GE catena di opzioni GE Aerospace
Cboe delayed options data · aggiornato al 15:34 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 ±4.6% (315.35–345.75) · ATM IV 28.1% · P/C open interest 0.66
| 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 | |
| 159.05 | 162.00 | 4 | 1.00 | 0.0001 | 0.000 | 170 | 0 | 0.7400 | 27 | 150.1% | -0.00 | 0.0001 | -0.012 | |||
| 154.05 | 156.95 | 1 | 1.00 | 0.0001 | 0.000 | 175 | 0 | 0.5200 | 48 | 137.4% | -0.00 | 0.0001 | -0.012 | |||
| 149.05 | 151.95 | 6 | 1.00 | 0.0001 | 0.000 | 180 | 0 | 0.1000 | 403 | 109.4% | -0.00 | 0.0001 | -0.013 | |||
| 143.95 | 147.45 | 4 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 1.21 | 32 | 142.8% | -0.00 | 0.0001 | -0.013 | |||
| 139.15 | 142.20 | 16 | 1.00 | 0.0001 | 0.000 | 190 | 0 | 0.7200 | 74 | 126.8% | -0.00 | 0.0001 | -0.013 | |||
| 133.95 | 137.85 | 52 | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.7200 | 160 | 121.4% | -0.00 | 0.0001 | -0.014 | |||
| 129.00 | 132.30 | 50 | 1.00 | 0.0001 | 0.000 | 200 | 0 | 0.0100 | 235 | 75.3% | -0.00 | 0.0001 | -0.014 | |||
| 119.00 | 122.55 | 42 | 1.00 | 0.0002 | 0.000 | 210 | 0 | 0.5300 | 403 | 101.6% | -0.00 | 0.0002 | -0.016 | |||
| 109.15 | 112.00 | 70 | 1.00 | 0.0002 | 0.000 | 220 | 0 | 0.5200 | 342 | 92.1% | -0.00 | 0.0002 | -0.017 | |||
| 99.15 | 102.05 | 4 | 38 | 1.00 | 0.0003 | 0.000 | 230 | 0 | 0.3400 | 568 | 78.5% | -0.00 | 0.0003 | -0.019 | ||
| 89.45 | 92.00 | 37 | 0.99 | 0.0004 | 0.000 | 240 | 0 | 0.0100 | 940 | 49.4% | -0.01 | 0.0004 | -0.022 | |||
| 79.20 | 82.20 | 56 | 0.99 | 0.0005 | 0.000 | 250 | 0 | 0.1700 | 3 | 1,420 | 57.0% | -0.01 | 0.0006 | -0.025 | ||
| 69.25 | 72.15 | 78 | 0.99 | 0.0008 | 0.000 | 260 | 0.0100 | 0.2500 | 2,106 | 52.6% | -0.01 | 0.0008 | -0.029 | |||
| 59.30 | 62.10 | 92 | 0.99 | 0.0012 | -0.005 | 270 | 0 | 0.3300 | 1,414 | 46.8% | -0.01 | 0.0012 | -0.035 | |||
| 49.75 | 52.20 | 231 | 0.98 | 0.0018 | -0.019 | 280 | 0 | 0.3500 | 2,091 | 39.9% | -0.02 | 0.0018 | -0.044 | |||
| 40.15 | 42.40 | 1,277 | 31.7% | 0.97 | 0.0031 | -0.037 | 290 | 0.1600 | 0.3500 | 1,703 | 34.7% | -0.03 | 0.0031 | -0.058 | ||
| 30.55 | 32.80 | 1 | 923 | 31.3% | 0.94 | 0.0056 | -0.067 | 300 | 0.3200 | 0.7500 | 1 | 1,646 | 31.4% | -0.06 | 0.0056 | -0.082 |
| 25.35 | 28.10 | 27.6% | 0.91 | 0.0077 | -0.090 | 305 | 0.5700 | 1.20 | 1 | 64 | 30.7% | -0.09 | 0.0078 | -0.104 | ||
| 20.90 | 23.75 | 347 | 28.3% | 0.87 | 0.0106 | -0.121 | 310 | 1.13 | 1.87 | 3 | 1,616 | 30.6% | -0.13 | 0.0107 | -0.133 | |
| 16.90 | 19.45 | 2 | 28.4% | 0.81 | 0.0140 | -0.159 | 315 | 1.83 | 2.53 | 2 | 126 | 29.3% | -0.19 | 0.0141 | -0.169 | |
| 13.90 | 14.80 | 2 | 1,008 | 28.2% | 0.73 | 0.0173 | -0.198 | 320 | 3.00 | 3.50 | 144 | 838 | 28.4% | -0.27 | 0.0174 | -0.206 |
| 10.55 | 11.20 | 21 | 27.6% | 0.64 | 0.0198 | -0.229 | 325 | 4.60 | 5.05 | 129 | 28.0% | -0.36 | 0.0200 | -0.235 | ||
| 9.25 | 9.80 | 11 | 28.1% | 0.59 | 0.0206 | -0.239 | 327.5 | 5.60 | 6.05 | 20 | 27.9% | -0.41 | 0.0209 | -0.244 | ||
| 7.85 | 8.35 | 5 | 3,277 | 27.8% | 0.54 | 0.0211 | -0.244 | 330 | 6.75 | 7.45 | 1 | 2,632 | 28.3% | -0.47 | 0.0214 | -0.248 |
| 6.60 | 7.10 | 2 | 88 | 27.7% | 0.48 | 0.0212 | -0.245 | 332.5 | 7.95 | 8.45 | 2 | 137 | 27.6% | -0.52 | 0.0215 | -0.248 |
| 5.50 | 5.95 | 42 | 27.5% | 0.43 | 0.0210 | -0.242 | 335 | 9.20 | 9.85 | 12 | 284 | 27.3% | -0.57 | 0.0213 | -0.244 | |
| 4.55 | 5.00 | 1 | 22 | 27.6% | 0.38 | 0.0204 | -0.234 | 337.5 | 10.70 | 11.45 | 1 | 45 | 27.2% | -0.63 | 0.0207 | -0.235 |
| 3.75 | 4.15 | 12 | 3,238 | 27.6% | 0.33 | 0.0194 | -0.222 | 340 | 11.95 | 13.15 | 2,318 | 26.4% | -0.68 | 0.0198 | -0.222 | |
| 3.00 | 3.65 | 96 | 28.1% | 0.29 | 0.0182 | -0.208 | 342.5 | 14.10 | 16.10 | 71 | 29.6% | -0.72 | 0.0186 | -0.207 | ||
| 2.21 | 2.77 | 183 | 27.0% | 0.24 | 0.0168 | -0.191 | 345 | 15.35 | 17.25 | 11 | 88 | 26.4% | -0.77 | 0.0172 | -0.189 | |
| 1.89 | 2.33 | 1 | 133 | 27.7% | 0.21 | 0.0152 | -0.174 | 347.5 | 17.40 | 19.85 | 75 | 28.0% | -0.80 | 0.0156 | -0.171 | |
| 1.50 | 1.85 | 10 | 2,416 | 27.7% | 0.17 | 0.0136 | -0.157 | 350 | 19.55 | 21.80 | 5 | 1,029 | 27.8% | -0.84 | 0.0140 | -0.152 |
| 1.01 | 2.24 | 59 | 29.6% | 0.15 | 0.0120 | -0.140 | 352.5 | 21.75 | 24.55 | 27 | 29.9% | -0.87 | 0.0123 | -0.133 | ||
| 0.8200 | 1.34 | 6 | 160 | 28.1% | 0.12 | 0.0106 | -0.125 | 355 | 24.05 | 26.30 | 48 | 28.6% | -0.89 | 0.0109 | -0.116 | |
| 0.6400 | 1.55 | 27 | 30.2% | 0.10 | 0.0092 | -0.111 | 357.5 | 26.00 | 29.35 | 3 | 30.6% | -0.91 | 0.0096 | -0.100 | ||
| 0.4400 | 0.9200 | 6 | 1,179 | 28.5% | 0.09 | 0.0080 | -0.099 | 360 | 28.70 | 31.05 | 3 | 743 | 29.8% | -0.93 | 0.0088 | -0.087 |
| 0.3500 | 1.07 | 8 | 70 | 30.5% | 0.07 | 0.0069 | -0.088 | 362.5 | 30.95 | 34.05 | 15 | 32.8% | -0.94 | 0.0081 | -0.076 | |
| 0.2700 | 0.6800 | 285 | 29.6% | 0.06 | 0.0060 | -0.079 | 365 | 33.20 | 36.20 | 3 | 31.1% | -0.95 | 0.0073 | -0.071 | ||
| 0.1700 | 0.7900 | 5 | 31.2% | 0.05 | 0.0052 | -0.071 | 367.5 | 35.30 | 38.85 | 30.6% | -0.97 | 0.0065 | -0.071 | |||
| 0.2500 | 0.4200 | 2 | 726 | 30.6% | 0.05 | 0.0045 | -0.064 | 370 | 38.40 | 41.05 | 8 | 354 | 34.8% | -0.97 | 0.0058 | -0.070 |
| 0.0100 | 0.5600 | 18 | 31.2% | 0.04 | 0.0039 | -0.058 | 372.5 | 40.65 | 43.85 | 36.8% | -0.98 | 0.0047 | -0.079 | |||
| 0.0100 | 0.5900 | 1 | 52 | 33.0% | 0.03 | 0.0034 | -0.052 | 375 | 43.10 | 46.45 | 38.8% | -0.99 | 0.0037 | -0.088 | ||
| 0 | 0.5400 | 5 | 33.8% | 0.03 | 0.0030 | -0.047 | 377.5 | 45.65 | 48.95 | 40.7% | -0.99 | 0.0029 | -0.094 | |||
| 0.0100 | 0.2400 | 1 | 2,441 | 31.3% | 0.03 | 0.0027 | -0.043 | 380 | 48.90 | 50.00 | 7 | 58 | -0.99 | 0.0022 | -0.102 | |
| 0 | 0.4700 | 18 | 37.1% | 0.02 | 0.0021 | -0.036 | 385 | 53.10 | 56.45 | 45.0% | -1.00 | 0.0011 | -0.120 | |||
| 0 | 0.4400 | 1,203 | 39.3% | 0.02 | 0.0016 | -0.031 | 390 | 58.45 | 61.20 | 22 | 48.8% | -1.00 | 0.0004 | -0.131 | ||
| 0 | 0.4100 | 21 | 41.4% | 0.01 | 0.0013 | -0.027 | 395 | 62.90 | 66.45 | 49.1% | -1.00 | 0.0002 | -0.141 | |||
| 0.0100 | 0.0500 | 10 | 3,849 | 34.7% | 0.01 | 0.0011 | -0.023 | 400 | 68.15 | 71.30 | 79 | 52.9% | -1.00 | 0.0001 | -0.147 | |
| 0 | 0.0700 | 2 | 10.1K | 39.4% | 0.01 | 0.0007 | -0.018 | 410 | 77.55 | 81.45 | 50.8% | -1.00 | 0.0000 | -0.155 | ||
| 0 | 0.3600 | 1,091 | 52.4% | 0.01 | 0.0005 | -0.014 | 420 | 87.55 | 91.45 | 55.6% | -1.00 | 0.0000 | -0.160 | |||
| 0 | 1.15 | 389 | 67.5% | 0.00 | 0.0004 | -0.011 | 430 | 97.55 | 101.45 | 60.2% | -1.00 | 0.0000 | -0.162 | |||
| 0 | 0.3400 | 492 | 60.5% | 0.00 | 0.0003 | -0.009 | 440 | 107.60 | 111.45 | 66.6% | -1.00 | 0.0000 | -0.164 | |||
| 0 | 0.1500 | 908 | 58.7% | 0.00 | 0.0002 | -0.007 | 450 | 117.60 | 121.45 | 71.0% | -1.00 | 0.0000 | -0.164 | |||
| 0 | 1.52 | 54 | 85.1% | 0.00 | 0.0002 | -0.006 | 460 | 127.55 | 131.45 | 73.3% | -1.00 | 0.0000 | -0.165 | |||
| 0 | 0.5500 | 107 | 77.0% | 0.00 | 0.0001 | -0.005 | 470 | 137.55 | 141.45 | 77.4% | -1.00 | 0.0000 | -0.165 | |||
| 0 | 2.13 | 609 | 99.4% | 0.00 | 0.0001 | -0.004 | 480 | 147.55 | 151.45 | 81.4% | -1.00 | 0.0000 | -0.165 | |||
| 0 | 1.32 | 20 | 95.9% | 0.00 | 0.0001 | -0.004 | 490 | 157.60 | 161.55 | 90.8% | -1.00 | 0.0000 | -0.166 | |||
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