EOG catena di opzioni EOG Resources, Inc.
Cboe delayed options data · aggiornato al 21:50 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% (139.15–153.25) · ATM IV 29.6% · 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 | |
| 70.60 | 73.10 | 185.2% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 23 | 209.5% | -0.00 | 0.0000 | -0.000 | |||
| 65.70 | 67.60 | 156.3% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 557 | 192.0% | -0.00 | 0.0000 | -0.000 | |||
| 60.50 | 62.90 | 145.0% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 42 | 175.5% | -0.00 | 0.0000 | -0.000 | |||
| 55.60 | 57.90 | 1 | 133.8% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.15 | 79 | 159.9% | -0.00 | 0.0000 | -0.000 | ||
| 50.50 | 52.20 | 21 | 83.9% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 232 | 145.0% | -0.00 | 0.0001 | -0.001 | ||
| 48.10 | 50.10 | 105.6% | 1.00 | 0.0001 | 0.000 | 97.5 | 0 | 2.15 | 12 | 137.9% | -0.00 | 0.0001 | -0.001 | |||
| 45.50 | 47.90 | 105.1% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 2.15 | 230 | 130.8% | -0.00 | 0.0001 | -0.001 | |||
| 40.80 | 42.90 | 59 | 99.5% | 1.00 | 0.0002 | 0.000 | 105 | 0 | 2.15 | 859 | 117.2% | -0.00 | 0.0002 | -0.002 | ||
| 35.80 | 37.90 | 132 | 87.5% | 1.00 | 0.0004 | 0.000 | 110 | 0 | 2.15 | 1,171 | 104.0% | -0.00 | 0.0004 | -0.003 | ||
| 30.70 | 32.80 | 76 | 72.4% | 1.00 | 0.0009 | 0.000 | 115 | 0 | 2.15 | 944 | 91.2% | -0.00 | 0.0009 | -0.005 | ||
| 25.40 | 28.20 | 231 | 63.0% | 0.99 | 0.0019 | 0.000 | 120 | 0 | 0.5000 | 1 | 1,080 | 40.1% | -0.01 | 0.0019 | -0.009 | |
| 20.80 | 23.30 | 147 | 58.4% | 0.98 | 0.0042 | -0.006 | 125 | 0 | 0.4500 | 20 | 1,237 | 45.7% | -0.02 | 0.0042 | -0.017 | |
| 15.90 | 17.70 | 8,714 | 41.5% | 0.96 | 0.0091 | -0.024 | 130 | 0.1000 | 0.3500 | 28 | 4,240 | 36.2% | -0.05 | 0.0092 | -0.032 | |
| 11.30 | 13.90 | 1,576 | 43.6% | 0.90 | 0.0188 | -0.052 | 135 | 0.3000 | 0.6000 | 2 | 1,058 | 31.7% | -0.11 | 0.0191 | -0.059 | |
| 7.50 | 9.80 | 33.6% | 0.80 | 0.0300 | -0.082 | 139 | 0.5500 | 1.85 | 4 | 23 | 32.9% | -0.20 | 0.0305 | -0.086 | ||
| 6.80 | 8.90 | 2 | 1,613 | 33.1% | 0.77 | 0.0330 | -0.089 | 140 | 0.5000 | 1.45 | 4 | 748 | 27.6% | -0.23 | 0.0335 | -0.093 |
| 6.40 | 8.80 | 1 | 37.7% | 0.74 | 0.0359 | -0.096 | 141 | 0.8500 | 1.80 | 10 | 4 | 28.8% | -0.27 | 0.0364 | -0.100 | |
| 5.70 | 7.50 | 77 | 34.5% | 0.70 | 0.0385 | -0.102 | 142 | 1.30 | 2.75 | 2 | 32.7% | -0.30 | 0.0392 | -0.106 | ||
| 4.90 | 7.20 | 1 | 35.2% | 0.66 | 0.0409 | -0.108 | 143 | 1.25 | 2.45 | 19 | 27.8% | -0.34 | 0.0416 | -0.111 | ||
| 4.60 | 5.40 | 81 | 31.3% | 0.62 | 0.0428 | -0.112 | 144 | 1.50 | 3.30 | 54 | 29.3% | -0.39 | 0.0436 | -0.115 | ||
| 3.70 | 5.10 | 2 | 1,184 | 31.0% | 0.58 | 0.0442 | -0.115 | 145 | 2.85 | 3.10 | 4 | 831 | 30.6% | -0.43 | 0.0450 | -0.118 |
| 2.85 | 4.70 | 1 | 85 | 30.1% | 0.53 | 0.0450 | -0.117 | 146 | 2.65 | 3.90 | 25 | 29.1% | -0.48 | 0.0459 | -0.119 | |
| 2.75 | 4.20 | 3 | 133 | 31.7% | 0.49 | 0.0452 | -0.117 | 147 | 3.10 | 4.20 | 1 | 27.8% | -0.52 | 0.0462 | -0.119 | |
| 2.50 | 3.60 | 7 | 45 | 31.8% | 0.44 | 0.0448 | -0.116 | 148 | 3.50 | 4.80 | 59 | 27.2% | -0.57 | 0.0459 | -0.118 | |
| 1.45 | 3.10 | 4 | 67 | 28.6% | 0.40 | 0.0438 | -0.113 | 149 | 3.50 | 6.20 | 3 | 27.9% | -0.61 | 0.0449 | -0.115 | |
| 1.70 | 2.60 | 10 | 3,321 | 30.6% | 0.36 | 0.0423 | -0.110 | 150 | 4.10 | 6.20 | 106 | 24.4% | -0.66 | 0.0435 | -0.111 | |
| 0.5000 | 2.20 | 2 | 48 | 29.8% | 0.26 | 0.0367 | -0.096 | 152.5 | 5.50 | 8.60 | 24.2% | -0.75 | 0.0379 | -0.096 | ||
| 0.7000 | 1.15 | 84 | 4,663 | 30.8% | 0.19 | 0.0298 | -0.079 | 155 | 7.90 | 10.00 | 167 | -0.83 | 0.0308 | -0.077 | ||
| 0.0500 | 0.9500 | 1 | 25 | 29.7% | 0.13 | 0.0230 | -0.062 | 157.5 | 10.40 | 12.10 | -0.89 | 0.0245 | -0.058 | |||
| 0.2000 | 0.4000 | 273 | 8,600 | 30.1% | 0.09 | 0.0169 | -0.046 | 160 | 12.10 | 15.00 | 3 | -0.94 | 0.0220 | -0.044 | ||
| 0.0500 | 0.6000 | 4 | 1,004 | 34.6% | 0.06 | 0.0120 | -0.034 | 162.5 | 14.50 | 17.10 | -0.98 | 0.0151 | -0.052 | |||
| 0 | 0.3500 | 4 | 499 | 33.9% | 0.04 | 0.0084 | -0.024 | 165 | 17.00 | 19.90 | -1.00 | 0.0045 | -0.078 | |||
| 0 | 2.35 | 2 | 58.3% | 0.02 | 0.0058 | -0.017 | 167.5 | 19.50 | 22.10 | -1.00 | 0.0001 | -0.098 | ||||
| 0 | 2.25 | 574 | 61.8% | 0.02 | 0.0039 | -0.012 | 170 | 22.60 | 24.50 | -1.00 | 0.0000 | -0.107 | ||||
| 0 | 2.20 | 65.5% | 0.01 | 0.0026 | -0.008 | 172.5 | 24.50 | 27.30 | -1.00 | 0.0000 | -0.112 | |||||
| 0 | 1.10 | 55 | 58.6% | 0.01 | 0.0017 | -0.005 | 175 | 27.00 | 29.70 | -1.00 | 0.0000 | -0.113 | ||||
| 0 | 0.4000 | 1 | 56 | 53.9% | 0.00 | 0.0008 | -0.002 | 180 | 32.00 | 34.40 | -1.00 | 0.0000 | -0.114 | |||
| 0 | 0.8500 | 1 | 28 | 68.4% | 0.00 | 0.0003 | -0.001 | 185 | 37.00 | 39.60 | -1.00 | 0.0000 | -0.114 | |||
| 0 | 0.1500 | 1 | 207 | 56.6% | 0.00 | 0.0001 | -0.001 | 190 | 42.00 | 44.40 | -1.00 | 0.0000 | -0.114 | |||
| 0 | 0.3500 | 38 | 69.1% | 0.00 | 0.0001 | -0.000 | 195 | 47.70 | 49.60 | -1.00 | 0.0000 | -0.114 | ||||
| 0 | 1.10 | 1 | 7 | 58.3% | 0.00 | 0.0000 | -0.000 | 200 | 52.00 | 54.40 | -1.00 | 0.0000 | -0.114 | |||
| 0 | 2.15 | 1 | 115.3% | 0.00 | 0.0000 | 0.000 | 210 | 62.00 | 64.60 | -1.00 | 0.0000 | -0.114 | ||||
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