IBIT catena di opzioni iShares Bitcoin Trust 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 ±6.2% (43.64–49.36) · ATM IV 41.1% · P/C open interest 0.30
| 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 | |
| 16.10 | 16.45 | 2 | 116.6% | 0.99 | 0.0022 | 0.000 | 30 | 0.0100 | 0.0300 | 100 | 7 | 96.9% | -0.01 | 0.0022 | -0.005 | |
| 15.10 | 15.50 | 113.9% | 0.99 | 0.0026 | 0.000 | 31 | 0.0100 | 0.0300 | 16 | 1 | 90.2% | -0.01 | 0.0026 | -0.005 | ||
| 14.15 | 14.50 | 110.2% | 0.99 | 0.0032 | 0.000 | 32 | 0.0100 | 0.0300 | 8 | 4 | 83.7% | -0.01 | 0.0032 | -0.006 | ||
| 13.15 | 13.50 | 102.1% | 0.99 | 0.0040 | -0.001 | 33 | 0.0100 | 0.0400 | 1 | 79.7% | -0.01 | 0.0040 | -0.007 | |||
| 12.15 | 12.50 | 3 | 94.2% | 0.99 | 0.0050 | -0.002 | 34 | 0.0200 | 0.0400 | 6 | 75.3% | -0.01 | 0.0050 | -0.007 | ||
| 11.15 | 11.50 | 3 | 86.5% | 0.98 | 0.0062 | -0.003 | 35 | 0.0200 | 0.0400 | 6 | 69.0% | -0.02 | 0.0062 | -0.008 | ||
| 10.15 | 10.50 | 50 | 78.9% | 0.98 | 0.0079 | -0.004 | 36 | 0.0200 | 0.0500 | 6 | 64.3% | -0.02 | 0.0079 | -0.009 | ||
| 9.00 | 9.50 | 59.2% | 0.98 | 0.0102 | -0.006 | 37 | 0.0300 | 0.0600 | 1 | 60.5% | -0.02 | 0.0102 | -0.010 | |||
| 8.15 | 8.50 | 1 | 64.2% | 0.97 | 0.0133 | -0.008 | 38 | 0.0400 | 0.0700 | 18 | 17 | 56.1% | -0.03 | 0.0133 | -0.011 | |
| 7.20 | 7.55 | 3 | 62.0% | 0.96 | 0.0179 | -0.010 | 39 | 0.0500 | 0.0800 | 73 | 58 | 51.3% | -0.04 | 0.0179 | -0.013 | |
| 6.25 | 6.40 | 49 | 50.0% | 0.95 | 0.0247 | -0.013 | 40 | 0.0700 | 0.1000 | 26 | 12 | 47.4% | -0.05 | 0.0247 | -0.016 | |
| 5.30 | 5.40 | 60 | 45.1% | 0.93 | 0.0350 | -0.017 | 41 | 0.1100 | 0.1400 | 37 | 5 | 44.5% | -0.07 | 0.0351 | -0.019 | |
| 4.35 | 4.45 | 2 | 1 | 41.4% | 0.89 | 0.0501 | -0.023 | 42 | 0.1800 | 0.2000 | 20 | 134 | 41.9% | -0.11 | 0.0502 | -0.025 |
| 3.50 | 3.60 | 135 | 88 | 41.2% | 0.84 | 0.0697 | -0.032 | 43 | 0.3000 | 0.3300 | 35 | 16 | 40.5% | -0.16 | 0.0699 | -0.033 |
| 2.71 | 2.80 | 114 | 298 | 40.3% | 0.75 | 0.0899 | -0.042 | 44 | 0.5100 | 0.5500 | 78 | 27 | 40.1% | -0.25 | 0.0902 | -0.043 |
| 2.05 | 2.13 | 152 | 13 | 40.8% | 0.65 | 0.1046 | -0.050 | 45 | 0.8400 | 0.8800 | 15 | 40.4% | -0.35 | 0.1051 | -0.051 | |
| 1.52 | 1.56 | 423 | 12 | 41.1% | 0.54 | 0.1100 | -0.055 | 46 | 1.30 | 1.34 | 1,186 | 41.1% | -0.46 | 0.1107 | -0.056 | |
| 1.10 | 1.15 | 601 | 503 | 42.2% | 0.43 | 0.1063 | -0.056 | 47 | 1.88 | 1.92 | 27 | 42.1% | -0.57 | 0.1071 | -0.056 | |
| 0.7900 | 0.8100 | 73 | 7 | 43.0% | 0.34 | 0.0963 | -0.054 | 48 | 2.57 | 2.61 | 1 | 43.4% | -0.66 | 0.0972 | -0.053 | |
| 0.5600 | 0.6000 | 21 | 1 | 44.6% | 0.26 | 0.0830 | -0.049 | 49 | 3.30 | 3.40 | 44.2% | -0.74 | 0.0840 | -0.048 | ||
| 0.4000 | 0.4300 | 124 | 5 | 46.0% | 0.20 | 0.0688 | -0.042 | 50 | 4.15 | 4.25 | 46.0% | -0.81 | 0.0698 | -0.041 | ||
| 0.2900 | 0.3100 | 11 | 3 | 47.5% | 0.15 | 0.0556 | -0.036 | 51 | 5.00 | 5.15 | 46.9% | -0.86 | 0.0564 | -0.035 | ||
| 0.2100 | 0.2400 | 6 | 2 | 49.4% | 0.11 | 0.0443 | -0.031 | 52 | 5.95 | 6.05 | 48.5% | -0.89 | 0.0450 | -0.029 | ||
| 0.1600 | 0.1900 | 4 | 51.7% | 0.09 | 0.0354 | -0.026 | 53 | 6.90 | 7.00 | 50.4% | -0.92 | 0.0358 | -0.024 | |||
| 0.1200 | 0.1500 | 7 | 53.6% | 0.07 | 0.0284 | -0.023 | 54 | 7.85 | 8.00 | 53.3% | -0.94 | 0.0287 | -0.019 | |||
| 0.1000 | 0.1200 | 4 | 56.0% | 0.06 | 0.0230 | -0.020 | 55 | 8.85 | 8.95 | 55.4% | -0.95 | 0.0244 | -0.016 | |||
| 0.0800 | 0.1000 | 58.2% | 0.05 | 0.0189 | -0.018 | 56 | 9.80 | 9.95 | 56.4% | -0.96 | 0.0208 | -0.013 | ||||
| 0.0700 | 0.0900 | 61.1% | 0.04 | 0.0157 | -0.016 | 57 | 10.80 | 10.95 | 60.6% | -0.97 | 0.0187 | -0.011 | ||||
| 0.0600 | 0.0800 | 63.7% | 0.03 | 0.0132 | -0.014 | 58 | 11.80 | 11.95 | 64.7% | -0.98 | 0.0169 | -0.010 | ||||
| 0.0500 | 0.0600 | 9 | 65.0% | 0.03 | 0.0113 | -0.013 | 59 | 12.80 | 12.95 | 68.7% | -0.98 | 0.0149 | -0.009 | |||
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 16, 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.