LLY catena di opzioni Eli Lilly and Company
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 ±32.0% (882.87–1,713.77) · ATM IV 37.7% · P/C open interest 1.13
| 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 | |
| 670.00 | 686.00 | 8 | 41.9% | 0.97 | 0.0001 | 0.000 | 660 | 6.35 | 15.35 | 43 | 43.7% | -0.04 | 0.0001 | -0.057 | ||
| 662.00 | 678.00 | 9 | 42.4% | 0.96 | 0.0001 | 0.000 | 670 | 0.0100 | 19.70 | 7 | 42.0% | -0.04 | 0.0001 | -0.059 | ||
| 652.00 | 670.00 | 4 | 42.1% | 0.96 | 0.0001 | 0.000 | 680 | 4.60 | 18.50 | 20 | 42.7% | -0.04 | 0.0001 | -0.061 | ||
| 644.00 | 660.00 | 2 | 41.7% | 0.96 | 0.0001 | 0.000 | 690 | 2.80 | 20.00 | 19 | 41.8% | -0.04 | 0.0002 | -0.064 | ||
| 636.00 | 652.00 | 11 | 42.0% | 0.96 | 0.0002 | 0.000 | 700 | 10.85 | 17.05 | 142 | 43.0% | -0.05 | 0.0002 | -0.067 | ||
| 626.00 | 644.00 | 3 | 41.6% | 0.95 | 0.0002 | 0.000 | 710 | 4.00 | 22.00 | 14 | 41.5% | -0.05 | 0.0002 | -0.069 | ||
| 618.00 | 634.00 | 9 | 41.2% | 0.95 | 0.0002 | 0.000 | 720 | 6.00 | 24.00 | 20 | 42.2% | -0.05 | 0.0002 | -0.072 | ||
| 610.00 | 626.00 | 12 | 41.4% | 0.95 | 0.0002 | 0.000 | 730 | 6.00 | 24.00 | 27 | 41.4% | -0.06 | 0.0002 | -0.075 | ||
| 602.00 | 618.00 | 3 | 41.6% | 0.95 | 0.0002 | -0.000 | 740 | 8.00 | 26.00 | 20 | 41.9% | -0.06 | 0.0002 | -0.078 | ||
| 594.00 | 610.00 | 49 | 41.8% | 0.94 | 0.0002 | -0.004 | 750 | 9.55 | 25.95 | 25 | 94 | 41.6% | -0.06 | 0.0002 | -0.081 | |
| 584.00 | 600.00 | 5 | 29 | 40.7% | 0.94 | 0.0002 | -0.008 | 760 | 10.00 | 28.00 | 70 | 41.6% | -0.06 | 0.0002 | -0.084 | |
| 576.00 | 592.00 | 7 | 40.8% | 0.94 | 0.0002 | -0.012 | 770 | 12.70 | 28.00 | 6 | 41.6% | -0.07 | 0.0002 | -0.087 | ||
| 568.00 | 585.80 | 10 | 41.3% | 0.93 | 0.0002 | -0.016 | 780 | 12.00 | 30.00 | 15 | 41.2% | -0.07 | 0.0002 | -0.090 | ||
| 560.00 | 576.00 | 4 | 40.8% | 0.93 | 0.0002 | -0.021 | 790 | 16.70 | 30.00 | 39 | 41.6% | -0.07 | 0.0002 | -0.093 | ||
| 552.00 | 568.00 | 21 | 40.8% | 0.93 | 0.0002 | -0.025 | 800 | 21.30 | 25.15 | 21 | 292 | 40.8% | -0.08 | 0.0003 | -0.096 | |
| 544.00 | 560.00 | 12 | 40.8% | 0.92 | 0.0003 | -0.029 | 810 | 16.00 | 34.00 | 17 | 40.9% | -0.08 | 0.0003 | -0.099 | ||
| 536.00 | 552.00 | 9 | 40.7% | 0.92 | 0.0003 | -0.033 | 820 | 16.00 | 36.00 | 21 | 40.6% | -0.09 | 0.0003 | -0.102 | ||
| 528.00 | 544.00 | 113 | 40.6% | 0.92 | 0.0003 | -0.037 | 830 | 18.00 | 36.00 | 29 | 40.3% | -0.09 | 0.0003 | -0.106 | ||
| 518.00 | 537.35 | 19 | 40.3% | 0.91 | 0.0003 | -0.042 | 840 | 20.00 | 38.00 | 6 | 40.4% | -0.09 | 0.0003 | -0.109 | ||
| 511.55 | 528.00 | 42 | 40.2% | 0.91 | 0.0003 | -0.046 | 850 | 22.00 | 40.00 | 84 | 40.5% | -0.10 | 0.0003 | -0.112 | ||
| 502.65 | 520.30 | 48 | 40.0% | 0.90 | 0.0003 | -0.050 | 860 | 22.00 | 42.00 | 21 | 40.1% | -0.10 | 0.0003 | -0.116 | ||
| 496.00 | 514.00 | 18 | 40.4% | 0.90 | 0.0003 | -0.055 | 870 | 24.00 | 44.00 | 10 | 40.2% | -0.11 | 0.0003 | -0.119 | ||
| 488.00 | 506.00 | 9 | 40.2% | 0.89 | 0.0003 | -0.059 | 880 | 26.00 | 46.00 | 34 | 40.2% | -0.11 | 0.0004 | -0.122 | ||
| 480.00 | 498.00 | 13 | 40.0% | 0.89 | 0.0003 | -0.063 | 890 | 28.00 | 46.00 | 24 | 39.8% | -0.12 | 0.0004 | -0.126 | ||
| 472.00 | 490.00 | 165 | 39.7% | 0.88 | 0.0004 | -0.068 | 900 | 30.00 | 48.00 | 154 | 39.7% | -0.12 | 0.0004 | -0.129 | ||
| 464.00 | 482.00 | 17 | 39.5% | 0.88 | 0.0004 | -0.072 | 910 | 36.25 | 50.00 | 11 | 40.4% | -0.13 | 0.0004 | -0.133 | ||
| 458.00 | 474.00 | 11 | 39.6% | 0.88 | 0.0004 | -0.076 | 920 | 35.40 | 51.15 | 26 | 39.6% | -0.13 | 0.0004 | -0.136 | ||
| 450.00 | 468.00 | 17 | 39.6% | 0.87 | 0.0004 | -0.081 | 930 | 38.70 | 54.00 | 36 | 39.9% | -0.14 | 0.0004 | -0.139 | ||
| 442.00 | 460.00 | 10 | 39.3% | 0.87 | 0.0004 | -0.085 | 940 | 38.00 | 56.00 | 24 | 39.3% | -0.14 | 0.0004 | -0.143 | ||
| 434.00 | 452.90 | 19 | 39.2% | 0.86 | 0.0004 | -0.089 | 950 | 40.00 | 58.00 | 87 | 39.2% | -0.15 | 0.0004 | -0.146 | ||
| 428.00 | 446.00 | 20 | 39.3% | 0.85 | 0.0004 | -0.093 | 960 | 42.00 | 60.00 | 22 | 39.0% | -0.15 | 0.0004 | -0.149 | ||
| 420.00 | 436.00 | 8 | 38.7% | 0.85 | 0.0004 | -0.098 | 970 | 50.85 | 60.85 | 2 | 60 | 39.7% | -0.16 | 0.0004 | -0.153 | |
| 414.00 | 432.00 | 25 | 39.2% | 0.84 | 0.0004 | -0.102 | 980 | 51.10 | 65.90 | 1 | 19 | 39.6% | -0.16 | 0.0005 | -0.156 | |
| 406.00 | 422.30 | 5 | 38.6% | 0.84 | 0.0004 | -0.106 | 990 | 55.00 | 68.00 | 14 | 39.7% | -0.17 | 0.0005 | -0.160 | ||
| 400.00 | 418.00 | 1 | 82 | 39.1% | 0.83 | 0.0005 | -0.110 | 1,000 | 54.85 | 70.00 | 1 | 99 | 39.1% | -0.18 | 0.0005 | -0.163 |
| 392.00 | 408.00 | 13 | 38.4% | 0.83 | 0.0005 | -0.114 | 1,010 | 56.00 | 72.10 | 50 | 38.8% | -0.18 | 0.0005 | -0.166 | ||
| 386.00 | 402.00 | 129 | 38.6% | 0.82 | 0.0005 | -0.118 | 1,020 | 58.00 | 76.00 | 11 | 38.8% | -0.19 | 0.0005 | -0.169 | ||
| 378.00 | 396.00 | 11 | 38.4% | 0.81 | 0.0005 | -0.122 | 1,030 | 60.00 | 79.50 | 11 | 38.7% | -0.19 | 0.0005 | -0.172 | ||
| 372.00 | 388.00 | 48 | 38.3% | 0.81 | 0.0005 | -0.126 | 1,040 | 64.00 | 82.00 | 18 | 38.7% | -0.20 | 0.0005 | -0.176 | ||
| 366.00 | 382.00 | 20 | 38.4% | 0.80 | 0.0005 | -0.130 | 1,050 | 70.70 | 79.70 | 2 | 24 | 38.5% | -0.21 | 0.0006 | -0.179 | |
| 360.00 | 376.65 | 12 | 38.5% | 0.80 | 0.0005 | -0.134 | 1,060 | 70.00 | 88.00 | 20 | 38.6% | -0.21 | 0.0006 | -0.182 | ||
| 354.00 | 370.00 | 41 | 38.5% | 0.79 | 0.0005 | -0.138 | 1,070 | 72.00 | 92.00 | 43 | 38.5% | -0.22 | 0.0006 | -0.185 | ||
| 346.00 | 362.00 | 29 | 38.0% | 0.78 | 0.0006 | -0.142 | 1,080 | 76.00 | 94.00 | 99 | 38.4% | -0.23 | 0.0006 | -0.188 | ||
| 334.00 | 350.00 | 24 | 38.0% | 0.77 | 0.0006 | -0.149 | 1,100 | 87.45 | 97.05 | 3 | 47 | 38.4% | -0.24 | 0.0006 | -0.194 | |
| 322.00 | 338.00 | 58 | 38.0% | 0.76 | 0.0006 | -0.156 | 1,120 | 91.45 | 106.40 | 19 | 38.2% | -0.26 | 0.0006 | -0.199 | ||
| 310.00 | 326.00 | 51 | 37.8% | 0.74 | 0.0006 | -0.163 | 1,140 | 105.90 | 112.25 | 26 | 38.7% | -0.27 | 0.0006 | -0.205 | ||
| 298.95 | 314.00 | 121 | 37.7% | 0.73 | 0.0006 | -0.169 | 1,160 | 108.50 | 121.95 | 1 | 17 | 38.2% | -0.29 | 0.0007 | -0.210 | |
| 288.00 | 304.00 | 24 | 37.8% | 0.72 | 0.0006 | -0.175 | 1,180 | 114.05 | 129.95 | 12 | 37.9% | -0.30 | 0.0007 | -0.214 | ||
| 276.65 | 292.00 | 97 | 37.6% | 0.70 | 0.0007 | -0.181 | 1,200 | 127.80 | 138.75 | 1 | 58 | 38.4% | -0.32 | 0.0007 | -0.219 | |
| 266.25 | 282.00 | 38 | 37.6% | 0.69 | 0.0007 | -0.186 | 1,220 | 132.00 | 145.50 | 24 | 37.6% | -0.33 | 0.0007 | -0.223 | ||
| 260.00 | 270.30 | 9 | 58 | 37.7% | 0.67 | 0.0007 | -0.191 | 1,240 | 140.70 | 155.95 | 9 | 37.7% | -0.35 | 0.0008 | -0.227 | |
| 246.75 | 262.00 | 215 | 37.5% | 0.66 | 0.0007 | -0.196 | 1,260 | 150.00 | 164.85 | 10 | 37.5% | -0.36 | 0.0008 | -0.231 | ||
| 238.40 | 252.00 | 57 | 37.5% | 0.65 | 0.0007 | -0.200 | 1,280 | 160.00 | 176.00 | 4 | 37.6% | -0.38 | 0.0008 | -0.234 | ||
| 228.90 | 244.00 | 10 | 52 | 37.6% | 0.63 | 0.0007 | -0.204 | 1,300 | 170.00 | 188.00 | 4 | 37.7% | -0.39 | 0.0008 | -0.237 | |
| 220.00 | 234.00 | 28 | 37.5% | 0.62 | 0.0007 | -0.208 | 1,320 | 182.00 | 195.95 | 9 | 37.6% | -0.41 | 0.0008 | -0.240 | ||
| 210.00 | 228.00 | 11 | 37.5% | 0.60 | 0.0007 | -0.211 | 1,340 | 192.00 | 208.00 | 6 | 37.6% | -0.43 | 0.0008 | -0.242 | ||
| 202.25 | 218.00 | 186 | 37.4% | 0.59 | 0.0008 | -0.214 | 1,360 | 204.00 | 220.00 | 8 | 37.7% | -0.44 | 0.0008 | -0.244 | ||
| 194.05 | 209.95 | 35 | 37.4% | 0.58 | 0.0008 | -0.217 | 1,380 | 214.00 | 229.90 | 4 | 37.4% | -0.46 | 0.0008 | -0.245 | ||
| 188.15 | 201.95 | 4 | 54 | 37.5% | 0.56 | 0.0008 | -0.219 | 1,400 | 226.00 | 242.00 | 11 | 37.4% | -0.47 | 0.0009 | -0.247 | |
| 180.05 | 193.95 | 14 | 37.4% | 0.55 | 0.0008 | -0.221 | 1,420 | 238.00 | 254.00 | 1 | 37.3% | -0.49 | 0.0009 | -0.248 | ||
| 172.00 | 188.00 | 57 | 37.4% | 0.53 | 0.0008 | -0.223 | 1,440 | 252.00 | 266.55 | 2 | 2 | 37.5% | -0.51 | 0.0009 | -0.249 | |
| 166.35 | 180.00 | 40 | 37.4% | 0.52 | 0.0008 | -0.224 | 1,460 | 264.00 | 280.00 | 1 | 37.4% | -0.52 | 0.0009 | -0.250 | ||
| 160.25 | 174.00 | 1 | 46 | 37.5% | 0.51 | 0.0008 | -0.225 | 1,480 | 278.00 | 292.20 | 2 | 37.4% | -0.54 | 0.0009 | -0.250 | |
| 151.85 | 165.75 | 128 | 37.2% | 0.49 | 0.0008 | -0.225 | 1,500 | 290.00 | 306.00 | 37.3% | -0.55 | 0.0009 | -0.250 | |||
| 144.00 | 160.35 | 12 | 37.1% | 0.48 | 0.0008 | -0.226 | 1,520 | 302.00 | 321.55 | 2 | 37.4% | -0.57 | 0.0009 | -0.249 | ||
| 138.00 | 154.00 | 84 | 37.1% | 0.47 | 0.0008 | -0.226 | 1,540 | 316.00 | 336.00 | 1 | 37.4% | -0.58 | 0.0009 | -0.249 | ||
| 134.75 | 148.00 | 34 | 37.3% | 0.45 | 0.0008 | -0.225 | 1,560 | 330.00 | 350.00 | 2 | 37.4% | -0.60 | 0.0009 | -0.249 | ||
| 128.00 | 144.00 | 30 | 37.3% | 0.44 | 0.0008 | -0.225 | 1,580 | 347.30 | 364.00 | 6 | 37.6% | -0.62 | 0.0009 | -0.248 | ||
| 123.95 | 138.00 | 14 | 695 | 37.4% | 0.43 | 0.0008 | -0.224 | 1,600 | 360.00 | 378.00 | 1 | 37.3% | -0.63 | 0.0009 | -0.247 | |
| 116.00 | 130.50 | 38 | 36.9% | 0.42 | 0.0008 | -0.223 | 1,620 | 378.00 | 392.00 | 3 | 37.5% | -0.65 | 0.0009 | -0.246 | ||
| 110.00 | 130.00 | 38 | 37.2% | 0.40 | 0.0008 | -0.222 | 1,640 | 390.00 | 408.00 | 5 | 37.3% | -0.66 | 0.0009 | -0.244 | ||
| 106.00 | 124.00 | 200 | 37.2% | 0.39 | 0.0007 | -0.221 | 1,660 | 406.00 | 424.00 | 2 | 37.4% | -0.68 | 0.0009 | -0.243 | ||
| 102.00 | 116.25 | 46 | 36.9% | 0.38 | 0.0007 | -0.219 | 1,680 | 424.00 | 440.00 | 37.7% | -0.69 | 0.0009 | -0.241 | |||
| 100.80 | 114.00 | 2 | 47 | 37.5% | 0.37 | 0.0007 | -0.218 | 1,700 | 440.00 | 455.75 | 1 | 37.7% | -0.70 | 0.0009 | -0.239 | |
| 94.00 | 110.00 | 20 | 37.2% | 0.36 | 0.0007 | -0.216 | 1,720 | 456.00 | 472.00 | 2 | 37.8% | -0.72 | 0.0009 | -0.237 | ||
| 88.00 | 106.00 | 11 | 37.1% | 0.35 | 0.0007 | -0.214 | 1,740 | 470.00 | 488.00 | 1 | 37.5% | -0.73 | 0.0009 | -0.235 | ||
| 84.00 | 102.00 | 46 | 37.0% | 0.34 | 0.0007 | -0.212 | 1,760 | 486.00 | 504.00 | 6 | 37.3% | -0.75 | 0.0009 | -0.232 | ||
| 83.80 | 95.20 | 8 | 37.1% | 0.33 | 0.0007 | -0.210 | 1,780 | 506.00 | 520.00 | 1 | 37.7% | -0.76 | 0.0009 | -0.228 | ||
| 79.85 | 90.65 | 1 | 28 | 37.0% | 0.32 | 0.0007 | -0.207 | 1,800 | 522.00 | 538.00 | 37.7% | -0.77 | 0.0009 | -0.224 | ||
| 78.10 | 86.45 | 4 | 19 | 37.1% | 0.31 | 0.0007 | -0.205 | 1,820 | 540.00 | 556.00 | 3 | 38.0% | -0.78 | 0.0009 | -0.220 | |
| 70.00 | 83.80 | 49 | 36.7% | 0.30 | 0.0007 | -0.202 | 1,840 | 556.00 | 572.00 | 4 | 37.6% | -0.80 | 0.0009 | -0.215 | ||
| 70.00 | 81.75 | 15 | 37.1% | 0.29 | 0.0007 | -0.200 | 1,860 | 576.00 | 590.00 | 38.1% | -0.81 | 0.0009 | -0.210 | |||
| 66.00 | 77.25 | 16 | 36.9% | 0.28 | 0.0006 | -0.197 | 1,880 | 594.00 | 608.00 | 1 | 1 | 38.2% | -0.82 | 0.0009 | -0.206 | |
| 64.25 | 74.60 | 33 | 111 | 37.0% | 0.27 | 0.0006 | -0.194 | 1,900 | 610.15 | 626.00 | 38.0% | -0.83 | 0.0009 | -0.203 | ||
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 — Dec 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.