HIMS catena di opzioni Hims & Hers Health, Inc.
Cboe delayed options data · aggiornato al 12:38 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 ±20.8% (22.11–33.69) · ATM IV 87.2% · P/C open interest 0.68
| 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 | |
| 12.55 | 14.30 | 102 | 130.9% | 0.99 | 0.0033 | -0.002 | 15 | 0.0100 | 0.1100 | 4 | 2,696 | 108.9% | -0.01 | 0.0033 | -0.003 | |
| 11.35 | 13.55 | 3 | 122.3% | 0.99 | 0.0050 | -0.003 | 16 | 0.0100 | 0.1300 | 722 | 101.6% | -0.02 | 0.0050 | -0.005 | ||
| 10.60 | 12.30 | 404 | 110.7% | 0.98 | 0.0072 | -0.005 | 17 | 0.0400 | 0.1300 | 966 | 95.2% | -0.02 | 0.0073 | -0.007 | ||
| 9.65 | 11.40 | 16 | 108.1% | 0.97 | 0.0103 | -0.008 | 18 | 0.0800 | 0.1200 | 1 | 1,397 | 88.6% | -0.04 | 0.0103 | -0.009 | |
| 8.70 | 10.45 | 91 | 101.7% | 0.95 | 0.0141 | -0.011 | 19 | 0.1300 | 0.1900 | 310 | 807 | 87.6% | -0.05 | 0.0142 | -0.012 | |
| 8.15 | 9.10 | 2 | 335 | 94.9% | 0.93 | 0.0188 | -0.015 | 20 | 0.2000 | 0.2600 | 86 | 2,488 | 85.2% | -0.07 | 0.0189 | -0.016 |
| 7.35 | 8.30 | 1 | 979 | 97.3% | 0.90 | 0.0241 | -0.019 | 21 | 0.3300 | 0.3800 | 23 | 1,283 | 85.2% | -0.10 | 0.0242 | -0.020 |
| 6.55 | 7.45 | 991 | 95.4% | 0.87 | 0.0299 | -0.023 | 22 | 0.4600 | 0.5400 | 23 | 1,182 | 83.9% | -0.13 | 0.0301 | -0.024 | |
| 5.80 | 6.65 | 11 | 313 | 94.1% | 0.83 | 0.0358 | -0.028 | 23 | 0.6700 | 0.7700 | 121 | 1,554 | 84.3% | -0.17 | 0.0360 | -0.029 |
| 5.45 | 6.30 | 11 | 11 | 94.3% | 0.81 | 0.0386 | -0.030 | 23.5 | 0.8000 | 0.9000 | 16 | 16 | 84.4% | -0.20 | 0.0389 | -0.031 |
| 5.10 | 5.95 | 12 | 566 | 94.0% | 0.78 | 0.0414 | -0.032 | 24 | 0.9400 | 1.04 | 363 | 1,756 | 84.4% | -0.22 | 0.0416 | -0.033 |
| 4.40 | 5.85 | 91.4% | 0.76 | 0.0439 | -0.034 | 24.5 | 1.09 | 1.22 | 12 | 10 | 84.7% | -0.24 | 0.0442 | -0.035 | ||
| 4.50 | 5.20 | 15 | 745 | 93.0% | 0.73 | 0.0463 | -0.036 | 25 | 1.27 | 1.39 | 321 | 6,206 | 84.9% | -0.27 | 0.0466 | -0.037 |
| 4.20 | 4.90 | 93.1% | 0.71 | 0.0484 | -0.038 | 25.5 | 1.45 | 1.59 | 11 | 10 | 85.0% | -0.30 | 0.0487 | -0.039 | ||
| 3.85 | 4.20 | 3 | 590 | 85.2% | 0.68 | 0.0502 | -0.040 | 26 | 1.66 | 1.81 | 248 | 1,347 | 85.5% | -0.32 | 0.0506 | -0.040 |
| 3.65 | 3.95 | 12 | 12 | 87.1% | 0.65 | 0.0518 | -0.041 | 26.5 | 1.88 | 2.03 | 23 | 22 | 85.6% | -0.35 | 0.0522 | -0.042 |
| 3.40 | 3.65 | 20 | 2,302 | 86.9% | 0.63 | 0.0530 | -0.042 | 27 | 2.12 | 2.28 | 160 | 1,607 | 86.1% | -0.38 | 0.0535 | -0.043 |
| 3.15 | 3.45 | 87.7% | 0.60 | 0.0540 | -0.043 | 27.5 | 2.37 | 2.55 | 18 | 18 | 86.5% | -0.41 | 0.0544 | -0.044 | ||
| 2.94 | 3.20 | 23 | 2,982 | 88.0% | 0.57 | 0.0546 | -0.044 | 28 | 2.64 | 2.80 | 479 | 1,549 | 86.5% | -0.43 | 0.0551 | -0.044 |
| 2.73 | 2.87 | 40 | 35 | 86.6% | 0.54 | 0.0550 | -0.045 | 28.5 | 2.92 | 3.10 | 87.0% | -0.46 | 0.0555 | -0.045 | ||
| 2.54 | 2.71 | 108 | 982 | 87.7% | 0.52 | 0.0551 | -0.045 | 29 | 3.20 | 3.40 | 103 | 4,739 | 87.1% | -0.49 | 0.0557 | -0.045 |
| 2.36 | 2.50 | 126 | 120 | 87.8% | 0.49 | 0.0549 | -0.045 | 29.5 | 3.50 | 3.70 | 107 | 107 | 87.0% | -0.52 | 0.0555 | -0.046 |
| 2.19 | 2.32 | 408 | 4,161 | 88.2% | 0.47 | 0.0545 | -0.045 | 30 | 3.80 | 4.05 | 121 | 2,724 | 87.4% | -0.54 | 0.0552 | -0.045 |
| 2.02 | 2.15 | 95 | 88 | 87.6% | 0.44 | 0.0539 | -0.045 | 30.5 | 4.10 | 4.40 | 2 | 2 | 87.4% | -0.57 | 0.0546 | -0.045 |
| 1.87 | 1.99 | 85 | 909 | 88.6% | 0.42 | 0.0531 | -0.045 | 31 | 4.35 | 4.75 | 22 | 508 | 86.2% | -0.59 | 0.0538 | -0.045 |
| 1.72 | 1.85 | 23 | 23 | 88.8% | 0.39 | 0.0522 | -0.044 | 31.5 | 4.70 | 5.15 | 87.0% | -0.61 | 0.0529 | -0.044 | ||
| 1.59 | 1.71 | 326 | 3,390 | 89.1% | 0.37 | 0.0511 | -0.044 | 32 | 5.15 | 5.50 | 3 | 847 | 88.3% | -0.64 | 0.0518 | -0.044 |
| 1.47 | 1.60 | 50 | 49 | 89.6% | 0.35 | 0.0498 | -0.043 | 32.5 | 5.30 | 5.90 | 85.2% | -0.66 | 0.0506 | -0.043 | ||
| 1.36 | 1.48 | 197 | 2,210 | 89.9% | 0.33 | 0.0485 | -0.042 | 33 | 5.70 | 6.20 | 322 | 84.2% | -0.68 | 0.0494 | -0.042 | |
| 1.25 | 1.37 | 41 | 41 | 90.1% | 0.31 | 0.0471 | -0.041 | 33.5 | 6.05 | 6.60 | 83.6% | -0.70 | 0.0480 | -0.041 | ||
| 1.16 | 1.25 | 211 | 1,342 | 90.2% | 0.29 | 0.0457 | -0.040 | 34 | 6.45 | 7.10 | 1 | 143 | 83.6% | -0.72 | 0.0466 | -0.040 |
| 1.07 | 1.18 | 42 | 42 | 90.8% | 0.28 | 0.0442 | -0.039 | 34.5 | 6.90 | 7.50 | 1 | 1 | 86.1% | -0.73 | 0.0451 | -0.039 |
| 1.00 | 1.06 | 267 | 4,770 | 90.8% | 0.26 | 0.0427 | -0.038 | 35 | 7.25 | 7.95 | 2 | 478 | 85.6% | -0.75 | 0.0436 | -0.038 |
| 0.8400 | 0.9400 | 69 | 1,980 | 91.7% | 0.23 | 0.0396 | -0.036 | 36 | 8.00 | 9.30 | 213 | 93.9% | -0.78 | 0.0406 | -0.036 | |
| 0.7200 | 0.7900 | 53 | 979 | 92.0% | 0.20 | 0.0365 | -0.034 | 37 | 8.95 | 10.00 | 2 | 175 | 92.5% | -0.81 | 0.0376 | -0.034 |
| 0.6100 | 0.7000 | 142 | 1,179 | 93.0% | 0.18 | 0.0336 | -0.031 | 38 | 9.85 | 11.05 | 108 | 97.0% | -0.83 | 0.0347 | -0.031 | |
| 0.5200 | 0.6100 | 14 | 3,548 | 93.8% | 0.16 | 0.0307 | -0.029 | 39 | 10.60 | 12.05 | 66 | 96.1% | -0.85 | 0.0319 | -0.029 | |
| 0.4500 | 0.5200 | 574 | 3,633 | 94.4% | 0.14 | 0.0281 | -0.027 | 40 | 11.40 | 12.65 | 1 | 553 | 82.2% | -0.87 | 0.0293 | -0.027 |
| 0.3800 | 0.4200 | 25 | 3,116 | 93.9% | 0.12 | 0.0256 | -0.025 | 41 | 12.45 | 13.50 | 2 | 90 | 81.9% | -0.89 | 0.0268 | -0.025 |
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