KMI catena di opzioni Kinder Morgan, Inc.
Cboe delayed options data · aggiornato al 18:35 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 ±3.8% (30.70–33.12) · ATM IV 23.1% · P/C open interest 0.66
| 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 | |
| 13.50 | 14.50 | 15 | 128.8% | 1.00 | 0.0000 | 0.000 | 18 | 0 | 0.0500 | 50 | 124.8% | 0.00 | 0.0000 | 0.000 | ||
| 12.50 | 13.50 | 116.8% | 1.00 | 0.0001 | 0.000 | 19 | 0 | 0.0500 | 114.2% | -0.00 | 0.0001 | 0.000 | ||||
| 11.50 | 12.50 | 51 | 105.3% | 1.00 | 0.0002 | 0.000 | 20 | 0 | 0.0200 | 144 | 92.8% | -0.00 | 0.0002 | -0.000 | ||
| 10.50 | 11.50 | 2 | 94.5% | 1.00 | 0.0003 | 0.000 | 21 | 0 | 0.0500 | 94.3% | -0.00 | 0.0003 | -0.000 | |||
| 9.50 | 10.50 | 84.1% | 1.00 | 0.0005 | 0.000 | 22 | 0 | 0.0500 | 21 | 85.0% | -0.00 | 0.0005 | -0.000 | |||
| 8.50 | 9.50 | 74.3% | 1.00 | 0.0008 | 0.000 | 23 | 0 | 0.0500 | 268 | 76.0% | -0.00 | 0.0008 | -0.000 | |||
| 7.50 | 8.55 | 73.6% | 1.00 | 0.0016 | 0.000 | 24 | 0 | 0.0500 | 41 | 67.3% | -0.00 | 0.0017 | -0.001 | |||
| 6.55 | 7.55 | 109 | 69.6% | 0.99 | 0.0048 | 0.000 | 25 | 0 | 0.0100 | 3,354 | 47.8% | -0.01 | 0.0048 | -0.001 | ||
| 5.70 | 6.15 | 27 | 0.99 | 0.0104 | 0.000 | 26 | 0 | 0.0500 | 209 | 50.7% | -0.01 | 0.0105 | -0.003 | |||
| 4.75 | 5.15 | 88 | 0.98 | 0.0186 | -0.002 | 27 | 0 | 0.0600 | 2,032 | 44.0% | -0.02 | 0.0187 | -0.004 | |||
| 3.75 | 4.15 | 69 | 0.97 | 0.0316 | -0.004 | 28 | 0.0100 | 0.0700 | 12.5K | 37.9% | -0.03 | 0.0318 | -0.006 | |||
| 3.25 | 3.65 | 0.96 | 0.0418 | -0.005 | 28.5 | 0.0100 | 0.0800 | 1 | 34.5% | -0.04 | 0.0421 | -0.006 | ||||
| 2.78 | 3.10 | 852 | 0.94 | 0.0566 | -0.006 | 29 | 0.0200 | 0.0800 | 1 | 7,193 | 31.0% | -0.06 | 0.0570 | -0.007 | ||
| 2.30 | 2.68 | 28 | 0.92 | 0.0788 | -0.008 | 29.5 | 0.0100 | 0.1300 | 57 | 28.8% | -0.08 | 0.0795 | -0.009 | |||
| 1.89 | 2.22 | 2 | 3,536 | 23.5% | 0.88 | 0.1113 | -0.010 | 30 | 0.0900 | 0.1600 | 2 | 4,115 | 28.6% | -0.12 | 0.1124 | -0.011 |
| 1.41 | 1.78 | 2 | 21.9% | 0.82 | 0.1528 | -0.014 | 30.5 | 0.0700 | 0.2600 | 107 | 25.8% | -0.18 | 0.1544 | -0.015 | ||
| 1.13 | 1.37 | 1 | 1,895 | 24.6% | 0.74 | 0.1975 | -0.017 | 31 | 0.2400 | 0.3700 | 5,143 | 26.8% | -0.26 | 0.1999 | -0.018 | |
| 0.7900 | 0.9000 | 71 | 21.7% | 0.63 | 0.2371 | -0.019 | 31.5 | 0.3800 | 0.4500 | 37 | 24.3% | -0.37 | 0.2406 | -0.020 | ||
| 0.5600 | 0.6300 | 2 | 5,540 | 22.9% | 0.51 | 0.2570 | -0.020 | 32 | 0.5000 | 0.7300 | 2,197 | 23.3% | -0.50 | 0.2615 | -0.021 | |
| 0.2800 | 0.4800 | 142 | 22.8% | 0.38 | 0.2472 | -0.019 | 32.5 | 0.7700 | 1.05 | 23.4% | -0.63 | 0.2527 | -0.019 | |||
| 0.2000 | 0.3200 | 2 | 8,083 | 24.2% | 0.27 | 0.2129 | -0.017 | 33 | 1.11 | 1.39 | 973 | 22.9% | -0.74 | 0.2186 | -0.017 | |
| 0.0500 | 0.2300 | 77 | 23.4% | 0.19 | 0.1679 | -0.014 | 33.5 | 1.51 | 1.92 | 26.5% | -0.83 | 0.1724 | -0.014 | |||
| 0.0600 | 0.1600 | 6,858 | 26.0% | 0.13 | 0.1256 | -0.011 | 34 | 1.96 | 2.38 | 187 | 28.5% | -0.89 | 0.1305 | -0.010 | ||
| 0.0100 | 0.1200 | 11 | 26.3% | 0.09 | 0.0922 | -0.009 | 34.5 | 2.43 | 2.85 | 30.5% | -0.93 | 0.1040 | -0.008 | |||
| 0.0200 | 0.0900 | 2 | 13.9K | 28.9% | 0.06 | 0.0676 | -0.007 | 35 | 2.92 | 3.35 | 21 | 34.1% | -0.96 | 0.0834 | -0.007 | |
| 0.0100 | 0.0500 | 40 | 28.7% | 0.05 | 0.0500 | -0.006 | 35.5 | 3.40 | 3.85 | 36.8% | -0.98 | 0.0588 | -0.008 | |||
| 0.0100 | 0.0600 | 4,918 | 32.7% | 0.03 | 0.0374 | -0.005 | 36 | 3.90 | 4.35 | 40.5% | -0.99 | 0.0371 | -0.009 | |||
| 0.0100 | 0.0700 | 1 | 36.6% | 0.03 | 0.0283 | -0.004 | 36.5 | 4.40 | 4.85 | 44.0% | -0.99 | 0.0199 | -0.011 | |||
| 0 | 0.0600 | 7,409 | 37.7% | 0.02 | 0.0217 | -0.003 | 37 | 4.90 | 5.35 | 47.3% | -1.00 | 0.0099 | -0.013 | |||
| 0 | 0.0600 | 625 | 43.2% | 0.01 | 0.0131 | -0.002 | 38 | 5.90 | 6.35 | 53.8% | -1.00 | 0.0015 | -0.015 | |||
| 0 | 0.0100 | 1,740 | 38.4% | 0.01 | 0.0083 | -0.002 | 39 | 6.90 | 7.35 | 60.0% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.0500 | 1,878 | 52.2% | 0.01 | 0.0054 | -0.001 | 40 | 7.90 | 8.35 | 66.0% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.0300 | 882 | 53.2% | 0.00 | 0.0036 | -0.001 | 41 | 8.50 | 9.50 | -1.00 | 0.0000 | -0.016 | ||||
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 18, 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