GME catena di opzioni GameStop Corp.
Cboe delayed options data · aggiornato al 20:04 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 ±10.3% (23.66–29.07) · ATM IV 73.8% · P/C open interest 0.10
| 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 | |
| 11.80 | 14.35 | 4 | 309.9% | 1.00 | 0.0005 | 0.000 | 14 | 0 | 0.0100 | 3 | 136.5% | -0.00 | 0.0005 | -0.001 | ||
| 11.40 | 13.80 | 313.9% | 1.00 | 0.0006 | 0.000 | 14.5 | 0 | 0.0200 | 1 | 139.5% | -0.00 | 0.0006 | -0.001 | |||
| 11.05 | 12.40 | 16 | 442 | 241.9% | 1.00 | 0.0008 | 0.000 | 15 | 0 | 0.0100 | 10 | 122.6% | -0.00 | 0.0008 | -0.001 | |
| 10.40 | 11.35 | 12 | 1.00 | 0.0010 | 0.000 | 15.5 | 0 | 2.13 | 328.8% | -0.00 | 0.0010 | -0.001 | ||||
| 10.10 | 12.30 | 285.0% | 1.00 | 0.0013 | 0.000 | 16 | 0 | 0.0100 | 1 | 109.6% | -0.00 | 0.0013 | -0.001 | |||
| 9.55 | 11.80 | 4 | 268.8% | 1.00 | 0.0017 | -0.000 | 16.5 | 0 | 2.13 | 1 | 299.9% | -0.00 | 0.0017 | -0.001 | ||
| 8.95 | 9.95 | 272 | 3 | 136.3% | 1.00 | 0.0022 | -0.001 | 17 | 0 | 0.0100 | 55 | 97.4% | -0.00 | 0.0022 | -0.002 | |
| 8.55 | 9.50 | 2 | 149.9% | 1.00 | 0.0028 | -0.001 | 17.5 | 0 | 0.0400 | 372 | 108.2% | -0.00 | 0.0028 | -0.002 | ||
| 7.95 | 9.05 | 2 | 3 | 135.2% | 0.99 | 0.0037 | -0.001 | 18 | 0 | 0.0500 | 40 | 104.9% | -0.01 | 0.0037 | -0.002 | |
| 7.60 | 8.05 | 49 | 65 | 0.99 | 0.0048 | -0.002 | 18.5 | 0 | 0.0500 | 4 | 98.2% | -0.01 | 0.0048 | -0.003 | ||
| 7.05 | 9.35 | 146 | 209.9% | 0.99 | 0.0063 | -0.003 | 19 | 0 | 0.0500 | 10 | 632 | 91.7% | -0.01 | 0.0064 | -0.004 | |
| 6.45 | 8.85 | 380 | 193.5% | 0.99 | 0.0084 | -0.004 | 19.5 | 0 | 0.0400 | 1 | 151 | 82.6% | -0.01 | 0.0085 | -0.004 | |
| 6.20 | 6.70 | 48 | 5,729 | 90.5% | 0.98 | 0.0113 | -0.005 | 20 | 0.0100 | 0.0200 | 136 | 1,332 | 73.4% | -0.02 | 0.0114 | -0.006 |
| 5.55 | 6.35 | 51 | 207 | 83.5% | 0.98 | 0.0153 | -0.007 | 20.5 | 0 | 0.0600 | 356 | 75.1% | -0.02 | 0.0154 | -0.007 | |
| 5.25 | 5.70 | 40 | 680 | 0.97 | 0.0207 | -0.009 | 21 | 0.0200 | 0.0700 | 129 | 1,052 | 74.0% | -0.03 | 0.0208 | -0.010 | |
| 4.70 | 5.40 | 358 | 88.4% | 0.96 | 0.0278 | -0.012 | 21.5 | 0.0300 | 0.0700 | 16 | 319 | 69.0% | -0.04 | 0.0279 | -0.013 | |
| 4.25 | 4.55 | 373 | 1,831 | 40.0% | 0.94 | 0.0369 | -0.016 | 22 | 0.0700 | 0.1000 | 193 | 1,065 | 69.9% | -0.06 | 0.0370 | -0.017 |
| 3.80 | 4.10 | 46 | 1,236 | 56.5% | 0.92 | 0.0479 | -0.021 | 22.5 | 0.1100 | 0.1400 | 29 | 734 | 69.2% | -0.08 | 0.0481 | -0.021 |
| 3.40 | 3.75 | 130 | 2,969 | 68.2% | 0.89 | 0.0606 | -0.026 | 23 | 0.1700 | 0.1800 | 378 | 1,341 | 68.1% | -0.11 | 0.0609 | -0.027 |
| 2.94 | 3.35 | 15 | 1,221 | 67.4% | 0.85 | 0.0742 | -0.032 | 23.5 | 0.2400 | 0.2800 | 140 | 429 | 68.8% | -0.15 | 0.0746 | -0.033 |
| 2.57 | 2.88 | 314 | 4,287 | 65.8% | 0.81 | 0.0878 | -0.039 | 24 | 0.3400 | 0.4000 | 87 | 1,125 | 69.3% | -0.20 | 0.0883 | -0.039 |
| 2.16 | 2.47 | 38 | 1,337 | 63.3% | 0.75 | 0.1000 | -0.045 | 24.5 | 0.4700 | 0.5500 | 23 | 763 | 70.0% | -0.25 | 0.1005 | -0.046 |
| 2.01 | 2.14 | 1,792 | 20.6K | 70.3% | 0.70 | 0.1097 | -0.051 | 25 | 0.6400 | 0.6800 | 1,092 | 2,433 | 69.4% | -0.31 | 0.1103 | -0.052 |
| 1.66 | 1.86 | 141 | 402 | 70.0% | 0.64 | 0.1160 | -0.056 | 25.5 | 0.8300 | 0.9800 | 570 | 105 | 72.6% | -0.37 | 0.1167 | -0.056 |
| 1.50 | 1.57 | 2,029 | 10.0K | 73.0% | 0.57 | 0.1188 | -0.060 | 26 | 1.08 | 1.14 | 795 | 2,727 | 71.5% | -0.43 | 0.1195 | -0.060 |
| 1.26 | 1.33 | 895 | 2,339 | 73.3% | 0.51 | 0.1183 | -0.062 | 26.5 | 1.36 | 1.46 | 151 | 1,199 | 74.4% | -0.49 | 0.1189 | -0.062 |
| 1.07 | 1.16 | 5,690 | 20.2K | 75.3% | 0.46 | 0.1150 | -0.063 | 27 | 1.61 | 1.84 | 316 | 1,117 | 75.8% | -0.54 | 0.1156 | -0.063 |
| 0.9200 | 0.9800 | 326 | 1,883 | 76.7% | 0.41 | 0.1097 | -0.063 | 27.5 | 1.98 | 2.20 | 76 | 1,030 | 78.9% | -0.60 | 0.1103 | -0.063 |
| 0.8200 | 0.8300 | 4,547 | 20.4K | 79.0% | 0.36 | 0.1031 | -0.062 | 28 | 2.32 | 2.56 | 29 | 318 | 79.8% | -0.64 | 0.1037 | -0.063 |
| 0.7000 | 0.7600 | 382 | 834 | 82.0% | 0.32 | 0.0959 | -0.061 | 28.5 | 2.65 | 3.10 | 10 | 52 | 84.7% | -0.68 | 0.0964 | -0.061 |
| 0.6200 | 0.6700 | 2,268 | 7,084 | 84.7% | 0.28 | 0.0884 | -0.059 | 29 | 3.05 | 3.50 | 4 | 111 | 86.4% | -0.72 | 0.0889 | -0.059 |
| 0.5300 | 0.5900 | 229 | 694 | 86.4% | 0.25 | 0.0812 | -0.057 | 29.5 | 3.40 | 4.15 | 2 | 93.9% | -0.75 | 0.0816 | -0.057 | |
| 0.4900 | 0.5000 | 10.2K | 50.0K | 88.7% | 0.23 | 0.0742 | -0.055 | 30 | 3.95 | 4.35 | 76 | 133 | 92.4% | -0.78 | 0.0747 | -0.055 |
| 0.3700 | 0.4100 | 363 | 2,596 | 93.1% | 0.18 | 0.0619 | -0.051 | 31 | 4.65 | 5.70 | 40 | 107.2% | -0.82 | 0.0624 | -0.051 | |
| 0.3100 | 0.3300 | 3,583 | 19.8K | 98.0% | 0.15 | 0.0517 | -0.046 | 32 | 5.65 | 6.45 | 150 | 109.2% | -0.85 | 0.0522 | -0.046 | |
| 0.1800 | 0.1900 | 6,363 | 18.7K | 110.8% | 0.09 | 0.0312 | -0.035 | 35 | 8.35 | 9.20 | 81 | 105 | 108.1% | -0.92 | 0.0317 | -0.035 |
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 — Oct 30, 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