OKTA catena di opzioni Okta, 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 ±25.9% (142.32–241.67) · ATM IV 66.5% · P/C open interest 0.84
| 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 | |
| 94.80 | 98.25 | 76 | 78.1% | 0.98 | 0.0007 | -0.013 | 97.5 | 0.3900 | 1.10 | 53 | 78.3% | -0.02 | 0.0007 | -0.022 | ||
| 93.00 | 95.90 | 769 | 82.1% | 0.98 | 0.0008 | -0.016 | 100 | 0.4500 | 1.19 | 1,219 | 77.1% | -0.03 | 0.0008 | -0.024 | ||
| 88.30 | 91.20 | 50 | 80.1% | 0.97 | 0.0010 | -0.021 | 105 | 0.7200 | 1.45 | 226 | 76.2% | -0.03 | 0.0010 | -0.029 | ||
| 83.65 | 86.50 | 1,859 | 77.9% | 0.96 | 0.0013 | -0.027 | 110 | 1.01 | 1.45 | 17 | 182 | 73.1% | -0.04 | 0.0013 | -0.035 | |
| 79.10 | 81.95 | 461 | 76.6% | 0.95 | 0.0015 | -0.034 | 115 | 1.29 | 2.15 | 79 | 73.5% | -0.05 | 0.0015 | -0.041 | ||
| 74.50 | 77.50 | 403 | 75.0% | 0.94 | 0.0018 | -0.041 | 120 | 1.95 | 2.27 | 1 | 579 | 72.1% | -0.06 | 0.0018 | -0.048 | |
| 70.15 | 73.00 | 372 | 73.7% | 0.92 | 0.0021 | -0.048 | 125 | 2.24 | 3.45 | 191 | 72.7% | -0.08 | 0.0021 | -0.055 | ||
| 65.85 | 68.80 | 3,661 | 73.0% | 0.91 | 0.0025 | -0.056 | 130 | 2.91 | 3.55 | 31 | 1,080 | 70.2% | -0.09 | 0.0025 | -0.062 | |
| 61.65 | 64.50 | 518 | 71.7% | 0.89 | 0.0028 | -0.065 | 135 | 3.60 | 5.00 | 69 | 71.3% | -0.11 | 0.0029 | -0.070 | ||
| 57.55 | 60.55 | 1 | 815 | 71.1% | 0.87 | 0.0032 | -0.073 | 140 | 4.55 | 5.35 | 30 | 188 | 69.4% | -0.13 | 0.0032 | -0.078 |
| 53.60 | 56.75 | 10 | 515 | 70.6% | 0.85 | 0.0036 | -0.081 | 145 | 5.50 | 7.35 | 498 | 70.9% | -0.15 | 0.0036 | -0.086 | |
| 49.55 | 51.80 | 50 | 800 | 67.0% | 0.83 | 0.0040 | -0.090 | 150 | 6.55 | 7.60 | 223 | 68.1% | -0.18 | 0.0040 | -0.094 | |
| 46.15 | 48.80 | 75 | 68.3% | 0.80 | 0.0044 | -0.098 | 155 | 8.00 | 8.85 | 11 | 378 | 67.7% | -0.20 | 0.0044 | -0.102 | |
| 42.45 | 44.65 | 2 | 1,024 | 66.3% | 0.77 | 0.0047 | -0.105 | 160 | 9.65 | 10.35 | 161 | 67.7% | -0.23 | 0.0048 | -0.109 | |
| 39.60 | 42.20 | 1,234 | 68.1% | 0.75 | 0.0050 | -0.112 | 165 | 11.05 | 12.05 | 1 | 144 | 66.9% | -0.26 | 0.0051 | -0.116 | |
| 36.40 | 38.70 | 1 | 685 | 67.1% | 0.72 | 0.0054 | -0.118 | 170 | 12.95 | 13.90 | 1 | 294 | 66.8% | -0.29 | 0.0054 | -0.122 |
| 33.45 | 35.65 | 137 | 66.6% | 0.69 | 0.0056 | -0.124 | 175 | 14.85 | 15.95 | 488 | 66.4% | -0.32 | 0.0057 | -0.127 | ||
| 30.65 | 32.95 | 618 | 66.5% | 0.66 | 0.0059 | -0.128 | 180 | 16.75 | 18.20 | 1 | 116 | 65.8% | -0.35 | 0.0060 | -0.132 | |
| 28.55 | 30.35 | 417 | 67.0% | 0.62 | 0.0061 | -0.132 | 185 | 19.40 | 20.55 | 149 | 66.0% | -0.38 | 0.0062 | -0.135 | ||
| 26.15 | 28.40 | 5 | 334 | 67.5% | 0.59 | 0.0062 | -0.135 | 190 | 21.65 | 23.15 | 10 | 72 | 65.6% | -0.41 | 0.0063 | -0.138 |
| 23.55 | 25.90 | 11 | 229 | 66.6% | 0.56 | 0.0063 | -0.137 | 195 | 24.55 | 25.85 | 2 | 163 | 65.7% | -0.44 | 0.0064 | -0.140 |
| 21.30 | 23.70 | 112 | 716 | 66.1% | 0.53 | 0.0064 | -0.139 | 200 | 27.10 | 29.30 | 131 | 65.9% | -0.48 | 0.0065 | -0.141 | |
| 18.25 | 19.75 | 1 | 222 | 66.6% | 0.47 | 0.0064 | -0.139 | 210 | 33.30 | 35.30 | 2 | 192 | 65.4% | -0.54 | 0.0066 | -0.141 |
| 14.65 | 16.80 | 755 | 66.3% | 0.41 | 0.0063 | -0.136 | 220 | 40.05 | 42.25 | 38 | 65.5% | -0.60 | 0.0064 | -0.138 | ||
| 12.35 | 13.90 | 7 | 308 | 66.5% | 0.36 | 0.0060 | -0.131 | 230 | 47.55 | 49.70 | 211 | 65.9% | -0.65 | 0.0062 | -0.133 | |
| 9.95 | 11.90 | 152 | 66.7% | 0.32 | 0.0057 | -0.125 | 240 | 55.25 | 57.50 | 397 | 65.9% | -0.70 | 0.0059 | -0.126 | ||
| 8.30 | 9.60 | 24 | 118 | 66.5% | 0.27 | 0.0053 | -0.117 | 250 | 63.40 | 65.75 | 3 | 66.1% | -0.74 | 0.0056 | -0.118 | |
| 7.00 | 8.15 | 3 | 261 | 67.2% | 0.24 | 0.0049 | -0.109 | 260 | 71.75 | 74.15 | 4 | 65.8% | -0.78 | 0.0052 | -0.110 | |
| 5.70 | 6.45 | 1 | 370 | 66.6% | 0.20 | 0.0045 | -0.100 | 270 | 80.45 | 82.85 | 61 | 65.6% | -0.82 | 0.0048 | -0.101 | |
| 4.65 | 5.30 | 23 | 477 | 66.6% | 0.18 | 0.0041 | -0.091 | 280 | 88.95 | 92.05 | 9 | 64.9% | -0.85 | 0.0044 | -0.092 | |
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 — Jan 15, 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.