LUV catena di opzioni Southwest Airlines Co.
Cboe delayed options data · aggiornato al 18:36 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 ±6.0% (36.19–40.82) · ATM IV 36.8% · P/C open interest 0.57
| 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 | |
| 18.25 | 18.70 | 0.99 | 0.0016 | 0.000 | 20 | 0 | 0.0700 | 322 | 144.4% | -0.01 | 0.0016 | -0.005 | ||||
| 15.55 | 16.65 | 111.2% | 0.99 | 0.0024 | 0.000 | 22.5 | 0 | 0.0700 | 115 | 120.7% | -0.01 | 0.0024 | -0.006 | |||
| 13.05 | 14.00 | 1 | 0.99 | 0.0037 | 0.000 | 25 | 0 | 0.0700 | 3,863 | 99.4% | -0.01 | 0.0037 | -0.006 | |||
| 10.65 | 11.65 | 86.5% | 0.99 | 0.0060 | -0.002 | 27.5 | 0 | 0.0700 | 1,450 | 79.8% | -0.01 | 0.0060 | -0.007 | |||
| 8.15 | 9.50 | 88.9% | 0.98 | 0.0107 | -0.004 | 30 | 0 | 0.0500 | 1,344 | 58.6% | -0.02 | 0.0108 | -0.008 | |||
| 7.20 | 8.65 | 87.8% | 0.97 | 0.0140 | -0.005 | 31 | 0 | 0.0800 | 55.9% | -0.03 | 0.0141 | -0.009 | ||||
| 6.20 | 7.55 | 74.4% | 0.97 | 0.0188 | -0.007 | 32 | 0 | 0.0900 | 2 | 49.9% | -0.04 | 0.0190 | -0.010 | |||
| 5.70 | 7.05 | 40 | 69.7% | 0.96 | 0.0221 | -0.008 | 32.5 | 0 | 0.1800 | 833 | 53.1% | -0.04 | 0.0223 | -0.011 | ||
| 5.25 | 6.25 | 55.2% | 0.95 | 0.0263 | -0.009 | 33 | 0 | 0.1000 | 30 | 43.8% | -0.05 | 0.0264 | -0.011 | |||
| 4.25 | 5.45 | 54.1% | 0.93 | 0.0383 | -0.011 | 34 | 0.0400 | 0.1300 | 62 | 41.1% | -0.07 | 0.0386 | -0.014 | |||
| 3.55 | 4.05 | 566 | 41.8% | 0.90 | 0.0582 | -0.016 | 35 | 0.1200 | 0.2200 | 3,367 | 40.2% | -0.10 | 0.0587 | -0.018 | ||
| 2.48 | 3.50 | 42.5% | 0.83 | 0.0857 | -0.024 | 36 | 0.2500 | 0.3400 | 1 | 52 | 38.3% | -0.18 | 0.0865 | -0.026 | ||
| 2.03 | 2.19 | 977 | 36.7% | 0.72 | 0.1129 | -0.032 | 37 | 0.4400 | 0.5800 | 11 | 138 | 37.0% | -0.28 | 0.1141 | -0.033 | |
| 1.67 | 1.86 | 303 | 36.3% | 0.66 | 0.1245 | -0.035 | 37.5 | 0.5800 | 0.7500 | 1 | 3,272 | 36.5% | -0.34 | 0.1260 | -0.036 | |
| 1.35 | 1.56 | 2 | 84 | 36.1% | 0.60 | 0.1335 | -0.037 | 38 | 0.8000 | 0.9900 | 10 | 538 | 37.6% | -0.41 | 0.1351 | -0.037 |
| 1.11 | 1.29 | 102 | 537 | 36.5% | 0.53 | 0.1385 | -0.038 | 38.5 | 1.01 | 1.22 | 47 | 19 | 37.1% | -0.47 | 0.1404 | -0.038 |
| 0.8400 | 1.06 | 7 | 101 | 35.9% | 0.46 | 0.1389 | -0.037 | 39 | 1.26 | 1.48 | 25 | 36.6% | -0.54 | 0.1411 | -0.038 | |
| 0.7000 | 0.8600 | 105 | 36.9% | 0.40 | 0.1346 | -0.036 | 39.5 | 1.57 | 1.78 | 1 | 8 | 36.7% | -0.61 | 0.1370 | -0.036 | |
| 0.5400 | 0.6900 | 13 | 3,074 | 37.0% | 0.33 | 0.1264 | -0.034 | 40 | 1.92 | 2.11 | 35 | 5,004 | 36.9% | -0.68 | 0.1290 | -0.034 |
| 0.4000 | 0.5500 | 158 | 37.0% | 0.28 | 0.1156 | -0.032 | 40.5 | 2.28 | 2.47 | 50 | 36.7% | -0.73 | 0.1182 | -0.032 | ||
| 0.3000 | 0.4400 | 1,116 | 37.3% | 0.23 | 0.1032 | -0.029 | 41 | 2.40 | 2.94 | 87 | 32.2% | -0.79 | 0.1058 | -0.028 | ||
| 0.2000 | 0.3500 | 6 | 139 | 37.1% | 0.18 | 0.0902 | -0.025 | 41.5 | 2.85 | 3.75 | 2 | 271 | 42.4% | -0.83 | 0.0925 | -0.025 |
| 0.1600 | 0.3000 | 43 | 38.6% | 0.15 | 0.0774 | -0.022 | 42 | 3.05 | 4.00 | 117 | 29.7% | -0.87 | 0.0791 | -0.021 | ||
| 0.1400 | 0.2000 | 15 | 3,882 | 38.5% | 0.11 | 0.0651 | -0.018 | 42.5 | 3.80 | 4.35 | 24 | 3,757 | 37.1% | -0.90 | 0.0679 | -0.017 |
| 0.0700 | 0.1700 | 41 | 38.2% | 0.09 | 0.0540 | -0.015 | 43 | 3.85 | 5.00 | 2 | -0.93 | 0.0599 | -0.014 | |||
| 0.0100 | 0.1500 | 32 | 37.5% | 0.07 | 0.0443 | -0.013 | 43.5 | 4.35 | 5.50 | 3 | -0.95 | 0.0540 | -0.011 | |||
| 0 | 0.1300 | 54 | 38.6% | 0.06 | 0.0362 | -0.011 | 44 | 4.80 | 5.95 | -0.97 | 0.0458 | -0.011 | ||||
| 0 | 0.1100 | 6 | 39.9% | 0.04 | 0.0299 | -0.009 | 44.5 | 5.25 | 6.40 | 1 | -0.98 | 0.0360 | -0.012 | |||
| 0.0400 | 0.0500 | 1 | 6,759 | 40.9% | 0.04 | 0.0250 | -0.008 | 45 | 6.30 | 6.75 | 9 | 2,301 | 46.6% | -0.99 | 0.0259 | -0.014 |
| 0 | 0.0600 | 83 | 40.5% | 0.03 | 0.0213 | -0.007 | 45.5 | 6.25 | 7.45 | -0.99 | 0.0193 | -0.015 | ||||
| 0 | 0.0700 | 626 | 43.8% | 0.03 | 0.0184 | -0.007 | 46 | 6.75 | 7.95 | -0.99 | 0.0142 | -0.017 | ||||
| 0 | 0.0900 | 12 | 50.2% | 0.02 | 0.0145 | -0.006 | 47 | 7.75 | 8.95 | -1.00 | 0.0084 | -0.019 | ||||
| 0 | 0.0500 | 4,079 | 47.9% | 0.02 | 0.0131 | -0.006 | 47.5 | 8.45 | 9.25 | 3,036 | -1.00 | 0.0067 | -0.019 | |||
| 0 | 0.0900 | 17 | 54.6% | 0.02 | 0.0119 | -0.006 | 48 | 8.75 | 10.05 | 10 | -1.00 | 0.0053 | -0.020 | |||
| 0 | 0.0800 | 10 | 57.7% | 0.02 | 0.0100 | -0.005 | 49 | 9.75 | 10.95 | -1.00 | 0.0034 | -0.020 | ||||
| 0 | 0.0300 | 15.0K | 54.0% | 0.02 | 0.0085 | -0.005 | 50 | 11.05 | 12.00 | 2,188 | 70.5% | -1.00 | 0.0023 | -0.021 | ||
| 0 | 0.0800 | 65.7% | 0.01 | 0.0073 | -0.005 | 51 | 11.55 | 12.95 | -1.00 | 0.0017 | -0.022 | |||||
| 0 | 0.0700 | 68.2% | 0.01 | 0.0064 | -0.005 | 52 | 12.55 | 14.15 | -1.00 | 0.0012 | -0.022 | |||||
| 0.0100 | 0.0700 | 5,261 | 71.3% | 0.01 | 0.0060 | -0.005 | 52.5 | 13.30 | 14.35 | 1,668 | -1.00 | 0.0010 | -0.022 | |||
| 0 | 0.0700 | 1 | 12.1K | 78.8% | 0.01 | 0.0044 | -0.004 | 55 | 15.55 | 17.05 | 440 | -1.00 | 0.0004 | -0.023 | ||
| 0.0100 | 0.0300 | 1,176 | 81.1% | 0.01 | 0.0034 | -0.004 | 57.5 | 18.05 | 19.55 | 216 | -1.00 | 0.0000 | -0.024 | |||
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