LYFT catena di opzioni Lyft, Inc.
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 ±7.1% (15.84–18.25) · ATM IV 41.9% · P/C open interest 0.90
| 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 | |
| 7.65 | 8.15 | 4 | 0.99 | 0.0059 | -0.004 | 9 | 0 | 0.0800 | 106 | 156.7% | -0.01 | 0.0059 | -0.004 | |||
| 6.65 | 7.35 | 9 | 0.99 | 0.0082 | -0.004 | 10 | 0 | 0.0800 | 111 | 133.6% | -0.01 | 0.0082 | -0.005 | |||
| 5.65 | 6.30 | 4 | 0.98 | 0.0116 | -0.004 | 11 | 0 | 0.0400 | 387 | 100.8% | -0.02 | 0.0117 | -0.005 | |||
| 5.15 | 5.80 | 0.98 | 0.0141 | -0.004 | 11.5 | 0 | 0.0800 | 102.7% | -0.02 | 0.0141 | -0.005 | |||||
| 4.70 | 5.15 | 89 | 0.98 | 0.0173 | -0.004 | 12 | 0 | 0.0800 | 8,885 | 93.2% | -0.02 | 0.0173 | -0.005 | |||
| 4.25 | 4.65 | 0.97 | 0.0214 | -0.005 | 12.5 | 0 | 0.0800 | 84.0% | -0.03 | 0.0215 | -0.005 | |||||
| 3.60 | 4.30 | 69 | 0.97 | 0.0272 | -0.005 | 13 | 0 | 0.0900 | 3,427 | 76.7% | -0.03 | 0.0272 | -0.005 | |||
| 3.20 | 3.80 | 0.96 | 0.0351 | -0.005 | 13.5 | 0 | 0.0900 | 67.8% | -0.04 | 0.0352 | -0.006 | |||||
| 2.72 | 3.20 | 1,128 | 0.95 | 0.0466 | -0.006 | 14 | 0 | 0.0800 | 1,736 | 57.7% | -0.05 | 0.0468 | -0.006 | |||
| 2.24 | 2.68 | 1 | 0.94 | 0.0645 | -0.006 | 14.5 | 0 | 0.1200 | 22 | 54.0% | -0.06 | 0.0648 | -0.007 | |||
| 1.77 | 2.27 | 1,598 | 0.91 | 0.0939 | -0.008 | 15 | 0.0500 | 0.0900 | 4 | 2,874 | 46.9% | -0.09 | 0.0944 | -0.008 | ||
| 1.34 | 1.77 | 3 | 0.86 | 0.1388 | -0.011 | 15.5 | 0.0900 | 0.1400 | 6 | 94 | 44.0% | -0.14 | 0.1396 | -0.011 | ||
| 1.00 | 1.32 | 2,348 | 29.6% | 0.78 | 0.1917 | -0.014 | 16 | 0.1700 | 0.2800 | 2 | 1,513 | 44.7% | -0.22 | 0.1930 | -0.014 | |
| 0.7100 | 0.9800 | 32 | 35.5% | 0.67 | 0.2368 | -0.017 | 16.5 | 0.3300 | 0.5000 | 599 | 47.1% | -0.34 | 0.2386 | -0.017 | ||
| 0.5900 | 0.6700 | 15 | 2,579 | 41.0% | 0.54 | 0.2606 | -0.019 | 17 | 0.5100 | 0.6400 | 14 | 4,162 | 42.8% | -0.46 | 0.2630 | -0.019 |
| 0.3200 | 0.5200 | 2 | 152 | 41.6% | 0.41 | 0.2560 | -0.018 | 17.5 | 0.8200 | 0.9200 | 14 | 212 | 43.8% | -0.59 | 0.2588 | -0.018 |
| 0.2300 | 0.2900 | 93 | 3,285 | 41.5% | 0.30 | 0.2265 | -0.016 | 18 | 1.08 | 1.64 | 496 | 55.4% | -0.71 | 0.2297 | -0.016 | |
| 0.1100 | 0.2200 | 2,077 | 42.7% | 0.20 | 0.1830 | -0.013 | 18.5 | 1.53 | 1.79 | 8 | 49.5% | -0.81 | 0.1862 | -0.013 | ||
| 0.0700 | 0.1700 | 1 | 5,899 | 45.9% | 0.13 | 0.1378 | -0.010 | 19 | 1.97 | 2.40 | 409 | 60.8% | -0.87 | 0.1417 | -0.010 | |
| 0 | 0.1200 | 79 | 44.3% | 0.09 | 0.1013 | -0.008 | 19.5 | 2.42 | 2.87 | 1 | 65.0% | -0.92 | 0.1065 | -0.008 | ||
| 0.0400 | 0.0500 | 51 | 1,369 | 47.4% | 0.07 | 0.0755 | -0.007 | 20 | 2.94 | 3.30 | 276 | 69.8% | -0.94 | 0.0819 | -0.007 | |
| 0 | 0.1000 | 706 | 54.2% | 0.05 | 0.0577 | -0.006 | 20.5 | 3.40 | 3.85 | 1 | 77.4% | -0.96 | 0.0648 | -0.006 | ||
| 0 | 0.1000 | 2,639 | 59.7% | 0.04 | 0.0452 | -0.005 | 21 | 3.85 | 4.50 | 1 | 90.2% | -0.97 | 0.0515 | -0.005 | ||
| 0 | 0.0900 | 65 | 63.6% | 0.03 | 0.0361 | -0.004 | 21.5 | 4.40 | 4.85 | 90.5% | -0.98 | 0.0413 | -0.005 | |||
| 0 | 0.0900 | 153 | 68.6% | 0.03 | 0.0294 | -0.004 | 22 | 4.70 | 5.35 | 80.7% | -0.98 | 0.0324 | -0.004 | |||
| 0 | 0.0900 | 73.3% | 0.02 | 0.0243 | -0.004 | 22.5 | 5.15 | 5.85 | 80.4% | -0.99 | 0.0260 | -0.004 | ||||
| 0 | 0.0200 | 3,413 | 62.0% | 0.02 | 0.0204 | -0.003 | 23 | 5.75 | 6.35 | 96.1% | -0.99 | 0.0199 | -0.003 | |||
| 0 | 0.0800 | 129 | 85.0% | 0.02 | 0.0148 | -0.003 | 24 | 6.85 | 7.35 | 115.1% | -1.00 | 0.0116 | -0.003 | |||
| 0 | 0.0800 | 288 | 93.1% | 0.01 | 0.0111 | -0.002 | 25 | 7.75 | 8.35 | 115.7% | -1.00 | 0.0065 | -0.002 | |||
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.