HAL catena di opzioni Halliburton Company
Cboe delayed options data · aggiornato al 00:35 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 ±5.4% (35.63–39.73) · ATM IV 32.5% · P/C open interest 0.93
| 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 | |
| 16.95 | 19.15 | 1.00 | 0.0000 | 0.000 | 19 | 0 | 1.31 | 55 | 254.9% | -0.00 | 0.0000 | -0.000 | ||||
| 16.15 | 18.05 | 182 | 1.00 | 0.0001 | 0.000 | 20 | 0 | 1.00 | 3,456 | 222.5% | -0.00 | 0.0001 | -0.000 | |||
| 15.45 | 17.15 | 1.00 | 0.0001 | 0.000 | 21 | 0 | 1.55 | 16 | 234.8% | -0.00 | 0.0001 | -0.000 | ||||
| 14.45 | 16.15 | 1.00 | 0.0002 | 0.000 | 22 | 0 | 1.20 | 115 | 204.2% | -0.00 | 0.0002 | -0.000 | ||||
| 13.15 | 15.15 | 525 | 1.00 | 0.0002 | 0.000 | 23 | 0 | 0.3500 | 1,480 | 142.3% | -0.00 | 0.0002 | -0.000 | |||
| 12.50 | 14.15 | 1.00 | 0.0004 | 0.000 | 24 | 0 | 0.3600 | 278 | 132.6% | -0.00 | 0.0004 | -0.000 | ||||
| 11.15 | 13.15 | 101 | 1.00 | 0.0006 | 0.000 | 25 | 0 | 0.2500 | 2,987 | 113.9% | -0.00 | 0.0006 | -0.000 | |||
| 10.50 | 12.20 | 1.00 | 0.0009 | 0.000 | 26 | 0 | 1.15 | 494 | 150.7% | -0.00 | 0.0009 | -0.001 | ||||
| 9.15 | 11.15 | 9 | 12 | 1.00 | 0.0015 | 0.000 | 27 | 0 | 0.3600 | 3,531 | 103.1% | -0.00 | 0.0015 | -0.001 | ||
| 8.50 | 10.15 | 1.00 | 0.0024 | -0.000 | 28 | 0 | 0.7600 | 5,315 | 112.9% | -0.00 | 0.0024 | -0.001 | ||||
| 7.50 | 9.20 | 1 | 0.99 | 0.0040 | -0.001 | 29 | 0 | 0.0400 | 7 | 3,881 | 57.4% | -0.01 | 0.0040 | -0.002 | ||
| 7.00 | 8.60 | 0.99 | 0.0052 | -0.001 | 29.5 | 0 | 0.5700 | 5 | 90.1% | -0.01 | 0.0052 | -0.002 | ||||
| 6.80 | 8.20 | 5 | 38 | 0.99 | 0.0067 | -0.002 | 30 | 0 | 0.2500 | 22 | 8,413 | 69.9% | -0.01 | 0.0067 | -0.003 | |
| 6.00 | 7.65 | 0.99 | 0.0087 | -0.002 | 30.5 | 0 | 0.7500 | 40 | 87.2% | -0.01 | 0.0087 | -0.003 | ||||
| 5.50 | 7.00 | 0.98 | 0.0114 | -0.003 | 31 | 0 | 0.2900 | 1 | 5,557 | 63.9% | -0.02 | 0.0114 | -0.004 | |||
| 5.05 | 6.50 | 0.98 | 0.0148 | -0.004 | 31.5 | 0 | 0.5300 | 19 | 69.8% | -0.02 | 0.0148 | -0.005 | ||||
| 5.55 | 6.05 | 8 | 141 | 52.4% | 0.97 | 0.0193 | -0.005 | 32 | 0.0100 | 0.1200 | 4 | 7,229 | 46.6% | -0.03 | 0.0194 | -0.006 |
| 4.05 | 5.55 | 0.96 | 0.0251 | -0.007 | 32.5 | 0 | 0.4100 | 2 | 56.3% | -0.04 | 0.0252 | -0.008 | ||||
| 4.40 | 5.10 | 3 | 7,378 | 38.8% | 0.95 | 0.0326 | -0.009 | 33 | 0.0500 | 0.0800 | 42 | 5,715 | 39.4% | -0.05 | 0.0327 | -0.009 |
| 3.05 | 4.65 | 1 | 41 | 0.93 | 0.0420 | -0.011 | 33.5 | 0.0700 | 0.2300 | 1 | 4 | 43.6% | -0.07 | 0.0422 | -0.011 | |
| 3.55 | 4.00 | 22 | 907 | 34.0% | 0.91 | 0.0536 | -0.013 | 34 | 0.1000 | 0.1200 | 76 | 5,918 | 36.4% | -0.09 | 0.0539 | -0.014 |
| 1.88 | 3.45 | 138 | 0.89 | 0.0675 | -0.016 | 34.5 | 0.0500 | 0.2400 | 33 | 35.0% | -0.11 | 0.0678 | -0.017 | |||
| 2.65 | 2.97 | 74 | 30.1K | 28.9% | 0.85 | 0.0834 | -0.020 | 35 | 0.1500 | 0.2200 | 8 | 5,911 | 33.2% | -0.15 | 0.0839 | -0.020 |
| 2.35 | 2.57 | 3 | 997 | 32.9% | 0.81 | 0.1006 | -0.023 | 35.5 | 0.2200 | 0.5100 | 91 | 9 | 37.4% | -0.20 | 0.1012 | -0.024 |
| 1.91 | 2.14 | 313 | 10.5K | 30.7% | 0.75 | 0.1176 | -0.026 | 36 | 0.3200 | 0.4400 | 30 | 4,214 | 32.8% | -0.25 | 0.1184 | -0.027 |
| 1.63 | 1.97 | 32 | 35.5% | 0.69 | 0.1328 | -0.029 | 36.5 | 0.4200 | 0.7700 | 1,614 | 35.1% | -0.31 | 0.1338 | -0.030 | ||
| 1.30 | 1.55 | 145 | 4,514 | 33.4% | 0.62 | 0.1441 | -0.032 | 37 | 0.4900 | 0.9800 | 15 | 2,732 | 33.5% | -0.38 | 0.1452 | -0.032 |
| 0.9900 | 1.26 | 63 | 391 | 32.6% | 0.54 | 0.1500 | -0.033 | 37.5 | 0.7500 | 1.10 | 57 | 1 | 32.4% | -0.46 | 0.1513 | -0.033 |
| 0.8600 | 0.9800 | 213 | 2,861 | 33.7% | 0.47 | 0.1499 | -0.033 | 38 | 1.10 | 1.39 | 41 | 596 | 34.3% | -0.53 | 0.1513 | -0.033 |
| 0.5600 | 0.9200 | 50 | 19 | 34.4% | 0.40 | 0.1441 | -0.032 | 38.5 | 1.34 | 1.61 | 32.0% | -0.61 | 0.1457 | -0.033 | ||
| 0.4800 | 0.7900 | 48 | 1,886 | 36.6% | 0.33 | 0.1340 | -0.031 | 39 | 1.67 | 2.03 | 607 | 33.3% | -0.67 | 0.1357 | -0.031 | |
| 0.1800 | 0.3600 | 59 | 9,039 | 32.1% | 0.22 | 0.1070 | -0.026 | 40 | 2.37 | 2.80 | 3 | 1,747 | 32.1% | -0.78 | 0.1086 | -0.026 |
| 0.1300 | 0.3100 | 14 | 1,449 | 37.2% | 0.15 | 0.0793 | -0.021 | 41 | 3.15 | 4.10 | 420 | 41.9% | -0.86 | 0.0808 | -0.021 | |
| 0.0300 | 0.1500 | 240 | 2,364 | 35.0% | 0.10 | 0.0564 | -0.016 | 42 | 4.15 | 5.35 | 1,446 | 55.5% | -0.91 | 0.0584 | -0.015 | |
| 0.0400 | 0.1800 | 16 | 2,344 | 42.5% | 0.06 | 0.0393 | -0.012 | 43 | 4.90 | 6.55 | 630 | 61.6% | -0.95 | 0.0423 | -0.012 | |
| 0 | 0.1200 | 1,085 | 42.5% | 0.04 | 0.0272 | -0.009 | 44 | 5.90 | 8.25 | 114 | 85.0% | -0.97 | 0.0316 | -0.010 | ||
| 0 | 0.0500 | 4,441 | 41.0% | 0.03 | 0.0188 | -0.006 | 45 | 6.90 | 8.55 | 4 | 74.8% | -0.99 | 0.0223 | -0.007 | ||
| 0 | 0.0900 | 1 | 1,270 | 66.1% | 0.00 | 0.0033 | -0.001 | 50 | 11.90 | 13.55 | 2 | 103.3% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.2000 | 337 | 95.2% | 0.00 | 0.0007 | -0.000 | 55 | 16.90 | 18.55 | 127.2% | -1.00 | 0.0000 | -0.004 | |||
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