MPC catena di opzioni Marathon Petroleum Corporation
Cboe delayed options data · aggiornato al 15:41 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 ±12.9% (419.87–544.07) · ATM IV 54.3% · P/C open interest 0.71
| 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 | |
| 231.10 | 234.80 | 22 | 88.8% | 1.00 | 0.0000 | 0.000 | 250 | 0 | 2.15 | 18 | 113.0% | -0.00 | 0.0000 | -0.008 | ||
| 221.10 | 224.80 | 5 | 81.4% | 1.00 | 0.0000 | 0.000 | 260 | 0 | 2.15 | 107.0% | -0.00 | 0.0001 | -0.010 | |||
| 211.10 | 214.90 | 1 | 77.7% | 1.00 | 0.0001 | 0.000 | 270 | 0 | 2.20 | 22 | 101.5% | -0.00 | 0.0001 | -0.013 | ||
| 201.20 | 204.90 | 7 | 74.0% | 1.00 | 0.0001 | 0.000 | 280 | 0 | 2.20 | 19 | 95.9% | -0.00 | 0.0001 | -0.017 | ||
| 191.60 | 195.00 | 39 | 77.7% | 1.00 | 0.0001 | 0.000 | 290 | 0 | 1.45 | 6 | 84.6% | -0.01 | 0.0001 | -0.021 | ||
| 181.70 | 185.00 | 7 | 73.4% | 0.99 | 0.0002 | -0.003 | 300 | 0.2500 | 0.4000 | 1 | 165 | 71.0% | -0.01 | 0.0002 | -0.027 | |
| 171.70 | 175.10 | 12 | 69.2% | 0.99 | 0.0002 | -0.012 | 310 | 0 | 1.55 | 32 | 75.5% | -0.01 | 0.0003 | -0.035 | ||
| 161.90 | 165.20 | 14 | 67.1% | 0.99 | 0.0003 | -0.022 | 320 | 0.1000 | 2.00 | 200 | 74.4% | -0.01 | 0.0004 | -0.045 | ||
| 152.00 | 155.40 | 27 | 64.7% | 0.98 | 0.0004 | -0.036 | 330 | 0.0500 | 1.40 | 1 | 328 | 65.4% | -0.02 | 0.0005 | -0.057 | |
| 142.10 | 145.50 | 13 | 61.2% | 0.98 | 0.0006 | -0.051 | 340 | 0.4500 | 1.00 | 6 | 148 | 60.9% | -0.02 | 0.0006 | -0.072 | |
| 132.30 | 135.70 | 16 | 58.9% | 0.97 | 0.0008 | -0.071 | 350 | 0 | 0.9500 | 24 | 238 | 52.9% | -0.03 | 0.0008 | -0.091 | |
| 122.70 | 126.10 | 16 | 58.1% | 0.96 | 0.0010 | -0.094 | 360 | 0.7000 | 1.80 | 3 | 141 | 57.6% | -0.04 | 0.0010 | -0.113 | |
| 113.10 | 116.70 | 102 | 57.2% | 0.95 | 0.0013 | -0.121 | 370 | 1.20 | 1.80 | 4 | 276 | 55.1% | -0.05 | 0.0013 | -0.139 | |
| 103.80 | 106.90 | 5 | 33 | 55.2% | 0.93 | 0.0016 | -0.152 | 380 | 1.95 | 2.70 | 18 | 217 | 55.7% | -0.07 | 0.0016 | -0.169 |
| 94.90 | 98.10 | 1 | 84 | 56.0% | 0.91 | 0.0020 | -0.187 | 390 | 2.65 | 3.70 | 36 | 340 | 55.0% | -0.09 | 0.0020 | -0.203 |
| 85.90 | 89.00 | 8 | 401 | 54.7% | 0.89 | 0.0024 | -0.225 | 400 | 4.00 | 5.00 | 67 | 512 | 55.3% | -0.11 | 0.0024 | -0.239 |
| 77.50 | 80.50 | 2 | 114 | 54.6% | 0.86 | 0.0028 | -0.265 | 410 | 5.60 | 6.80 | 24 | 323 | 55.5% | -0.14 | 0.0028 | -0.278 |
| 69.70 | 72.90 | 130 | 55.5% | 0.83 | 0.0032 | -0.306 | 420 | 7.30 | 8.50 | 54 | 298 | 54.6% | -0.18 | 0.0033 | -0.317 | |
| 61.40 | 64.70 | 9 | 3,065 | 53.9% | 0.79 | 0.0037 | -0.346 | 430 | 9.70 | 11.10 | 36 | 1,160 | 54.9% | -0.22 | 0.0037 | -0.354 |
| 54.70 | 57.50 | 1 | 227 | 54.4% | 0.75 | 0.0041 | -0.383 | 440 | 12.50 | 13.90 | 34 | 172 | 54.7% | -0.26 | 0.0041 | -0.389 |
| 48.10 | 50.40 | 1 | 399 | 54.0% | 0.70 | 0.0045 | -0.415 | 450 | 15.70 | 17.60 | 13 | 237 | 54.9% | -0.30 | 0.0045 | -0.420 |
| 41.20 | 44.20 | 3 | 189 | 53.3% | 0.65 | 0.0048 | -0.442 | 460 | 19.50 | 21.10 | 7 | 574 | 54.4% | -0.35 | 0.0048 | -0.444 |
| 35.60 | 39.10 | 4 | 250 | 53.8% | 0.60 | 0.0050 | -0.461 | 470 | 23.90 | 25.40 | 10 | 142 | 54.3% | -0.40 | 0.0050 | -0.462 |
| 31.60 | 33.30 | 34 | 386 | 54.2% | 0.55 | 0.0052 | -0.472 | 480 | 28.70 | 30.60 | 30 | 72 | 54.5% | -0.45 | 0.0052 | -0.471 |
| 26.60 | 28.80 | 54 | 192 | 53.9% | 0.50 | 0.0052 | -0.476 | 490 | 34.00 | 35.70 | 3 | 1 | 54.1% | -0.51 | 0.0052 | -0.473 |
| 22.50 | 25.10 | 40 | 958 | 54.2% | 0.45 | 0.0052 | -0.471 | 500 | 39.40 | 41.50 | 7 | 53.5% | -0.56 | 0.0051 | -0.467 | |
| 18.00 | 21.10 | 34 | 907 | 53.1% | 0.40 | 0.0050 | -0.460 | 510 | 45.70 | 48.90 | 2 | 32 | 54.4% | -0.60 | 0.0050 | -0.454 |
| 16.00 | 17.90 | 21 | 149 | 54.1% | 0.35 | 0.0048 | -0.443 | 520 | 52.10 | 55.10 | 12 | 53.4% | -0.65 | 0.0048 | -0.436 | |
| 12.80 | 15.40 | 4 | 76 | 53.9% | 0.31 | 0.0046 | -0.420 | 530 | 59.70 | 63.00 | 2 | 54.4% | -0.69 | 0.0046 | -0.412 | |
| 10.60 | 12.60 | 8 | 88 | 53.6% | 0.27 | 0.0043 | -0.394 | 540 | 67.40 | 69.90 | 53.7% | -0.73 | 0.0043 | -0.386 | ||
| 8.60 | 10.40 | 26 | 283 | 53.4% | 0.23 | 0.0040 | -0.365 | 550 | 74.90 | 78.40 | 1 | 53.8% | -0.77 | 0.0040 | -0.356 | |
| 6.90 | 8.60 | 9 | 48 | 53.3% | 0.20 | 0.0036 | -0.335 | 560 | 83.00 | 86.60 | 53.5% | -0.80 | 0.0037 | -0.326 | ||
| 5.50 | 7.20 | 3 | 90 | 53.4% | 0.17 | 0.0033 | -0.304 | 570 | 91.60 | 95.40 | 1 | 53.9% | -0.83 | 0.0033 | -0.296 | |
| 4.80 | 5.50 | 7 | 18 | 53.4% | 0.15 | 0.0030 | -0.274 | 580 | 100.40 | 104.00 | 1 | 53.6% | -0.86 | 0.0030 | -0.267 | |
| 3.70 | 5.50 | 4 | 48 | 54.9% | 0.13 | 0.0026 | -0.244 | 590 | 109.60 | 113.00 | 54.0% | -0.88 | 0.0027 | -0.239 | ||
| 2.90 | 4.80 | 4 | 71 | 55.4% | 0.11 | 0.0023 | -0.217 | 600 | 118.70 | 122.20 | 53.9% | -0.90 | 0.0024 | -0.212 | ||
| 2.00 | 4.30 | 1 | 16 | 55.5% | 0.09 | 0.0020 | -0.191 | 610 | 127.90 | 131.60 | 1 | 53.8% | -0.92 | 0.0022 | -0.188 | |
| 1.75 | 3.60 | 41 | 56.2% | 0.07 | 0.0018 | -0.167 | 620 | 137.40 | 141.10 | 1 | 53.9% | -0.93 | 0.0020 | -0.166 | ||
| 1.35 | 2.30 | 1 | 54.3% | 0.06 | 0.0016 | -0.145 | 630 | 147.00 | 150.60 | 53.6% | -0.95 | 0.0018 | -0.147 | |||
| 1.25 | 1.70 | 306 | 31 | 54.5% | 0.05 | 0.0013 | -0.126 | 640 | 156.70 | 160.10 | 2 | 52.7% | -0.96 | 0.0016 | -0.131 | |
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