MDT catena di opzioni Medtronic plc
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 ±13.0% (80.92–105.17) · ATM IV 27.1% · P/C open interest 0.87
| 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 | |
| 43.60 | 47.25 | 1.00 | 0.0005 | 0.000 | 47.5 | 0 | 2.00 | 3 | 76.9% | -0.01 | 0.0011 | -0.004 | ||||
| 41.10 | 45.00 | 16 | 1.00 | 0.0007 | 0.000 | 50 | 0 | 1.96 | 120 | 71.5% | -0.01 | 0.0013 | -0.004 | |||
| 36.10 | 39.35 | 6 | 0.99 | 0.0013 | 0.000 | 55 | 0 | 0.6000 | 12 | 178 | 48.4% | -0.02 | 0.0018 | -0.004 | ||
| 31.15 | 35.05 | 66 | 0.99 | 0.0022 | 0.000 | 60 | 0.0500 | 0.4700 | 13 | 667 | 40.3% | -0.03 | 0.0027 | -0.005 | ||
| 26.25 | 29.45 | 29 | 0.98 | 0.0039 | 0.000 | 65 | 0.1000 | 0.6400 | 13 | 1,223 | 36.4% | -0.04 | 0.0041 | -0.005 | ||
| 23.75 | 27.55 | 10 | 0.97 | 0.0050 | -0.000 | 67.5 | 0.1100 | 0.4900 | 368 | 31.8% | -0.04 | 0.0051 | -0.006 | |||
| 21.30 | 24.55 | 150 | 0.96 | 0.0063 | -0.002 | 70 | 0.1000 | 1.28 | 646 | 34.7% | -0.05 | 0.0064 | -0.007 | |||
| 18.95 | 21.35 | 54 | 0.94 | 0.0080 | -0.003 | 72.5 | 0 | 1.22 | 1,694 | 30.3% | -0.07 | 0.0082 | -0.008 | |||
| 16.60 | 20.30 | 439 | 23.3% | 0.92 | 0.0100 | -0.005 | 75 | 0.2900 | 1.00 | 1 | 1,625 | 27.5% | -0.09 | 0.0106 | -0.010 | |
| 14.40 | 17.65 | 402 | 21.3% | 0.89 | 0.0126 | -0.007 | 77.5 | 0.8000 | 1.79 | 561 | 30.1% | -0.12 | 0.0133 | -0.012 | ||
| 12.90 | 16.00 | 1,210 | 27.2% | 0.85 | 0.0156 | -0.010 | 80 | 1.11 | 2.03 | 684 | 28.5% | -0.16 | 0.0163 | -0.014 | ||
| 10.45 | 13.55 | 1,363 | 23.6% | 0.80 | 0.0188 | -0.013 | 82.5 | 1.18 | 2.71 | 13 | 419 | 27.0% | -0.21 | 0.0193 | -0.016 | |
| 8.60 | 12.35 | 822 | 25.8% | 0.75 | 0.0219 | -0.015 | 85 | 1.67 | 3.60 | 19 | 2,646 | 26.9% | -0.27 | 0.0223 | -0.017 | |
| 6.90 | 9.55 | 874 | 22.6% | 0.69 | 0.0248 | -0.017 | 87.5 | 2.49 | 4.30 | 7 | 625 | 26.3% | -0.33 | 0.0250 | -0.019 | |
| 6.90 | 7.40 | 127 | 2,322 | 24.9% | 0.62 | 0.0271 | -0.019 | 90 | 4.15 | 4.60 | 36 | 1,543 | 26.0% | -0.39 | 0.0270 | -0.019 |
| 5.60 | 7.60 | 1 | 638 | 28.4% | 0.55 | 0.0284 | -0.020 | 92.5 | 4.80 | 6.25 | 75 | 379 | 25.7% | -0.46 | 0.0282 | -0.020 |
| 4.50 | 6.30 | 92 | 808 | 28.0% | 0.48 | 0.0288 | -0.020 | 95 | 6.00 | 7.55 | 424 | 25.2% | -0.53 | 0.0284 | -0.019 | |
| 3.05 | 5.15 | 138 | 865 | 26.5% | 0.42 | 0.0282 | -0.020 | 97.5 | 8.00 | 9.20 | 590 | 26.5% | -0.60 | 0.0278 | -0.018 | |
| 1.91 | 3.30 | 23 | 2,202 | 23.2% | 0.35 | 0.0267 | -0.019 | 100 | 8.55 | 11.75 | 564 | 25.9% | -0.66 | 0.0265 | -0.017 | |
| 1.69 | 2.04 | 14 | 1,440 | 25.5% | 0.24 | 0.0223 | -0.016 | 105 | 12.40 | 15.75 | 395 | 26.8% | -0.77 | 0.0227 | -0.014 | |
| 0.0400 | 1.81 | 2,021 | 24.3% | 0.16 | 0.0172 | -0.013 | 110 | 17.70 | 19.60 | 1 | 29.7% | -0.85 | 0.0183 | -0.010 | ||
| 0.0100 | 1.60 | 895 | 27.4% | 0.12 | 0.0130 | -0.011 | 115 | 22.05 | 24.80 | 33.0% | -0.90 | 0.0140 | -0.007 | |||
| 0 | 1.70 | 329 | 31.7% | 0.09 | 0.0101 | -0.010 | 120 | 26.55 | 29.60 | 34.5% | -0.93 | 0.0108 | -0.005 | |||
| 0 | 1.00 | 61 | 31.2% | 0.08 | 0.0082 | -0.010 | 125 | 31.65 | 34.00 | 35.8% | -0.94 | 0.0086 | -0.003 | |||
| 0 | 1.60 | 354 | 38.0% | 0.07 | 0.0069 | -0.009 | 130 | 35.75 | 39.40 | 36.0% | -0.95 | 0.0070 | -0.001 | |||
| 0 | 1.80 | 81 | 42.2% | 0.06 | 0.0059 | -0.009 | 135 | 40.70 | 44.35 | 38.5% | -0.96 | 0.0059 | 0.000 | |||
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 15, 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.