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 ±23.6% (303.50–490.60) · ATM IV 26.1% · P/C open interest 0.96
| 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 | |
| 207.00 | 212.00 | 13 | 39.0% | 0.98 | 0.0004 | 0.000 | 200 | 1.10 | 3.40 | 21 | 39.3% | -0.03 | 0.0004 | -0.013 | ||
| 198.00 | 202.50 | 11 | 37.2% | 0.97 | 0.0004 | 0.000 | 210 | 1.45 | 3.60 | 213 | 37.9% | -0.03 | 0.0005 | -0.014 | ||
| 189.00 | 193.50 | 3 | 36.2% | 0.97 | 0.0005 | 0.000 | 220 | 1.80 | 5.00 | 7 | 38.0% | -0.04 | 0.0005 | -0.015 | ||
| 180.00 | 184.50 | 43 | 35.1% | 0.96 | 0.0006 | 0.000 | 230 | 1.70 | 5.00 | 9 | 35.7% | -0.05 | 0.0006 | -0.016 | ||
| 171.00 | 176.00 | 18 | 34.4% | 0.95 | 0.0007 | 0.000 | 240 | 2.05 | 5.50 | 59 | 34.5% | -0.05 | 0.0007 | -0.018 | ||
| 162.50 | 167.00 | 21 | 33.6% | 0.95 | 0.0008 | 0.000 | 250 | 3.00 | 6.00 | 106 | 33.8% | -0.06 | 0.0008 | -0.019 | ||
| 154.00 | 158.50 | 3 | 33.1% | 0.94 | 0.0009 | -0.003 | 260 | 3.70 | 7.00 | 36 | 33.1% | -0.07 | 0.0010 | -0.021 | ||
| 145.50 | 150.00 | 17 | 32.4% | 0.92 | 0.0010 | -0.005 | 270 | 5.00 | 8.00 | 158 | 32.7% | -0.08 | 0.0011 | -0.023 | ||
| 137.00 | 141.50 | 28 | 31.6% | 0.91 | 0.0012 | -0.009 | 280 | 6.30 | 9.00 | 287 | 32.1% | -0.10 | 0.0013 | -0.026 | ||
| 129.00 | 133.50 | 30 | 31.2% | 0.90 | 0.0014 | -0.012 | 290 | 6.50 | 10.50 | 60 | 31.0% | -0.11 | 0.0014 | -0.028 | ||
| 121.50 | 124.50 | 44 | 30.4% | 0.88 | 0.0015 | -0.015 | 300 | 9.20 | 11.50 | 141 | 30.9% | -0.13 | 0.0016 | -0.031 | ||
| 113.00 | 117.50 | 97 | 30.0% | 0.86 | 0.0017 | -0.019 | 310 | 9.70 | 13.50 | 90 | 30.0% | -0.15 | 0.0018 | -0.033 | ||
| 105.50 | 109.00 | 27 | 29.1% | 0.84 | 0.0019 | -0.022 | 320 | 12.10 | 15.00 | 75 | 29.6% | -0.17 | 0.0020 | -0.036 | ||
| 98.50 | 101.50 | 59 | 28.8% | 0.82 | 0.0021 | -0.026 | 330 | 14.90 | 17.00 | 49 | 124 | 29.3% | -0.19 | 0.0022 | -0.039 | |
| 91.50 | 94.50 | 71 | 28.6% | 0.80 | 0.0022 | -0.029 | 340 | 17.20 | 19.40 | 316 | 28.9% | -0.22 | 0.0025 | -0.041 | ||
| 84.50 | 87.50 | 5 | 96 | 28.1% | 0.77 | 0.0024 | -0.032 | 350 | 19.80 | 21.90 | 21 | 179 | 28.3% | -0.25 | 0.0027 | -0.043 |
| 77.30 | 80.50 | 46 | 27.4% | 0.75 | 0.0026 | -0.034 | 360 | 23.00 | 24.50 | 35 | 292 | 27.9% | -0.28 | 0.0029 | -0.045 | |
| 71.00 | 74.00 | 251 | 27.0% | 0.72 | 0.0028 | -0.036 | 370 | 25.70 | 28.00 | 359 | 27.4% | -0.31 | 0.0032 | -0.047 | ||
| 64.50 | 68.50 | 29 | 26.7% | 0.69 | 0.0030 | -0.038 | 380 | 29.10 | 31.50 | 102 | 27.0% | -0.34 | 0.0034 | -0.049 | ||
| 58.50 | 62.50 | 82 | 26.2% | 0.66 | 0.0031 | -0.040 | 390 | 33.00 | 35.40 | 46 | 26.6% | -0.38 | 0.0036 | -0.051 | ||
| 53.00 | 56.80 | 174 | 25.9% | 0.63 | 0.0033 | -0.042 | 400 | 37.30 | 40.00 | 7 | 26.3% | -0.41 | 0.0038 | -0.052 | ||
| 47.50 | 51.50 | 143 | 25.4% | 0.60 | 0.0034 | -0.043 | 410 | 42.10 | 44.50 | 57 | 26.0% | -0.45 | 0.0041 | -0.053 | ||
| 42.50 | 47.00 | 139 | 25.2% | 0.56 | 0.0035 | -0.044 | 420 | 46.20 | 50.00 | 1 | 25.5% | -0.49 | 0.0043 | -0.054 | ||
| 38.00 | 42.50 | 89 | 24.9% | 0.53 | 0.0036 | -0.044 | 430 | 51.50 | 55.50 | 25.1% | -0.54 | 0.0045 | -0.055 | |||
| 35.60 | 38.50 | 222 | 25.2% | 0.50 | 0.0036 | -0.044 | 440 | 57.60 | 61.50 | 24.9% | -0.58 | 0.0046 | -0.056 | |||
| 31.80 | 35.00 | 82 | 25.1% | 0.46 | 0.0036 | -0.044 | 450 | 64.00 | 68.00 | 1 | 24.7% | -0.63 | 0.0048 | -0.056 | ||
| 28.20 | 31.50 | 90 | 24.9% | 0.43 | 0.0036 | -0.043 | 460 | 71.00 | 75.00 | 24.6% | -0.67 | 0.0049 | -0.056 | |||
| 24.90 | 27.20 | 34 | 24.4% | 0.40 | 0.0036 | -0.043 | 470 | 78.00 | 82.50 | 24.3% | -0.72 | 0.0050 | -0.055 | |||
| 21.90 | 25.00 | 174 | 24.4% | 0.37 | 0.0035 | -0.041 | 480 | 86.00 | 90.50 | 24.4% | -0.76 | 0.0050 | -0.053 | |||
| 19.40 | 21.80 | 89 | 24.1% | 0.34 | 0.0034 | -0.040 | 490 | 95.00 | 98.50 | 24.6% | -0.81 | 0.0052 | -0.050 | |||
| 16.90 | 19.40 | 17 | 269 | 24.0% | 0.31 | 0.0034 | -0.038 | 500 | 103.00 | 107.00 | 24.2% | -0.86 | 0.0053 | -0.048 | ||
| 11.50 | 14.40 | 21 | 22.9% | 0.25 | 0.0031 | -0.034 | 520 | 121.50 | 125.50 | 24.6% | -0.95 | 0.0051 | -0.056 | |||
| 8.40 | 12.00 | 27 | 23.0% | 0.21 | 0.0028 | -0.030 | 540 | 140.50 | 145.50 | 25.8% | -1.00 | 0.0003 | -0.056 | |||
| 6.10 | 9.50 | 70 | 22.9% | 0.17 | 0.0024 | -0.026 | 560 | 160.70 | 165.50 | 28.3% | -1.00 | 0.0000 | -0.056 | |||
| 4.30 | 7.50 | 1 | 22.8% | 0.13 | 0.0021 | -0.023 | 580 | 180.70 | 185.50 | 30.4% | -1.00 | 0.0000 | -0.056 | |||
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 — Jan 21, 2028
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.