MO catena di opzioni Altria Group, Inc.
Cboe delayed options data · aggiornato al 21:40 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 ±5.2% (70.45–78.11) · ATM IV 29.4% · P/C open interest 3.70
| 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 | |
| 34.05 | 36.70 | 194.0% | 1.00 | 0.0005 | -0.001 | 40 | 0 | 2.13 | 217.2% | -0.00 | 0.0005 | -0.004 | ||||
| 29.10 | 31.65 | 162.2% | 1.00 | 0.0009 | -0.002 | 45 | 0 | 2.13 | 183.1% | -0.00 | 0.0009 | -0.005 | ||||
| 24.20 | 26.20 | 123.9% | 0.99 | 0.0015 | -0.004 | 50 | 0 | 0.9500 | 124.2% | -0.01 | 0.0015 | -0.006 | ||||
| 19.20 | 21.05 | 94.9% | 0.99 | 0.0027 | -0.005 | 55 | 0 | 1.16 | 3 | 104.8% | -0.01 | 0.0027 | -0.007 | |||
| 18.15 | 20.70 | 104.2% | 0.99 | 0.0031 | -0.006 | 56 | 0 | 0.9600 | 1 | 95.3% | -0.01 | 0.0031 | -0.008 | |||
| 17.15 | 19.60 | 97.1% | 0.99 | 0.0035 | -0.006 | 57 | 0 | 0.9500 | 2 | 90.4% | -0.01 | 0.0035 | -0.008 | |||
| 16.20 | 17.85 | 75.6% | 0.99 | 0.0040 | -0.007 | 58 | 0 | 0.9500 | 1 | 85.8% | -0.01 | 0.0040 | -0.009 | |||
| 15.15 | 17.70 | 89.3% | 0.98 | 0.0046 | -0.007 | 59 | 0 | 0.9500 | 6 | 81.3% | -0.02 | 0.0046 | -0.009 | |||
| 13.00 | 16.55 | 43.7% | 0.98 | 0.0054 | -0.008 | 60 | 0 | 0.1400 | 133 | 52.0% | -0.02 | 0.0054 | -0.009 | |||
| 13.30 | 14.75 | 62.9% | 0.98 | 0.0063 | -0.008 | 61 | 0 | 0.1500 | 16 | 49.2% | -0.02 | 0.0063 | -0.010 | |||
| 12.25 | 13.90 | 61.2% | 0.98 | 0.0075 | -0.009 | 62 | 0 | 0.1000 | 3 | 66 | 42.9% | -0.02 | 0.0076 | -0.011 | ||
| 11.25 | 13.30 | 64.9% | 0.97 | 0.0091 | -0.010 | 63 | 0 | 0.1000 | 5 | 1,103 | 39.8% | -0.03 | 0.0092 | -0.012 | ||
| 10.25 | 12.15 | 57.7% | 0.97 | 0.0113 | -0.012 | 64 | 0.0100 | 0.1100 | 16 | 18 | 37.7% | -0.03 | 0.0113 | -0.013 | ||
| 9.40 | 11.05 | 4 | 54.2% | 0.96 | 0.0142 | -0.014 | 65 | 0.0300 | 0.1600 | 14 | 159 | 37.5% | -0.04 | 0.0142 | -0.015 | |
| 8.30 | 10.60 | 12 | 56.5% | 0.95 | 0.0181 | -0.017 | 66 | 0.0500 | 0.1900 | 1 | 56 | 35.7% | -0.05 | 0.0182 | -0.018 | |
| 7.35 | 9.35 | 5 | 49.0% | 0.93 | 0.0233 | -0.020 | 67 | 0.1100 | 0.2400 | 1 | 85 | 35.0% | -0.07 | 0.0234 | -0.021 | |
| 6.45 | 7.75 | 1 | 46 | 37.0% | 0.91 | 0.0299 | -0.025 | 68 | 0.1100 | 0.3200 | 11 | 8,098 | 33.0% | -0.09 | 0.0301 | -0.025 |
| 5.55 | 6.60 | 7 | 46 | 32.0% | 0.88 | 0.0380 | -0.030 | 69 | 0.2500 | 0.4000 | 15 | 241 | 32.8% | -0.12 | 0.0382 | -0.031 |
| 4.85 | 5.45 | 15 | 110 | 29.9% | 0.84 | 0.0473 | -0.036 | 70 | 0.3600 | 0.5300 | 1 | 4,470 | 31.8% | -0.16 | 0.0477 | -0.037 |
| 3.95 | 4.65 | 155 | 29.0% | 0.79 | 0.0574 | -0.042 | 71 | 0.5100 | 0.6600 | 7 | 29 | 30.4% | -0.21 | 0.0579 | -0.043 | |
| 3.50 | 4.70 | 15 | 214 | 39.0% | 0.73 | 0.0671 | -0.048 | 72 | 0.7400 | 0.9200 | 14 | 122 | 30.1% | -0.27 | 0.0678 | -0.049 |
| 2.82 | 3.15 | 19 | 1,064 | 30.9% | 0.66 | 0.0754 | -0.053 | 73 | 1.01 | 1.34 | 2 | 56 | 30.3% | -0.35 | 0.0762 | -0.053 |
| 2.13 | 2.57 | 28 | 296 | 30.1% | 0.58 | 0.0808 | -0.056 | 74 | 1.23 | 1.73 | 9 | 95 | 28.7% | -0.43 | 0.0818 | -0.057 |
| 1.59 | 1.99 | 134 | 1,361 | 29.4% | 0.50 | 0.0826 | -0.057 | 75 | 1.43 | 2.21 | 1 | 16 | 26.3% | -0.51 | 0.0838 | -0.058 |
| 1.31 | 1.54 | 12 | 407 | 30.3% | 0.42 | 0.0807 | -0.056 | 76 | 2.37 | 2.74 | 28.8% | -0.59 | 0.0821 | -0.056 | ||
| 0.5900 | 1.31 | 4 | 78 | 28.3% | 0.34 | 0.0756 | -0.052 | 77 | 2.90 | 3.40 | 27.7% | -0.67 | 0.0771 | -0.053 | ||
| 0.2400 | 1.10 | 5 | 51 | 28.1% | 0.27 | 0.0681 | -0.047 | 78 | 3.40 | 4.15 | 25.3% | -0.74 | 0.0697 | -0.048 | ||
| 0.4900 | 0.6600 | 2 | 8 | 30.5% | 0.21 | 0.0592 | -0.041 | 79 | 4.00 | 6.00 | 34.3% | -0.80 | 0.0608 | -0.042 | ||
| 0.3300 | 0.5100 | 3 | 57 | 30.8% | 0.16 | 0.0498 | -0.036 | 80 | 4.35 | 6.85 | 28.8% | -0.85 | 0.0517 | -0.036 | ||
| 0.2100 | 0.4400 | 1 | 31.8% | 0.13 | 0.0412 | -0.031 | 81 | 5.25 | 7.75 | 28.8% | -0.88 | 0.0432 | -0.031 | |||
| 0.1000 | 0.6700 | 4 | 36.9% | 0.10 | 0.0338 | -0.027 | 82 | 6.55 | 8.60 | 34.8% | -0.91 | 0.0359 | -0.027 | |||
| 0.0700 | 0.2300 | 31.7% | 0.08 | 0.0279 | -0.023 | 83 | 7.05 | 9.55 | -0.93 | 0.0298 | -0.024 | |||||
| 0.0600 | 0.2000 | 1 | 1 | 33.4% | 0.07 | 0.0231 | -0.021 | 84 | 8.45 | 10.55 | 38.0% | -0.95 | 0.0248 | -0.022 | ||
| 0.0200 | 0.7100 | 79 | 45.9% | 0.06 | 0.0194 | -0.019 | 85 | 9.25 | 11.35 | -0.96 | 0.0214 | -0.020 | ||||
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 06, 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