MMM catena di opzioni 3M Company
Cboe delayed options data · aggiornato al 12:36 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 ±3.8% (162.54–175.46) · ATM IV 22.5% · P/C open interest 0.69
| 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 | |
| 81.85 | 86.10 | 170.3% | 1.00 | 0.0003 | -0.009 | 85 | 0 | 0.3200 | 30 | 220 | 147.0% | -0.01 | 0.0003 | -0.019 | ||
| 76.75 | 81.10 | 2 | 130.7% | 0.99 | 0.0004 | -0.011 | 90 | 0 | 0.6000 | 128 | 148.7% | -0.01 | 0.0004 | -0.020 | ||
| 71.75 | 76.10 | 115.2% | 0.99 | 0.0004 | -0.012 | 95 | 0 | 0.4000 | 128 | 129.2% | -0.01 | 0.0004 | -0.021 | |||
| 66.75 | 70.95 | 2 | 104.0% | 0.99 | 0.0005 | -0.013 | 100 | 0 | 0.0900 | 1 | 182 | 98.4% | -0.01 | 0.0005 | -0.021 | |
| 61.85 | 66.15 | 100.5% | 0.99 | 0.0006 | -0.015 | 105 | 0 | 0.5000 | 251 | 112.6% | -0.01 | 0.0006 | -0.022 | |||
| 56.95 | 61.15 | 101.3% | 0.99 | 0.0008 | -0.016 | 110 | 0 | 0.0700 | 3 | 311 | 79.7% | -0.01 | 0.0008 | -0.023 | ||
| 51.90 | 56.15 | 85.7% | 0.99 | 0.0010 | -0.018 | 115 | 0 | 0.0800 | 10 | 435 | 73.2% | -0.01 | 0.0010 | -0.024 | ||
| 48.05 | 50.25 | 87.3% | 0.99 | 0.0012 | -0.020 | 120 | 0 | 0.8300 | 289 | 92.1% | -0.01 | 0.0012 | -0.025 | |||
| 42.00 | 46.15 | 54.1% | 0.99 | 0.0016 | -0.021 | 125 | 0 | 2.15 | 260 | 101.3% | -0.02 | 0.0016 | -0.027 | |||
| 37.45 | 40.70 | 24 | 65.1% | 0.98 | 0.0020 | -0.024 | 130 | 0 | 2.16 | 580 | 90.8% | -0.02 | 0.0020 | -0.028 | ||
| 32.65 | 35.70 | 60.8% | 0.98 | 0.0027 | -0.026 | 135 | 0 | 2.17 | 814 | 80.6% | -0.02 | 0.0027 | -0.030 | |||
| 27.65 | 30.75 | 3 | 52.9% | 0.97 | 0.0038 | -0.029 | 140 | 0 | 2.17 | 694 | 70.4% | -0.03 | 0.0038 | -0.032 | ||
| 23.15 | 25.55 | 2 | 48.3% | 0.96 | 0.0055 | -0.033 | 145 | 0 | 2.19 | 812 | 60.5% | -0.04 | 0.0055 | -0.036 | ||
| 18.25 | 20.45 | 2 | 33 | 39.5% | 0.95 | 0.0085 | -0.038 | 150 | 0 | 1.28 | 512 | 43.3% | -0.05 | 0.0085 | -0.041 | |
| 13.25 | 15.30 | 21 | 29.2% | 0.92 | 0.0142 | -0.048 | 155 | 0.0500 | 0.4000 | 7 | 374 | 26.3% | -0.08 | 0.0143 | -0.050 | |
| 11.10 | 13.40 | 31.9% | 0.89 | 0.0190 | -0.054 | 157.5 | 0.3000 | 0.7500 | 27.7% | -0.11 | 0.0192 | -0.056 | ||||
| 9.50 | 11.00 | 2 | 342 | 31.0% | 0.85 | 0.0257 | -0.063 | 160 | 0.4700 | 0.8100 | 9 | 1,656 | 24.6% | -0.15 | 0.0260 | -0.065 |
| 7.15 | 8.15 | 25.6% | 0.79 | 0.0341 | -0.077 | 162.5 | 0.9400 | 1.31 | 7 | 7 | 24.7% | -0.22 | 0.0346 | -0.079 | ||
| 5.40 | 6.00 | 3 | 560 | 24.2% | 0.69 | 0.0422 | -0.091 | 165 | 1.54 | 1.76 | 7 | 937 | 23.2% | -0.31 | 0.0429 | -0.093 |
| 3.50 | 4.30 | 22.2% | 0.58 | 0.0482 | -0.100 | 167.5 | 2.32 | 2.85 | 3 | 54 | 23.0% | -0.43 | 0.0490 | -0.102 | ||
| 2.55 | 2.97 | 4 | 958 | 23.0% | 0.46 | 0.0499 | -0.099 | 170 | 3.45 | 3.95 | 19 | 833 | 21.9% | -0.55 | 0.0510 | -0.101 |
| 1.46 | 1.92 | 44 | 22.1% | 0.34 | 0.0464 | -0.090 | 172.5 | 4.70 | 5.60 | 1 | 125 | 20.9% | -0.67 | 0.0476 | -0.092 | |
| 0.8400 | 1.17 | 14 | 953 | 21.9% | 0.23 | 0.0388 | -0.075 | 175 | 6.55 | 7.95 | 4 | 896 | 22.9% | -0.78 | 0.0401 | -0.077 |
| 0.4800 | 0.7800 | 4 | 64 | 22.6% | 0.15 | 0.0298 | -0.059 | 177.5 | 8.00 | 9.85 | 139 | -0.86 | 0.0317 | -0.060 | ||
| 0.3000 | 0.5500 | 55 | 872 | 23.9% | 0.10 | 0.0214 | -0.043 | 180 | 9.85 | 12.35 | 10 | 930 | -0.92 | 0.0244 | -0.049 | |
| 0.1600 | 0.8200 | 47 | 28.6% | 0.06 | 0.0148 | -0.031 | 182.5 | 12.40 | 14.95 | 26 | -0.97 | 0.0186 | -0.039 | |||
| 0.1000 | 0.4000 | 42 | 880 | 27.5% | 0.04 | 0.0104 | -0.023 | 185 | 14.70 | 17.30 | 7 | -0.99 | 0.0101 | -0.028 | ||
| 0 | 0.8300 | 22 | 34.3% | 0.03 | 0.0077 | -0.020 | 187.5 | 17.40 | 19.55 | -1.00 | 0.0048 | -0.022 | ||||
| 0.0500 | 0.1100 | 52 | 7,947 | 27.6% | 0.03 | 0.0060 | -0.018 | 190 | 20.50 | 22.15 | 1 | -1.00 | 0.0025 | -0.021 | ||
| 0 | 1.94 | 2 | 50.2% | 0.02 | 0.0050 | -0.017 | 192.5 | 22.40 | 24.80 | -1.00 | 0.0016 | -0.021 | ||||
| 0.0400 | 0.1000 | 2 | 1,159 | 32.1% | 0.02 | 0.0042 | -0.016 | 195 | 24.90 | 27.05 | -1.00 | 0.0011 | -0.021 | |||
| 0 | 1.61 | 8 | 54.3% | 0.02 | 0.0036 | -0.016 | 197.5 | 27.85 | 29.70 | -1.00 | 0.0008 | -0.021 | ||||
| 0 | 0.1000 | 1 | 578 | 35.2% | 0.02 | 0.0031 | -0.015 | 200 | 29.90 | 32.10 | -1.00 | 0.0005 | -0.021 | |||
| 0 | 2.13 | 65.0% | 0.02 | 0.0027 | -0.015 | 202.5 | 32.40 | 34.65 | -1.00 | 0.0003 | -0.021 | |||||
| 0 | 2.13 | 37 | 68.1% | 0.01 | 0.0024 | -0.015 | 205 | 34.70 | 37.70 | -1.00 | 0.0001 | -0.021 | ||||
| 0 | 0.0800 | 145 | 42.7% | 0.01 | 0.0019 | -0.014 | 210 | 39.70 | 42.70 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 2.13 | 80.0% | 0.01 | 0.0016 | -0.013 | 215 | 44.70 | 47.70 | -1.00 | 0.0000 | -0.021 | |||||
| 0 | 2.13 | 100 | 85.5% | 0.01 | 0.0013 | -0.012 | 220 | 50.05 | 52.70 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 2.13 | 90.9% | 0.01 | 0.0011 | -0.012 | 225 | 54.50 | 57.90 | -1.00 | 0.0000 | -0.021 | |||||
| 0 | 1.17 | 1,152 | 85.0% | 0.01 | 0.0009 | -0.011 | 230 | 59.30 | 63.05 | 76.5% | -1.00 | 0.0000 | -0.021 | |||
| 0 | 2.13 | 991 | 105.8% | 0.01 | 0.0007 | -0.010 | 240 | 69.25 | 73.00 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 2.13 | 25 | 115.0% | 0.00 | 0.0006 | -0.009 | 250 | 79.25 | 82.70 | -1.00 | 0.0000 | -0.021 | ||||
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 — Sep 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.
callput