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 ±19.6% (21.95–32.67) · ATM IV 83.2% · 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 | |
| 7.40 | 7.80 | 20 | 75 | 87.6% | 0.90 | 0.0238 | -0.019 | 20 | 0.3300 | 0.3800 | 178 | 2,966 | 88.8% | -0.10 | 0.0239 | -0.020 |
| 6.45 | 6.95 | 83.4% | 0.87 | 0.0295 | -0.023 | 21 | 0.4400 | 0.5400 | 86.8% | -0.13 | 0.0296 | -0.024 | ||||
| 5.75 | 6.15 | 85.7% | 0.83 | 0.0356 | -0.027 | 22 | 0.5000 | 0.6900 | 6 | 81.4% | -0.17 | 0.0357 | -0.028 | |||
| 5.40 | 5.75 | 37 | 85.7% | 0.81 | 0.0388 | -0.029 | 22.5 | 0.7600 | 0.8400 | 135 | 1,944 | 85.5% | -0.19 | 0.0389 | -0.029 | |
| 5.00 | 5.40 | 85.0% | 0.79 | 0.0419 | -0.030 | 23 | 0.8800 | 0.9500 | 18 | 84.4% | -0.21 | 0.0420 | -0.031 | |||
| 4.25 | 4.75 | 84.1% | 0.74 | 0.0478 | -0.034 | 24 | 1.16 | 1.29 | 121 | 84.2% | -0.26 | 0.0480 | -0.034 | |||
| 3.75 | 4.05 | 26 | 150 | 84.7% | 0.68 | 0.0530 | -0.037 | 25 | 1.50 | 1.65 | 204 | 2,046 | 83.1% | -0.32 | 0.0532 | -0.037 |
| 3.20 | 3.50 | 84.9% | 0.63 | 0.0570 | -0.039 | 26 | 1.94 | 2.13 | 27 | 83.8% | -0.37 | 0.0572 | -0.039 | |||
| 2.89 | 3.20 | 32 | 83.3% | 0.60 | 0.0584 | -0.040 | 26.5 | 1.99 | 2.34 | 96 | 83.4% | -0.40 | 0.0587 | -0.040 | ||
| 2.70 | 2.96 | 45 | 83.9% | 0.57 | 0.0594 | -0.040 | 27 | 2.42 | 2.59 | 16 | 82.8% | -0.43 | 0.0598 | -0.041 | ||
| 2.46 | 2.70 | 34 | 83.3% | 0.54 | 0.0601 | -0.041 | 27.5 | 2.69 | 2.88 | 53 | 83.0% | -0.46 | 0.0604 | -0.041 | ||
| 2.27 | 2.45 | 47 | 83.1% | 0.51 | 0.0603 | -0.041 | 28 | 2.94 | 3.20 | 13 | 83.9% | -0.49 | 0.0607 | -0.041 | ||
| 2.04 | 2.24 | 12 | 82.4% | 0.48 | 0.0602 | -0.041 | 28.5 | 3.10 | 3.50 | 5 | 83.9% | -0.52 | 0.0606 | -0.041 | ||
| 1.92 | 2.23 | 53 | 86.1% | 0.45 | 0.0597 | -0.041 | 29 | 3.55 | 3.80 | 2 | 82.6% | -0.55 | 0.0602 | -0.041 | ||
| 1.75 | 1.88 | 14 | 83.3% | 0.42 | 0.0589 | -0.040 | 29.5 | 3.85 | 4.15 | 1 | 82.5% | -0.58 | 0.0594 | -0.040 | ||
| 1.57 | 1.70 | 457 | 1,173 | 82.4% | 0.40 | 0.0579 | -0.040 | 30 | 4.25 | 4.75 | 378 | 5,532 | 82.8% | -0.61 | 0.0583 | -0.040 |
| 1.42 | 1.63 | 13 | 83.8% | 0.37 | 0.0566 | -0.039 | 30.5 | 4.60 | 4.85 | 83.5% | -0.63 | 0.0571 | -0.039 | |||
| 1.21 | 1.43 | 21 | 81.5% | 0.35 | 0.0550 | -0.038 | 31 | 4.90 | 5.25 | 3 | 83.0% | -0.65 | 0.0556 | -0.038 | ||
| 1.16 | 1.34 | 92 | 83.3% | 0.33 | 0.0534 | -0.037 | 31.5 | 5.30 | 5.65 | 83.9% | -0.68 | 0.0539 | -0.037 | |||
| 1.10 | 1.23 | 41 | 84.4% | 0.30 | 0.0516 | -0.037 | 32 | 5.65 | 6.00 | 43 | 82.7% | -0.70 | 0.0522 | -0.036 | ||
| 0.8800 | 1.13 | 11 | 82.4% | 0.28 | 0.0497 | -0.036 | 32.5 | 6.10 | 6.40 | 42 | 83.8% | -0.72 | 0.0504 | -0.035 | ||
| 0.8700 | 1.04 | 14 | 84.2% | 0.27 | 0.0478 | -0.035 | 33 | 6.40 | 6.85 | 82.8% | -0.74 | 0.0485 | -0.034 | |||
| 0.7100 | 0.9100 | 12 | 82.0% | 0.25 | 0.0459 | -0.034 | 33.5 | 6.95 | 7.40 | 88.3% | -0.76 | 0.0466 | -0.033 | |||
| 0.7200 | 0.8700 | 70 | 84.6% | 0.23 | 0.0440 | -0.033 | 34 | 7.20 | 7.70 | 82.5% | -0.77 | 0.0446 | -0.032 | |||
| 0.5600 | 0.8000 | 4 | 82.9% | 0.22 | 0.0420 | -0.032 | 34.5 | 7.75 | 8.10 | 17 | 84.6% | -0.79 | 0.0427 | -0.031 | ||
| 0.6200 | 0.6800 | 476 | 2,443 | 84.6% | 0.20 | 0.0401 | -0.030 | 35 | 8.15 | 8.55 | 57 | 5,512 | 84.4% | -0.80 | 0.0408 | -0.030 |
| 0.5200 | 0.6300 | 4 | 86.8% | 0.18 | 0.0365 | -0.029 | 36 | 8.95 | 9.85 | 8 | 92.6% | -0.83 | 0.0372 | -0.028 | ||
| 0.4300 | 0.5400 | 20 | 87.6% | 0.16 | 0.0331 | -0.026 | 37 | 10.00 | 10.85 | 2 | 99.4% | -0.85 | 0.0339 | -0.026 | ||
| 0.2400 | 0.4600 | 1 | 84.7% | 0.14 | 0.0299 | -0.025 | 38 | 10.95 | 11.65 | 39 | 98.6% | -0.87 | 0.0308 | -0.024 | ||
| 0.2600 | 0.3000 | 354 | 7,564 | 88.8% | 0.11 | 0.0245 | -0.021 | 40 | 12.80 | 13.20 | 67 | 4,739 | 89.5% | -0.90 | 0.0254 | -0.020 |
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.