IONQ catena di opzioni IonQ, Inc.
Cboe delayed options data · aggiornato al 03:38 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 ±18.6% (25.15–36.68) · ATM IV 79.0% · P/C open interest 0.49
| 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 | |
| 12.60 | 14.70 | 32 | 130.6% | 0.98 | 0.0056 | -0.006 | 17.5 | 0 | 0.2600 | 3,182 | 29 | 111.5% | -0.02 | 0.0057 | -0.008 | |
| 10.55 | 11.95 | 1 | 233 | 112.5% | 0.95 | 0.0111 | -0.011 | 20 | 0.0100 | 0.1700 | 13 | 2,904 | 82.7% | -0.05 | 0.0112 | -0.013 |
| 7.75 | 9.60 | 56 | 81.7% | 0.91 | 0.0201 | -0.019 | 22.5 | 0.2100 | 0.3300 | 286 | 3,453 | 81.0% | -0.09 | 0.0201 | -0.020 | |
| 7.40 | 9.50 | 94.6% | 0.90 | 0.0223 | -0.021 | 23 | 0.1100 | 0.7200 | 5 | 86.5% | -0.10 | 0.0223 | -0.022 | |||
| 6.40 | 8.95 | 95.6% | 0.87 | 0.0271 | -0.024 | 24 | 0.3800 | 0.7800 | 46 | 86.1% | -0.13 | 0.0272 | -0.025 | |||
| 5.85 | 7.20 | 89 | 78.1% | 0.84 | 0.0323 | -0.028 | 25 | 0.5400 | 0.6800 | 202 | 1,605 | 77.0% | -0.16 | 0.0324 | -0.029 | |
| 4.70 | 7.00 | 81.5% | 0.80 | 0.0377 | -0.032 | 26 | 0.6300 | 0.9600 | 9 | 75.7% | -0.20 | 0.0379 | -0.033 | |||
| 4.75 | 5.65 | 15 | 83.0% | 0.76 | 0.0430 | -0.035 | 27 | 0.9700 | 1.32 | 39 | 78.1% | -0.25 | 0.0432 | -0.036 | ||
| 4.20 | 5.65 | 2 | 94.3% | 0.71 | 0.0478 | -0.038 | 28 | 1.40 | 1.59 | 62 | 78.1% | -0.30 | 0.0480 | -0.039 | ||
| 3.05 | 4.20 | 72.4% | 0.65 | 0.0517 | -0.041 | 29 | 1.80 | 2.10 | 32 | 79.5% | -0.35 | 0.0521 | -0.041 | |||
| 3.05 | 3.70 | 1 | 73.2% | 0.63 | 0.0533 | -0.042 | 29.5 | 2.03 | 2.40 | 4 | 80.7% | -0.38 | 0.0537 | -0.042 | ||
| 3.20 | 3.40 | 96 | 1,762 | 78.5% | 0.60 | 0.0546 | -0.043 | 30 | 2.34 | 2.45 | 239 | 6,374 | 78.9% | -0.40 | 0.0550 | -0.043 |
| 2.94 | 3.45 | 9 | 82.4% | 0.57 | 0.0555 | -0.043 | 30.5 | 2.33 | 2.72 | 4 | 75.4% | -0.43 | 0.0560 | -0.043 | ||
| 2.73 | 3.15 | 64 | 81.7% | 0.54 | 0.0562 | -0.044 | 31 | 2.65 | 3.00 | 118 | 76.3% | -0.46 | 0.0566 | -0.044 | ||
| 2.36 | 2.73 | 110 | 76.8% | 0.52 | 0.0565 | -0.044 | 31.5 | 2.78 | 3.50 | 39 | 77.3% | -0.49 | 0.0570 | -0.044 | ||
| 2.31 | 2.66 | 142 | 80.8% | 0.49 | 0.0565 | -0.044 | 32 | 3.20 | 4.15 | 383 | 83.9% | -0.52 | 0.0570 | -0.044 | ||
| 1.90 | 2.59 | 101 | 79.5% | 0.46 | 0.0562 | -0.044 | 32.5 | 3.55 | 4.30 | 28 | 82.3% | -0.54 | 0.0567 | -0.044 | ||
| 1.95 | 2.12 | 66 | 78.6% | 0.44 | 0.0556 | -0.043 | 33 | 3.85 | 4.50 | 80.3% | -0.57 | 0.0562 | -0.044 | |||
| 1.77 | 1.99 | 24 | 78.9% | 0.41 | 0.0548 | -0.043 | 33.5 | 4.15 | 4.65 | 1 | 77.3% | -0.59 | 0.0554 | -0.043 | ||
| 1.63 | 1.95 | 102 | 80.7% | 0.39 | 0.0537 | -0.042 | 34 | 4.70 | 5.50 | 87.4% | -0.62 | 0.0544 | -0.043 | |||
| 1.48 | 1.81 | 1 | 80.8% | 0.36 | 0.0525 | -0.042 | 34.5 | 4.90 | 5.35 | 78.0% | -0.64 | 0.0532 | -0.042 | |||
| 1.40 | 1.55 | 1,013 | 4,201 | 79.8% | 0.34 | 0.0511 | -0.041 | 35 | 5.50 | 6.05 | 73 | 7,840 | 86.4% | -0.66 | 0.0519 | -0.041 |
| 1.23 | 1.67 | 3 | 82.8% | 0.32 | 0.0496 | -0.040 | 35.5 | 5.45 | 6.10 | 16 | 75.0% | -0.69 | 0.0504 | -0.040 | ||
| 1.13 | 1.34 | 26 | 79.8% | 0.30 | 0.0480 | -0.039 | 36 | 5.20 | 7.20 | 76.2% | -0.71 | 0.0488 | -0.039 | |||
| 0.9300 | 1.24 | 2 | 78.4% | 0.28 | 0.0464 | -0.038 | 36.5 | 5.45 | 7.75 | 76.3% | -0.72 | 0.0472 | -0.038 | |||
| 1.03 | 1.11 | 56 | 81.2% | 0.26 | 0.0447 | -0.037 | 37 | 5.90 | 8.20 | 1 | 77.8% | -0.74 | 0.0455 | -0.037 | ||
| 0.7300 | 1.28 | 16 | 82.1% | 0.25 | 0.0429 | -0.036 | 37.5 | 6.05 | 8.45 | 69.8% | -0.76 | 0.0438 | -0.036 | |||
| 0.8200 | 0.9100 | 29 | 80.2% | 0.23 | 0.0412 | -0.035 | 38 | 6.75 | 8.95 | 3 | 76.6% | -0.78 | 0.0421 | -0.035 | ||
| 0.5000 | 1.03 | 5 | 82.2% | 0.20 | 0.0378 | -0.033 | 39 | 7.20 | 9.80 | 66.6% | -0.80 | 0.0388 | -0.033 | |||
| 0.6000 | 0.6500 | 2,346 | 16.2K | 81.7% | 0.18 | 0.0345 | -0.030 | 40 | 9.60 | 10.15 | 130 | 6,418 | 90.7% | -0.83 | 0.0355 | -0.030 |
| 0.3300 | 0.6200 | 167 | 79.7% | 0.16 | 0.0314 | -0.028 | 41 | 9.90 | 11.05 | 15 | 74.8% | -0.85 | 0.0325 | -0.028 | ||
| 0.2900 | 0.5300 | 19 | 80.9% | 0.14 | 0.0286 | -0.026 | 42 | 9.95 | 12.75 | 70.6% | -0.87 | 0.0296 | -0.026 | |||
| 0.2500 | 0.3300 | 662 | 7,087 | 85.7% | 0.10 | 0.0213 | -0.021 | 45 | 13.95 | 15.10 | 30 | 1,531 | 94.7% | -0.91 | 0.0225 | -0.021 |
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 — Nov 20, 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.
callput