EMR catena di opzioni Emerson Electric Co.
Cboe delayed options data · aggiornato al 12:34 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 ±4.9% (142.81–157.61) · ATM IV 30.4% · P/C open interest 0.41
| 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 | |
| 68.80 | 71.50 | 3 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 9 | 198.2% | -0.00 | 0.0000 | -0.001 | |||
| 63.20 | 66.30 | 1 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 5 | 181.8% | -0.00 | 0.0001 | -0.001 | |||
| 58.80 | 61.50 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.15 | 38 | 166.3% | -0.00 | 0.0001 | -0.002 | ||||
| 53.20 | 57.30 | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 118 | 151.6% | -0.00 | 0.0001 | -0.002 | ||||
| 48.30 | 52.30 | 1.00 | 0.0002 | 0.000 | 100 | 0 | 2.15 | 58 | 137.5% | -0.00 | 0.0002 | -0.003 | ||||
| 43.20 | 47.40 | 1.00 | 0.0004 | 0.000 | 105 | 0 | 2.15 | 276 | 124.0% | -0.00 | 0.0004 | -0.004 | ||||
| 38.20 | 42.40 | 1.00 | 0.0006 | 0.000 | 110 | 0 | 2.15 | 318 | 111.0% | -0.00 | 0.0006 | -0.005 | ||||
| 33.20 | 37.20 | 4 | 0.99 | 0.0010 | 0.000 | 115 | 0 | 0.1500 | 136 | 52.4% | -0.01 | 0.0010 | -0.008 | |||
| 28.90 | 31.60 | 28 | 0.99 | 0.0018 | 0.000 | 120 | 0 | 0.1500 | 1,156 | 48.8% | -0.01 | 0.0018 | -0.012 | |||
| 24.60 | 26.00 | 5 | 11 | 0.98 | 0.0032 | -0.005 | 125 | 0 | 2.15 | 213 | 74.0% | -0.02 | 0.0032 | -0.018 | ||
| 19.00 | 21.00 | 69 | 0.97 | 0.0060 | -0.017 | 130 | 0 | 2.20 | 2,714 | 62.6% | -0.03 | 0.0060 | -0.027 | |||
| 14.60 | 16.80 | 513 | 36.0% | 0.94 | 0.0114 | -0.035 | 135 | 0.1000 | 0.6500 | 1 | 492 | 37.5% | -0.06 | 0.0114 | -0.043 | |
| 9.50 | 12.20 | 3 | 702 | 29.0% | 0.87 | 0.0214 | -0.061 | 140 | 0.0500 | 0.9500 | 2 | 601 | 29.7% | -0.13 | 0.0216 | -0.067 |
| 7.80 | 9.80 | 23.8% | 0.83 | 0.0270 | -0.074 | 142 | 0.0500 | 2.30 | 34.4% | -0.17 | 0.0272 | -0.078 | ||||
| 6.90 | 9.60 | 28.0% | 0.80 | 0.0301 | -0.080 | 143 | 0.0500 | 2.15 | 1 | 31.0% | -0.20 | 0.0303 | -0.084 | |||
| 6.20 | 8.20 | 24.9% | 0.77 | 0.0333 | -0.086 | 144 | 0 | 1.40 | 23.7% | -0.23 | 0.0335 | -0.090 | ||||
| 5.40 | 8.00 | 501 | 27.9% | 0.74 | 0.0364 | -0.092 | 145 | 0.3500 | 2.70 | 1 | 321 | 34.3% | -0.26 | 0.0367 | -0.096 | |
| 4.60 | 7.30 | 5 | 27.5% | 0.71 | 0.0394 | -0.098 | 146 | 0.1500 | 2.85 | 4 | 26.9% | -0.30 | 0.0398 | -0.101 | ||
| 3.90 | 5.60 | 34 | 2 | 22.6% | 0.67 | 0.0422 | -0.103 | 147 | 0.2000 | 3.40 | 11 | 26.7% | -0.34 | 0.0426 | -0.105 | |
| 3.30 | 6.00 | 4 | 1 | 27.4% | 0.62 | 0.0445 | -0.107 | 148 | 1.15 | 3.80 | 2 | 29.3% | -0.38 | 0.0449 | -0.109 | |
| 3.30 | 5.40 | 13 | 24 | 29.8% | 0.58 | 0.0463 | -0.109 | 149 | 0.7000 | 4.00 | 11 | 24.7% | -0.43 | 0.0467 | -0.111 | |
| 3.10 | 3.80 | 4 | 641 | 26.7% | 0.53 | 0.0473 | -0.111 | 150 | 2.60 | 5.30 | 304 | 34.0% | -0.47 | 0.0478 | -0.112 | |
| 0.4000 | 3.70 | 14 | 24.3% | 0.41 | 0.0466 | -0.108 | 152.5 | 4.30 | 5.90 | 6 | 2 | 32.2% | -0.59 | 0.0472 | -0.109 | |
| 0.9000 | 2.00 | 160 | 3,704 | 25.0% | 0.31 | 0.0416 | -0.098 | 155 | 5.50 | 6.70 | 472 | 26.5% | -0.70 | 0.0423 | -0.098 | |
| 0.8000 | 1.40 | 397 | 13 | 28.7% | 0.22 | 0.0344 | -0.084 | 157.5 | 7.30 | 9.60 | 3 | 31.1% | -0.79 | 0.0350 | -0.083 | |
| 0 | 1.95 | 2,056 | 32.7% | 0.16 | 0.0269 | -0.069 | 160 | 9.20 | 11.70 | 307 | 30.5% | -0.85 | 0.0274 | -0.066 | ||
| 0 | 2.55 | 9 | 41.5% | 0.11 | 0.0203 | -0.055 | 162.5 | 11.50 | 14.10 | 33.0% | -0.90 | 0.0207 | -0.050 | |||
| 0.0500 | 0.4500 | 559 | 3,584 | 29.6% | 0.08 | 0.0151 | -0.043 | 165 | 14.20 | 16.50 | 190 | 38.3% | -0.93 | 0.0160 | -0.036 | |
| 0 | 0.7000 | 1 | 9 | 35.8% | 0.05 | 0.0111 | -0.034 | 167.5 | 16.80 | 18.90 | 42.5% | -0.96 | 0.0135 | -0.027 | ||
| 0 | 1.35 | 4,467 | 46.3% | 0.04 | 0.0081 | -0.026 | 170 | 18.70 | 21.20 | 37.0% | -0.98 | 0.0104 | -0.026 | |||
| 0 | 2.25 | 21 | 57.8% | 0.03 | 0.0060 | -0.020 | 172.5 | 21.20 | 23.90 | 43.7% | -0.99 | 0.0067 | -0.031 | |||
| 0 | 1.95 | 671 | 59.5% | 0.02 | 0.0044 | -0.016 | 175 | 23.70 | 26.40 | 47.2% | -1.00 | 0.0028 | -0.041 | |||
| 0 | 2.15 | 65.0% | 0.01 | 0.0033 | -0.012 | 177.5 | 26.20 | 28.90 | 50.6% | -1.00 | 0.0009 | -0.049 | ||||
| 0 | 0.3000 | 1,022 | 45.6% | 0.01 | 0.0024 | -0.010 | 180 | 28.70 | 31.40 | 53.9% | -1.00 | 0.0000 | -0.054 | |||
| 0 | 2.15 | 173 | 76.2% | 0.01 | 0.0014 | -0.006 | 185 | 33.70 | 36.40 | 60.3% | -1.00 | 0.0000 | -0.060 | |||
| 0 | 2.15 | 80 | 83.2% | 0.00 | 0.0008 | -0.004 | 190 | 38.70 | 41.40 | 66.4% | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.2500 | 444 | 53.5% | 0.00 | 0.0005 | -0.002 | 195 | 43.70 | 46.40 | 72.3% | -1.00 | 0.0000 | -0.062 | |||
| 0 | 2.15 | 4 | 96.2% | 0.00 | 0.0003 | -0.002 | 200 | 48.70 | 51.40 | 77.9% | -1.00 | 0.0000 | -0.062 | |||
| 0 | 2.15 | 3 | 108.1% | 0.00 | 0.0001 | -0.001 | 210 | 58.70 | 61.40 | 88.6% | -1.00 | 0.0000 | -0.062 | |||
| 0 | 2.00 | 117.3% | 0.00 | 0.0000 | -0.000 | 220 | 68.70 | 71.40 | 98.7% | -1.00 | 0.0000 | -0.062 | ||||
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 — Sep 18, 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