KRE catena di opzioni State Street SPDR S&P Regional Banking ETF
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 ±3.7% (72.12–77.62) · ATM IV 22.5% · P/C open interest 1.54
| 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 | |
| 34.45 | 35.55 | 6 | 135.1% | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.1000 | 340 | 133.5% | -0.00 | 0.0001 | -0.001 | ||
| 29.50 | 30.60 | 3 | 120.8% | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.1000 | 1,295 | 110.5% | -0.00 | 0.0002 | -0.001 | ||
| 24.50 | 25.70 | 2 | 104.1% | 1.00 | 0.0006 | 0.000 | 50 | 0 | 0.0500 | 8,608 | 82.3% | -0.00 | 0.0006 | -0.002 | ||
| 19.50 | 20.60 | 283 | 75.0% | 1.00 | 0.0014 | 0.000 | 55 | 0 | 0.0500 | 5,263 | 64.6% | -0.00 | 0.0014 | -0.003 | ||
| 18.50 | 19.60 | 70.9% | 0.99 | 0.0016 | 0.000 | 56 | 0 | 0.0500 | 727 | 61.3% | -0.01 | 0.0016 | -0.004 | |||
| 17.50 | 18.65 | 70.2% | 0.99 | 0.0020 | 0.000 | 57 | 0 | 0.0500 | 5,407 | 57.9% | -0.01 | 0.0020 | -0.004 | |||
| 16.35 | 17.60 | 0.99 | 0.0025 | 0.000 | 58 | 0 | 0.0600 | 2,088 | 56.0% | -0.01 | 0.0025 | -0.005 | ||||
| 15.50 | 16.60 | 1 | 59.0% | 0.99 | 0.0030 | 0.000 | 59 | 0 | 0.1100 | 379 | 57.3% | -0.01 | 0.0030 | -0.005 | ||
| 14.50 | 15.60 | 161 | 55.1% | 0.99 | 0.0037 | 0.000 | 60 | 0 | 0.0600 | 14.8K | 49.4% | -0.01 | 0.0038 | -0.006 | ||
| 13.55 | 14.65 | 88 | 56.8% | 0.99 | 0.0046 | -0.000 | 61 | 0 | 0.1200 | 4,242 | 51.1% | -0.01 | 0.0047 | -0.007 | ||
| 12.55 | 13.75 | 153 | 56.8% | 0.98 | 0.0058 | -0.002 | 62 | 0 | 0.1200 | 307 | 47.6% | -0.02 | 0.0058 | -0.008 | ||
| 11.55 | 12.80 | 166 | 54.3% | 0.98 | 0.0073 | -0.003 | 63 | 0 | 0.1200 | 485 | 44.2% | -0.02 | 0.0073 | -0.009 | ||
| 10.55 | 11.70 | 208 | 47.0% | 0.98 | 0.0092 | -0.005 | 64 | 0.0100 | 0.0800 | 1 | 5,132 | 38.9% | -0.02 | 0.0093 | -0.011 | |
| 9.60 | 10.65 | 3,304 | 43.1% | 0.97 | 0.0118 | -0.008 | 65 | 0.0500 | 0.0800 | 22.1K | 37.9% | -0.03 | 0.0118 | -0.013 | ||
| 8.45 | 9.65 | 116 | 33.2% | 0.96 | 0.0151 | -0.010 | 66 | 0.0300 | 0.1700 | 1 | 1,263 | 37.3% | -0.04 | 0.0152 | -0.015 | |
| 7.65 | 8.80 | 644 | 40.5% | 0.95 | 0.0196 | -0.013 | 67 | 0.0300 | 0.1900 | 3,515 | 34.4% | -0.05 | 0.0197 | -0.017 | ||
| 6.90 | 7.30 | 401 | 30.0% | 0.94 | 0.0255 | -0.017 | 68 | 0.0600 | 0.2000 | 868 | 6,607 | 31.8% | -0.07 | 0.0257 | -0.020 | |
| 5.95 | 6.35 | 358 | 28.9% | 0.91 | 0.0333 | -0.020 | 69 | 0.1200 | 0.2100 | 29 | 6,671 | 29.7% | -0.09 | 0.0336 | -0.024 | |
| 5.45 | 5.90 | 21 | 28.0% | 0.90 | 0.0382 | -0.022 | 69.5 | 0.1700 | 0.2900 | 31 | 33 | 30.3% | -0.10 | 0.0385 | -0.025 | |
| 5.00 | 5.40 | 23.4K | 26.9% | 0.89 | 0.0437 | -0.025 | 70 | 0.2000 | 0.2600 | 2,191 | 15.1K | 28.2% | -0.11 | 0.0442 | -0.027 | |
| 4.55 | 5.00 | 127 | 27.4% | 0.87 | 0.0500 | -0.027 | 70.5 | 0.2200 | 0.3800 | 221 | 28.3% | -0.13 | 0.0505 | -0.029 | ||
| 4.10 | 4.50 | 7 | 927 | 25.9% | 0.85 | 0.0572 | -0.029 | 71 | 0.2600 | 0.3500 | 3 | 23.0K | 26.2% | -0.15 | 0.0577 | -0.032 |
| 3.65 | 4.05 | 146 | 24.9% | 0.82 | 0.0651 | -0.032 | 71.5 | 0.3200 | 0.4700 | 10 | 540 | 26.3% | -0.18 | 0.0658 | -0.034 | |
| 3.25 | 3.60 | 5,675 | 24.4% | 0.79 | 0.0738 | -0.035 | 72 | 0.4300 | 0.4500 | 760 | 53.9K | 24.9% | -0.21 | 0.0746 | -0.036 | |
| 2.96 | 3.20 | 4 | 31 | 25.2% | 0.76 | 0.0831 | -0.037 | 72.5 | 0.4900 | 0.6400 | 874 | 312 | 25.0% | -0.24 | 0.0840 | -0.039 |
| 2.54 | 2.81 | 4 | 1,391 | 24.2% | 0.72 | 0.0926 | -0.039 | 73 | 0.6000 | 0.6700 | 93 | 24.0K | 23.6% | -0.28 | 0.0937 | -0.041 |
| 2.16 | 2.43 | 2 | 756 | 23.5% | 0.68 | 0.1018 | -0.041 | 73.5 | 0.7200 | 0.8600 | 13 | 179 | 23.5% | -0.33 | 0.1031 | -0.043 |
| 1.88 | 2.08 | 256 | 1,952 | 23.5% | 0.62 | 0.1100 | -0.043 | 74 | 0.9100 | 0.9500 | 2,454 | 22.4K | 22.7% | -0.38 | 0.1115 | -0.044 |
| 1.58 | 1.67 | 167 | 1,143 | 22.3% | 0.57 | 0.1162 | -0.044 | 74.5 | 1.06 | 1.20 | 19 | 1,021 | 22.5% | -0.44 | 0.1180 | -0.045 |
| 1.29 | 1.46 | 41 | 36.5K | 22.5% | 0.51 | 0.1197 | -0.044 | 75 | 1.27 | 1.48 | 68 | 26.3K | 22.5% | -0.50 | 0.1217 | -0.045 |
| 1.07 | 1.21 | 814 | 22.4% | 0.45 | 0.1198 | -0.043 | 75.5 | 1.53 | 1.72 | 5 | 23 | 22.2% | -0.56 | 0.1220 | -0.044 | |
| 0.8600 | 0.9600 | 418 | 1,971 | 22.0% | 0.39 | 0.1165 | -0.042 | 76 | 1.84 | 2.00 | 50 | 7,020 | 22.1% | -0.62 | 0.1189 | -0.042 |
| 0.6900 | 0.7200 | 652 | 151 | 21.4% | 0.34 | 0.1103 | -0.040 | 76.5 | 2.13 | 2.31 | 2 | 7 | 21.6% | -0.67 | 0.1128 | -0.040 |
| 0.5300 | 0.6300 | 624 | 22.7K | 21.9% | 0.29 | 0.1019 | -0.038 | 77 | 2.54 | 2.65 | 100 | 1,186 | 21.9% | -0.72 | 0.1045 | -0.038 |
| 0.4200 | 0.4800 | 233 | 238 | 21.7% | 0.24 | 0.0924 | -0.035 | 77.5 | 2.80 | 3.20 | 4 | 22.5% | -0.77 | 0.0949 | -0.035 | |
| 0.3300 | 0.3900 | 789 | 10.5K | 22.0% | 0.21 | 0.0824 | -0.032 | 78 | 3.20 | 3.60 | 1,786 | 22.5% | -0.81 | 0.0847 | -0.032 | |
| 0.2500 | 0.3200 | 997 | 2,961 | 22.2% | 0.17 | 0.0728 | -0.029 | 78.5 | 3.60 | 4.05 | 2 | 22.6% | -0.84 | 0.0748 | -0.029 | |
| 0.1900 | 0.3300 | 31 | 7,949 | 23.5% | 0.15 | 0.0638 | -0.027 | 79 | 4.05 | 4.30 | 49 | 144 | 19.3% | -0.87 | 0.0653 | -0.026 |
| 0.1300 | 0.2900 | 1 | 23.8% | 0.12 | 0.0556 | -0.025 | 79.5 | 4.50 | 4.95 | 1 | 1 | 23.2% | -0.89 | 0.0568 | -0.023 | |
| 0.1100 | 0.1900 | 16 | 34.8K | 23.4% | 0.11 | 0.0484 | -0.022 | 80 | 4.95 | 5.45 | 1 | 403 | 23.8% | -0.91 | 0.0504 | -0.020 |
| 0.0600 | 0.2200 | 6 | 24.7% | 0.09 | 0.0421 | -0.020 | 80.5 | 5.45 | 5.90 | 24.3% | -0.92 | 0.0458 | -0.018 | |||
| 0.0300 | 0.2000 | 25.1% | 0.08 | 0.0366 | -0.018 | 81 | 5.85 | 6.40 | -0.94 | 0.0417 | -0.016 | |||||
| 0.0300 | 0.1600 | 27.1% | 0.06 | 0.0277 | -0.015 | 82 | 6.40 | 7.60 | -0.96 | 0.0367 | -0.013 | |||||
| 0.0100 | 0.1400 | 28.6% | 0.04 | 0.0212 | -0.013 | 83 | 7.45 | 8.60 | -0.98 | 0.0271 | -0.015 | |||||
| 0 | 0.1300 | 30.5% | 0.03 | 0.0164 | -0.011 | 84 | 8.50 | 9.60 | -0.99 | 0.0186 | -0.017 | |||||
| 0 | 0.1400 | 11.9K | 33.5% | 0.03 | 0.0127 | -0.009 | 85 | 9.50 | 10.60 | -0.99 | 0.0097 | -0.022 | ||||
| 0 | 0.1100 | 602 | 43.9% | 0.01 | 0.0042 | -0.004 | 90 | 14.35 | 15.60 | -1.00 | 0.0000 | -0.032 | ||||
| 0 | 0.1000 | 520 | 53.9% | 0.00 | 0.0017 | -0.002 | 95 | 19.45 | 20.60 | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0900 | 62.7% | 0.00 | 0.0008 | -0.001 | 100 | 24.45 | 25.60 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 0.0400 | 4 | 65.1% | 0.00 | 0.0004 | -0.001 | 105 | 29.45 | 30.60 | -1.00 | 0.0000 | -0.034 | ||||
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.