MS catena di opzioni Morgan Stanley
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 ±8.7% (193.02–229.92) · ATM IV 31.3% · P/C open interest 1.15
| 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 | |
| 100.20 | 103.40 | 3 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.13 | 8 | 111.8% | -0.00 | 0.0001 | -0.004 | |||
| 95.20 | 98.75 | 4 | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.0100 | 38 | 55.2% | -0.00 | 0.0002 | -0.005 | |||
| 90.05 | 93.75 | 7 | 1.00 | 0.0002 | 0.000 | 120 | 0 | 2.13 | 21 | 98.8% | -0.00 | 0.0002 | -0.005 | |||
| 85.25 | 88.65 | 6 | 1.00 | 0.0003 | 0.000 | 125 | 0 | 1.84 | 156 | 90.1% | -0.00 | 0.0003 | -0.006 | |||
| 80.10 | 83.60 | 3 | 0.99 | 0.0004 | 0.000 | 130 | 0 | 1.98 | 78 | 85.6% | -0.01 | 0.0004 | -0.007 | |||
| 75.15 | 78.65 | 14 | 0.99 | 0.0005 | 0.000 | 135 | 0 | 0.6100 | 275 | 64.9% | -0.01 | 0.0005 | -0.008 | |||
| 70.20 | 73.70 | 56 | 0.99 | 0.0006 | 0.000 | 140 | 0 | 0.5600 | 173 | 59.5% | -0.01 | 0.0006 | -0.010 | |||
| 65.40 | 68.95 | 8 | 0.99 | 0.0008 | 0.000 | 145 | 0 | 0.5800 | 258 | 55.4% | -0.01 | 0.0008 | -0.011 | |||
| 60.65 | 63.70 | 1 | 163 | 0.99 | 0.0010 | -0.003 | 150 | 0.0300 | 0.4100 | 161 | 49.0% | -0.01 | 0.0010 | -0.013 | ||
| 55.50 | 58.70 | 28 | 0.98 | 0.0013 | -0.006 | 155 | 0 | 0.5400 | 364 | 46.4% | -0.02 | 0.0013 | -0.016 | |||
| 50.60 | 53.95 | 46 | 0.98 | 0.0017 | -0.010 | 160 | 0 | 0.4300 | 1 | 630 | 40.8% | -0.02 | 0.0018 | -0.019 | ||
| 46.00 | 49.05 | 27 | 33.0% | 0.97 | 0.0023 | -0.015 | 165 | 0.0400 | 0.3700 | 8 | 1,085 | 36.7% | -0.03 | 0.0023 | -0.023 | |
| 41.15 | 44.20 | 72 | 33.4% | 0.96 | 0.0031 | -0.021 | 170 | 0.2800 | 0.7400 | 1 | 1,111 | 38.8% | -0.04 | 0.0032 | -0.028 | |
| 36.60 | 39.15 | 74 | 32.9% | 0.94 | 0.0042 | -0.029 | 175 | 0.2800 | 0.9000 | 405 | 35.7% | -0.06 | 0.0042 | -0.035 | ||
| 31.90 | 34.50 | 101 | 32.7% | 0.92 | 0.0057 | -0.038 | 180 | 0.7800 | 1.23 | 2 | 944 | 35.8% | -0.08 | 0.0057 | -0.044 | |
| 27.40 | 29.70 | 81 | 31.3% | 0.89 | 0.0075 | -0.050 | 185 | 1.36 | 1.61 | 8 | 1,969 | 34.9% | -0.11 | 0.0075 | -0.055 | |
| 24.20 | 25.70 | 2 | 474 | 35.4% | 0.84 | 0.0096 | -0.063 | 190 | 2.06 | 2.23 | 3 | 1,283 | 34.0% | -0.16 | 0.0096 | -0.067 |
| 19.30 | 21.65 | 124 | 32.4% | 0.79 | 0.0118 | -0.076 | 195 | 2.97 | 3.20 | 75 | 1,137 | 33.2% | -0.21 | 0.0119 | -0.080 | |
| 15.80 | 17.90 | 513 | 32.3% | 0.73 | 0.0139 | -0.088 | 200 | 4.20 | 4.45 | 47 | 2,648 | 32.6% | -0.28 | 0.0141 | -0.091 | |
| 10.40 | 10.60 | 36 | 2,048 | 31.2% | 0.57 | 0.0171 | -0.101 | 210 | 7.80 | 8.10 | 52 | 1,717 | 31.4% | -0.44 | 0.0174 | -0.103 |
| 5.75 | 6.00 | 106 | 2,596 | 30.3% | 0.40 | 0.0172 | -0.097 | 220 | 13.20 | 13.45 | 21 | 1,724 | 30.3% | -0.62 | 0.0177 | -0.099 |
| 2.90 | 3.10 | 79 | 3,976 | 30.0% | 0.24 | 0.0142 | -0.078 | 230 | 19.55 | 21.50 | 6 | 457 | 29.9% | -0.77 | 0.0150 | -0.079 |
| 1.22 | 1.56 | 46 | 1,758 | 29.7% | 0.13 | 0.0098 | -0.053 | 240 | 28.50 | 30.40 | 21 | 32.3% | -0.89 | 0.0109 | -0.053 | |
| 0.5400 | 1.02 | 8 | 1,085 | 31.5% | 0.07 | 0.0059 | -0.032 | 250 | 37.60 | 40.20 | 1 | 34.6% | -0.97 | 0.0077 | -0.034 | |
| 0.2200 | 0.3200 | 11 | 981 | 30.4% | 0.04 | 0.0034 | -0.020 | 260 | 46.75 | 50.65 | 38.0% | -1.00 | 0.0009 | -0.037 | ||
| 0 | 0.7100 | 1 | 144 | 36.6% | 0.02 | 0.0022 | -0.014 | 270 | 57.30 | 60.40 | 45.5% | -1.00 | 0.0000 | -0.037 | ||
| 0 | 0.7700 | 14 | 41.6% | 0.02 | 0.0015 | -0.012 | 280 | 67.30 | 70.50 | 51.4% | -1.00 | 0.0000 | -0.037 | |||
| 0 | 0.5100 | 47 | 43.1% | 0.01 | 0.0012 | -0.010 | 290 | 77.10 | 80.65 | 56.1% | -1.00 | 0.0000 | -0.037 | |||
| 0 | 0.7900 | 23 | 50.2% | 0.01 | 0.0009 | -0.009 | 300 | 86.85 | 90.65 | 58.8% | -1.00 | 0.0000 | -0.037 | |||
| 0 | 0.8900 | 88 | 55.1% | 0.01 | 0.0008 | -0.009 | 310 | 97.10 | 100.65 | 65.3% | -1.00 | 0.0000 | -0.037 | |||
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 16, 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.