0.012 | 155 | 33.50 | 36.25 | 62.2% | -0.99 | 0.0038 | -0.011 | |||
| 0 | 0.1600 | 4 | 42.2% | 0.01 | 0.0024 | -0.008 | 160 | 38.30 | 41.25 | 66.2% | -1.00 | 0.0002 | -0.009 | |||
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.
callput