IBM catena di opzioni International Business Machines Corporation
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 ±20.6% (184.11–279.76) · ATM IV 38.3% · P/C open interest 1.44
| 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 | |
| 111.55 | 114.30 | 1 | 46.0% | 0.99 | 0.0004 | 0.000 | 120 | 0.1500 | 0.7900 | 49 | 49.0% | -0.01 | 0.0005 | -0.007 | ||
| 106.70 | 109.75 | 48.7% | 0.99 | 0.0005 | 0.000 | 125 | 0.2100 | 0.7300 | 50 | 46.3% | -0.02 | 0.0006 | -0.009 | |||
| 101.90 | 104.65 | 1 | 45.8% | 0.98 | 0.0006 | 0.000 | 130 | 0.3200 | 1.00 | 1 | 46.3% | -0.02 | 0.0007 | -0.011 | ||
| 97.05 | 99.90 | 44.9% | 0.98 | 0.0008 | 0.000 | 135 | 0.4600 | 1.39 | 6 | 46.4% | -0.03 | 0.0009 | -0.013 | |||
| 92.35 | 95.15 | 44.5% | 0.97 | 0.0010 | 0.000 | 140 | 0.5900 | 1.53 | 40 | 44.9% | -0.03 | 0.0011 | -0.015 | |||
| 87.70 | 90.50 | 44.0% | 0.96 | 0.0012 | 0.000 | 145 | 0.9300 | 1.66 | 79 | 44.0% | -0.04 | 0.0013 | -0.017 | |||
| 83.10 | 85.90 | 1 | 43.5% | 0.96 | 0.0014 | -0.000 | 150 | 1.05 | 1.85 | 1 | 34 | 42.4% | -0.05 | 0.0015 | -0.020 | |
| 78.55 | 81.35 | 43.0% | 0.95 | 0.0017 | -0.004 | 155 | 1.68 | 2.09 | 14 | 42.3% | -0.06 | 0.0018 | -0.023 | |||
| 73.50 | 77.35 | 1 | 42.3% | 0.93 | 0.0020 | -0.009 | 160 | 1.81 | 3.05 | 63 | 42.7% | -0.07 | 0.0021 | -0.026 | ||
| 69.65 | 72.45 | 2 | 41.9% | 0.92 | 0.0023 | -0.013 | 165 | 2.55 | 3.05 | 56 | 41.1% | -0.09 | 0.0024 | -0.029 | ||
| 65.30 | 68.10 | 2 | 41.3% | 0.90 | 0.0027 | -0.018 | 170 | 3.25 | 4.45 | 5 | 49 | 42.3% | -0.10 | 0.0028 | -0.033 | |
| 60.95 | 64.20 | 9 | 41.2% | 0.89 | 0.0031 | -0.022 | 175 | 4.05 | 4.70 | 165 | 41.1% | -0.12 | 0.0032 | -0.037 | ||
| 56.40 | 59.80 | 14 | 39.6% | 0.87 | 0.0034 | -0.027 | 180 | 4.80 | 5.60 | 54 | 40.6% | -0.14 | 0.0036 | -0.040 | ||
| 53.05 | 55.85 | 18 | 40.3% | 0.85 | 0.0038 | -0.032 | 185 | 5.70 | 6.85 | 246 | 40.5% | -0.16 | 0.0039 | -0.044 | ||
| 49.40 | 52.00 | 14 | 40.1% | 0.82 | 0.0042 | -0.037 | 190 | 6.30 | 7.75 | 27 | 170 | 39.3% | -0.19 | 0.0043 | -0.048 | |
| 45.70 | 48.70 | 2 | 40 | 40.3% | 0.80 | 0.0046 | -0.042 | 195 | 7.55 | 9.60 | 197 | 39.7% | -0.21 | 0.0047 | -0.051 | |
| 42.15 | 44.80 | 78 | 39.6% | 0.77 | 0.0050 | -0.046 | 200 | 8.90 | 11.05 | 46 | 263 | 39.4% | -0.24 | 0.0051 | -0.054 | |
| 39.05 | 41.30 | 31 | 39.5% | 0.74 | 0.0054 | -0.050 | 205 | 10.50 | 12.15 | 25 | 76 | 38.7% | -0.27 | 0.0054 | -0.057 | |
| 35.70 | 38.55 | 64 | 39.5% | 0.71 | 0.0057 | -0.054 | 210 | 12.20 | 14.40 | 8 | 185 | 38.9% | -0.30 | 0.0057 | -0.059 | |
| 32.50 | 35.20 | 88 | 38.9% | 0.68 | 0.0060 | -0.057 | 215 | 14.65 | 16.10 | 77 | 39.0% | -0.33 | 0.0060 | -0.061 | ||
| 29.90 | 32.40 | 70 | 39.0% | 0.65 | 0.0062 | -0.060 | 220 | 16.15 | 17.70 | 10 | 203 | 37.9% | -0.36 | 0.0063 | -0.063 | |
| 27.45 | 29.65 | 59 | 38.9% | 0.62 | 0.0064 | -0.062 | 225 | 19.00 | 20.40 | 129 | 38.6% | -0.40 | 0.0065 | -0.064 | ||
| 25.00 | 27.00 | 2 | 79 | 38.7% | 0.58 | 0.0066 | -0.064 | 230 | 20.75 | 22.90 | 35 | 169 | 37.9% | -0.43 | 0.0066 | -0.065 |
| 22.45 | 24.20 | 1 | 153 | 38.0% | 0.55 | 0.0067 | -0.065 | 235 | 24.00 | 25.55 | 92 | 38.3% | -0.46 | 0.0067 | -0.065 | |
| 20.20 | 22.45 | 4 | 103 | 38.2% | 0.52 | 0.0067 | -0.066 | 240 | 26.15 | 27.85 | 1 | 54 | 37.3% | -0.49 | 0.0068 | -0.065 |
| 18.40 | 20.35 | 20 | 38.2% | 0.49 | 0.0068 | -0.066 | 245 | 29.25 | 31.50 | 6 | 37.9% | -0.53 | 0.0068 | -0.064 | ||
| 16.80 | 18.15 | 2 | 133 | 38.0% | 0.46 | 0.0067 | -0.066 | 250 | 32.10 | 35.10 | 8 | 32 | 38.0% | -0.56 | 0.0068 | -0.063 |
| 15.00 | 16.90 | 21 | 38.3% | 0.42 | 0.0066 | -0.065 | 255 | 35.75 | 37.65 | 13 | 37.6% | -0.59 | 0.0067 | -0.062 | ||
| 13.75 | 14.70 | 45 | 37.9% | 0.40 | 0.0065 | -0.064 | 260 | 39.05 | 41.75 | 16 | 38.0% | -0.62 | 0.0066 | -0.060 | ||
| 11.65 | 13.55 | 1 | 33 | 37.5% | 0.37 | 0.0064 | -0.063 | 265 | 42.75 | 45.35 | 38.2% | -0.65 | 0.0065 | -0.058 | ||
| 10.40 | 12.25 | 3 | 79 | 37.5% | 0.34 | 0.0062 | -0.062 | 270 | 46.90 | 48.55 | 38.1% | -0.68 | 0.0063 | -0.055 | ||
| 9.90 | 11.20 | 23 | 38.2% | 0.31 | 0.0060 | -0.060 | 275 | 50.15 | 52.35 | 37.6% | -0.70 | 0.0061 | -0.052 | |||
| 8.30 | 9.95 | 59 | 37.6% | 0.29 | 0.0058 | -0.058 | 280 | 54.10 | 56.50 | 6 | 37.8% | -0.73 | 0.0059 | -0.049 | ||
| 7.35 | 9.50 | 2 | 49 | 38.1% | 0.27 | 0.0056 | -0.056 | 285 | 58.05 | 60.60 | 37.8% | -0.75 | 0.0057 | -0.046 | ||
| 7.00 | 8.60 | 45 | 37 | 38.6% | 0.25 | 0.0053 | -0.054 | 290 | 62.00 | 64.95 | 1 | 37.9% | -0.77 | 0.0054 | -0.043 | |
| 5.80 | 7.40 | 2 | 59 | 37.7% | 0.23 | 0.0050 | -0.051 | 295 | 66.40 | 69.05 | 38.0% | -0.79 | 0.0052 | -0.040 | ||
| 5.80 | 6.75 | 1 | 90 | 38.6% | 0.21 | 0.0048 | -0.049 | 300 | 71.10 | 73.20 | 38.3% | -0.81 | 0.0050 | -0.036 | ||
| 5.00 | 6.15 | 169 | 38.5% | 0.19 | 0.0046 | -0.047 | 305 | 75.25 | 77.75 | 38.3% | -0.83 | 0.0048 | -0.033 | |||
| 4.25 | 5.75 | 43 | 38.6% | 0.18 | 0.0043 | -0.045 | 310 | 79.60 | 82.70 | 39.0% | -0.85 | 0.0046 | -0.030 | |||
| 3.55 | 4.85 | 6 | 40 | 37.9% | 0.16 | 0.0041 | -0.042 | 315 | 84.10 | 86.95 | 38.7% | -0.86 | 0.0044 | -0.028 | ||
| 3.30 | 4.95 | 33 | 39.0% | 0.15 | 0.0038 | -0.040 | 320 | 88.75 | 91.25 | 38.5% | -0.88 | 0.0043 | -0.025 | |||
| 3.10 | 3.85 | 16 | 38.3% | 0.14 | 0.0036 | -0.038 | 325 | 92.90 | 96.50 | 1 | 38.8% | -0.89 | 0.0041 | -0.024 | ||
| 2.90 | 3.85 | 2 | 24 | 39.2% | 0.13 | 0.0034 | -0.036 | 330 | 97.95 | 101.15 | 39.6% | -0.90 | 0.0040 | -0.022 | ||
| 2.45 | 3.50 | 5 | 39.1% | 0.12 | 0.0032 | -0.034 | 335 | 102.80 | 105.60 | 1 | 39.5% | -0.92 | 0.0041 | -0.020 | ||
| 2.10 | 3.25 | 16 | 39.2% | 0.11 | 0.0030 | -0.032 | 340 | 107.55 | 110.40 | 39.7% | -0.93 | 0.0042 | -0.018 | |||
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 — Feb 19, 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.