OKLO catena di opzioni Oklo 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 ±19.7% (21.59–32.21) · ATM IV 83.7% · P/C open interest 0.55
| 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 | |
| 7.25 | 7.45 | 10 | 75 | 86.3% | 0.89 | 0.0253 | -0.021 | 20 | 0.3200 | 0.4000 | 171 | 2,966 | 87.2% | -0.11 | 0.0254 | -0.022 |
| 6.30 | 6.65 | 83.3% | 0.86 | 0.0310 | -0.025 | 21 | 0.4700 | 0.5600 | 86.2% | -0.14 | 0.0312 | -0.025 | ||||
| 5.45 | 5.90 | 82.6% | 0.82 | 0.0371 | -0.028 | 22 | 0.6900 | 0.7500 | 5 | 85.4% | -0.18 | 0.0373 | -0.029 | |||
| 5.10 | 5.45 | 37 | 81.3% | 0.80 | 0.0402 | -0.030 | 22.5 | 0.8200 | 0.8800 | 128 | 1,944 | 85.3% | -0.20 | 0.0404 | -0.031 | |
| 4.85 | 5.05 | 82.8% | 0.78 | 0.0432 | -0.032 | 23 | 0.9500 | 1.04 | 18 | 85.4% | -0.23 | 0.0434 | -0.033 | |||
| 4.20 | 4.50 | 85.5% | 0.73 | 0.0490 | -0.035 | 24 | 1.24 | 1.34 | 120 | 83.8% | -0.28 | 0.0492 | -0.036 | |||
| 3.50 | 3.75 | 22 | 150 | 81.1% | 0.67 | 0.0539 | -0.038 | 25 | 1.67 | 1.72 | 192 | 2,046 | 84.2% | -0.33 | 0.0542 | -0.038 |
| 3.10 | 3.35 | 85.9% | 0.61 | 0.0575 | -0.040 | 26 | 2.13 | 2.17 | 19 | 84.2% | -0.39 | 0.0579 | -0.040 | |||
| 2.75 | 2.95 | 12 | 81.8% | 0.58 | 0.0588 | -0.040 | 26.5 | 2.37 | 2.42 | 88 | 84.0% | -0.42 | 0.0592 | -0.041 | ||
| 2.62 | 2.69 | 45 | 83.7% | 0.55 | 0.0597 | -0.041 | 27 | 2.59 | 2.72 | 9 | 83.8% | -0.45 | 0.0602 | -0.041 | ||
| 2.41 | 2.52 | 29 | 83.9% | 0.52 | 0.0602 | -0.041 | 27.5 | 2.90 | 3.05 | 45 | 85.0% | -0.48 | 0.0607 | -0.041 | ||
| 2.22 | 2.28 | 37 | 83.5% | 0.49 | 0.0604 | -0.041 | 28 | 3.15 | 3.30 | 13 | 83.6% | -0.51 | 0.0609 | -0.041 | ||
| 2.03 | 2.08 | 11 | 83.4% | 0.46 | 0.0601 | -0.041 | 28.5 | 3.50 | 3.60 | 5 | 84.0% | -0.54 | 0.0607 | -0.041 | ||
| 1.85 | 1.91 | 51 | 83.5% | 0.44 | 0.0595 | -0.041 | 29 | 3.75 | 3.95 | 2 | 83.3% | -0.57 | 0.0602 | -0.041 | ||
| 1.69 | 1.76 | 14 | 83.7% | 0.41 | 0.0586 | -0.040 | 29.5 | 4.10 | 4.30 | 1 | 83.8% | -0.59 | 0.0593 | -0.040 | ||
| 1.55 | 1.59 | 425 | 1,173 | 83.7% | 0.38 | 0.0575 | -0.039 | 30 | 4.50 | 4.60 | 371 | 5,532 | 83.9% | -0.62 | 0.0582 | -0.040 |
| 1.37 | 1.44 | 13 | 82.8% | 0.36 | 0.0561 | -0.039 | 30.5 | 4.75 | 4.95 | 81.8% | -0.65 | 0.0568 | -0.039 | |||
| 1.26 | 1.31 | 21 | 83.1% | 0.34 | 0.0546 | -0.038 | 31 | 5.10 | 5.35 | 3 | 82.0% | -0.67 | 0.0553 | -0.038 | ||
| 1.15 | 1.22 | 92 | 83.8% | 0.31 | 0.0528 | -0.037 | 31.5 | 5.45 | 5.75 | 81.7% | -0.69 | 0.0537 | -0.037 | |||
| 1.03 | 1.10 | 30 | 83.4% | 0.29 | 0.0510 | -0.036 | 32 | 5.75 | 6.15 | 43 | 80.1% | -0.71 | 0.0519 | -0.036 | ||
| 0.9400 | 1.01 | 6 | 83.8% | 0.27 | 0.0491 | -0.035 | 32.5 | 6.30 | 6.55 | 42 | 82.9% | -0.73 | 0.0500 | -0.035 | ||
| 0.8500 | 0.9300 | 14 | 84.1% | 0.26 | 0.0472 | -0.034 | 33 | 6.65 | 6.95 | 81.5% | -0.75 | 0.0481 | -0.034 | |||
| 0.7700 | 0.8600 | 12 | 84.5% | 0.24 | 0.0452 | -0.033 | 33.5 | 7.05 | 7.35 | 80.6% | -0.77 | 0.0461 | -0.033 | |||
| 0.7200 | 0.7700 | 60 | 84.9% | 0.22 | 0.0432 | -0.032 | 34 | 7.50 | 7.80 | 81.7% | -0.78 | 0.0442 | -0.032 | |||
| 0.6400 | 0.7100 | 2 | 84.9% | 0.21 | 0.0413 | -0.030 | 34.5 | 7.95 | 8.30 | 2 | 83.6% | -0.80 | 0.0423 | -0.030 | ||
| 0.6000 | 0.6500 | 447 | 2,443 | 85.7% | 0.19 | 0.0394 | -0.029 | 35 | 8.40 | 8.75 | 16 | 5,512 | 84.2% | -0.81 | 0.0404 | -0.029 |
| 0.4900 | 0.5500 | 2 | 86.2% | 0.17 | 0.0357 | -0.027 | 36 | 9.10 | 9.65 | 78.9% | -0.84 | 0.0368 | -0.027 | |||
| 0.4000 | 0.4700 | 14 | 86.8% | 0.15 | 0.0323 | -0.025 | 37 | 10.15 | 10.50 | 1 | 80.8% | -0.86 | 0.0334 | -0.025 | ||
| 0.3400 | 0.4000 | 1 | 87.8% | 0.13 | 0.0292 | -0.023 | 38 | 11.10 | 11.50 | 83.7% | -0.88 | 0.0303 | -0.023 | |||
| 0.2600 | 0.3000 | 333 | 7,564 | 90.5% | 0.10 | 0.0238 | -0.020 | 40 | 12.90 | 13.40 | 8 | 4,739 | 77.2% | -0.91 | 0.0250 | -0.019 |
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.