NEE catena di opzioni NextEra Energy, Inc.
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 ±19.0% (63.48–93.18) · ATM IV 25.5% · P/C open interest 1.69
| 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 | |
| 31.60 | 35.95 | 1 | 37.0% | 0.98 | 0.0024 | 0.000 | 45 | 0.2400 | 0.4300 | 3 | 34.7% | -0.03 | 0.0028 | -0.003 | ||
| 29.85 | 33.45 | 38.5% | 0.97 | 0.0032 | 0.000 | 47.5 | 0.3300 | 0.5200 | 2 | 33.4% | -0.04 | 0.0035 | -0.003 | |||
| 27.55 | 31.00 | 35.8% | 0.96 | 0.0041 | 0.000 | 50 | 0.4300 | 0.5800 | 7 | 31.7% | -0.05 | 0.0045 | -0.004 | |||
| 22.45 | 26.05 | 1 | 27.6% | 0.93 | 0.0065 | -0.001 | 55 | 0.7500 | 1.16 | 43 | 30.9% | -0.08 | 0.0068 | -0.005 | ||
| 18.75 | 21.60 | 2 | 28.4% | 0.89 | 0.0096 | -0.003 | 60 | 1.15 | 1.70 | 10 | 201 | 28.5% | -0.13 | 0.0100 | -0.006 | |
| 15.80 | 17.50 | 2 | 29.5% | 0.83 | 0.0134 | -0.005 | 65 | 2.02 | 2.46 | 1 | 2,750 | 26.9% | -0.19 | 0.0138 | -0.008 | |
| 13.95 | 15.60 | 28.6% | 0.79 | 0.0154 | -0.007 | 67.5 | 2.57 | 2.98 | 158 | 26.2% | -0.23 | 0.0158 | -0.008 | |||
| 12.25 | 13.80 | 3 | 25 | 27.9% | 0.75 | 0.0173 | -0.007 | 70 | 3.30 | 3.70 | 884 | 25.9% | -0.27 | 0.0178 | -0.009 | |
| 10.60 | 12.00 | 26.9% | 0.70 | 0.0192 | -0.008 | 72.5 | 4.10 | 4.50 | 217 | 25.4% | -0.32 | 0.0196 | -0.009 | |||
| 9.10 | 10.45 | 277 | 26.3% | 0.65 | 0.0208 | -0.009 | 75 | 5.05 | 5.45 | 2,078 | 25.1% | -0.37 | 0.0213 | -0.010 | ||
| 7.75 | 9.45 | 1 | 61 | 26.6% | 0.60 | 0.0221 | -0.009 | 77.5 | 6.00 | 6.50 | 961 | 24.4% | -0.43 | 0.0228 | -0.010 | |
| 6.55 | 6.90 | 5 | 621 | 24.0% | 0.54 | 0.0229 | -0.010 | 80 | 7.35 | 7.65 | 417 | 24.2% | -0.48 | 0.0238 | -0.010 | |
| 5.50 | 5.80 | 169 | 23.7% | 0.49 | 0.0234 | -0.010 | 82.5 | 8.65 | 9.00 | 629 | 23.8% | -0.54 | 0.0245 | -0.010 | ||
| 4.60 | 4.85 | 20 | 597 | 23.6% | 0.43 | 0.0233 | -0.009 | 85 | 10.00 | 10.55 | 151 | 23.2% | -0.60 | 0.0249 | -0.009 | |
| 3.75 | 4.05 | 2 | 384 | 23.4% | 0.38 | 0.0227 | -0.009 | 87.5 | 11.35 | 12.20 | 23 | 22.4% | -0.66 | 0.0250 | -0.009 | |
| 3.05 | 3.35 | 963 | 23.2% | 0.33 | 0.0217 | -0.009 | 90 | 13.10 | 14.05 | 25 | 22.1% | -0.72 | 0.0248 | -0.009 | ||
| 2.49 | 2.75 | 3 | 572 | 23.1% | 0.29 | 0.0204 | -0.008 | 92.5 | 14.95 | 15.95 | 79 | 21.5% | -0.77 | 0.0243 | -0.008 | |
| 2.07 | 2.28 | 776 | 23.2% | 0.25 | 0.0189 | -0.008 | 95 | 16.95 | 18.05 | 9 | 20.9% | -0.82 | 0.0230 | -0.007 | ||
| 1.45 | 1.93 | 533 | 24.5% | 0.18 | 0.0156 | -0.006 | 100 | 21.05 | 24.35 | 26.1% | -0.90 | 0.0180 | -0.005 | |||
| 0.8200 | 1.36 | 96 | 24.1% | 0.13 | 0.0126 | -0.005 | 105 | 24.75 | 28.55 | -0.95 | 0.0114 | -0.001 | ||||
| 0.4800 | 0.9700 | 3 | 24.2% | 0.10 | 0.0100 | -0.004 | 110 | 29.60 | 33.90 | -0.98 | 0.0061 | 0.000 | ||||
| 0.4600 | 0.7100 | 1 | 25.2% | 0.07 | 0.0079 | -0.004 | 115 | 34.95 | 38.00 | -0.99 | 0.0028 | 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 — Sep 17, 2027
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.