OKLO catena di opzioni Oklo Inc.
Cboe delayed options data · aggiornato al 15:36 UTC
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 ±13.7% (34.86–45.95) · ATM IV 70.5% · P/C open interest 0.63
| 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 | |
| 14.35 | 16.30 | 1 | 0.99 | 0.0032 | 0.000 | 25 | 0 | 0.4100 | 72 | 120.6% | -0.01 | 0.0032 | -0.005 | |||
| 10.25 | 12.35 | 0.96 | 0.0101 | -0.009 | 29 | 0.0200 | 0.3500 | 2 | 86.8% | -0.04 | 0.0101 | -0.014 | ||||
| 10.20 | 10.85 | 1 | 57.2% | 0.95 | 0.0131 | -0.013 | 30 | 0.0400 | 0.2900 | 2 | 304 | 77.6% | -0.05 | 0.0131 | -0.017 | |
| 8.65 | 10.05 | 0.93 | 0.0167 | -0.017 | 31 | 0.0600 | 0.5500 | 81.8% | -0.07 | 0.0168 | -0.021 | |||||
| 7.95 | 9.05 | 1 | 0.91 | 0.0210 | -0.022 | 32 | 0.2200 | 0.4000 | 3 | 90 | 74.5% | -0.09 | 0.0210 | -0.026 | ||
| 7.50 | 8.10 | 66.2% | 0.89 | 0.0258 | -0.027 | 33 | 0.3400 | 0.4500 | 3 | 120 | 71.9% | -0.11 | 0.0259 | -0.031 | ||
| 6.65 | 7.20 | 48 | 65.3% | 0.86 | 0.0312 | -0.033 | 34 | 0.4800 | 0.6000 | 4 | 96 | 71.1% | -0.14 | 0.0313 | -0.036 | |
| 6.00 | 6.40 | 6 | 69.0% | 0.82 | 0.0367 | -0.039 | 35 | 0.6600 | 0.8200 | 13 | 436 | 70.9% | -0.18 | 0.0369 | -0.042 | |
| 5.10 | 5.65 | 7 | 66.6% | 0.78 | 0.0423 | -0.045 | 36 | 0.8500 | 1.06 | 2 | 314 | 69.7% | -0.22 | 0.0425 | -0.047 | |
| 4.60 | 4.90 | 5 | 69.1% | 0.73 | 0.0474 | -0.050 | 37 | 1.15 | 1.38 | 1 | 353 | 69.9% | -0.27 | 0.0476 | -0.052 | |
| 3.95 | 4.20 | 50 | 68.2% | 0.68 | 0.0518 | -0.054 | 38 | 1.50 | 1.70 | 5 | 306 | 69.2% | -0.32 | 0.0520 | -0.056 | |
| 3.45 | 3.60 | 2 | 23 | 69.1% | 0.62 | 0.0550 | -0.058 | 39 | 1.90 | 2.14 | 2 | 120 | 69.4% | -0.38 | 0.0553 | -0.059 |
| 2.94 | 3.15 | 47 | 242 | 70.2% | 0.56 | 0.0570 | -0.060 | 40 | 2.38 | 2.62 | 2 | 345 | 70.8% | -0.44 | 0.0573 | -0.061 |
| 2.49 | 2.67 | 11 | 42 | 70.5% | 0.51 | 0.0576 | -0.061 | 41 | 2.88 | 3.20 | 96 | 71.2% | -0.49 | 0.0580 | -0.062 | |
| 2.11 | 2.38 | 26 | 267 | 72.2% | 0.45 | 0.0569 | -0.061 | 42 | 3.50 | 3.80 | 92 | 70.2% | -0.55 | 0.0573 | -0.061 | |
| 1.77 | 1.94 | 1 | 170 | 71.4% | 0.40 | 0.0551 | -0.060 | 43 | 4.10 | 4.50 | 43 | 70.4% | -0.60 | 0.0556 | -0.060 | |
| 1.48 | 1.64 | 2 | 67 | 71.9% | 0.35 | 0.0524 | -0.059 | 44 | 4.95 | 5.25 | 37 | 73.3% | -0.65 | 0.0530 | -0.058 | |
| 1.23 | 1.41 | 12 | 557 | 72.7% | 0.31 | 0.0492 | -0.056 | 45 | 5.70 | 6.05 | 145 | 74.6% | -0.70 | 0.0498 | -0.055 | |
| 1.00 | 1.20 | 30 | 169 | 73.0% | 0.27 | 0.0456 | -0.053 | 46 | 6.45 | 6.90 | 27 | 75.6% | -0.74 | 0.0462 | -0.051 | |
| 0.8600 | 0.9800 | 173 | 73.5% | 0.23 | 0.0419 | -0.050 | 47 | 7.20 | 7.60 | 1 | 24 | 73.2% | -0.77 | 0.0425 | -0.048 | |
| 0.7200 | 0.8200 | 10 | 187 | 74.2% | 0.20 | 0.0382 | -0.047 | 48 | 8.05 | 8.40 | 66 | 72.8% | -0.80 | 0.0388 | -0.044 | |
| 0.5600 | 0.6900 | 2 | 71 | 74.0% | 0.18 | 0.0346 | -0.043 | 49 | 8.95 | 9.55 | 63 | 79.1% | -0.83 | 0.0352 | -0.040 | |
| 0.5300 | 0.5500 | 7 | 728 | 75.4% | 0.15 | 0.0312 | -0.040 | 50 | 9.75 | 10.20 | 31 | 72.6% | -0.85 | 0.0318 | -0.037 | |
| 0.4100 | 0.6100 | 16 | 127 | 78.8% | 0.14 | 0.0281 | -0.037 | 51 | 10.75 | 11.35 | 35 | 80.8% | -0.87 | 0.0287 | -0.033 | |
| 0.3400 | 0.4800 | 1 | 149 | 78.3% | 0.12 | 0.0252 | -0.034 | 52 | 11.60 | 12.25 | 115 | 79.1% | -0.89 | 0.0258 | -0.030 | |
| 0.2000 | 0.4400 | 1,052 | 77.5% | 0.10 | 0.0226 | -0.031 | 53 | 12.50 | 13.75 | 64 | 93.2% | -0.90 | 0.0231 | -0.026 | ||
| 0.1400 | 0.3700 | 53 | 77.2% | 0.09 | 0.0202 | -0.029 | 54 | 13.15 | 14.65 | 1 | 22 | 86.0% | -0.92 | 0.0207 | -0.023 | |
| 0.1000 | 0.3500 | 1 | 240 | 78.7% | 0.08 | 0.0181 | -0.026 | 55 | 14.00 | 15.70 | 42 | 86.9% | -0.93 | 0.0186 | -0.021 | |
| 0.1000 | 0.5400 | 4 | 159 | 88.8% | 0.07 | 0.0162 | -0.024 | 56 | 15.00 | 16.75 | 8 | 92.2% | -0.94 | 0.0166 | -0.018 | |
| 0.1000 | 0.5500 | 69 | 92.7% | 0.06 | 0.0146 | -0.022 | 57 | 15.95 | 17.70 | 10 | 92.5% | -0.95 | 0.0152 | -0.015 | ||
| 0.0100 | 0.5500 | 36 | 93.1% | 0.06 | 0.0131 | -0.020 | 58 | 17.15 | 18.70 | 6 | 102.6% | -0.95 | 0.0140 | -0.013 | ||
| 0.0500 | 0.5500 | 284 | 97.8% | 0.05 | 0.0118 | -0.019 | 59 | 17.90 | 19.70 | 19 | 97.6% | -0.96 | 0.0128 | -0.011 | ||
| 0.0100 | 0.2500 | 1 | 230 | 86.0% | 0.04 | 0.0106 | -0.017 | 60 | 19.10 | 20.75 | 29 | 109.6% | -0.97 | 0.0119 | -0.009 | |
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 25, 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.
callput