HSY catena di opzioni The Hershey 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 ±10.5% (152.83–188.83) · ATM IV 26.6% · P/C open interest 0.52
| 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 | |
| 79.20 | 83.30 | 1 | 69.9% | 1.00 | 0.0001 | -0.000 | 90 | 0 | 1.80 | 25 | 76.7% | -0.00 | 0.0002 | -0.002 | ||
| 74.20 | 78.30 | 1 | 63.8% | 1.00 | 0.0001 | -0.001 | 95 | 0 | 2.15 | 50 | 73.7% | -0.01 | 0.0004 | -0.003 | ||
| 69.30 | 73.30 | 59.8% | 1.00 | 0.0002 | -0.001 | 100 | 0 | 2.20 | 10 | 68.5% | -0.01 | 0.0005 | -0.004 | |||
| 64.30 | 68.40 | 55.8% | 1.00 | 0.0003 | -0.002 | 105 | 0 | 2.20 | 34 | 63.2% | -0.01 | 0.0007 | -0.005 | |||
| 59.40 | 63.40 | 11 | 51.8% | 0.99 | 0.0006 | -0.004 | 110 | 0 | 2.25 | 23 | 58.5% | -0.01 | 0.0010 | -0.007 | ||
| 54.50 | 58.50 | 3 | 49.0% | 0.99 | 0.0010 | -0.006 | 115 | 0 | 2.30 | 29 | 53.8% | -0.02 | 0.0014 | -0.009 | ||
| 49.50 | 53.50 | 6 | 44.1% | 0.98 | 0.0015 | -0.008 | 120 | 0.1500 | 0.5000 | 70 | 38.0% | -0.03 | 0.0019 | -0.011 | ||
| 45.20 | 48.50 | 6 | 44.2% | 0.98 | 0.0023 | -0.012 | 125 | 0.1000 | 2.40 | 139 | 40.3% | -0.04 | 0.0026 | -0.014 | ||
| 40.10 | 43.50 | 7 | 38.9% | 0.96 | 0.0034 | -0.016 | 130 | 0.3500 | 0.9500 | 122 | 35.0% | -0.05 | 0.0035 | -0.017 | ||
| 35.60 | 38.90 | 7 | 38.4% | 0.94 | 0.0047 | -0.021 | 135 | 0.3500 | 1.05 | 86 | 31.6% | -0.07 | 0.0047 | -0.021 | ||
| 30.90 | 33.10 | 20 | 31.7% | 0.92 | 0.0064 | -0.026 | 140 | 0.6500 | 1.95 | 69 | 32.4% | -0.10 | 0.0062 | -0.025 | ||
| 26.50 | 29.00 | 3 | 32.2% | 0.88 | 0.0084 | -0.032 | 145 | 1.15 | 2.55 | 125 | 31.3% | -0.13 | 0.0080 | -0.030 | ||
| 22.00 | 24.50 | 155 | 29.9% | 0.83 | 0.0106 | -0.037 | 150 | 1.95 | 3.30 | 137 | 30.4% | -0.17 | 0.0102 | -0.036 | ||
| 18.10 | 20.40 | 11 | 29.0% | 0.78 | 0.0128 | -0.042 | 155 | 2.80 | 3.70 | 2 | 116 | 28.0% | -0.23 | 0.0125 | -0.041 | |
| 14.60 | 16.40 | 2 | 124 | 27.9% | 0.71 | 0.0149 | -0.046 | 160 | 4.10 | 5.80 | 1 | 132 | 28.6% | -0.30 | 0.0148 | -0.046 |
| 11.30 | 13.40 | 2 | 435 | 27.6% | 0.63 | 0.0166 | -0.048 | 165 | 5.40 | 7.10 | 166 | 26.5% | -0.38 | 0.0168 | -0.049 | |
| 9.10 | 10.20 | 3 | 83 | 27.4% | 0.54 | 0.0176 | -0.049 | 170 | 7.10 | 9.60 | 217 | 25.8% | -0.47 | 0.0181 | -0.051 | |
| 6.60 | 7.70 | 33 | 88 | 26.5% | 0.45 | 0.0178 | -0.048 | 175 | 10.60 | 12.50 | 65 | 27.0% | -0.56 | 0.0185 | -0.050 | |
| 3.90 | 6.50 | 184 | 26.0% | 0.37 | 0.0170 | -0.046 | 180 | 13.40 | 15.60 | 225 | 26.1% | -0.64 | 0.0178 | -0.048 | ||
| 2.90 | 4.20 | 2 | 86 | 25.2% | 0.29 | 0.0156 | -0.042 | 185 | 17.10 | 19.60 | 65 | 26.9% | -0.72 | 0.0163 | -0.044 | |
| 2.30 | 3.70 | 10 | 154 | 27.1% | 0.23 | 0.0136 | -0.037 | 190 | 21.30 | 23.00 | 52 | 26.4% | -0.79 | 0.0142 | -0.038 | |
| 1.70 | 2.25 | 1 | 284 | 26.4% | 0.18 | 0.0115 | -0.032 | 195 | 25.20 | 27.80 | 10 | 26.9% | -0.85 | 0.0119 | -0.033 | |
| 1.25 | 1.60 | 3 | 326 | 26.7% | 0.14 | 0.0096 | -0.027 | 200 | 29.90 | 32.00 | 36 | 27.0% | -0.89 | 0.0096 | -0.027 | |
| 0 | 2.25 | 1,032 | 30.3% | 0.08 | 0.0063 | -0.019 | 210 | 39.40 | 41.50 | 81 | 28.6% | -0.94 | 0.0059 | -0.018 | ||
| 0 | 1.25 | 147 | 30.9% | 0.05 | 0.0041 | -0.013 | 220 | 48.00 | 51.30 | 12 | -0.97 | 0.0034 | -0.011 | |||
| 0 | 2.40 | 140 | 40.2% | 0.03 | 0.0026 | -0.009 | 230 | 57.70 | 61.70 | 18 | -0.98 | 0.0020 | -0.007 | |||
| 0 | 2.30 | 861 | 44.0% | 0.02 | 0.0018 | -0.007 | 240 | 67.60 | 71.60 | -0.99 | 0.0011 | -0.004 | ||||
| 0 | 2.25 | 418 | 47.7% | 0.01 | 0.0012 | -0.005 | 250 | 77.50 | 81.60 | -0.99 | 0.0006 | -0.003 | ||||
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 — Jan 15, 2027
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.