GILD catena di opzioni Gilead Sciences, Inc.
Cboe delayed options data · aggiornato al 21:51 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 ±3.9% (145.47–157.25) · ATM IV 22.5% · P/C open interest 0.45
| 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 | |
| 69.40 | 73.15 | 11 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 28 | 198.0% | 0.00 | 0.0000 | 0.000 | |||
| 64.40 | 68.35 | 10 | 112.2% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.13 | 31 | 181.7% | 0.00 | 0.0000 | -0.000 | ||
| 59.45 | 61.80 | 32 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.6200 | 153 | 131.4% | -0.00 | 0.0000 | -0.000 | |||
| 54.40 | 58.35 | 67 | 91.1% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.8200 | 601 | 125.1% | -0.00 | 0.0000 | -0.000 | ||
| 49.65 | 53.40 | 48 | 105.4% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.5700 | 193 | 106.1% | -0.00 | 0.0001 | -0.001 | ||
| 44.45 | 47.15 | 217 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1100 | 3 | 500 | 75.0% | -0.00 | 0.0001 | -0.001 | ||
| 40.25 | 43.35 | 1 | 227 | 98.0% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.0500 | 2 | 322 | 60.4% | -0.00 | 0.0002 | -0.002 |
| 34.45 | 37.65 | 170 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.0600 | 3 | 1,121 | 53.7% | -0.00 | 0.0005 | -0.003 | ||
| 29.45 | 32.55 | 1,281 | 1.00 | 0.0006 | 0.000 | 120 | 0 | 0.1400 | 30 | 1,142 | 51.2% | -0.00 | 0.0010 | -0.005 | ||
| 24.45 | 27.45 | 1 | 327 | 1.00 | 0.0016 | 0.000 | 125 | 0.0200 | 0.2000 | 30 | 1,230 | 46.1% | -0.01 | 0.0022 | -0.010 | |
| 20.50 | 22.05 | 4 | 1,011 | 0.99 | 0.0031 | -0.001 | 130 | 0 | 0.2400 | 501 | 843 | 38.2% | -0.02 | 0.0046 | -0.018 | |
| 15.55 | 19.10 | 1 | 0.97 | 0.0063 | -0.012 | 134 | 0 | 0.3300 | 4 | 33.4% | -0.04 | 0.0085 | -0.028 | |||
| 14.55 | 17.55 | 3 | 1,805 | 0.97 | 0.0075 | -0.015 | 135 | 0 | 0.3500 | 704 | 32.0% | -0.05 | 0.0099 | -0.032 | ||
| 14.85 | 17.50 | 48.3% | 0.96 | 0.0090 | -0.020 | 136 | 0.1000 | 0.4700 | 15 | 33.5% | -0.06 | 0.0115 | -0.036 | |||
| 12.60 | 15.00 | 0.95 | 0.0106 | -0.024 | 137 | 0 | 0.8400 | 46 | 34.7% | -0.07 | 0.0133 | -0.040 | ||||
| 11.90 | 15.25 | 31.2% | 0.95 | 0.0126 | -0.029 | 138 | 0 | 0.9100 | 43 | 33.4% | -0.08 | 0.0154 | -0.044 | |||
| 10.65 | 13.35 | 1 | 0.93 | 0.0149 | -0.035 | 139 | 0 | 1.00 | 30 | 32.2% | -0.09 | 0.0178 | -0.050 | |||
| 11.30 | 12.80 | 7 | 3,618 | 36.9% | 0.92 | 0.0176 | -0.041 | 140 | 0 | 1.19 | 2 | 2,435 | 31.6% | -0.11 | 0.0204 | -0.055 |
| 8.80 | 11.85 | 1 | 0.90 | 0.0206 | -0.048 | 141 | 0.1900 | 0.9900 | 103 | 29.4% | -0.13 | 0.0234 | -0.061 | |||
| 7.80 | 11.30 | 22.8% | 0.89 | 0.0240 | -0.055 | 142 | 0.4300 | 0.7900 | 2 | 2 | 27.4% | -0.15 | 0.0266 | -0.067 | ||
| 7.75 | 10.40 | 61 | 30.2% | 0.86 | 0.0277 | -0.062 | 143 | 0.2000 | 0.8300 | 91 | 15 | 23.8% | -0.17 | 0.0301 | -0.073 | |
| 6.85 | 9.30 | 2 | 37 | 27.8% | 0.84 | 0.0318 | -0.070 | 144 | 0.3700 | 1.00 | 73 | 10 | 23.8% | -0.20 | 0.0337 | -0.079 |
| 6.65 | 7.80 | 27 | 1,936 | 27.2% | 0.80 | 0.0360 | -0.078 | 145 | 0.8200 | 1.21 | 11 | 315 | 25.2% | -0.24 | 0.0374 | -0.085 |
| 5.20 | 7.85 | 26 | 27.9% | 0.77 | 0.0403 | -0.086 | 146 | 1.02 | 1.45 | 1 | 101 | 24.9% | -0.28 | 0.0410 | -0.090 | |
| 4.45 | 7.05 | 10 | 27.4% | 0.73 | 0.0445 | -0.093 | 147 | 0.9700 | 1.74 | 1 | 104 | 23.1% | -0.32 | 0.0444 | -0.095 | |
| 4.40 | 6.75 | 14 | 23 | 32.0% | 0.68 | 0.0482 | -0.099 | 148 | 1.32 | 2.07 | 2 | 98 | 23.2% | -0.36 | 0.0473 | -0.099 |
| 3.80 | 5.65 | 16 | 134 | 29.8% | 0.63 | 0.0514 | -0.104 | 149 | 1.59 | 2.43 | 16 | 92 | 22.5% | -0.41 | 0.0496 | -0.101 |
| 2.90 | 3.95 | 65 | 6,207 | 23.6% | 0.58 | 0.0537 | -0.107 | 150 | 1.97 | 2.85 | 1 | 192 | 22.1% | -0.46 | 0.0511 | -0.102 |
| 1.80 | 2.63 | 3 | 356 | 23.8% | 0.44 | 0.0545 | -0.107 | 152.5 | 3.00 | 4.35 | 4 | 21.2% | -0.59 | 0.0507 | -0.098 | |
| 1.37 | 1.63 | 13 | 1,217 | 25.4% | 0.32 | 0.0486 | -0.096 | 155 | 4.75 | 6.90 | 38 | 25.4% | -0.70 | 0.0448 | -0.086 | |
| 0 | 1.50 | 68 | 23.8% | 0.22 | 0.0388 | -0.079 | 157.5 | 6.80 | 9.30 | 28.7% | -0.80 | 0.0358 | -0.069 | |||
| 0.3600 | 0.5600 | 42 | 3,415 | 24.9% | 0.14 | 0.0288 | -0.061 | 160 | 9.35 | 11.75 | 1 | 34.3% | -0.87 | 0.0268 | -0.052 | |
| 0 | 0.8600 | 46 | 28.9% | 0.09 | 0.0204 | -0.045 | 162.5 | 10.70 | 14.05 | 29.8% | -0.91 | 0.0192 | -0.037 | |||
| 0.0500 | 0.2800 | 7 | 326 | 26.8% | 0.06 | 0.0142 | -0.034 | 165 | 13.95 | 16.45 | 39.5% | -0.94 | 0.0135 | -0.025 | ||
| 0 | 0.4600 | 1 | 32.3% | 0.04 | 0.0098 | -0.025 | 167.5 | 16.00 | 18.85 | 39.1% | -0.96 | 0.0094 | -0.015 | |||
| 0 | 0.2000 | 261 | 30.8% | 0.03 | 0.0068 | -0.018 | 170 | 18.65 | 21.30 | 44.1% | -0.97 | 0.0066 | -0.008 | |||
| 0 | 0.0200 | 350 | 27.7% | 0.01 | 0.0034 | -0.010 | 175 | 23.85 | 26.30 | 53.9% | -0.99 | 0.0033 | 0.000 | |||
| 0 | 0.1800 | 81 | 41.9% | 0.01 | 0.0017 | -0.006 | 180 | 28.50 | 31.25 | 56.7% | -0.99 | 0.0017 | 0.000 | |||
| 0 | 0.1000 | 38 | 43.8% | 0.00 | 0.0009 | -0.004 | 185 | 33.85 | 36.25 | 67.8% | -1.00 | 0.0009 | 0.000 | |||
| 0 | 0.3700 | 8 | 58.4% | 0.00 | 0.0005 | -0.002 | 190 | 38.75 | 41.25 | 73.2% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 1.20 | 17 | 78.6% | 0.00 | 0.0003 | -0.001 | 195 | 42.80 | 46.25 | 62.3% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 1.56 | 2 | 16 | 89.2% | 0.00 | 0.0002 | -0.001 | 200 | 48.80 | 51.25 | 86.4% | -1.00 | 0.0002 | 0.000 | ||
| 0 | 0.6800 | 86.3% | 0.00 | 0.0001 | -0.000 | 210 | 57.30 | 61.20 | -1.00 | 0.0001 | 0.000 | |||||
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