NUE catena di opzioni Nucor Corporation
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 ±5.8% (247.27–277.67) · ATM IV 35.4% · P/C open interest 0.82
| 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 | |
| 126.10 | 129.50 | 22 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 42 | 186.1% | 0.00 | 0.0000 | -0.000 | |||
| 121.10 | 124.50 | 56 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 106 | 177.1% | 0.00 | 0.0000 | -0.000 | |||
| 116.20 | 119.10 | 33 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.15 | 186 | 168.5% | 0.00 | 0.0000 | -0.000 | |||
| 111.20 | 114.10 | 31 | 1.00 | 0.0000 | 0.000 | 150 | 0 | 2.15 | 381 | 160.1% | -0.00 | 0.0000 | -0.000 | |||
| 106.20 | 109.10 | 22 | 1.00 | 0.0000 | 0.000 | 155 | 0 | 2.15 | 102 | 152.0% | -0.00 | 0.0000 | -0.000 | |||
| 101.70 | 104.70 | 46 | 116.2% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 0.0500 | 112 | 87.2% | -0.00 | 0.0000 | -0.001 | ||
| 96.20 | 99.50 | 26 | 1.00 | 0.0000 | 0.000 | 165 | 0 | 2.15 | 311 | 136.5% | -0.00 | 0.0000 | -0.001 | |||
| 91.80 | 94.20 | 119 | 86.8% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.2500 | 149 | 92.0% | -0.00 | 0.0000 | -0.001 | ||
| 86.80 | 89.20 | 297 | 80.2% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.2500 | 133 | 86.5% | -0.00 | 0.0000 | -0.002 | ||
| 81.80 | 84.60 | 215 | 89.5% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 0.3000 | 54 | 83.1% | -0.00 | 0.0001 | -0.002 | ||
| 76.10 | 79.10 | 279 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.15 | 86 | 107.7% | -0.00 | 0.0001 | -0.003 | |||
| 71.80 | 74.20 | 183 | 61.1% | 1.00 | 0.0002 | 0.000 | 190 | 0 | 1.55 | 160 | 94.4% | -0.00 | 0.0002 | -0.004 | ||
| 65.80 | 69.60 | 155 | 1.00 | 0.0003 | 0.000 | 195 | 0 | 2.15 | 306 | 94.2% | -0.00 | 0.0003 | -0.006 | |||
| 61.80 | 64.30 | 2 | 164 | 56.0% | 1.00 | 0.0004 | 0.000 | 200 | 0 | 1.00 | 377 | 75.3% | -0.00 | 0.0004 | -0.009 | |
| 50.90 | 54.40 | 457 | 0.99 | 0.0009 | 0.000 | 210 | 0 | 0.7000 | 222 | 59.9% | -0.01 | 0.0009 | -0.017 | |||
| 41.00 | 44.60 | 9 | 193 | 0.98 | 0.0021 | -0.013 | 220 | 0.1000 | 0.7500 | 1 | 393 | 51.1% | -0.02 | 0.0021 | -0.035 | |
| 31.50 | 34.70 | 216 | 29.0% | 0.95 | 0.0046 | -0.051 | 230 | 0.1500 | 0.8500 | 31 | 665 | 41.8% | -0.05 | 0.0046 | -0.068 | |
| 22.30 | 25.40 | 3 | 783 | 34.6% | 0.89 | 0.0092 | -0.111 | 240 | 0.9000 | 1.30 | 14 | 389 | 38.0% | -0.11 | 0.0093 | -0.124 |
| 14.60 | 17.00 | 8 | 789 | 36.2% | 0.77 | 0.0159 | -0.187 | 250 | 2.35 | 3.40 | 8 | 405 | 37.1% | -0.23 | 0.0160 | -0.196 |
| 7.70 | 10.30 | 118 | 976 | 34.7% | 0.58 | 0.0209 | -0.242 | 260 | 5.30 | 7.10 | 13 | 678 | 36.0% | -0.42 | 0.0211 | -0.246 |
| 3.80 | 5.10 | 36 | 1,176 | 34.3% | 0.37 | 0.0201 | -0.237 | 270 | 10.30 | 12.70 | 372 | 34.7% | -0.63 | 0.0205 | -0.238 | |
| 1.60 | 2.35 | 4 | 977 | 34.7% | 0.21 | 0.0149 | -0.185 | 280 | 18.10 | 20.80 | 35 | 37.6% | -0.80 | 0.0152 | -0.181 | |
| 0.6000 | 1.15 | 2 | 915 | 36.2% | 0.11 | 0.0094 | -0.124 | 290 | 26.60 | 29.60 | 1 | 37.4% | -0.90 | 0.0095 | -0.113 | |
| 0.1500 | 0.6500 | 15 | 546 | 38.2% | 0.06 | 0.0054 | -0.077 | 300 | 36.10 | 39.10 | 37.4% | -0.96 | 0.0068 | -0.065 | ||
| 0 | 1.10 | 2 | 37 | 48.5% | 0.03 | 0.0030 | -0.046 | 310 | 45.70 | 49.70 | 47.8% | -0.99 | 0.0029 | -0.089 | ||
| 0 | 1.95 | 225 | 62.6% | 0.02 | 0.0017 | -0.028 | 320 | 55.70 | 59.00 | -1.00 | 0.0002 | -0.133 | ||||
| 0 | 2.15 | 9 | 71.5% | 0.01 | 0.0009 | -0.017 | 330 | 65.60 | 69.70 | 60.4% | -1.00 | 0.0000 | -0.151 | |||
| 0 | 2.15 | 3 | 78.6% | 0.00 | 0.0005 | -0.010 | 340 | 75.70 | 79.70 | 68.4% | -1.00 | 0.0000 | -0.157 | |||
| 0 | 2.15 | 12 | 85.3% | 0.00 | 0.0003 | -0.006 | 350 | 85.60 | 89.20 | -1.00 | 0.0000 | -0.159 | ||||
| 0 | 0.7500 | 73 | 76.4% | 0.00 | 0.0002 | -0.004 | 360 | 95.70 | 99.70 | 80.7% | -1.00 | 0.0000 | -0.159 | |||
| 0 | 2.15 | 6 | 97.9% | 0.00 | 0.0001 | -0.003 | 370 | 105.70 | 109.70 | 86.5% | -1.00 | 0.0000 | -0.160 | |||
| 0 | 2.15 | 7 | 103.8% | 0.00 | 0.0001 | -0.002 | 380 | 115.60 | 119.70 | 89.9% | -1.00 | 0.0000 | -0.160 | |||
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.