MMM catena di opzioni 3M Company
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% (152.69–180.88) · ATM IV 28.3% · P/C open interest —
| 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 | |
| 65.65 | 69.60 | 65.6% | 0.98 | 0.0010 | 0.000 | 100 | 0 | 2.17 | 89.7% | -0.02 | 0.0010 | -0.018 | ||||
| 60.70 | 64.65 | 61.0% | 0.98 | 0.0012 | 0.000 | 105 | 0 | 2.18 | 82.6% | -0.02 | 0.0012 | -0.019 | ||||
| 55.75 | 59.70 | 56.3% | 0.98 | 0.0015 | 0.000 | 110 | 0 | 2.20 | 75.9% | -0.02 | 0.0015 | -0.020 | ||||
| 50.80 | 54.80 | 52.6% | 0.97 | 0.0018 | 0.000 | 115 | 0 | 2.22 | 69.4% | -0.03 | 0.0018 | -0.022 | ||||
| 45.85 | 49.85 | 47.9% | 0.97 | 0.0023 | 0.000 | 120 | 0 | 2.26 | 63.3% | -0.03 | 0.0023 | -0.023 | ||||
| 40.95 | 44.95 | 44.6% | 0.96 | 0.0029 | 0.000 | 125 | 0 | 2.30 | 57.3% | -0.04 | 0.0030 | -0.025 | ||||
| 36.05 | 40.00 | 40.4% | 0.95 | 0.0038 | -0.005 | 130 | 0 | 2.37 | 51.6% | -0.05 | 0.0038 | -0.027 | ||||
| 31.20 | 35.10 | 37.0% | 0.94 | 0.0050 | -0.011 | 135 | 0 | 2.48 | 46.2% | -0.06 | 0.0050 | -0.030 | ||||
| 26.45 | 30.45 | 35.4% | 0.92 | 0.0067 | -0.018 | 140 | 0 | 2.65 | 41.0% | -0.08 | 0.0067 | -0.035 | ||||
| 21.85 | 25.40 | 31.4% | 0.89 | 0.0090 | -0.027 | 145 | 0 | 2.95 | 36.3% | -0.12 | 0.0091 | -0.041 | ||||
| 17.45 | 20.95 | 30.1% | 0.84 | 0.0121 | -0.037 | 150 | 0 | 3.50 | 1 | 32.1% | -0.16 | 0.0123 | -0.049 | |||
| 13.30 | 16.75 | 28.7% | 0.77 | 0.0157 | -0.048 | 155 | 0.5400 | 4.25 | 1 | 29.4% | -0.23 | 0.0159 | -0.057 | |||
| 9.65 | 13.25 | 28.4% | 0.69 | 0.0192 | -0.058 | 160 | 1.98 | 5.75 | 1 | 29.2% | -0.32 | 0.0196 | -0.064 | |||
| 6.60 | 10.00 | 27.7% | 0.59 | 0.0221 | -0.063 | 165 | 3.95 | 7.65 | 4 | 28.8% | -0.42 | 0.0227 | -0.067 | |||
| 4.25 | 7.75 | 28.2% | 0.47 | 0.0233 | -0.064 | 170 | 6.50 | 10.05 | 151 | 28.3% | -0.54 | 0.0242 | -0.065 | |||
| 2.04 | 5.85 | 1 | 27.4% | 0.36 | 0.0223 | -0.060 | 175 | 9.65 | 13.05 | 28.0% | -0.66 | 0.0234 | -0.059 | |||
| 0.8000 | 4.60 | 1 | 28.1% | 0.26 | 0.0194 | -0.052 | 180 | 13.40 | 16.60 | 27.8% | -0.76 | 0.0208 | -0.049 | |||
| 0.4100 | 3.75 | 30.1% | 0.18 | 0.0157 | -0.043 | 185 | 17.50 | 20.75 | 27.9% | -0.85 | 0.0173 | -0.038 | ||||
| 0 | 3.00 | 1 | 31.2% | 0.13 | 0.0121 | -0.035 | 190 | 21.50 | 25.25 | 25.3% | -0.91 | 0.0134 | -0.026 | |||
| 0 | 2.89 | 35.1% | 0.09 | 0.0092 | -0.029 | 195 | 26.10 | 30.10 | -0.94 | 0.0120 | -0.015 | |||||
| 0 | 2.60 | 37.9% | 0.07 | 0.0072 | -0.026 | 200 | 31.10 | 35.15 | -0.97 | 0.0096 | -0.018 | |||||
| 0 | 2.42 | 40.8% | 0.06 | 0.0058 | -0.024 | 205 | 36.10 | 40.10 | -0.98 | 0.0070 | -0.029 | |||||
| 0 | 2.31 | 43.8% | 0.05 | 0.0049 | -0.023 | 210 | 41.10 | 45.10 | -0.99 | 0.0054 | -0.034 | |||||
| 0 | 2.24 | 46.7% | 0.05 | 0.0042 | -0.022 | 215 | 46.10 | 50.10 | -0.99 | 0.0043 | -0.037 | |||||
| 0 | 2.20 | 49.6% | 0.04 | 0.0036 | -0.022 | 220 | 51.10 | 55.10 | -0.99 | 0.0032 | -0.047 | |||||
| 0 | 2.17 | 52.5% | 0.04 | 0.0032 | -0.021 | 225 | 56.10 | 60.10 | -0.99 | 0.0023 | -0.055 | |||||
| 0 | 2.15 | 55.3% | 0.04 | 0.0028 | -0.021 | 230 | 61.10 | 65.10 | -1.00 | 0.0017 | -0.061 | |||||
| 0 | 2.14 | 58.1% | 0.03 | 0.0025 | -0.020 | 235 | 66.10 | 70.10 | -1.00 | 0.0012 | -0.068 | |||||
| 0 | 2.14 | 60.8% | 0.03 | 0.0023 | -0.020 | 240 | 71.10 | 75.10 | -1.00 | 0.0008 | -0.074 | |||||
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 — Oct 23, 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.