MS catena di opzioni Morgan Stanley
Cboe delayed options data · aggiornato al 18:41 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 ±6.6% (168.38–192.22) · ATM IV 28.4% · P/C open interest 1.08
| 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 | |
| 83.65 | 87.50 | 1 | 115.5% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.1000 | 97 | 85.1% | -0.00 | 0.0000 | -0.001 | ||
| 78.65 | 82.55 | 108.2% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1000 | 49 | 78.8% | -0.00 | 0.0001 | -0.002 | |||
| 73.80 | 77.55 | 103.9% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1400 | 117 | 75.5% | -0.00 | 0.0001 | -0.002 | |||
| 68.65 | 72.55 | 19 | 91.9% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.01 | 41 | 105.6% | -0.00 | 0.0002 | -0.004 | ||
| 63.70 | 67.55 | 11 | 85.5% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.02 | 55 | 97.6% | -0.00 | 0.0004 | -0.005 | ||
| 59.15 | 62.55 | 86.2% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.1000 | 61 | 56.0% | -0.01 | 0.0005 | -0.007 | |||
| 54.15 | 57.55 | 3 | 78.8% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.2400 | 74 | 56.8% | -0.01 | 0.0008 | -0.009 | ||
| 48.85 | 52.40 | 3 | 64.3% | 1.00 | 0.0004 | 0.000 | 130 | 0 | 0.2600 | 10 | 51.9% | -0.01 | 0.0011 | -0.011 | ||
| 43.85 | 47.40 | 40 | 57.7% | 1.00 | 0.0008 | -0.001 | 135 | 0 | 0.2600 | 216 | 46.6% | -0.02 | 0.0016 | -0.014 | ||
| 39.00 | 42.60 | 17 | 56.5% | 0.99 | 0.0013 | -0.004 | 140 | 0 | 0.3400 | 264 | 43.1% | -0.02 | 0.0022 | -0.017 | ||
| 34.10 | 37.25 | 47 | 46.8% | 0.99 | 0.0020 | -0.009 | 145 | 0.0100 | 0.2900 | 87 | 37.1% | -0.03 | 0.0031 | -0.021 | ||
| 29.50 | 32.10 | 12 | 43.5% | 0.98 | 0.0034 | -0.015 | 150 | 0.1500 | 0.3500 | 331 | 35.0% | -0.04 | 0.0045 | -0.025 | ||
| 24.85 | 27.20 | 4 | 18 | 40.7% | 0.96 | 0.0062 | -0.027 | 155 | 0.3900 | 0.5800 | 4 | 840 | 34.0% | -0.06 | 0.0068 | -0.034 |
| 20.60 | 22.50 | 171 | 39.7% | 0.92 | 0.0107 | -0.048 | 160 | 0.7300 | 0.9300 | 9 | 4,831 | 32.4% | -0.10 | 0.0105 | -0.048 | |
| 18.10 | 20.20 | 36.9% | 0.89 | 0.0135 | -0.059 | 162.5 | 1.04 | 1.23 | 6 | 10 | 32.1% | -0.13 | 0.0127 | -0.057 | ||
| 16.10 | 18.00 | 116 | 36.3% | 0.85 | 0.0162 | -0.070 | 165 | 1.39 | 1.52 | 53 | 3,359 | 31.3% | -0.17 | 0.0151 | -0.066 | |
| 13.80 | 15.85 | 30 | 34.2% | 0.81 | 0.0189 | -0.079 | 167.5 | 1.75 | 2.02 | 295 | 4 | 30.6% | -0.21 | 0.0175 | -0.075 | |
| 11.80 | 13.90 | 16 | 55 | 33.4% | 0.76 | 0.0213 | -0.087 | 170 | 2.33 | 2.52 | 103 | 3,950 | 30.1% | -0.25 | 0.0200 | -0.082 |
| 10.15 | 12.05 | 33.1% | 0.71 | 0.0234 | -0.092 | 172.5 | 2.99 | 3.25 | 2 | 1 | 29.7% | -0.30 | 0.0224 | -0.089 | ||
| 8.60 | 10.30 | 152 | 32.6% | 0.65 | 0.0252 | -0.096 | 175 | 3.80 | 4.05 | 236 | 1,408 | 29.2% | -0.36 | 0.0246 | -0.094 | |
| 7.00 | 7.85 | 5 | 1 | 29.7% | 0.58 | 0.0265 | -0.097 | 177.5 | 4.90 | 5.00 | 20 | 6 | 29.0% | -0.43 | 0.0262 | -0.097 |
| 5.80 | 6.00 | 159 | 1,581 | 28.5% | 0.52 | 0.0272 | -0.096 | 180 | 5.90 | 6.15 | 73 | 2,372 | 28.3% | -0.49 | 0.0273 | -0.097 |
| 4.60 | 4.75 | 17 | 344 | 28.0% | 0.45 | 0.0272 | -0.093 | 182.5 | 7.05 | 7.65 | 2 | 27.9% | -0.56 | 0.0276 | -0.095 | |
| 3.55 | 3.75 | 77 | 963 | 27.6% | 0.38 | 0.0264 | -0.088 | 185 | 8.55 | 9.25 | 9 | 2,726 | 27.9% | -0.63 | 0.0270 | -0.090 |
| 2.74 | 2.87 | 55 | 33 | 27.3% | 0.32 | 0.0249 | -0.081 | 187.5 | 9.90 | 11.00 | 1 | 26.9% | -0.69 | 0.0255 | -0.083 | |
| 2.06 | 2.26 | 170 | 1,097 | 27.4% | 0.26 | 0.0228 | -0.073 | 190 | 11.75 | 12.70 | 12 | 1,825 | 26.3% | -0.76 | 0.0234 | -0.074 |
| 1.52 | 1.71 | 8 | 517 | 27.2% | 0.21 | 0.0202 | -0.064 | 192.5 | 12.90 | 14.90 | 2 | 23.6% | -0.81 | 0.0207 | -0.064 | |
| 1.11 | 1.29 | 280 | 4,276 | 27.2% | 0.16 | 0.0174 | -0.054 | 195 | 15.75 | 16.85 | 10 | 957 | 25.6% | -0.85 | 0.0177 | -0.053 |
| 0.7800 | 1.15 | 6 | 46 | 28.0% | 0.12 | 0.0146 | -0.045 | 197.5 | 17.20 | 19.40 | 22.3% | -0.89 | 0.0146 | -0.043 | ||
| 0.5700 | 0.6500 | 152 | 5,787 | 26.9% | 0.10 | 0.0120 | -0.037 | 200 | 20.20 | 21.80 | 1 | 1,252 | 27.5% | -0.92 | 0.0118 | -0.034 |
| 0.3500 | 0.4700 | 12 | 144 | 26.6% | 0.07 | 0.0097 | -0.030 | 202.5 | 21.85 | 24.15 | -0.94 | 0.0092 | -0.026 | |||
| 0.2100 | 0.5000 | 19 | 11 | 27.9% | 0.05 | 0.0077 | -0.024 | 205 | 24.25 | 26.10 | -0.96 | 0.0071 | -0.019 | |||
| 0 | 0.4000 | 26.8% | 0.04 | 0.0061 | -0.020 | 207.5 | 26.65 | 28.80 | -0.97 | 0.0054 | -0.014 | |||||
| 0.1400 | 0.2200 | 177 | 2,115 | 28.1% | 0.03 | 0.0049 | -0.016 | 210 | 29.10 | 31.35 | 782 | -0.98 | 0.0041 | -0.010 | ||
| 0.0400 | 0.2900 | 2 | 31.1% | 0.02 | 0.0032 | -0.011 | 215 | 34.05 | 36.55 | -0.99 | 0.0024 | -0.004 | ||||
| 0.0400 | 0.0900 | 54 | 2,703 | 30.1% | 0.01 | 0.0021 | -0.008 | 220 | 39.00 | 41.70 | 1 | 661 | -0.99 | 0.0015 | -0.001 | |
| 0 | 0.2600 | 36.2% | 0.01 | 0.0015 | -0.006 | 225 | 43.50 | 46.55 | -1.00 | 0.0010 | 0.000 | |||||
| 0.0200 | 0.0700 | 28 | 1,324 | 34.2% | 0.01 | 0.0011 | -0.005 | 230 | 48.80 | 51.65 | 274 | -1.00 | 0.0007 | 0.000 | ||
| 0 | 0.2400 | 1,325 | 44.4% | 0.00 | 0.0006 | -0.004 | 240 | 58.75 | 61.55 | 18 | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.2300 | 782 | 49.4% | 0.00 | 0.0004 | -0.002 | 250 | 68.35 | 71.60 | 1 | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.2300 | 357 | 54.4% | 0.00 | 0.0002 | -0.002 | 260 | 78.35 | 82.00 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0100 | 433 | 43.6% | 0.00 | 0.0001 | -0.001 | 270 | 88.50 | 91.80 | -1.00 | 0.0000 | 0.000 | ||||
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