INTC catena di opzioni Intel Corp.
Cboe delayed options data · aggiornato al 13:04 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 ±22.3% (70.38–110.83) · ATM IV 57.5% · P/C open interest 1.13
| 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 | |
| 42.60 | 45.70 | 2,483 | 0.98 | 0.0016 | -0.006 | 47 | 0 | 2.00 | 8 | 6,001 | 95.1% | -0.02 | 0.0016 | -0.010 | ||
| 39.70 | 42.80 | 124 | 15.9K | 0.97 | 0.0021 | -0.008 | 50 | 0 | 1.64 | 25 | 16.1K | 83.6% | -0.03 | 0.0021 | -0.012 | |
| 37.30 | 40.45 | 941 | 51.1% | 0.96 | 0.0025 | -0.010 | 52.5 | 0 | 1.74 | 5,828 | 79.0% | -0.04 | 0.0026 | -0.014 | ||
| 34.95 | 38.05 | 5 | 9,158 | 53.4% | 0.96 | 0.0031 | -0.013 | 55 | 0 | 2.40 | 36 | 3,877 | 79.7% | -0.04 | 0.0031 | -0.016 |
| 32.60 | 35.75 | 1,609 | 55.0% | 0.95 | 0.0037 | -0.015 | 57.5 | 0.0700 | 2.57 | 91 | 2,513 | 76.0% | -0.05 | 0.0038 | -0.018 | |
| 30.35 | 33.45 | 14 | 15.4K | 55.9% | 0.93 | 0.0045 | -0.018 | 60 | 0.1600 | 2.24 | 128 | 21.2K | 68.6% | -0.07 | 0.0045 | -0.021 |
| 28.10 | 31.25 | 4 | 2,762 | 56.3% | 0.92 | 0.0054 | -0.021 | 62.5 | 0.1100 | 2.50 | 93 | 4,121 | 64.9% | -0.08 | 0.0054 | -0.024 |
| 25.90 | 29.05 | 39 | 11.7K | 56.0% | 0.90 | 0.0063 | -0.024 | 65 | 0.1300 | 2.83 | 589 | 11.9K | 62.1% | -0.10 | 0.0064 | -0.027 |
| 23.80 | 27.00 | 567 | 56.4% | 0.88 | 0.0074 | -0.028 | 67.5 | 0.3000 | 3.25 | 248 | 4,223 | 60.4% | -0.12 | 0.0074 | -0.030 | |
| 21.75 | 24.95 | 22 | 13.6K | 56.1% | 0.86 | 0.0085 | -0.032 | 70 | 0.7300 | 3.75 | 819 | 27.3K | 60.0% | -0.14 | 0.0086 | -0.034 |
| 19.85 | 23.05 | 11 | 4,783 | 56.4% | 0.83 | 0.0096 | -0.036 | 72.5 | 1.23 | 4.30 | 297 | 10.8K | 59.4% | -0.17 | 0.0097 | -0.038 |
| 18.00 | 21.25 | 43 | 12.3K | 56.5% | 0.80 | 0.0107 | -0.040 | 75 | 1.85 | 5.00 | 467 | 14.7K | 59.2% | -0.20 | 0.0108 | -0.042 |
| 16.20 | 19.50 | 9 | 1,839 | 56.2% | 0.77 | 0.0117 | -0.044 | 77.5 | 2.57 | 5.75 | 654 | 7,275 | 58.9% | -0.23 | 0.0119 | -0.046 |
| 14.60 | 17.90 | 240 | 11.6K | 56.5% | 0.73 | 0.0127 | -0.047 | 80 | 3.35 | 6.60 | 1,047 | 34.1K | 58.5% | -0.27 | 0.0128 | -0.049 |
| 13.05 | 16.35 | 105 | 348 | 56.4% | 0.70 | 0.0135 | -0.051 | 82.5 | 4.50 | 7.65 | 127 | 7,805 | 59.3% | -0.31 | 0.0137 | -0.052 |
| 11.60 | 14.95 | 124 | 5,333 | 56.4% | 0.66 | 0.0142 | -0.053 | 85 | 5.35 | 8.70 | 3,558 | 23.6K | 58.5% | -0.34 | 0.0144 | -0.055 |
| 10.30 | 13.70 | 63 | 1,058 | 56.6% | 0.62 | 0.0147 | -0.055 | 87.5 | 6.55 | 9.90 | 1,263 | 5,219 | 58.6% | -0.38 | 0.0150 | -0.057 |
| 9.05 | 12.45 | 310 | 7,388 | 56.4% | 0.58 | 0.0151 | -0.057 | 90 | 7.80 | 11.15 | 2,733 | 28.9K | 58.5% | -0.42 | 0.0154 | -0.058 |
| 7.95 | 11.35 | 266 | 1,511 | 56.5% | 0.55 | 0.0153 | -0.058 | 92.5 | 9.20 | 12.60 | 1,809 | 6,658 | 58.8% | -0.46 | 0.0156 | -0.059 |
| 6.95 | 10.35 | 676 | 8,107 | 56.7% | 0.51 | 0.0154 | -0.058 | 95 | 10.70 | 14.10 | 586 | 16.0K | 59.0% | -0.50 | 0.0157 | -0.060 |
| 6.05 | 9.45 | 303 | 3,302 | 56.9% | 0.47 | 0.0153 | -0.059 | 97.5 | 12.30 | 15.75 | 1,288 | 5,685 | 59.3% | -0.53 | 0.0157 | -0.059 |
| 5.25 | 8.65 | 7,467 | 27.9K | 57.1% | 0.44 | 0.0151 | -0.058 | 100 | 14.00 | 17.45 | 227 | 23.1K | 59.7% | -0.57 | 0.0156 | -0.059 |
| 3.90 | 7.25 | 1,068 | 10.8K | 57.7% | 0.38 | 0.0144 | -0.056 | 105 | 17.60 | 20.95 | 112 | 11.2K | 59.9% | -0.64 | 0.0150 | -0.057 |
| 2.78 | 5.05 | 3,329 | 38.8K | 54.7% | 0.32 | 0.0135 | -0.053 | 110 | 21.50 | 24.85 | 43 | 13.4K | 60.7% | -0.70 | 0.0141 | -0.054 |
| 1.97 | 5.25 | 770 | 10.3K | 59.0% | 0.27 | 0.0123 | -0.050 | 115 | 25.65 | 28.95 | 85 | 8,336 | 61.5% | -0.75 | 0.0130 | -0.050 |
| 0.9400 | 3.40 | 1,670 | 23.3K | 53.8% | 0.23 | 0.0112 | -0.046 | 120 | 30.00 | 33.25 | 203 | 11.8K | 62.5% | -0.79 | 0.0119 | -0.046 |
| 1.50 | 4.15 | 970 | 11.3K | 64.2% | 0.19 | 0.0100 | -0.042 | 125 | 34.50 | 37.70 | 28 | 1,996 | 63.5% | -0.83 | 0.0108 | -0.042 |
| 0.3600 | 3.40 | 3,084 | 23.6K | 60.7% | 0.16 | 0.0088 | -0.038 | 130 | 39.10 | 42.25 | 17 | 4,238 | 64.5% | -0.86 | 0.0097 | -0.038 |
| 0.2400 | 3.10 | 1,051 | 10.2K | 62.8% | 0.14 | 0.0078 | -0.034 | 135 | 43.75 | 46.95 | 112 | 801 | 65.6% | -0.89 | 0.0087 | -0.035 |
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.
callput