JNJ catena di opzioni Johnson & Johnson
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 ±19.0% (205.69–301.89) · ATM IV 25.3% · P/C open interest 0.97
| 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 | |
| 119.00 | 122.55 | 3 | 37.1% | 0.99 | 0.0004 | 0.000 | 135 | 0.2600 | 0.9500 | 11 | 35.5% | -0.01 | 0.0005 | -0.004 | ||
| 114.35 | 118.00 | 36.8% | 0.98 | 0.0005 | 0.000 | 140 | 0.3000 | 0.8500 | 33.4% | -0.02 | 0.0006 | -0.005 | ||||
| 109.35 | 113.50 | 35.3% | 0.98 | 0.0006 | 0.000 | 145 | 0.2000 | 1.01 | 32.0% | -0.02 | 0.0007 | -0.006 | ||||
| 104.80 | 108.50 | 33.6% | 0.98 | 0.0008 | 0.000 | 150 | 0.0100 | 1.60 | 2 | 31.9% | -0.03 | 0.0008 | -0.007 | |||
| 100.10 | 104.00 | 33.0% | 0.97 | 0.0009 | 0.000 | 155 | 0.5400 | 1.57 | 31.8% | -0.03 | 0.0009 | -0.008 | ||||
| 95.55 | 99.50 | 32.7% | 0.96 | 0.0010 | 0.000 | 160 | 0.3500 | 1.96 | 1 | 30.6% | -0.04 | 0.0011 | -0.009 | |||
| 91.50 | 94.85 | 32.8% | 0.96 | 0.0012 | 0.000 | 165 | 0.5700 | 2.14 | 2 | 29.9% | -0.04 | 0.0013 | -0.010 | |||
| 86.40 | 89.95 | 1 | 30.2% | 0.95 | 0.0014 | 0.000 | 170 | 1.25 | 2.00 | 151 | 29.4% | -0.05 | 0.0015 | -0.011 | ||
| 82.00 | 85.50 | 3 | 29.9% | 0.94 | 0.0017 | -0.001 | 175 | 1.15 | 2.75 | 12 | 29.0% | -0.06 | 0.0018 | -0.012 | ||
| 77.65 | 81.00 | 169 | 29.4% | 0.93 | 0.0020 | -0.003 | 180 | 1.97 | 2.97 | 154 | 28.9% | -0.07 | 0.0020 | -0.014 | ||
| 73.90 | 77.00 | 46 | 30.2% | 0.92 | 0.0022 | -0.005 | 185 | 2.62 | 3.45 | 22 | 28.8% | -0.09 | 0.0023 | -0.015 | ||
| 69.40 | 72.50 | 172 | 29.1% | 0.90 | 0.0025 | -0.007 | 190 | 3.00 | 3.90 | 3 | 31 | 28.1% | -0.10 | 0.0026 | -0.017 | |
| 65.25 | 68.50 | 50 | 28.9% | 0.89 | 0.0029 | -0.010 | 195 | 3.85 | 4.75 | 1 | 224 | 28.2% | -0.12 | 0.0030 | -0.019 | |
| 60.90 | 64.50 | 27 | 28.3% | 0.87 | 0.0032 | -0.012 | 200 | 3.95 | 5.55 | 135 | 27.3% | -0.13 | 0.0033 | -0.021 | ||
| 53.05 | 56.50 | 31 | 27.5% | 0.83 | 0.0039 | -0.017 | 210 | 6.30 | 6.95 | 313 | 26.8% | -0.18 | 0.0040 | -0.024 | ||
| 45.60 | 49.20 | 19 | 26.9% | 0.78 | 0.0046 | -0.021 | 220 | 7.85 | 10.00 | 90 | 26.3% | -0.22 | 0.0048 | -0.028 | ||
| 39.10 | 42.40 | 18 | 26.6% | 0.73 | 0.0053 | -0.025 | 230 | 11.35 | 13.05 | 6 | 117 | 26.4% | -0.28 | 0.0055 | -0.030 | |
| 32.80 | 35.70 | 10 | 17 | 25.8% | 0.67 | 0.0059 | -0.029 | 240 | 14.70 | 16.60 | 3 | 196 | 25.9% | -0.34 | 0.0062 | -0.033 |
| 27.25 | 29.55 | 1 | 109 | 25.2% | 0.61 | 0.0063 | -0.031 | 250 | 18.70 | 20.70 | 2 | 156 | 25.4% | -0.40 | 0.0067 | -0.034 |
| 22.45 | 24.55 | 1 | 48 | 24.9% | 0.55 | 0.0066 | -0.032 | 260 | 22.50 | 25.55 | 429 | 24.5% | -0.47 | 0.0071 | -0.035 | |
| 18.25 | 20.35 | 75 | 24.7% | 0.48 | 0.0067 | -0.033 | 270 | 28.00 | 31.25 | 198 | 24.2% | -0.54 | 0.0074 | -0.035 | ||
| 15.40 | 16.65 | 15 | 583 | 24.9% | 0.42 | 0.0067 | -0.032 | 280 | 34.40 | 37.45 | 25 | 24.0% | -0.61 | 0.0075 | -0.034 | |
| 11.25 | 14.20 | 337 | 24.5% | 0.36 | 0.0064 | -0.031 | 290 | 41.30 | 44.25 | 22 | 23.6% | -0.68 | 0.0075 | -0.033 | ||
| 9.25 | 11.00 | 1 | 234 | 24.3% | 0.31 | 0.0061 | -0.029 | 300 | 49.50 | 52.80 | 24.5% | -0.75 | 0.0074 | -0.030 | ||
| 7.10 | 9.40 | 131 | 24.5% | 0.26 | 0.0056 | -0.027 | 310 | 57.70 | 60.60 | 3 | 24.1% | -0.81 | 0.0069 | -0.027 | ||
| 5.45 | 7.25 | 69 | 24.2% | 0.22 | 0.0051 | -0.025 | 320 | 66.75 | 69.35 | 24.5% | -0.86 | 0.0061 | -0.022 | |||
| 4.20 | 6.25 | 6 | 24.5% | 0.18 | 0.0046 | -0.022 | 330 | 75.20 | 78.95 | 24.3% | -0.91 | 0.0050 | -0.015 | |||
| 3.30 | 4.85 | 56 | 24.4% | 0.15 | 0.0040 | -0.020 | 340 | 84.80 | 88.25 | 24.5% | -0.95 | 0.0052 | -0.007 | |||
| 2.72 | 4.00 | 24.8% | 0.12 | 0.0035 | -0.017 | 350 | 94.40 | 98.00 | -0.98 | 0.0042 | -0.017 | |||||
| 1.98 | 3.25 | 2 | 24.7% | 0.10 | 0.0031 | -0.015 | 360 | 104.30 | 107.70 | -1.00 | 0.0006 | -0.038 | ||||
| 1.38 | 2.88 | 10 | 25.0% | 0.09 | 0.0026 | -0.013 | 370 | 114.00 | 118.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0.9000 | 2.43 | 3 | 25.0% | 0.07 | 0.0023 | -0.012 | 380 | 124.50 | 127.65 | -1.00 | 0.0000 | -0.038 | ||||
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 17, 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.