HYG catena di opzioni iShares iBoxx $ High Yield Corporate Bond ETF
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 ±0.8% (78.58–79.80) · ATM IV 4.6% · P/C open interest 3.21
| 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 | |
| 34.05 | 34.35 | 1.00 | 0.0001 | -0.001 | 45 | 0 | 0.0100 | 4,231 | 98.0% | -0.00 | 0.0001 | -0.001 | ||||
| 29.05 | 29.35 | 1.00 | 0.0002 | -0.001 | 50 | 0 | 0.0100 | 80.8% | -0.00 | 0.0002 | -0.001 | |||||
| 24.05 | 24.35 | 1.00 | 0.0004 | -0.001 | 55 | 0 | 0.0100 | 19 | 65.1% | -0.00 | 0.0004 | -0.001 | ||||
| 19.05 | 19.40 | 1.00 | 0.0007 | -0.001 | 60 | 0 | 0.0100 | 355 | 50.7% | -0.00 | 0.0007 | -0.001 | ||||
| 14.10 | 14.40 | 39.1% | 1.00 | 0.0016 | -0.002 | 65 | 0 | 0.0100 | 55.7K | 37.2% | -0.00 | 0.0016 | -0.002 | |||
| 11.10 | 11.40 | 28.3% | 0.99 | 0.0028 | -0.002 | 68 | 0 | 0.0100 | 29.4% | -0.00 | 0.0028 | -0.002 | ||||
| 10.10 | 10.40 | 24.4% | 0.99 | 0.0035 | -0.002 | 69 | 0 | 0.0100 | 5,399 | 26.9% | -0.01 | 0.0035 | -0.002 | |||
| 9.10 | 9.40 | 18.9% | 0.99 | 0.0044 | -0.002 | 70 | 0 | 0.0100 | 94.6K | 24.3% | -0.01 | 0.0045 | -0.002 | |||
| 8.10 | 8.40 | 0.99 | 0.0058 | -0.002 | 71 | 0 | 0.0200 | 13.7K | 23.6% | -0.01 | 0.0058 | -0.002 | ||||
| 7.10 | 7.40 | 0.99 | 0.0076 | -0.003 | 72 | 0 | 0.0100 | 188.6K | 19.3% | -0.01 | 0.0077 | -0.003 | ||||
| 6.10 | 6.40 | 0.99 | 0.0105 | -0.003 | 73 | 0 | 0.0200 | 39.7K | 18.3% | -0.01 | 0.0105 | -0.003 | ||||
| 5.10 | 5.35 | 0.98 | 0.0150 | -0.003 | 74 | 0 | 0.0200 | 226.9K | 15.6% | -0.02 | 0.0152 | -0.003 | ||||
| 4.60 | 4.90 | 0.98 | 0.0185 | -0.003 | 74.5 | 0 | 0.0200 | 1,583 | 14.3% | -0.02 | 0.0185 | -0.003 | ||||
| 4.10 | 4.40 | 0.98 | 0.0230 | -0.004 | 75 | 0.0100 | 0.0200 | 50.0K | 234.1K | 13.7% | -0.02 | 0.0231 | -0.004 | |||
| 3.60 | 3.90 | 0.97 | 0.0292 | -0.004 | 75.5 | 0.0100 | 0.0300 | 12.9% | -0.03 | 0.0296 | -0.004 | |||||
| 3.15 | 3.40 | 10.9% | 0.97 | 0.0381 | -0.004 | 76 | 0.0200 | 0.0300 | 90.0K | 11.8% | -0.03 | 0.0386 | -0.004 | |||
| 2.65 | 2.89 | 8.9% | 0.96 | 0.0516 | -0.004 | 76.5 | 0.0100 | 0.0400 | 10.3% | -0.04 | 0.0522 | -0.004 | ||||
| 2.17 | 2.39 | 8.3% | 0.95 | 0.0730 | -0.005 | 77 | 0.0100 | 0.0400 | 1 | 270.1K | 8.7% | -0.05 | 0.0741 | -0.005 | ||
| 1.67 | 1.89 | 6.7% | 0.93 | 0.1097 | -0.005 | 77.5 | 0.0300 | 0.0400 | 1 | 5,074 | 7.6% | -0.07 | 0.1117 | -0.006 | ||
| 1.23 | 1.34 | 5.4% | 0.89 | 0.1782 | -0.006 | 78 | 0.0400 | 0.0600 | 9,072 | 253.2K | 6.5% | -0.11 | 0.1826 | -0.007 | ||
| 0.7900 | 0.8900 | 5.3% | 0.82 | 0.3106 | -0.008 | 78.5 | 0.0700 | 0.0900 | 6,535 | 11.9K | 5.3% | -0.19 | 0.3209 | -0.008 | ||
| 0.4200 | 0.4500 | 13 | 16.7K | 4.6% | 0.65 | 0.5337 | -0.009 | 79 | 0.1700 | 0.1800 | 20.9K | 333.8K | 4.5% | -0.37 | 0.5629 | -0.010 |
| 0.0900 | 0.1000 | 130 | 28.2K | 3.1% | 0.32 | 0.7195 | -0.006 | 79.5 | 0.3200 | 0.3900 | 6 | 30.2K | 3.0% | -0.74 | 0.8028 | -0.007 |
| 0.0200 | 0.0300 | 3 | 331.2K | 3.6% | 0.09 | 0.3024 | -0.003 | 80 | 0.7600 | 0.8700 | 703 | 48.9K | 3.9% | -0.96 | 0.2286 | -0.002 |
| 0.0100 | 0.0200 | 2,133 | 1,129 | 4.8% | 0.04 | 0.1238 | -0.002 | 80.5 | 1.18 | 1.43 | -0.99 | 0.0630 | -0.001 | |||
| 0.0100 | 0.0200 | 960 | 139.4K | 6.2% | 0.02 | 0.0651 | -0.002 | 81 | 1.68 | 1.90 | 50 | 35 | -0.99 | 0.0272 | -0.001 | |
| 0 | 0.0200 | 7.2% | 0.02 | 0.0429 | -0.002 | 81.5 | 2.17 | 2.44 | -1.00 | 0.0180 | -0.001 | |||||
| 0 | 0.0100 | 77.6K | 7.7% | 0.02 | 0.0313 | -0.002 | 82 | 2.69 | 2.94 | 1 | 3 | 10.0% | -1.00 | 0.0138 | -0.001 | |
| 0 | 0.0100 | 8.8% | 0.01 | 0.0244 | -0.002 | 82.5 | 3.15 | 3.45 | -1.00 | 0.0111 | -0.001 | |||||
| 0 | 0.0100 | 10.0% | 0.01 | 0.0196 | -0.002 | 83 | 3.65 | 3.95 | -1.00 | 0.0092 | -0.001 | |||||
| 0 | 0.0100 | 11.1% | 0.01 | 0.0161 | -0.002 | 83.5 | 4.15 | 4.45 | -1.00 | 0.0077 | -0.001 | |||||
| 0 | 0.0100 | 100 | 12.2% | 0.01 | 0.0136 | -0.002 | 84 | 4.65 | 4.95 | -1.00 | 0.0066 | -0.001 | ||||
| 0 | 0.0100 | 13.4% | 0.01 | 0.0116 | -0.002 | 84.5 | 5.15 | 5.45 | -1.00 | 0.0058 | -0.001 | |||||
| 0 | 0.0100 | 14.4% | 0.01 | 0.0101 | -0.002 | 85 | 5.65 | 5.95 | -1.00 | 0.0051 | -0.001 | |||||
| 0 | 0.0100 | 15.5% | 0.01 | 0.0089 | -0.002 | 85.5 | 6.15 | 6.45 | -1.00 | 0.0045 | -0.001 | |||||
| 0 | 0.0100 | 16.5% | 0.01 | 0.0079 | -0.002 | 86 | 6.65 | 6.95 | -1.00 | 0.0040 | -0.001 | |||||
| 0 | 0.0100 | 18.6% | 0.01 | 0.0063 | -0.002 | 87 | 7.65 | 7.95 | -1.00 | 0.0032 | -0.001 | |||||
| 0 | 0.0100 | 20.6% | 0.01 | 0.0052 | -0.002 | 88 | 8.65 | 8.95 | -1.00 | 0.0027 | -0.001 | |||||
| 0 | 0.0100 | 22.6% | 0.01 | 0.0044 | -0.002 | 89 | 9.65 | 9.95 | -1.00 | 0.0023 | -0.001 | |||||
| 0 | 0.0100 | 24.5% | 0.01 | 0.0038 | -0.002 | 90 | 10.65 | 10.95 | -1.00 | 0.0020 | -0.001 | |||||
| 0 | 0.0100 | 26.4% | 0.00 | 0.0033 | -0.002 | 91 | 11.65 | 11.95 | -1.00 | 0.0017 | -0.001 | |||||
| 0 | 0.0100 | 28.2% | 0.00 | 0.0029 | -0.002 | 92 | 12.65 | 12.95 | -1.00 | 0.0015 | -0.001 | |||||
| 0 | 0.0100 | 30.1% | 0.00 | 0.0026 | -0.002 | 93 | 13.65 | 13.95 | -1.00 | 0.0014 | -0.001 | |||||
| 0 | 0.0100 | 33.6% | 0.00 | 0.0021 | -0.002 | 95 | 15.65 | 15.95 | -1.00 | 0.0011 | -0.001 | |||||
| 0 | 0.0100 | 42.0% | 0.00 | 0.0013 | -0.002 | 100 | 20.65 | 20.95 | -1.00 | 0.0007 | -0.001 | |||||
| 0 | 0.0100 | 49.8% | 0.00 | 0.0009 | -0.002 | 105 | 25.65 | 25.95 | -1.00 | 0.0005 | -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 — 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.