NCLH catena di opzioni Norwegian Cruise Line Holdings Ltd.
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 ±13.3% (13.74–17.95) · ATM IV 56.6% · P/C open interest 0.73
| 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 | |
| 6.85 | 9.40 | 181.0% | 0.98 | 0.0088 | -0.004 | 8 | 0 | 0.7500 | 1 | 199.5% | -0.02 | 0.0089 | -0.005 | |||
| 6.00 | 7.60 | 0.97 | 0.0123 | -0.004 | 9 | 0 | 0.7500 | 2 | 171.4% | -0.03 | 0.0123 | -0.005 | ||||
| 5.05 | 6.50 | 14 | 0.97 | 0.0175 | -0.004 | 10 | 0 | 0.1100 | 27 | 91.1% | -0.03 | 0.0176 | -0.005 | |||
| 3.95 | 5.50 | 30 | 0.95 | 0.0261 | -0.005 | 11 | 0.0200 | 0.1400 | 1 | 187 | 80.9% | -0.05 | 0.0262 | -0.006 | ||
| 3.05 | 4.35 | 57 | 0.93 | 0.0413 | -0.006 | 12 | 0.0300 | 0.2500 | 1 | 1,772 | 74.6% | -0.07 | 0.0414 | -0.007 | ||
| 2.64 | 4.15 | 42.3% | 0.91 | 0.0529 | -0.007 | 12.5 | 0.0500 | 0.8000 | 50 | 95.7% | -0.09 | 0.0531 | -0.008 | |||
| 2.33 | 3.50 | 17 | 41.4% | 0.88 | 0.0680 | -0.009 | 13 | 0.1400 | 0.2700 | 15 | 2,595 | 65.2% | -0.12 | 0.0683 | -0.009 | |
| 1.94 | 3.05 | 46.7% | 0.84 | 0.0856 | -0.010 | 13.5 | 0.1900 | 0.3100 | 10 | 60.6% | -0.16 | 0.0860 | -0.011 | |||
| 1.59 | 2.54 | 269 | 45.6% | 0.79 | 0.1038 | -0.012 | 14 | 0.3100 | 0.3700 | 92 | 4,438 | 58.5% | -0.21 | 0.1043 | -0.013 | |
| 1.43 | 1.93 | 45.6% | 0.73 | 0.1207 | -0.014 | 14.5 | 0.3800 | 0.5000 | 3 | 55.5% | -0.27 | 0.1214 | -0.014 | |||
| 1.51 | 1.60 | 105 | 6,447 | 58.6% | 0.66 | 0.1350 | -0.016 | 15 | 0.6200 | 0.6600 | 37 | 6,343 | 56.9% | -0.34 | 0.1360 | -0.016 |
| 1.19 | 1.31 | 6 | 85 | 57.2% | 0.59 | 0.1456 | -0.017 | 15.5 | 0.8200 | 0.9100 | 3 | 2 | 57.3% | -0.41 | 0.1468 | -0.017 |
| 0.9700 | 1.05 | 88 | 7,731 | 57.4% | 0.52 | 0.1512 | -0.017 | 16 | 1.07 | 1.12 | 1,069 | 1,941 | 55.9% | -0.49 | 0.1528 | -0.017 |
| 0.7500 | 0.8300 | 95 | 19 | 56.6% | 0.44 | 0.1515 | -0.016 | 16.5 | 1.35 | 1.43 | 55.9% | -0.56 | 0.1534 | -0.017 | ||
| 0.5800 | 0.6100 | 803 | 8,676 | 55.3% | 0.37 | 0.1464 | -0.015 | 17 | 1.66 | 1.75 | 9 | 3,440 | 55.1% | -0.63 | 0.1487 | -0.016 |
| 0.4400 | 0.5100 | 33 | 253 | 56.5% | 0.30 | 0.1367 | -0.014 | 17.5 | 1.82 | 2.13 | 49.2% | -0.70 | 0.1394 | -0.014 | ||
| 0.3200 | 0.3500 | 133 | 4,259 | 54.6% | 0.24 | 0.1234 | -0.013 | 18 | 2.06 | 2.63 | 214 | 46.7% | -0.76 | 0.1266 | -0.013 | |
| 0.1300 | 0.2800 | 7 | 51.0% | 0.19 | 0.1081 | -0.011 | 18.5 | 2.53 | 4.00 | 82.1% | -0.82 | 0.1117 | -0.011 | |||
| 0.1700 | 0.2000 | 30 | 446 | 54.4% | 0.15 | 0.0923 | -0.009 | 19 | 2.95 | 4.45 | 1 | 84.7% | -0.86 | 0.0961 | -0.009 | |
| 0.0400 | 0.7500 | 77.4% | 0.12 | 0.0775 | -0.008 | 19.5 | 3.40 | 4.90 | 87.6% | -0.89 | 0.0816 | -0.008 | ||||
| 0.0500 | 0.1500 | 8 | 446 | 55.3% | 0.10 | 0.0647 | -0.007 | 20 | 3.90 | 5.35 | 10 | 91.7% | -0.92 | 0.0692 | -0.007 | |
| 0.0200 | 0.3300 | 1 | 108 | 73.1% | 0.07 | 0.0464 | -0.005 | 21 | 4.90 | 6.30 | 100.7% | -0.95 | 0.0508 | -0.005 | ||
| 0.0100 | 0.7500 | 41 | 101.5% | 0.05 | 0.0353 | -0.005 | 22 | 5.80 | 7.30 | 106.6% | -0.96 | 0.0403 | -0.005 | |||
| 0 | 0.7500 | 109.7% | 0.04 | 0.0278 | -0.004 | 23 | 6.80 | 8.30 | 115.6% | -0.97 | 0.0320 | -0.004 | ||||
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.