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 ±6.2% (14.62–16.55) · ATM IV 38.1% · P/C open interest 0.76
| 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 | |
| 7.15 | 7.90 | 5 | 0.99 | 0.0048 | 0.000 | 8 | 0 | 0.0700 | 844 | 168.0% | -0.01 | 0.0049 | -0.003 | |||
| 5.30 | 6.40 | 47 | 182.8% | 0.99 | 0.0100 | -0.000 | 10 | 0 | 0.0200 | 1 | 704 | 97.3% | -0.01 | 0.0100 | -0.003 | |
| 4.30 | 4.85 | 1 | 0.98 | 0.0155 | -0.001 | 11 | 0 | 0.0700 | 95.4% | -0.02 | 0.0155 | -0.003 | ||||
| 3.20 | 3.70 | 2 | 0.98 | 0.0260 | -0.002 | 12 | 0 | 0.0700 | 74.9% | -0.02 | 0.0260 | -0.004 | ||||
| 2.29 | 2.78 | 281 | 0.96 | 0.0503 | -0.003 | 13 | 0.0100 | 0.0300 | 24.5K | 49.8% | -0.04 | 0.0506 | -0.004 | |||
| 1.50 | 1.74 | 45 | 6 | 31.7% | 0.90 | 0.1283 | -0.007 | 14 | 0.0600 | 0.0800 | 75 | 46 | 43.7% | -0.10 | 0.1292 | -0.008 |
| 0.8200 | 0.9300 | 859 | 1,163 | 41.9% | 0.69 | 0.2621 | -0.015 | 15 | 0.2300 | 0.2700 | 1,142 | 16.2K | 39.9% | -0.31 | 0.2644 | -0.016 |
| 0.4300 | 0.6100 | 188 | 60 | 37.0% | 0.55 | 0.3040 | -0.017 | 15.5 | 0.3400 | 0.5500 | 194 | 244 | 39.2% | -0.46 | 0.3072 | -0.017 |
| 0.2500 | 0.4000 | 579 | 4,854 | 39.0% | 0.40 | 0.2948 | -0.017 | 16 | 0.6200 | 0.7900 | 180 | 3,752 | 37.3% | -0.61 | 0.2988 | -0.017 |
| 0.1700 | 0.4100 | 11 | 171 | 49.4% | 0.28 | 0.2467 | -0.015 | 16.5 | 0.8900 | 1.22 | 4 | 215 | 36.2% | -0.73 | 0.2510 | -0.015 |
| 0.1000 | 0.1600 | 618 | 3,425 | 45.1% | 0.18 | 0.1893 | -0.012 | 17 | 1.40 | 1.60 | 47 | 10.1K | 39.3% | -0.83 | 0.1932 | -0.012 |
| 0.0200 | 0.0900 | 5 | 257 | 41.5% | 0.12 | 0.1361 | -0.009 | 17.5 | 1.92 | 2.14 | 2 | 226 | 52.4% | -0.89 | 0.1384 | -0.008 |
| 0.0400 | 0.0500 | 111 | 2,360 | 46.6% | 0.07 | 0.0945 | -0.007 | 18 | 2.39 | 2.50 | 191 | 8,744 | 43.3% | -0.94 | 0.1016 | -0.005 |
| 0.0200 | 0.0500 | 30 | 131 | 50.6% | 0.05 | 0.0672 | -0.005 | 18.5 | 2.65 | 3.25 | 1 | 51.5% | -0.96 | 0.0831 | -0.004 | |
| 0.0100 | 0.0200 | 212 | 9,883 | 49.0% | 0.04 | 0.0506 | -0.005 | 19 | 3.35 | 3.55 | 15 | 2,557 | 57.7% | -0.97 | 0.0658 | -0.004 |
| 0 | 0.0900 | 35 | 65.7% | 0.03 | 0.0402 | -0.004 | 19.5 | 3.65 | 4.25 | 63.6% | -0.98 | 0.0505 | -0.004 | |||
| 0.0100 | 0.0300 | 18 | 7,326 | 62.0% | 0.03 | 0.0332 | -0.004 | 20 | 4.35 | 4.55 | 12.5K | 4,050 | 69.3% | -0.99 | 0.0407 | -0.004 |
| 0 | 0.0800 | 204 | 75.3% | 0.03 | 0.0281 | -0.004 | 20.5 | 4.65 | 5.35 | 1 | 89.6% | -0.99 | 0.0337 | -0.004 | ||
| 0.0100 | 0.0300 | 6 | 13.5K | 71.9% | 0.02 | 0.0242 | -0.004 | 21 | 5.35 | 5.50 | 6,206 | 1,299 | -0.99 | 0.0278 | -0.004 | |
| 0 | 0.0300 | 1 | 1 | 73.5% | 0.02 | 0.0211 | -0.004 | 21.5 | 5.60 | 6.55 | 1 | 1 | 116.5% | -0.99 | 0.0223 | -0.005 |
| 0 | 0.0500 | 18.0K | 83.9% | 0.02 | 0.0186 | -0.004 | 22 | 6.35 | 6.70 | 7,456 | 1,552 | 112.6% | -0.99 | 0.0180 | -0.005 | |
| 0 | 0.0700 | 93.2% | 0.02 | 0.0165 | -0.003 | 22.5 | 6.65 | 7.35 | 112.0% | -1.00 | 0.0146 | -0.005 | ||||
| 0 | 0.0500 | 2 | 5,075 | 92.7% | 0.02 | 0.0147 | -0.003 | 23 | 7.25 | 7.65 | 99.6% | -1.00 | 0.0117 | -0.006 | ||
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 — Sep 18, 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.