FCX catena di opzioni Freeport-McMoRan Inc.
Cboe delayed options data · aggiornato al 18:37 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 ±11.1% (61.96–77.46) · ATM IV 46.8% · P/C open interest 0.68
| 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 | |
| 32.80 | 35.90 | 6 | 1.00 | 0.0003 | 0.000 | 35 | 0 | 0.4600 | 142 | 126.6% | -0.00 | 0.0003 | -0.001 | |||
| 28.45 | 30.10 | 100 | 1.00 | 0.0007 | 0.000 | 40 | 0 | 0.4200 | 1,235 | 103.1% | -0.00 | 0.0007 | -0.002 | |||
| 24.00 | 25.95 | 51 | 72.0% | 0.99 | 0.0017 | -0.001 | 45 | 0.0100 | 0.0600 | 10 | 2,796 | 64.0% | -0.01 | 0.0017 | -0.004 | |
| 18.75 | 20.25 | 174 | 0.98 | 0.0040 | -0.006 | 50 | 0.0500 | 0.1000 | 18 | 12.2K | 55.8% | -0.02 | 0.0040 | -0.009 | ||
| 14.55 | 15.60 | 5 | 1,265 | 46.7% | 0.95 | 0.0098 | -0.016 | 55 | 0.2200 | 0.3200 | 362 | 4,725 | 53.4% | -0.05 | 0.0099 | -0.018 |
| 10.45 | 12.25 | 44.8% | 0.89 | 0.0183 | -0.029 | 59 | 0.5600 | 0.6500 | 16 | 50.4% | -0.11 | 0.0184 | -0.031 | |||
| 9.85 | 10.95 | 852 | 42.7% | 0.87 | 0.0208 | -0.033 | 60 | 0.7000 | 0.7900 | 134 | 5,335 | 50.1% | -0.13 | 0.0209 | -0.035 | |
| 8.80 | 10.55 | 45.7% | 0.84 | 0.0234 | -0.037 | 61 | 0.8600 | 1.02 | 4 | 50.3% | -0.16 | 0.0235 | -0.039 | |||
| 8.05 | 9.40 | 42.9% | 0.81 | 0.0260 | -0.041 | 62 | 1.03 | 1.26 | 26 | 50.2% | -0.19 | 0.0262 | -0.043 | |||
| 7.85 | 9.00 | 59 | 44.8% | 0.80 | 0.0273 | -0.043 | 62.5 | 1.13 | 1.28 | 1 | 504 | 49.1% | -0.20 | 0.0275 | -0.044 | |
| 7.20 | 8.65 | 42.8% | 0.79 | 0.0286 | -0.045 | 63 | 1.25 | 1.57 | 50.5% | -0.22 | 0.0288 | -0.046 | ||||
| 6.85 | 8.05 | 47.2% | 0.75 | 0.0311 | -0.049 | 64 | 1.52 | 1.74 | 11 | 49.5% | -0.25 | 0.0313 | -0.050 | |||
| 6.60 | 6.95 | 8 | 5,115 | 47.5% | 0.72 | 0.0334 | -0.052 | 65 | 1.80 | 1.95 | 81 | 5,257 | 48.5% | -0.28 | 0.0337 | -0.053 |
| 5.45 | 6.55 | 2 | 45.8% | 0.68 | 0.0355 | -0.055 | 66 | 2.12 | 2.46 | 49.4% | -0.32 | 0.0358 | -0.056 | |||
| 5.25 | 5.90 | 48.4% | 0.65 | 0.0374 | -0.057 | 67 | 2.41 | 2.73 | 2 | 47.9% | -0.35 | 0.0377 | -0.058 | |||
| 5.00 | 5.55 | 3 | 245 | 48.2% | 0.63 | 0.0382 | -0.058 | 67.5 | 2.66 | 2.89 | 30 | 802 | 47.9% | -0.37 | 0.0385 | -0.059 |
| 4.40 | 5.40 | 47.0% | 0.61 | 0.0389 | -0.059 | 68 | 2.80 | 3.30 | 256 | 48.6% | -0.39 | 0.0393 | -0.059 | |||
| 4.20 | 4.60 | 3 | 47.4% | 0.57 | 0.0400 | -0.060 | 69 | 3.35 | 3.65 | 10 | 48.3% | -0.43 | 0.0404 | -0.060 | ||
| 3.75 | 3.90 | 359 | 3,961 | 46.4% | 0.53 | 0.0407 | -0.060 | 70 | 3.85 | 4.00 | 73 | 3,068 | 47.3% | -0.48 | 0.0412 | -0.061 |
| 3.25 | 3.55 | 17 | 46.7% | 0.49 | 0.0410 | -0.060 | 71 | 4.35 | 4.55 | 47.0% | -0.52 | 0.0415 | -0.061 | |||
| 2.85 | 3.00 | 19 | 45.9% | 0.45 | 0.0408 | -0.059 | 72 | 4.95 | 5.10 | 46.8% | -0.56 | 0.0414 | -0.060 | |||
| 2.66 | 2.82 | 116 | 1,492 | 45.9% | 0.43 | 0.0405 | -0.059 | 72.5 | 5.15 | 5.40 | 18 | 2,194 | 46.1% | -0.58 | 0.0412 | -0.059 |
| 2.45 | 2.70 | 314 | 46.2% | 0.41 | 0.0402 | -0.058 | 73 | 5.50 | 6.25 | 1 | 49.6% | -0.60 | 0.0408 | -0.059 | ||
| 2.12 | 2.37 | 100 | 46.2% | 0.37 | 0.0392 | -0.056 | 74 | 6.10 | 7.00 | 49.8% | -0.64 | 0.0399 | -0.057 | |||
| 1.85 | 2.02 | 530 | 7,651 | 46.1% | 0.33 | 0.0378 | -0.054 | 75 | 6.80 | 7.45 | 2 | 826 | 48.2% | -0.67 | 0.0386 | -0.055 |
| 1.57 | 1.94 | 3 | 47.3% | 0.30 | 0.0362 | -0.051 | 76 | 7.60 | 8.80 | 53.0% | -0.71 | 0.0371 | -0.052 | |||
| 1.29 | 1.60 | 4 | 46.2% | 0.27 | 0.0343 | -0.049 | 77 | 8.15 | 9.65 | 52.4% | -0.74 | 0.0352 | -0.049 | |||
| 1.23 | 1.39 | 67 | 666 | 45.8% | 0.25 | 0.0333 | -0.047 | 77.5 | 8.75 | 9.75 | 50 | 51.9% | -0.76 | 0.0342 | -0.047 | |
| 1.14 | 1.38 | 6 | 46.6% | 0.24 | 0.0322 | -0.045 | 78 | 8.95 | 10.50 | 53.1% | -0.77 | 0.0332 | -0.046 | |||
| 0.9300 | 1.10 | 4 | 45.6% | 0.21 | 0.0300 | -0.042 | 79 | 9.70 | 11.35 | 53.2% | -0.80 | 0.0311 | -0.043 | |||
| 0.8300 | 0.9300 | 246 | 6,147 | 46.0% | 0.18 | 0.0277 | -0.039 | 80 | 10.80 | 11.95 | 153 | 53.8% | -0.83 | 0.0288 | -0.039 | |
| 0.6500 | 0.8600 | 1 | 46.2% | 0.16 | 0.0254 | -0.036 | 81 | 11.60 | 12.95 | 55.0% | -0.85 | 0.0266 | -0.036 | |||
| 0.5900 | 0.7500 | 5 | 47.0% | 0.14 | 0.0232 | -0.033 | 82 | 12.50 | 13.90 | 56.4% | -0.87 | 0.0244 | -0.033 | |||
| 0.5100 | 0.6800 | 6 | 1,973 | 46.5% | 0.13 | 0.0221 | -0.031 | 82.5 | 12.75 | 14.00 | 17 | 51.3% | -0.88 | 0.0234 | -0.031 | |
| 0.4600 | 0.6200 | 4 | 46.4% | 0.12 | 0.0210 | -0.030 | 83 | 12.80 | 14.90 | 52.0% | -0.89 | 0.0223 | -0.030 | |||
| 0.3500 | 0.4000 | 1,620 | 11.6K | 46.3% | 0.09 | 0.0170 | -0.024 | 85 | 15.25 | 16.55 | 25 | 57.9% | -0.92 | 0.0184 | -0.024 | |
| 0.2000 | 0.3400 | 263 | 47.8% | 0.07 | 0.0129 | -0.019 | 87.5 | 17.55 | 18.95 | 19 | 60.0% | -0.95 | 0.0143 | -0.019 | ||
| 0.1300 | 0.2200 | 57 | 11.7K | 48.1% | 0.05 | 0.0097 | -0.015 | 90 | 19.95 | 21.55 | 51 | 65.2% | -0.97 | 0.0116 | -0.015 | |
| 0.0600 | 0.1200 | 2 | 1,493 | 50.4% | 0.03 | 0.0058 | -0.010 | 95 | 25.05 | 27.35 | 86.3% | -0.99 | 0.0050 | -0.009 | ||
| 0.0100 | 0.1300 | 6 | 2,684 | 55.3% | 0.02 | 0.0038 | -0.007 | 100 | 29.05 | 32.35 | 82.5% | -1.00 | 0.0007 | -0.008 | ||
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