MDT catena di opzioni Medtronic Plc
Cboe delayed options data · aggiornato al 15:40 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 ±6.1% (87.11–98.40) · ATM IV 25.5% · P/C open interest 0.80
| 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 | |
| 41.15 | 45.10 | 103.7% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.2500 | 1 | 99.4% | -0.00 | 0.0004 | -0.002 | |||
| 36.20 | 40.10 | 89.7% | 1.00 | 0.0006 | 0.000 | 55 | 0 | 2.13 | 25 | 129.6% | -0.00 | 0.0006 | -0.003 | |||
| 31.20 | 35.10 | 4 | 74.9% | 0.99 | 0.0009 | 0.000 | 60 | 0 | 2.13 | 2,540 | 111.9% | -0.01 | 0.0009 | -0.004 | ||
| 26.25 | 30.15 | 7 | 64.7% | 0.99 | 0.0015 | -0.001 | 65 | 0 | 0.3000 | 339 | 63.0% | -0.01 | 0.0015 | -0.004 | ||
| 23.75 | 27.65 | 58.2% | 0.99 | 0.0020 | -0.002 | 67.5 | 0 | 0.7900 | 342 | 68.8% | -0.01 | 0.0020 | -0.005 | |||
| 21.25 | 25.20 | 53.3% | 0.99 | 0.0027 | -0.003 | 70 | 0 | 0.5500 | 238 | 57.8% | -0.01 | 0.0027 | -0.006 | |||
| 18.75 | 22.75 | 48.4% | 0.98 | 0.0037 | -0.004 | 72.5 | 0 | 1.01 | 500 | 59.4% | -0.02 | 0.0037 | -0.007 | |||
| 16.30 | 20.30 | 308 | 44.5% | 0.98 | 0.0052 | -0.006 | 75 | 0.0300 | 0.6400 | 574 | 48.1% | -0.02 | 0.0052 | -0.008 | ||
| 13.80 | 17.75 | 108 | 37.6% | 0.97 | 0.0076 | -0.008 | 77.5 | 0 | 0.6800 | 2 | 583 | 42.3% | -0.03 | 0.0076 | -0.010 | |
| 11.40 | 15.40 | 1 | 148 | 35.8% | 0.95 | 0.0113 | -0.011 | 80 | 0.1000 | 0.2300 | 1,473 | 31.1% | -0.05 | 0.0114 | -0.013 | |
| 9.50 | 13.40 | 32.2% | 0.93 | 0.0159 | -0.014 | 82 | 0 | 1.66 | 41.2% | -0.07 | 0.0161 | -0.016 | ||||
| 9.45 | 12.95 | 715 | 36.0% | 0.93 | 0.0174 | -0.015 | 82.5 | 0.1200 | 0.2700 | 2 | 1,647 | 26.8% | -0.07 | 0.0175 | -0.017 | |
| 9.00 | 12.45 | 35.2% | 0.92 | 0.0189 | -0.016 | 83 | 0 | 0.9400 | 32.2% | -0.08 | 0.0192 | -0.018 | ||||
| 7.65 | 11.55 | 30.3% | 0.90 | 0.0225 | -0.019 | 84 | 0 | 1.13 | 31.4% | -0.10 | 0.0228 | -0.020 | ||||
| 8.05 | 9.05 | 11 | 780 | 26.8% | 0.88 | 0.0267 | -0.021 | 85 | 0.2600 | 0.4800 | 19 | 1,608 | 25.4% | -0.12 | 0.0270 | -0.023 |
| 6.25 | 9.75 | 31.1% | 0.85 | 0.0314 | -0.024 | 86 | 0.4800 | 0.8600 | 28.0% | -0.15 | 0.0318 | -0.026 | ||||
| 5.45 | 8.90 | 30.4% | 0.82 | 0.0365 | -0.028 | 87 | 0 | 0.8100 | 21.2% | -0.18 | 0.0370 | -0.029 | ||||
| 5.00 | 7.75 | 3 | 1,069 | 25.1% | 0.81 | 0.0391 | -0.029 | 87.5 | 0.7300 | 0.8400 | 24 | 1,021 | 25.4% | -0.20 | 0.0397 | -0.030 |
| 4.65 | 8.10 | 29.7% | 0.79 | 0.0418 | -0.031 | 88 | 0.8100 | 0.9800 | 25.4% | -0.22 | 0.0424 | -0.032 | ||||
| 3.85 | 7.30 | 28.7% | 0.74 | 0.0470 | -0.034 | 89 | 0 | 1.20 | 18.8% | -0.26 | 0.0478 | -0.035 | ||||
| 4.35 | 5.20 | 2,078 | 27.3% | 0.69 | 0.0520 | -0.036 | 90 | 1.31 | 1.45 | 62 | 1,822 | 24.4% | -0.31 | 0.0529 | -0.037 | |
| 3.70 | 5.95 | 33.7% | 0.64 | 0.0562 | -0.038 | 91 | 1.60 | 1.83 | 24.1% | -0.36 | 0.0573 | -0.039 | ||||
| 1.89 | 5.35 | 27.6% | 0.58 | 0.0594 | -0.039 | 92 | 1.96 | 2.19 | 23.6% | -0.42 | 0.0608 | -0.041 | ||||
| 2.81 | 3.10 | 2 | 2,611 | 23.9% | 0.55 | 0.0605 | -0.040 | 92.5 | 2.26 | 2.43 | 513 | 2,260 | 23.9% | -0.45 | 0.0620 | -0.041 |
| 1.33 | 4.80 | 27.2% | 0.52 | 0.0613 | -0.040 | 93 | 2.45 | 2.71 | 23.8% | -0.49 | 0.0629 | -0.041 | ||||
| 2.04 | 3.50 | 3 | 28.7% | 0.46 | 0.0617 | -0.040 | 94 | 2.71 | 3.25 | 22.5% | -0.55 | 0.0636 | -0.041 | |||
| 1.69 | 1.78 | 137 | 3,768 | 23.0% | 0.40 | 0.0605 | -0.038 | 95 | 3.55 | 3.75 | 64 | 1,155 | 23.1% | -0.61 | 0.0628 | -0.039 |
| 0 | 1.54 | 16.6% | 0.34 | 0.0578 | -0.036 | 96 | 2.19 | 4.40 | 10.7% | -0.67 | 0.0604 | -0.037 | ||||
| 0.9200 | 1.15 | 22.3% | 0.29 | 0.0539 | -0.033 | 97 | 4.85 | 5.45 | 24.3% | -0.73 | 0.0569 | -0.035 | ||||
| 0.9200 | 1.02 | 50 | 2,443 | 22.9% | 0.26 | 0.0516 | -0.032 | 97.5 | 4.55 | 5.75 | 306 | 19.8% | -0.76 | 0.0546 | -0.033 | |
| 0.7400 | 0.9300 | 22.7% | 0.24 | 0.0490 | -0.030 | 98 | 3.70 | 6.55 | -0.78 | 0.0524 | -0.032 | |||||
| 0 | 0.7400 | 18.8% | 0.20 | 0.0436 | -0.027 | 99 | 4.55 | 7.90 | -0.83 | 0.0473 | -0.028 | |||||
| 0.4300 | 0.5700 | 209 | 4,257 | 22.9% | 0.16 | 0.0380 | -0.024 | 100 | 5.65 | 8.00 | 91 | -0.87 | 0.0421 | -0.025 | ||
| 0 | 2.42 | 34.5% | 0.13 | 0.0327 | -0.021 | 101 | 6.35 | 8.95 | -0.90 | 0.0370 | -0.022 | |||||
| 0 | 2.28 | 35.9% | 0.10 | 0.0278 | -0.018 | 102 | 7.30 | 10.40 | -0.93 | 0.0327 | -0.020 | |||||
| 0 | 2.17 | 37.5% | 0.09 | 0.0236 | -0.016 | 103 | 8.25 | 11.60 | -0.95 | 0.0286 | -0.018 | |||||
| 0 | 2.35 | 40.8% | 0.07 | 0.0201 | -0.014 | 104 | 9.20 | 12.30 | -0.97 | 0.0237 | -0.016 | |||||
| 0 | 0.2500 | 28 | 1,944 | 23.7% | 0.06 | 0.0173 | -0.013 | 105 | 10.20 | 13.50 | 83 | -0.98 | 0.0196 | -0.015 | ||
| 0.0100 | 0.1700 | 16 | 320 | 29.1% | 0.04 | 0.0096 | -0.010 | 110 | 15.15 | 19.00 | -0.99 | 0.0064 | -0.012 | |||
| 0 | 0.7500 | 188 | 46.1% | 0.03 | 0.0062 | -0.009 | 115 | 20.15 | 24.00 | -1.00 | 0.0024 | -0.011 | ||||
| 0 | 0.7500 | 13 | 53.0% | 0.02 | 0.0043 | -0.008 | 120 | 25.15 | 29.00 | -1.00 | 0.0007 | -0.011 | ||||
| 0 | 0.1400 | 29 | 45.1% | 0.02 | 0.0031 | -0.007 | 125 | 30.15 | 34.00 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 2.13 | 82.5% | 0.01 | 0.0024 | -0.006 | 130 | 35.15 | 39.10 | -1.00 | 0.0000 | -0.011 | |||||
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.
callput