HAL catena di opzioni Halliburton Company
Cboe delayed options data · aggiornato al 15:37 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 ±8.3% (30.63–36.18) · ATM IV 35.5% · P/C open interest 0.18
| 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 | |
| 11.55 | 15.35 | 1.00 | 0.0013 | 0.000 | 20 | 0 | 0.7600 | 1 | 129.3% | -0.00 | 0.0013 | -0.001 | ||||
| 8.70 | 10.40 | 61.3% | 0.99 | 0.0060 | -0.001 | 24 | 0 | 0.6500 | 87.6% | -0.01 | 0.0061 | -0.002 | ||||
| 7.80 | 9.50 | 66.2% | 0.98 | 0.0091 | -0.002 | 25 | 0.0200 | 0.0600 | 15 | 28 | 51.1% | -0.02 | 0.0091 | -0.003 | ||
| 6.80 | 8.50 | 58.6% | 0.97 | 0.0136 | -0.003 | 26 | 0 | 0.2700 | 70 | 57.0% | -0.03 | 0.0137 | -0.004 | |||
| 5.85 | 7.70 | 59.9% | 0.96 | 0.0204 | -0.005 | 27 | 0.0200 | 0.1400 | 12 | 133 | 44.8% | -0.04 | 0.0205 | -0.006 | ||
| 5.10 | 6.40 | 4 | 50.6% | 0.94 | 0.0303 | -0.007 | 28 | 0.0200 | 0.1800 | 64 | 40.4% | -0.06 | 0.0305 | -0.008 | ||
| 4.00 | 5.40 | 40.2% | 0.90 | 0.0440 | -0.010 | 29 | 0.1500 | 0.2600 | 11 | 1,366 | 41.0% | -0.10 | 0.0443 | -0.011 | ||
| 3.55 | 4.95 | 39.2% | 0.88 | 0.0524 | -0.012 | 29.5 | 0.0500 | 0.3000 | 1 | 35.7% | -0.12 | 0.0527 | -0.012 | |||
| 3.40 | 3.95 | 6 | 57 | 31.5% | 0.85 | 0.0615 | -0.013 | 30 | 0.2600 | 0.3200 | 82 | 1,700 | 37.8% | -0.15 | 0.0620 | -0.014 |
| 2.90 | 4.10 | 41.6% | 0.82 | 0.0713 | -0.015 | 30.5 | 0.1900 | 0.5000 | 2 | 1 | 36.2% | -0.18 | 0.0719 | -0.016 | ||
| 2.70 | 3.20 | 3 | 41 | 35.4% | 0.78 | 0.0812 | -0.017 | 31 | 0.4500 | 0.5100 | 40 | 266 | 37.0% | -0.22 | 0.0819 | -0.017 |
| 2.50 | 2.83 | 38.0% | 0.74 | 0.0908 | -0.018 | 31.5 | 0.5700 | 0.6200 | 36.3% | -0.27 | 0.0917 | -0.019 | ||||
| 2.25 | 2.41 | 36 | 15.3K | 37.9% | 0.69 | 0.0995 | -0.020 | 32 | 0.7200 | 0.7700 | 6 | 1,040 | 35.9% | -0.31 | 0.1005 | -0.020 |
| 1.92 | 2.15 | 3 | 5 | 38.2% | 0.64 | 0.1066 | -0.021 | 32.5 | 0.9000 | 0.9500 | 1 | 71 | 35.7% | -0.37 | 0.1078 | -0.021 |
| 1.60 | 1.76 | 254 | 9,542 | 36.2% | 0.58 | 0.1116 | -0.022 | 33 | 1.09 | 1.16 | 41 | 959 | 35.3% | -0.42 | 0.1131 | -0.022 |
| 1.38 | 1.44 | 2 | 23 | 35.8% | 0.52 | 0.1142 | -0.022 | 33.5 | 1.33 | 1.40 | 2 | 3 | 35.1% | -0.48 | 0.1159 | -0.022 |
| 1.13 | 1.21 | 35 | 1,034 | 35.5% | 0.47 | 0.1143 | -0.022 | 34 | 1.60 | 1.69 | 3 | 180 | 35.3% | -0.54 | 0.1161 | -0.022 |
| 0.9500 | 1.03 | 12 | 35.9% | 0.41 | 0.1118 | -0.022 | 34.5 | 1.81 | 2.21 | 40 | 36.9% | -0.59 | 0.1140 | -0.022 | ||
| 0.7800 | 0.8300 | 50 | 3,882 | 35.6% | 0.36 | 0.1072 | -0.021 | 35 | 2.21 | 2.42 | 2 | 230 | 36.3% | -0.65 | 0.1097 | -0.021 |
| 0.6200 | 0.6700 | 3 | 35.3% | 0.31 | 0.1009 | -0.020 | 35.5 | 2.57 | 2.76 | 36.2% | -0.70 | 0.1036 | -0.020 | |||
| 0.4800 | 0.5700 | 60 | 1,353 | 35.4% | 0.27 | 0.0934 | -0.018 | 36 | 2.62 | 3.55 | 279 | 37.7% | -0.74 | 0.0964 | -0.019 | |
| 0.3900 | 0.4600 | 35.6% | 0.23 | 0.0852 | -0.017 | 36.5 | 2.90 | 3.95 | 35.9% | -0.78 | 0.0884 | -0.017 | ||||
| 0.2600 | 0.4100 | 17 | 1,179 | 35.5% | 0.19 | 0.0767 | -0.015 | 37 | 3.15 | 4.55 | 286 | 36.3% | -0.82 | 0.0801 | -0.016 | |
| 0.2500 | 0.5100 | 18 | 40.2% | 0.16 | 0.0683 | -0.014 | 37.5 | 3.70 | 4.90 | 37.1% | -0.85 | 0.0717 | -0.014 | |||
| 0.1400 | 0.2900 | 2 | 2,641 | 36.0% | 0.14 | 0.0602 | -0.013 | 38 | 4.05 | 5.45 | 47 | 37.5% | -0.88 | 0.0639 | -0.013 | |
| 0.0100 | 0.2200 | 179 | 35.1% | 0.10 | 0.0457 | -0.010 | 39 | 4.95 | 6.35 | 36.2% | -0.92 | 0.0499 | -0.010 | |||
| 0.0300 | 0.1600 | 3 | 583 | 37.9% | 0.07 | 0.0339 | -0.007 | 40 | 5.80 | 7.30 | -0.95 | 0.0391 | -0.008 | |||
| 0 | 0.3100 | 363 | 46.6% | 0.05 | 0.0248 | -0.006 | 41 | 6.65 | 8.70 | 4 | 47.1% | -0.98 | 0.0285 | -0.006 | ||
| 0 | 0.2100 | 37 | 46.7% | 0.03 | 0.0179 | -0.004 | 42 | 7.80 | 9.50 | 49.1% | -0.99 | 0.0156 | -0.004 | |||
| 0 | 0.2700 | 2 | 53.1% | 0.02 | 0.0128 | -0.003 | 43 | 7.95 | 10.70 | -1.00 | 0.0050 | -0.004 | ||||
| 0 | 0.1000 | 47.5% | 0.01 | 0.0092 | -0.002 | 44 | 9.05 | 11.70 | -1.00 | 0.0001 | -0.004 | |||||
| 0 | 0.1000 | 185 | 50.7% | 0.01 | 0.0065 | -0.002 | 45 | 9.75 | 13.65 | 65.3% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.2400 | 233 | 75.0% | 0.00 | 0.0012 | -0.000 | 50 | 14.75 | 18.65 | 82.7% | -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 — Nov 20, 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