MAR catena di opzioni Marriott International, 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 ±19.9% (318.00–476.10) · ATM IV 25.9% · P/C open interest 1.36
| 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 | |
| 203.00 | 208.00 | 40.5% | 0.98 | 0.0003 | 0.000 | 200 | 0.6000 | 2.25 | 41.6% | -0.02 | 0.0003 | -0.012 | ||||
| 194.00 | 198.50 | 39.7% | 0.98 | 0.0004 | 0.000 | 210 | 0.6000 | 2.30 | 39.2% | -0.03 | 0.0004 | -0.013 | ||||
| 184.50 | 189.20 | 1 | 37.9% | 0.97 | 0.0005 | 0.000 | 220 | 0.8500 | 3.20 | 1 | 39.2% | -0.03 | 0.0005 | -0.014 | ||
| 175.50 | 180.00 | 1 | 37.3% | 0.97 | 0.0005 | 0.000 | 230 | 1.30 | 3.10 | 2 | 37.4% | -0.04 | 0.0006 | -0.016 | ||
| 166.00 | 171.00 | 36.0% | 0.96 | 0.0006 | 0.000 | 240 | 1.65 | 3.40 | 2 | 36.1% | -0.04 | 0.0007 | -0.018 | |||
| 157.00 | 162.00 | 35.3% | 0.95 | 0.0008 | -0.001 | 250 | 1.80 | 4.50 | 6 | 35.5% | -0.05 | 0.0008 | -0.020 | |||
| 148.00 | 153.00 | 34.3% | 0.95 | 0.0009 | -0.005 | 260 | 2.30 | 4.90 | 2 | 34.2% | -0.06 | 0.0009 | -0.022 | |||
| 139.10 | 144.00 | 33.3% | 0.93 | 0.0010 | -0.009 | 270 | 2.60 | 6.00 | 33.4% | -0.07 | 0.0011 | -0.025 | ||||
| 130.50 | 135.00 | 32.5% | 0.92 | 0.0012 | -0.012 | 280 | 3.80 | 6.50 | 2 | 32.6% | -0.08 | 0.0013 | -0.028 | |||
| 122.00 | 126.50 | 31.9% | 0.91 | 0.0014 | -0.016 | 290 | 4.50 | 8.00 | 1 | 32.1% | -0.10 | 0.0015 | -0.031 | |||
| 113.50 | 118.00 | 31.1% | 0.89 | 0.0016 | -0.020 | 300 | 6.10 | 9.50 | 121 | 31.9% | -0.11 | 0.0017 | -0.034 | |||
| 105.00 | 110.00 | 1 | 30.5% | 0.87 | 0.0018 | -0.024 | 310 | 6.90 | 10.40 | 3 | 30.6% | -0.13 | 0.0019 | -0.037 | ||
| 97.00 | 102.00 | 7 | 29.9% | 0.85 | 0.0021 | -0.028 | 320 | 8.80 | 12.00 | 219 | 30.1% | -0.16 | 0.0022 | -0.040 | ||
| 89.00 | 93.50 | 29 | 28.9% | 0.83 | 0.0023 | -0.032 | 330 | 10.10 | 13.70 | 29.2% | -0.18 | 0.0024 | -0.043 | |||
| 81.80 | 86.00 | 13 | 28.6% | 0.81 | 0.0026 | -0.036 | 340 | 12.70 | 15.90 | 1 | 2 | 29.0% | -0.21 | 0.0027 | -0.047 | |
| 74.10 | 78.50 | 6 | 27.8% | 0.78 | 0.0028 | -0.039 | 350 | 15.00 | 18.50 | 7 | 28.5% | -0.24 | 0.0030 | -0.050 | ||
| 67.00 | 71.50 | 4 | 27.3% | 0.75 | 0.0031 | -0.043 | 360 | 17.80 | 21.00 | 5 | 24 | 27.9% | -0.27 | 0.0033 | -0.052 | |
| 60.90 | 65.00 | 3 | 27.1% | 0.71 | 0.0033 | -0.046 | 370 | 20.20 | 24.00 | 8 | 27.1% | -0.31 | 0.0036 | -0.055 | ||
| 54.50 | 59.00 | 1 | 26.8% | 0.68 | 0.0036 | -0.048 | 380 | 23.80 | 27.50 | 26.8% | -0.34 | 0.0039 | -0.057 | |||
| 48.50 | 53.00 | 2 | 26.3% | 0.64 | 0.0038 | -0.050 | 390 | 27.60 | 31.50 | 26.3% | -0.39 | 0.0042 | -0.059 | |||
| 43.00 | 47.00 | 21 | 25.8% | 0.61 | 0.0040 | -0.052 | 400 | 32.10 | 36.00 | 11 | 26.1% | -0.43 | 0.0045 | -0.061 | ||
| 37.50 | 42.00 | 25.4% | 0.57 | 0.0041 | -0.053 | 410 | 37.10 | 40.40 | 6 | 46 | 25.7% | -0.47 | 0.0047 | -0.062 | ||
| 33.50 | 37.50 | 42 | 25.4% | 0.53 | 0.0042 | -0.053 | 420 | 42.00 | 46.00 | 1 | 25.4% | -0.52 | 0.0049 | -0.062 | ||
| 29.00 | 32.60 | 6 | 95 | 24.9% | 0.49 | 0.0042 | -0.053 | 430 | 47.80 | 52.00 | 25.1% | -0.57 | 0.0051 | -0.063 | ||
| 25.00 | 29.10 | 6 | 24.7% | 0.45 | 0.0042 | -0.053 | 440 | 54.20 | 58.50 | 25.0% | -0.62 | 0.0052 | -0.063 | |||
| 21.10 | 26.00 | 24 | 24.5% | 0.41 | 0.0042 | -0.051 | 450 | 60.50 | 65.00 | 24.5% | -0.67 | 0.0053 | -0.062 | |||
| 18.00 | 23.00 | 66 | 24.4% | 0.37 | 0.0041 | -0.050 | 460 | 68.00 | 72.50 | 24.5% | -0.72 | 0.0054 | -0.060 | |||
| 15.00 | 20.00 | 6 | 24.1% | 0.33 | 0.0040 | -0.047 | 470 | 76.00 | 80.50 | 24.6% | -0.77 | 0.0054 | -0.057 | |||
| 12.60 | 16.80 | 23.7% | 0.30 | 0.0039 | -0.045 | 480 | 84.00 | 88.50 | 24.3% | -0.82 | 0.0054 | -0.053 | ||||
| 10.50 | 14.50 | 1 | 23.5% | 0.26 | 0.0037 | -0.042 | 490 | 93.00 | 97.00 | 24.5% | -0.87 | 0.0053 | -0.053 | |||
| 8.80 | 12.50 | 23.4% | 0.23 | 0.0035 | -0.039 | 500 | 102.50 | 106.00 | 24.9% | -0.92 | 0.0058 | -0.058 | ||||
| 6.00 | 9.40 | 23.3% | 0.18 | 0.0030 | -0.033 | 520 | 121.00 | 125.50 | 25.7% | -0.99 | 0.0013 | -0.054 | ||||
| 4.00 | 6.70 | 23.0% | 0.14 | 0.0025 | -0.027 | 540 | 141.00 | 145.50 | 28.2% | -1.00 | 0.0000 | -0.054 | ||||
| 1.50 | 4.90 | 22.0% | 0.10 | 0.0021 | -0.023 | 560 | 161.10 | 165.30 | 30.5% | -1.00 | 0.0000 | -0.054 | ||||
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 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.