MDB catena di opzioni MongoDB, Inc.

Scadenza Cboe delayed options data · aggiornato al 18:40 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 ±14.5% (311.15–416.45) · ATM IV 62.1% · P/C open interest 0.74

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
173.15	184.15		1		0.99	0.0002	-0.007	185	0	0.8200		12	107.0%	-0.01	0.0002	-0.029
168.20	178.85		3		0.99	0.0002	-0.010	190	0.0100	0.8500	8	56	103.8%	-0.01	0.0002	-0.032
163.25	174.10		1		0.99	0.0002	-0.014	195	0.0100	0.3500		58	89.4%	-0.01	0.0002	-0.035
158.30	169.05		4		0.99	0.0002	-0.018	200	0.1000	0.8500		1,083	97.8%	-0.01	0.0003	-0.038
148.35	159.25		55		0.99	0.0003	-0.026	210	0.0100	0.8200		134	88.9%	-0.01	0.0003	-0.046
138.50	149.40		14		0.98	0.0004	-0.037	220	0.1500	0.9400	1	1,329	85.6%	-0.02	0.0004	-0.055
128.70	140.25		44		0.98	0.0006	-0.049	230	0.1300	0.9000		211	78.2%	-0.02	0.0006	-0.066
118.90	129.50		31		0.97	0.0007	-0.063	240	0.2200	1.11	1	229	74.9%	-0.03	0.0007	-0.079
109.20	119.75		30		0.96	0.0009	-0.081	250	0.4400	1.59	2	462	73.8%	-0.03	0.0009	-0.095
100.45	109.35		42	45.5%	0.95	0.0012	-0.101	260	0.9500	1.53	5	301	70.0%	-0.04	0.0012	-0.115
93.20	100.05		64	68.3%	0.94	0.0016	-0.126	270	1.56	2.29	4	364	69.7%	-0.06	0.0016	-0.139
83.90	90.95		67	67.2%	0.92	0.0020	-0.156	280	2.17	3.35	21	981	68.8%	-0.08	0.0020	-0.167
74.85	82.60		26	67.4%	0.90	0.0025	-0.190	290	3.00	4.65	8	1,155	67.6%	-0.10	0.0025	-0.200
70.45	78.20			66.5%	0.88	0.0028	-0.209	295	3.55	7.10		1	71.0%	-0.12	0.0028	-0.218
66.15	73.15		186	64.1%	0.87	0.0030	-0.229	300	4.35	6.05	92	989	66.5%	-0.13	0.0031	-0.237
61.90	69.60			64.9%	0.85	0.0033	-0.248	305	5.05	7.65			67.3%	-0.15	0.0034	-0.257
57.80	65.25		122	63.8%	0.83	0.0036	-0.269	310	6.00	7.95	6	328	65.6%	-0.17	0.0037	-0.277
53.80	61.35			63.4%	0.81	0.0040	-0.289	315	7.00	8.40		6	64.0%	-0.19	0.0040	-0.296
51.95	58.45			61.7%	0.80	0.0041	-0.299	317.5	7.50	8.60			63.1%	-0.20	0.0041	-0.306
50.00	56.65	1	249	61.7%	0.79	0.0042	-0.308	320	8.25	9.20		496	63.0%	-0.21	0.0043	-0.315
48.15	54.60			61.3%	0.78	0.0044	-0.318	322.5	8.70	10.05			63.1%	-0.22	0.0044	-0.325
46.30	52.75			61.1%	0.76	0.0045	-0.327	325	9.45	12.15	1	1	65.2%	-0.24	0.0046	-0.334
44.45	50.90		1	60.8%	0.75	0.0047	-0.336	327.5	10.10	12.95	2		65.1%	-0.25	0.0047	-0.343
42.70	49.25	2	653	60.9%	0.74	0.0048	-0.345	330	10.90	12.35	7	441	63.0%	-0.26	0.0048	-0.351
41.85	47.65		1	62.2%	0.73	0.0050	-0.353	332.5	11.55	16.05			66.8%	-0.27	0.0050	-0.359
41.80	45.60		1	63.8%	0.71	0.0051	-0.361	335	12.35	15.75			65.1%	-0.29	0.0051	-0.367
37.60	43.95	141	1	60.2%	0.70	0.0052	-0.369	337.5	13.20	17.50			66.1%	-0.30	0.0052	-0.374
36.65	41.65	11	350	60.1%	0.68	0.0053	-0.376	340	14.00	17.40	19	452	64.5%	-0.32	0.0053	-0.381
34.35	40.75	4		59.9%	0.67	0.0054	-0.382	342.5	14.85	17.85			63.6%	-0.33	0.0054	-0.387
33.20	38.75	2	44	59.7%	0.66	0.0055	-0.388	345	15.90	19.00	10	7	63.8%	-0.34	0.0056	-0.393
32.30	37.55	11	14	60.7%	0.64	0.0056	-0.394	347.5	16.85	21.40		9	65.4%	-0.36	0.0056	-0.398
33.10	34.45	12	1,513	62.1%	0.63	0.0057	-0.398	350	17.70	21.50	2	777	63.8%	-0.37	0.0057	-0.403
29.35	34.50	6	13	60.2%	0.61	0.0058	-0.403	352.5	18.80	22.70		40	63.8%	-0.39	0.0058	-0.407
28.15	33.20	26	16	60.4%	0.60	0.0059	-0.406	355	20.00	22.00	73	11	61.6%	-0.40	0.0059	-0.410
26.75	31.45	6	4	59.8%	0.58	0.0059	-0.409	357.5	21.15	23.20	87	6	60.7%	-0.42	0.0060	-0.413
26.20	30.30	19	2,552	60.8%	0.57	0.0060	-0.412	360	22.20	26.65	4	500	64.0%	-0.43	0.0060	-0.415
25.35	29.05	41		61.2%	0.55	0.0060	-0.413	362.5	23.35	28.80	2	3	64.8%	-0.45	0.0061	-0.417
23.80	27.80	10	2	60.6%	0.54	0.0061	-0.415	365	24.60	29.10	1		63.5%	-0.46	0.0061	-0.418
20.45	25.10	4	1,423	58.8%	0.51	0.0061	-0.415	370	26.95	30.55	3	492	61.5%	-0.49	0.0062	-0.418
19.60	23.05	6	15	60.3%	0.48	0.0061	-0.413	375	29.70	35.15			63.4%	-0.52	0.0062	-0.415
17.35	21.00	9	435	59.8%	0.45	0.0061	-0.409	380	32.65	36.35		244	61.1%	-0.56	0.0062	-0.410
15.25	18.85		3	59.1%	0.42	0.0060	-0.402	385	35.50	39.75			60.9%	-0.58	0.0061	-0.404
14.85	16.25	3	151	59.4%	0.39	0.0060	-0.394	390	38.85	42.70	148	66	60.5%	-0.61	0.0060	-0.395
12.15	13.30	251	1,346	59.8%	0.33	0.0057	-0.371	400	45.55	49.95		240	60.4%	-0.67	0.0058	-0.371
10.10	11.00	3	519	60.7%	0.28	0.0053	-0.343	410	53.10	56.95		24	59.7%	-0.72	0.0054	-0.343
7.35	8.90	46	185	59.6%	0.24	0.0049	-0.311	420	61.00	66.85		59	62.6%	-0.77	0.0050	-0.311
6.10	7.00	9	284	60.0%	0.20	0.0044	-0.279	430	68.25	75.20		310	61.2%	-0.81	0.0045	-0.278
4.40	5.75	10	159	59.7%	0.16	0.0039	-0.248	440	76.50	83.85		52	60.7%	-0.84	0.0040	-0.246
3.55	4.55	32	631	60.1%	0.14	0.0034	-0.218	450	85.25	92.80		15	60.5%	-0.87	0.0035	-0.216
3.00	3.45	10	325	60.5%	0.11	0.0030	-0.191	460	94.95	102.00		20	62.2%	-0.90	0.0031	-0.188
1.89	3.00	14	189	60.2%	0.09	0.0026	-0.168	470	103.55	115.25		14	70.7%	-0.92	0.0027	-0.164
1.94	2.37	3	128	62.0%	0.08	0.0022	-0.147	480	113.15	123.95		25	70.6%	-0.93	0.0023	-0.142
1.50	1.91	27	87	62.3%	0.06	0.0019	-0.129	490	123.45	133.60		9	74.2%	-0.95	0.0020	-0.125
1.12	1.79		176	63.5%	0.05	0.0016	-0.114	500	133.25	143.30		11	76.5%	-0.96	0.0018	-0.109
0.7900	2.04		156	66.2%	0.05	0.0014	-0.101	510	142.75	153.15		9	78.0%	-0.97	0.0016	-0.095
0.6000	1.69	100	293	66.6%	0.04	0.0012	-0.090	520	152.15	163.00		5	78.8%	-0.97	0.0014	-0.087
0.2900	1.18	3	83	64.5%	0.03	0.0011	-0.080	530	162.05	172.90			81.3%	-0.98	0.0013	-0.075
0.5300	0.8500	42	275	66.5%	0.03	0.0009	-0.072	540	171.70	182.85			82.8%	-0.99	0.0011	-0.061

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.

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MDB catena di opzioni MongoDB, Inc.

Volatility smile — Nov 20, 2026

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