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 ±12.7% (13.33–17.19) · ATM IV 52.8% · 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 | |
| 6.80 | 8.55 | 193.6% | 0.98 | 0.0094 | -0.003 | 8 | 0 | 0.7500 | 1 | 190.3% | -0.02 | 0.0094 | -0.004 | |||
| 5.80 | 7.85 | 183.7% | 0.97 | 0.0133 | -0.003 | 9 | 0 | 0.7500 | 2 | 162.3% | -0.03 | 0.0133 | -0.004 | |||
| 4.85 | 6.25 | 14 | 122.6% | 0.97 | 0.0196 | -0.004 | 10 | 0 | 0.1300 | 27 | 87.1% | -0.03 | 0.0196 | -0.004 | ||
| 4.00 | 4.50 | 30 | 0.95 | 0.0306 | -0.004 | 11 | 0.0100 | 0.1200 | 10 | 177 | 70.5% | -0.05 | 0.0307 | -0.005 | ||
| 3.00 | 4.35 | 57 | 92.6% | 0.92 | 0.0518 | -0.006 | 12 | 0.0800 | 0.1100 | 21 | 1,752 | 60.2% | -0.08 | 0.0521 | -0.006 | |
| 2.58 | 3.90 | 87.5% | 0.89 | 0.0688 | -0.007 | 12.5 | 0.1200 | 0.3700 | 69.7% | -0.11 | 0.0691 | -0.007 | ||||
| 2.38 | 2.72 | 1 | 16 | 60.8% | 0.85 | 0.0890 | -0.009 | 13 | 0.1400 | 0.2400 | 308 | 2,491 | 55.0% | -0.15 | 0.0894 | -0.009 |
| 1.78 | 2.67 | 64.8% | 0.79 | 0.1094 | -0.011 | 13.5 | 0.1800 | 0.3500 | 10 | 52.6% | -0.21 | 0.1101 | -0.011 | |||
| 1.58 | 1.88 | 20 | 249 | 54.3% | 0.73 | 0.1283 | -0.013 | 14 | 0.3700 | 0.5000 | 218 | 4,442 | 54.9% | -0.27 | 0.1291 | -0.013 |
| 1.26 | 1.97 | 66.6% | 0.66 | 0.1442 | -0.014 | 14.5 | 0.2900 | 0.8500 | 3 | 45.7% | -0.34 | 0.1453 | -0.015 | |||
| 1.09 | 1.17 | 242 | 6,384 | 54.2% | 0.58 | 0.1556 | -0.015 | 15 | 0.8400 | 0.8500 | 22 | 6,348 | 55.1% | -0.42 | 0.1570 | -0.015 |
| 0.8500 | 0.9000 | 95 | 53.3% | 0.50 | 0.1609 | -0.015 | 15.5 | 1.00 | 1.11 | 2 | 52.2% | -0.50 | 0.1627 | -0.015 | ||
| 0.6800 | 0.7000 | 144 | 7,606 | 54.1% | 0.42 | 0.1595 | -0.015 | 16 | 1.35 | 1.44 | 55 | 1,941 | 54.7% | -0.58 | 0.1616 | -0.015 |
| 0.1600 | 0.5300 | 19 | 42.9% | 0.35 | 0.1518 | -0.014 | 16.5 | 1.65 | 1.79 | 53.9% | -0.66 | 0.1544 | -0.014 | |||
| 0.3800 | 0.4000 | 205 | 8,670 | 53.6% | 0.28 | 0.1393 | -0.013 | 17 | 2.05 | 2.16 | 105 | 3,443 | 54.9% | -0.72 | 0.1424 | -0.013 |
| 0.1800 | 0.2900 | 253 | 49.5% | 0.22 | 0.1235 | -0.011 | 17.5 | 2.38 | 3.65 | 88.1% | -0.79 | 0.1271 | -0.011 | |||
| 0.1900 | 0.2300 | 1,275 | 3,292 | 53.5% | 0.17 | 0.1061 | -0.009 | 18 | 2.80 | 4.00 | 214 | 88.5% | -0.84 | 0.1102 | -0.009 | |
| 0 | 0.1700 | 8 | 45.9% | 0.13 | 0.0888 | -0.008 | 18.5 | 3.25 | 4.50 | 93.8% | -0.88 | 0.0934 | -0.008 | |||
| 0.0400 | 0.1500 | 23 | 423 | 49.9% | 0.10 | 0.0732 | -0.007 | 19 | 3.70 | 4.10 | 1 | 63.6% | -0.91 | 0.0782 | -0.007 | |
| 0.0200 | 0.3000 | 64.5% | 0.08 | 0.0601 | -0.006 | 19.5 | 4.05 | 5.40 | 96.0% | -0.93 | 0.0652 | -0.006 | ||||
| 0.0100 | 0.0700 | 13 | 433 | 55.1% | 0.07 | 0.0499 | -0.005 | 20 | 4.65 | 5.80 | 10 | 101.6% | -0.95 | 0.0552 | -0.005 | |
| 0.0100 | 0.2000 | 2 | 106 | 70.4% | 0.05 | 0.0363 | -0.004 | 21 | 5.65 | 7.00 | 119.6% | -0.97 | 0.0413 | -0.004 | ||
| 0.0100 | 0.1000 | 1 | 40 | 68.7% | 0.04 | 0.0278 | -0.004 | 22 | 6.30 | 8.00 | 115.7% | -0.98 | 0.0335 | -0.003 | ||
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.