JD catena di opzioni JD.com, Inc.
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 ±8.5% (24.55–29.10) · ATM IV 35.6% · P/C open interest 0.33
| 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 | |
| 8.65 | 9.85 | 107.6% | 0.99 | 0.0048 | -0.001 | 18 | 0 | 0.1700 | 78.4% | -0.01 | 0.0048 | -0.002 | ||||
| 7.85 | 8.85 | 103.5% | 0.99 | 0.0076 | -0.001 | 19 | 0 | 0.1800 | 2 | 70.2% | -0.01 | 0.0076 | -0.002 | |||
| 6.70 | 7.85 | 184 | 86.5% | 0.98 | 0.0121 | -0.002 | 20 | 0 | 0.1000 | 25 | 55.0% | -0.02 | 0.0122 | -0.003 | ||
| 5.90 | 6.90 | 83.3% | 0.97 | 0.0194 | -0.003 | 21 | 0.0100 | 0.1600 | 1 | 104 | 52.5% | -0.03 | 0.0195 | -0.004 | ||
| 4.90 | 5.85 | 880 | 70.6% | 0.95 | 0.0310 | -0.005 | 22 | 0.0300 | 0.0800 | 70 | 40.6% | -0.05 | 0.0312 | -0.006 | ||
| 3.95 | 4.85 | 12 | 60.9% | 0.91 | 0.0487 | -0.008 | 23 | 0.1000 | 0.1400 | 18 | 1,163 | 39.6% | -0.09 | 0.0491 | -0.008 | |
| 3.00 | 3.70 | 3,060 | 47.6% | 0.85 | 0.0734 | -0.011 | 24 | 0.2100 | 0.2500 | 137 | 340 | 38.2% | -0.15 | 0.0741 | -0.011 | |
| 2.60 | 3.60 | 52.6% | 0.82 | 0.0880 | -0.012 | 24.5 | 0.1500 | 0.3300 | 26 | 34.0% | -0.19 | 0.0888 | -0.013 | |||
| 2.18 | 2.80 | 302 | 42.4% | 0.77 | 0.1030 | -0.014 | 25 | 0.4000 | 0.4400 | 29 | 617 | 37.0% | -0.23 | 0.1041 | -0.014 | |
| 1.93 | 2.38 | 42.4% | 0.71 | 0.1172 | -0.015 | 25.5 | 0.4800 | 0.5600 | 1 | 35.2% | -0.29 | 0.1186 | -0.015 | |||
| 1.60 | 1.76 | 4 | 377 | 36.8% | 0.65 | 0.1292 | -0.016 | 26 | 0.7100 | 0.7300 | 16 | 2,104 | 36.0% | -0.35 | 0.1310 | -0.017 |
| 1.28 | 1.71 | 40.0% | 0.58 | 0.1375 | -0.017 | 26.5 | 0.8600 | 1.00 | 10 | 35.9% | -0.42 | 0.1397 | -0.017 | |||
| 1.09 | 1.12 | 189 | 13.9K | 35.6% | 0.51 | 0.1412 | -0.017 | 27 | 1.15 | 1.19 | 130 | 1,504 | 35.6% | -0.49 | 0.1437 | -0.018 |
| 0.8600 | 0.9400 | 1 | 36.0% | 0.44 | 0.1399 | -0.017 | 27.5 | 1.40 | 1.50 | 35.5% | -0.56 | 0.1429 | -0.018 | |||
| 0.6800 | 0.7200 | 40 | 1,708 | 35.5% | 0.38 | 0.1341 | -0.017 | 28 | 1.74 | 1.82 | 3 | 731 | 35.9% | -0.63 | 0.1376 | -0.017 |
| 0.5100 | 0.8500 | 40.1% | 0.32 | 0.1249 | -0.016 | 28.5 | 2.08 | 2.24 | 37.1% | -0.69 | 0.1289 | -0.016 | ||||
| 0.4000 | 0.4400 | 41 | 692 | 35.5% | 0.27 | 0.1135 | -0.015 | 29 | 2.17 | 2.56 | 472 | 30.0% | -0.75 | 0.1179 | -0.015 | |
| 0.2500 | 0.3500 | 5 | 34.6% | 0.22 | 0.1011 | -0.013 | 29.5 | 2.56 | 2.97 | 28.6% | -0.79 | 0.1058 | -0.014 | |||
| 0.2500 | 0.2800 | 59 | 1,894 | 36.8% | 0.18 | 0.0886 | -0.012 | 30 | 3.30 | 3.40 | 3 | 533 | 37.0% | -0.84 | 0.0936 | -0.012 |
| 0.1900 | 0.2500 | 38.0% | 0.15 | 0.0767 | -0.011 | 30.5 | 3.25 | 4.20 | 32.3% | -0.87 | 0.0819 | -0.011 | ||||
| 0.1500 | 0.1800 | 35 | 720 | 37.9% | 0.12 | 0.0657 | -0.009 | 31 | 3.70 | 4.75 | 90 | 35.3% | -0.90 | 0.0713 | -0.010 | |
| 0.0600 | 0.2700 | 40.9% | 0.10 | 0.0559 | -0.008 | 31.5 | 4.25 | 5.20 | 38.2% | -0.92 | 0.0617 | -0.009 | ||||
| 0.0900 | 0.1500 | 6 | 128 | 40.5% | 0.08 | 0.0474 | -0.007 | 32 | 4.65 | 5.55 | 23 | -0.94 | 0.0530 | -0.007 | ||
| 0.0500 | 0.0800 | 2 | 269 | 40.3% | 0.05 | 0.0336 | -0.005 | 33 | 5.65 | 6.65 | 442 | -0.97 | 0.0410 | -0.006 | ||
| 0 | 0.0900 | 293 | 42.0% | 0.04 | 0.0238 | -0.004 | 34 | 6.60 | 7.65 | -0.99 | 0.0229 | -0.004 | ||||
| 0.0100 | 0.1200 | 289 | 49.3% | 0.03 | 0.0168 | -0.003 | 35 | 6.70 | 10.05 | 69.1% | -1.00 | 0.0062 | -0.003 | |||
| 0 | 0.1000 | 51.1% | 0.02 | 0.0119 | -0.002 | 36 | 8.25 | 10.05 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.2000 | 62.2% | 0.01 | 0.0085 | -0.002 | 37 | 9.20 | 11.00 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0500 | 59.6% | 0.00 | 0.0032 | -0.001 | 40 | 12.45 | 14.70 | 106.5% | -1.00 | 0.0000 | -0.003 | ||||
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.