GD catena di opzioni General Dynamics Corporation
Cboe delayed options data · aggiornato al 12:37 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 ±8.8% (311.28–371.58) · ATM IV 22.1% · P/C open interest 0.73
| 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 | |
| 166.30 | 170.30 | 62.8% | 1.00 | 0.0001 | 0.000 | 175 | 0 | 3.30 | 2 | 80.3% | -0.00 | 0.0001 | -0.003 | |||
| 161.60 | 165.50 | 8 | 60.3% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 2.60 | 8 | 73.9% | -0.00 | 0.0001 | -0.003 | ||
| 156.90 | 160.70 | 1 | 60.1% | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.10 | 68.5% | -0.00 | 0.0001 | -0.003 | |||
| 151.80 | 155.50 | 1 | 55.5% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 1.90 | 24 | 64.8% | -0.00 | 0.0001 | -0.004 | ||
| 146.80 | 150.70 | 1 | 54.3% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 1.90 | 3 | 62.3% | -0.00 | 0.0001 | -0.004 | ||
| 141.90 | 145.60 | 18 | 51.0% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 1.90 | 228 | 59.8% | -0.00 | 0.0002 | -0.004 | ||
| 132.00 | 135.90 | 12 | 48.5% | 1.00 | 0.0002 | 0.000 | 210 | 0 | 1.90 | 54 | 55.1% | -0.01 | 0.0002 | -0.005 | ||
| 122.10 | 126.00 | 4 | 44.3% | 0.99 | 0.0003 | 0.000 | 220 | 0 | 1.50 | 146 | 48.5% | -0.01 | 0.0003 | -0.007 | ||
| 112.40 | 116.30 | 11 | 42.4% | 0.99 | 0.0004 | 0.000 | 230 | 0 | 1.50 | 9 | 44.3% | -0.01 | 0.0004 | -0.009 | ||
| 102.60 | 106.20 | 18 | 39.5% | 0.99 | 0.0006 | 0.000 | 240 | 0 | 1.50 | 21 | 40.2% | -0.01 | 0.0006 | -0.011 | ||
| 92.80 | 96.70 | 5 | 36.6% | 0.98 | 0.0008 | 0.000 | 250 | 0 | 1.50 | 63 | 36.3% | -0.02 | 0.0009 | -0.015 | ||
| 83.60 | 86.70 | 24 | 33.4% | 0.97 | 0.0012 | -0.003 | 260 | 0.2000 | 1.30 | 152 | 32.5% | -0.03 | 0.0013 | -0.019 | ||
| 74.30 | 77.10 | 128 | 32.2% | 0.96 | 0.0017 | -0.010 | 270 | 0.4000 | 1.60 | 182 | 30.5% | -0.04 | 0.0018 | -0.024 | ||
| 64.40 | 67.60 | 34 | 29.3% | 0.94 | 0.0024 | -0.018 | 280 | 0.3000 | 3.30 | 140 | 30.6% | -0.06 | 0.0025 | -0.031 | ||
| 55.40 | 58.20 | 93 | 28.2% | 0.92 | 0.0034 | -0.028 | 290 | 0.7500 | 2.95 | 146 | 26.7% | -0.09 | 0.0035 | -0.039 | ||
| 46.60 | 48.70 | 241 | 26.3% | 0.88 | 0.0046 | -0.039 | 300 | 2.15 | 2.95 | 221 | 24.9% | -0.13 | 0.0048 | -0.049 | ||
| 37.90 | 40.60 | 73 | 25.5% | 0.83 | 0.0062 | -0.051 | 310 | 4.00 | 4.90 | 148 | 25.2% | -0.18 | 0.0064 | -0.060 | ||
| 30.00 | 32.70 | 4 | 107 | 24.6% | 0.76 | 0.0078 | -0.064 | 320 | 5.20 | 7.00 | 310 | 23.5% | -0.25 | 0.0080 | -0.070 | |
| 22.50 | 25.50 | 1 | 658 | 23.5% | 0.68 | 0.0094 | -0.074 | 330 | 8.90 | 9.60 | 113 | 23.2% | -0.34 | 0.0096 | -0.078 | |
| 16.60 | 18.40 | 1 | 357 | 22.3% | 0.58 | 0.0105 | -0.080 | 340 | 12.00 | 13.30 | 4 | 180 | 21.9% | -0.44 | 0.0107 | -0.083 |
| 12.50 | 13.30 | 14 | 105 | 22.6% | 0.47 | 0.0108 | -0.082 | 350 | 16.40 | 19.80 | 39 | 831 | 22.1% | -0.55 | 0.0112 | -0.083 |
| 8.50 | 9.30 | 1 | 219 | 22.2% | 0.37 | 0.0103 | -0.077 | 360 | 22.50 | 25.30 | 73 | 21.2% | -0.66 | 0.0110 | -0.080 | |
| 5.10 | 6.40 | 100 | 21.6% | 0.28 | 0.0092 | -0.069 | 370 | 30.10 | 33.30 | 21 | 21.9% | -0.75 | 0.0103 | -0.073 | ||
| 2.95 | 4.30 | 190 | 21.4% | 0.20 | 0.0077 | -0.059 | 380 | 38.00 | 41.50 | 47 | 21.3% | -0.84 | 0.0093 | -0.065 | ||
| 1.65 | 3.30 | 253 | 21.9% | 0.15 | 0.0061 | -0.048 | 390 | 47.00 | 49.90 | 30 | -0.91 | 0.0081 | -0.058 | |||
| 1.50 | 2.00 | 194 | 22.7% | 0.10 | 0.0047 | -0.038 | 400 | 56.50 | 60.90 | 4 | -0.97 | 0.0066 | -0.043 | |||
| 0.6000 | 2.45 | 502 | 24.6% | 0.07 | 0.0036 | -0.030 | 410 | 66.40 | 70.40 | 260 | -1.00 | 0.0004 | -0.064 | |||
| 0.2000 | 1.70 | 401 | 24.5% | 0.05 | 0.0026 | -0.023 | 420 | 76.50 | 80.70 | -1.00 | 0.0000 | -0.064 | ||||
| 0.0500 | 1.50 | 172 | 25.8% | 0.04 | 0.0019 | -0.017 | 430 | 86.50 | 90.60 | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 1.70 | 124 | 28.3% | 0.02 | 0.0014 | -0.013 | 440 | 96.50 | 100.90 | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 2.10 | 301 | 31.6% | 0.02 | 0.0010 | -0.010 | 450 | 106.50 | 110.60 | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 1.90 | 308 | 33.0% | 0.01 | 0.0007 | -0.007 | 460 | 116.50 | 120.60 | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 2.10 | 1 | 35.6% | 0.01 | 0.0005 | -0.005 | 470 | 126.50 | 130.90 | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 1.50 | 17 | 35.4% | 0.01 | 0.0004 | -0.004 | 480 | 136.50 | 140.60 | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 2.60 | 6 | 40.9% | 0.00 | 0.0003 | -0.003 | 490 | 146.50 | 150.60 | -1.00 | 0.0000 | -0.064 | ||||
| 0 | 2.60 | 19 | 42.8% | 0.00 | 0.0002 | -0.002 | 500 | 156.50 | 160.50 | -1.00 | 0.0000 | -0.064 | ||||
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 — Jan 15, 2027
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