HAL catena di opzioni Halliburton Company
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 ±8.0% (30.81–36.19) · ATM IV 41.6% · P/C open interest 0.53
| 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 | |
| 10.55 | 14.65 | 105.8% | 1.00 | 0.0021 | -0.002 | 21 | 0 | 1.40 | 172.7% | -0.00 | 0.0021 | -0.002 | ||||
| 9.70 | 13.65 | 108.8% | 0.99 | 0.0029 | -0.002 | 22 | 0 | 1.25 | 153.9% | -0.01 | 0.0030 | -0.002 | ||||
| 9.15 | 12.65 | 122.3% | 0.99 | 0.0042 | -0.003 | 23 | 0 | 1.25 | 141.4% | -0.01 | 0.0042 | -0.003 | ||||
| 8.15 | 11.60 | 109.2% | 0.99 | 0.0061 | -0.004 | 24 | 0 | 1.40 | 134.2% | -0.01 | 0.0061 | -0.004 | ||||
| 7.15 | 10.65 | 100.5% | 0.98 | 0.0090 | -0.005 | 25 | 0 | 1.40 | 122.2% | -0.02 | 0.0090 | -0.005 | ||||
| 6.40 | 8.90 | 67.9% | 0.97 | 0.0133 | -0.006 | 26 | 0 | 1.40 | 30 | 110.6% | -0.03 | 0.0133 | -0.006 | |||
| 5.85 | 7.25 | 42.6% | 0.96 | 0.0197 | -0.008 | 27 | 0 | 1.40 | 20 | 99.1% | -0.04 | 0.0198 | -0.008 | |||
| 4.45 | 6.75 | 1 | 45.2% | 0.94 | 0.0292 | -0.011 | 28 | 0 | 1.17 | 1 | 8 | 82.0% | -0.06 | 0.0294 | -0.011 | |
| 3.50 | 6.00 | 2 | 50.7% | 0.91 | 0.0428 | -0.014 | 29 | 0 | 0.4300 | 2 | 112 | 50.8% | -0.09 | 0.0430 | -0.015 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.35 | 4.00 | 2 | 1 | 36.7% | 0.86 | 0.0610 | -0.019 | 30 | 0.0900 | 0.3300 | 40 | 41.6% | -0.14 | 0.0613 | -0.019 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.79 | 3.15 | 4 | 8 | 43.1% | 0.79 | 0.0827 | -0.023 | 31 | 0.2800 | 0.4700 | 4 | 51 | 40.8% | -0.21 | 0.0832 | -0.024 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.00 | 2.57 | 9 | 44.0% | 0.70 | 0.1040 | -0.028 | 32 | 0.5800 | 0.7600 | 12 | 41.4% | -0.30 | 0.1048 | -0.028 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.36 | 1.94 | 4 | 49 | 42.7% | 0.59 | 0.1189 | -0.030 | 33 | 0.9400 | 1.14 | 25 | 40.6% | -0.42 | 0.1199 | -0.031 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.05 | 1.20 | 52 | 67 | 41.4% | 0.46 | 0.1221 | -0.031 | 34 | 1.37 | 1.62 | 1 | 38.7% | -0.54 | 0.1234 | -0.031 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6600 | 0.8900 | 71 | 73 | 42.1% | 0.35 | 0.1133 | -0.029 | 35 | 1.89 | 2.26 | 11 | 13 | 36.7% | -0.65 | 0.1150 | -0.029 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2200 | 0.6100 | 12 | 109 | 38.6% | 0.25 | 0.0967 | -0.025 | 36 | 2.59 | 3.30 | 2 | 41.3% | -0.75 | 0.0986 | -0.026 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2300 | 0.3300 | 36 | 18 | 40.5% | 0.18 | 0.0774 | -0.021 | 37 | 2.66 | 4.95 | 43.2% | -0.83 | 0.0795 | -0.021 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1400 | 0.2300 | 51 | 70 | 41.9% | 0.12 | 0.0593 | -0.017 | 38 | 3.55 | 5.85 | 1 | 44.5% | -0.88 | 0.0615 | -0.017 | |
| 0 | 0.5000 | 102 | 52.0% | 0.09 | 0.0441 | -0.013 | 39 | 4.55 | 6.75 | 47.2% | -0.92 | 0.0462 | -0.013 | |||
| 0.0100 | 0.1500 | 44 | 84 | 44.4% | 0.06 | 0.0322 | -0.010 | 40 | 5.40 | 7.75 | 45.5% | -0.95 | 0.0337 | -0.010 | ||
| 0 | 1.40 | 2 | 87.4% | 0.04 | 0.0233 | -0.007 | 41 | 6.35 | 9.50 | 76.0% | -0.97 | 0.0236 | -0.007 | |||
| 0 | 1.40 | 93.6% | 0.03 | 0.0168 | -0.005 | 42 | 7.35 | 9.75 | 50.7% | -0.98 | 0.0157 | -0.005 | ||||
| 0 | 1.40 | 99.7% | 0.02 | 0.0120 | -0.004 | 43 | 8.50 | 11.55 | 93.1% | -0.99 | 0.0098 | -0.003 | ||||
| 0 | 1.60 | 115.8% | 0.01 | 0.0062 | -0.002 | 45 | 10.35 | 13.55 | 99.8% | -1.00 | 0.0032 | -0.001 | ||||
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 — Nov 06, 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.