LVS catena di opzioni Las Vegas Sands Corp.
Cboe delayed options data · aggiornato al 15:39 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 ±9.5% (34.55–41.83) · ATM IV 40.9% · P/C open interest 0.42
| 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 | |
| 12.25 | 14.65 | 3 | 105.8% | 0.99 | 0.0035 | -0.002 | 25 | 0 | 0.1200 | 72.9% | -0.02 | 0.0055 | -0.005 | |||
| 9.70 | 12.05 | 1 | 80.0% | 0.98 | 0.0074 | -0.004 | 27.5 | 0 | 0.2300 | 12 | 65.5% | -0.03 | 0.0100 | -0.007 | ||
| 8.30 | 10.10 | 0.97 | 0.0119 | -0.006 | 29 | 0 | 0.2500 | 57.4% | -0.04 | 0.0146 | -0.009 | |||||
| 7.75 | 8.95 | 44 | 60.5% | 0.96 | 0.0165 | -0.008 | 30 | 0.0300 | 0.2200 | 3,304 | 51.4% | -0.06 | 0.0191 | -0.010 | ||
| 6.80 | 8.00 | 57.3% | 0.95 | 0.0230 | -0.010 | 31 | 0.0700 | 0.3500 | 51.6% | -0.07 | 0.0250 | -0.012 | ||||
| 5.80 | 7.05 | 52.0% | 0.92 | 0.0317 | -0.013 | 32 | 0.1400 | 0.4300 | 4 | 49.3% | -0.10 | 0.0327 | -0.015 | |||
| 5.35 | 6.60 | 3 | 51.2% | 0.91 | 0.0369 | -0.015 | 32.5 | 0.1900 | 0.4000 | 575 | 46.5% | -0.12 | 0.0372 | -0.016 | ||
| 4.90 | 6.00 | 46.5% | 0.89 | 0.0428 | -0.017 | 33 | 0.3200 | 0.4100 | 36 | 76 | 46.3% | -0.13 | 0.0422 | -0.018 | ||
| 4.45 | 5.55 | 45.2% | 0.87 | 0.0488 | -0.019 | 33.5 | 0.3700 | 0.6100 | 47.6% | -0.16 | 0.0476 | -0.019 | ||||
| 4.05 | 5.10 | 44.7% | 0.84 | 0.0552 | -0.021 | 34 | 0.4400 | 0.5800 | 2 | 2 | 44.6% | -0.18 | 0.0532 | -0.021 | ||
| 3.65 | 4.70 | 44.5% | 0.81 | 0.0616 | -0.023 | 34.5 | 0.4900 | 0.7400 | 44.2% | -0.21 | 0.0589 | -0.022 | ||||
| 3.50 | 4.10 | 387 | 44.5% | 0.78 | 0.0678 | -0.025 | 35 | 0.6700 | 0.7500 | 1 | 4,241 | 43.2% | -0.24 | 0.0646 | -0.024 | |
| 3.05 | 3.75 | 43.3% | 0.74 | 0.0737 | -0.026 | 35.5 | 0.7300 | 1.00 | 27 | 43.3% | -0.27 | 0.0702 | -0.025 | |||
| 2.95 | 3.25 | 2 | 44.3% | 0.71 | 0.0789 | -0.028 | 36 | 0.9300 | 1.09 | 75 | 5 | 42.7% | -0.31 | 0.0754 | -0.027 | |
| 2.33 | 3.05 | 41.9% | 0.66 | 0.0835 | -0.029 | 36.5 | 1.10 | 1.20 | 1 | 41.5% | -0.35 | 0.0801 | -0.028 | |||
| 2.30 | 2.59 | 43.2% | 0.62 | 0.0870 | -0.029 | 37 | 1.25 | 1.45 | 41.4% | -0.39 | 0.0840 | -0.029 | ||||
| 1.98 | 2.30 | 16.3K | 42.4% | 0.58 | 0.0895 | -0.030 | 37.5 | 1.47 | 1.71 | 912 | 41.6% | -0.43 | 0.0870 | -0.029 | ||
| 1.75 | 1.96 | 3 | 57 | 41.6% | 0.53 | 0.0908 | -0.030 | 38 | 1.70 | 1.86 | 4 | 40.2% | -0.48 | 0.0889 | -0.029 | |
| 1.51 | 1.69 | 45 | 41.1% | 0.49 | 0.0909 | -0.029 | 38.5 | 1.95 | 2.12 | 39.7% | -0.52 | 0.0896 | -0.029 | |||
| 1.27 | 1.53 | 2 | 41.2% | 0.44 | 0.0898 | -0.029 | 39 | 2.21 | 2.48 | 40.1% | -0.57 | 0.0891 | -0.029 | |||
| 1.10 | 1.30 | 2 | 8 | 40.9% | 0.40 | 0.0875 | -0.028 | 39.5 | 2.54 | 2.78 | 40.0% | -0.61 | 0.0873 | -0.028 | ||
| 0.9300 | 1.21 | 211 | 1,211 | 41.8% | 0.36 | 0.0844 | -0.027 | 40 | 2.76 | 3.10 | 597 | 38.4% | -0.65 | 0.0846 | -0.027 | |
| 0.7700 | 1.05 | 5 | 41.5% | 0.32 | 0.0804 | -0.026 | 40.5 | 3.25 | 3.45 | 40.0% | -0.69 | 0.0809 | -0.025 | |||
| 0.5700 | 0.8900 | 4 | 4 | 40.2% | 0.28 | 0.0759 | -0.024 | 41 | 3.50 | 4.10 | 42.0% | -0.73 | 0.0765 | -0.024 | ||
| 0.5400 | 0.8100 | 10 | 41.9% | 0.25 | 0.0710 | -0.023 | 41.5 | 3.90 | 4.50 | 42.4% | -0.76 | 0.0716 | -0.022 | |||
| 0.3900 | 0.6700 | 3 | 5 | 40.6% | 0.22 | 0.0658 | -0.021 | 42 | 4.15 | 4.90 | 40.2% | -0.79 | 0.0664 | -0.021 | ||
| 0.3000 | 0.6000 | 2,021 | 40.8% | 0.19 | 0.0605 | -0.020 | 42.5 | 4.45 | 5.55 | 464 | 42.1% | -0.82 | 0.0610 | -0.019 | ||
| 0.3100 | 0.3500 | 9 | 39.1% | 0.17 | 0.0552 | -0.018 | 43 | 4.90 | 6.00 | 43.0% | -0.84 | 0.0556 | -0.018 | |||
| 0.1700 | 0.4200 | 7 | 42.4% | 0.13 | 0.0452 | -0.015 | 44 | 5.80 | 7.05 | 47.0% | -0.88 | 0.0452 | -0.014 | |||
| 0.1400 | 0.2400 | 3 | 881 | 41.6% | 0.09 | 0.0362 | -0.012 | 45 | 6.70 | 8.00 | 121 | 48.6% | -0.92 | 0.0358 | -0.011 | |
| 0.0500 | 0.2800 | 2 | 44.1% | 0.07 | 0.0286 | -0.010 | 46 | 7.65 | 8.95 | 50.5% | -0.94 | 0.0278 | -0.009 | |||
| 0.0200 | 0.2600 | 46.1% | 0.05 | 0.0225 | -0.008 | 47 | 8.65 | 9.90 | 53.2% | -0.96 | 0.0214 | -0.006 | ||||
| 0 | 0.1000 | 704 | 39.5% | 0.05 | 0.0199 | -0.007 | 47.5 | 9.10 | 10.40 | 24 | 53.7% | -0.96 | 0.0188 | -0.005 | ||
| 0 | 0.2200 | 47.2% | 0.04 | 0.0177 | -0.006 | 48 | 9.60 | 10.90 | 55.6% | -0.97 | 0.0166 | -0.005 | ||||
| 0.0100 | 0.0500 | 20 | 3,062 | 43.5% | 0.03 | 0.0116 | -0.005 | 50 | 11.55 | 13.25 | 72 | 71.2% | -0.98 | 0.0104 | -0.003 | |
| 0 | 0.1700 | 10 | 58.4% | 0.02 | 0.0078 | -0.004 | 52.5 | 14.05 | 15.70 | 78.9% | -0.99 | 0.0067 | -0.001 | |||
| 0 | 0.1600 | 18 | 64.4% | 0.01 | 0.0057 | -0.003 | 55 | 16.00 | 18.85 | 89.9% | -0.99 | 0.0048 | -0.001 | |||
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 — Nov 20, 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