MET catena di opzioni MetLife, 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 ±8.5% (92.03–109.14) · ATM IV 26.4% · P/C open interest 1.51
| 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 | |
| 43.50 | 47.50 | 67 | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.9500 | 202 | 87.6% | -0.01 | 0.0009 | -0.005 | |||
| 41.00 | 45.10 | 137 | 1.00 | 0.0006 | 0.000 | 57.5 | 0 | 0.9500 | 73 | 82.0% | -0.01 | 0.0011 | -0.006 | |||
| 38.60 | 42.40 | 10 | 0.99 | 0.0008 | 0.000 | 60 | 0 | 0.7500 | 267 | 73.2% | -0.01 | 0.0013 | -0.006 | |||
| 36.80 | 39.30 | 1 | 5 | 0.99 | 0.0011 | 0.000 | 62.5 | 0 | 0.6500 | 68 | 66.4% | -0.01 | 0.0016 | -0.007 | ||
| 33.60 | 37.40 | 100 | 0.99 | 0.0015 | -0.001 | 65 | 0.0500 | 0.2000 | 220 | 52.5% | -0.02 | 0.0020 | -0.008 | |||
| 31.10 | 35.10 | 4 | 0.99 | 0.0020 | -0.003 | 67.5 | 0.1000 | 0.2500 | 286 | 51.1% | -0.02 | 0.0025 | -0.009 | |||
| 28.70 | 32.60 | 30 | 0.98 | 0.0027 | -0.004 | 70 | 0 | 0.9500 | 161 | 56.9% | -0.03 | 0.0031 | -0.009 | |||
| 26.20 | 29.80 | 69 | 0.98 | 0.0036 | -0.006 | 72.5 | 0 | 0.9500 | 108 | 52.3% | -0.03 | 0.0038 | -0.011 | |||
| 24.10 | 27.00 | 187 | 0.97 | 0.0048 | -0.009 | 75 | 0.2000 | 0.3500 | 482 | 42.7% | -0.04 | 0.0048 | -0.012 | |||
| 22.00 | 24.50 | 165 | 36.4% | 0.96 | 0.0064 | -0.011 | 77.5 | 0.0500 | 0.7500 | 190 | 41.8% | -0.05 | 0.0061 | -0.014 | ||
| 19.70 | 21.70 | 66 | 28.5% | 0.95 | 0.0083 | -0.014 | 80 | 0.0500 | 1.00 | 663 | 40.1% | -0.06 | 0.0078 | -0.016 | ||
| 17.10 | 19.50 | 95 | 30.4% | 0.93 | 0.0107 | -0.017 | 82.5 | 0.3500 | 0.9000 | 191 | 37.5% | -0.08 | 0.0100 | -0.018 | ||
| 14.80 | 17.20 | 414 | 31.1% | 0.91 | 0.0137 | -0.020 | 85 | 0.5000 | 1.00 | 2,704 | 34.9% | -0.10 | 0.0128 | -0.020 | ||
| 13.40 | 14.40 | 1 | 153 | 32.4% | 0.87 | 0.0172 | -0.023 | 87.5 | 0.7500 | 1.15 | 306 | 32.8% | -0.13 | 0.0163 | -0.023 | |
| 10.40 | 12.70 | 572 | 29.2% | 0.83 | 0.0212 | -0.026 | 90 | 1.10 | 1.30 | 11 | 575 | 30.6% | -0.17 | 0.0205 | -0.026 | |
| 8.80 | 10.30 | 2 | 762 | 28.7% | 0.78 | 0.0257 | -0.029 | 92.5 | 1.60 | 1.75 | 202 | 29.7% | -0.23 | 0.0253 | -0.030 | |
| 7.00 | 8.40 | 1 | 3,060 | 28.0% | 0.71 | 0.0303 | -0.032 | 95 | 2.00 | 2.30 | 6 | 154 | 27.7% | -0.29 | 0.0304 | -0.033 |
| 5.40 | 6.30 | 61 | 558 | 26.1% | 0.63 | 0.0344 | -0.034 | 97.5 | 2.80 | 3.10 | 150 | 26.8% | -0.37 | 0.0350 | -0.035 | |
| 4.40 | 4.70 | 1 | 592 | 26.5% | 0.54 | 0.0372 | -0.035 | 100 | 3.90 | 4.10 | 4 | 228 | 26.2% | -0.46 | 0.0381 | -0.035 |
| 2.20 | 2.50 | 18 | 826 | 25.4% | 0.36 | 0.0361 | -0.032 | 105 | 6.30 | 7.80 | 28 | 26.7% | -0.66 | 0.0376 | -0.032 | |
| 1.05 | 1.20 | 3 | 1,080 | 25.3% | 0.21 | 0.0277 | -0.024 | 110 | 10.00 | 11.60 | 26.4% | -0.81 | 0.0291 | -0.024 | ||
| 0.4500 | 0.8500 | 641 | 27.3% | 0.11 | 0.0180 | -0.016 | 115 | 14.20 | 16.50 | 28.7% | -0.91 | 0.0183 | -0.015 | |||
| 0 | 0.7500 | 132 | 29.0% | 0.06 | 0.0107 | -0.010 | 120 | 19.00 | 21.80 | 35.5% | -0.96 | 0.0098 | -0.007 | |||
| 0 | 0.7500 | 70 | 34.0% | 0.03 | 0.0062 | -0.006 | 125 | 23.10 | 26.90 | 33.6% | -0.98 | 0.0045 | -0.001 | |||
| 0 | 0.7500 | 52 | 38.6% | 0.02 | 0.0035 | -0.004 | 130 | 27.90 | 31.90 | 35.0% | -0.99 | 0.0019 | 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 — Dec 18, 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.