ONON catena di opzioni On Holding AG
Cboe delayed options data · aggiornato al 21:59 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 ±12.5% (31.28–40.18) · ATM IV 53.6% · P/C open interest 1.74
| 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 | |
| 14.70 | 17.85 | 4 | 148.9% | 0.99 | 0.0029 | -0.002 | 20 | 0 | 0.0400 | 1 | 46 | 85.1% | -0.01 | 0.0029 | -0.004 | |
| 12.20 | 15.35 | 8 | 123.2% | 0.98 | 0.0049 | -0.003 | 22.5 | 0 | 0.7500 | 21.8K | 116.9% | -0.02 | 0.0049 | -0.005 | ||
| 9.95 | 12.15 | 288 | 83.9% | 0.97 | 0.0088 | -0.005 | 25 | 0 | 0.2500 | 1 | 370 | 74.0% | -0.03 | 0.0088 | -0.007 | |
| 9.35 | 11.60 | 102.3% | 0.97 | 0.0115 | -0.007 | 26 | 0.0300 | 0.1300 | 26 | 61.8% | -0.03 | 0.0115 | -0.008 | |||
| 8.45 | 10.45 | 92.0% | 0.95 | 0.0152 | -0.009 | 27 | 0.1000 | 0.1500 | 8 | 60.7% | -0.05 | 0.0152 | -0.010 | |||
| 8.05 | 9.00 | 269 | 62.9% | 0.95 | 0.0176 | -0.010 | 27.5 | 0.1000 | 0.2100 | 18 | 7,287 | 60.1% | -0.05 | 0.0176 | -0.011 | |
| 7.20 | 10.05 | 91.0% | 0.94 | 0.0203 | -0.011 | 28 | 0.0300 | 0.2700 | 12 | 1 | 56.5% | -0.06 | 0.0204 | -0.012 | ||
| 6.50 | 9.15 | 1 | 2 | 89.6% | 0.91 | 0.0269 | -0.015 | 29 | 0.2100 | 0.3900 | 5 | 59.7% | -0.09 | 0.0270 | -0.016 | |
| 5.95 | 8.15 | 74.5% | 0.89 | 0.0306 | -0.017 | 29.5 | 0.2800 | 0.3700 | 62 | 57.4% | -0.11 | 0.0308 | -0.018 | |||
| 6.10 | 6.40 | 20 | 4,494 | 57.6% | 0.87 | 0.0344 | -0.019 | 30 | 0.3700 | 0.4100 | 77 | 9,006 | 56.9% | -0.13 | 0.0346 | -0.020 |
| 5.25 | 6.45 | 58.0% | 0.85 | 0.0384 | -0.021 | 30.5 | 0.4400 | 1.34 | 72.6% | -0.15 | 0.0386 | -0.022 | ||||
| 5.30 | 5.50 | 55.9% | 0.83 | 0.0423 | -0.024 | 31 | 0.5100 | 1.04 | 64.1% | -0.17 | 0.0425 | -0.024 | ||||
| 4.50 | 6.75 | 75.8% | 0.81 | 0.0462 | -0.025 | 31.5 | 0.4900 | 0.9300 | 57.6% | -0.19 | 0.0465 | -0.026 | ||||
| 4.30 | 5.00 | 1 | 1 | 56.2% | 0.78 | 0.0501 | -0.027 | 32 | 0.7500 | 0.9900 | 143 | 58.5% | -0.22 | 0.0504 | -0.028 | |
| 4.10 | 4.35 | 2 | 4,884 | 54.1% | 0.75 | 0.0540 | -0.029 | 32.5 | 0.8900 | 1.02 | 7 | 681 | 56.6% | -0.25 | 0.0543 | -0.030 |
| 3.65 | 4.40 | 58.2% | 0.72 | 0.0576 | -0.031 | 33 | 0.9000 | 1.34 | 1 | 1 | 56.8% | -0.28 | 0.0580 | -0.031 | ||
| 3.50 | 3.80 | 56.7% | 0.69 | 0.0611 | -0.032 | 33.5 | 1.18 | 1.82 | 62.2% | -0.31 | 0.0615 | -0.033 | ||||
| 3.05 | 3.45 | 1 | 54.2% | 0.66 | 0.0642 | -0.033 | 34 | 1.32 | 1.77 | 58.2% | -0.34 | 0.0646 | -0.034 | |||
| 2.91 | 2.99 | 10 | 54.0% | 0.63 | 0.0668 | -0.034 | 34.5 | 1.58 | 1.63 | 9 | 54.3% | -0.37 | 0.0673 | -0.035 | ||
| 2.57 | 2.70 | 36 | 2,177 | 52.9% | 0.59 | 0.0689 | -0.035 | 35 | 1.79 | 1.84 | 35 | 371 | 53.9% | -0.41 | 0.0695 | -0.035 |
| 2.37 | 2.44 | 10 | 53.6% | 0.56 | 0.0704 | -0.035 | 35.5 | 2.02 | 2.07 | 40 | 53.7% | -0.45 | 0.0711 | -0.036 | ||
| 2.07 | 2.19 | 27 | 52.7% | 0.52 | 0.0713 | -0.036 | 36 | 2.28 | 2.33 | 125 | 55.2% | -0.48 | 0.0720 | -0.036 | ||
| 1.91 | 1.97 | 53.4% | 0.49 | 0.0715 | -0.036 | 36.5 | 2.53 | 2.60 | 57 | 53.0% | -0.52 | 0.0723 | -0.036 | |||
| 1.69 | 1.76 | 6 | 1 | 53.1% | 0.45 | 0.0711 | -0.035 | 37 | 2.83 | 2.90 | 20 | 54.9% | -0.55 | 0.0720 | -0.036 | |
| 1.48 | 1.57 | 23 | 6,009 | 52.8% | 0.42 | 0.0701 | -0.035 | 37.5 | 3.10 | 3.25 | 26 | 53.0% | -0.59 | 0.0711 | -0.035 | |
| 1.34 | 1.40 | 22 | 4 | 53.2% | 0.39 | 0.0686 | -0.034 | 38 | 3.45 | 3.55 | 3 | 52.9% | -0.62 | 0.0696 | -0.034 | |
| 0.9500 | 1.56 | 2 | 54.2% | 0.35 | 0.0667 | -0.033 | 38.5 | 3.60 | 4.20 | 54.3% | -0.65 | 0.0678 | -0.033 | |||
| 1.05 | 1.20 | 4 | 4 | 54.5% | 0.32 | 0.0644 | -0.032 | 39 | 4.15 | 4.55 | 56.8% | -0.68 | 0.0656 | -0.032 | ||
| 0.7800 | 0.8800 | 929 | 4,437 | 53.1% | 0.27 | 0.0589 | -0.030 | 40 | 4.80 | 5.30 | 138 | 55.3% | -0.74 | 0.0603 | -0.030 | |
| 0.6200 | 0.8000 | 7 | 55.5% | 0.22 | 0.0528 | -0.027 | 41 | 5.50 | 7.00 | 67.5% | -0.79 | 0.0542 | -0.027 | |||
| 0.3800 | 0.7200 | 106 | 55.6% | 0.18 | 0.0464 | -0.024 | 42 | 6.35 | 7.85 | 69.0% | -0.83 | 0.0480 | -0.024 | |||
| 0.4100 | 0.4800 | 9 | 156 | 54.2% | 0.16 | 0.0432 | -0.022 | 42.5 | 6.80 | 8.30 | 70.2% | -0.85 | 0.0449 | -0.022 | ||
| 0.3300 | 1.14 | 9 | 67.2% | 0.15 | 0.0401 | -0.021 | 43 | 7.25 | 8.75 | 71.3% | -0.86 | 0.0418 | -0.021 | |||
| 0.2300 | 0.7000 | 8 | 62.1% | 0.12 | 0.0343 | -0.018 | 44 | 8.10 | 9.70 | 73.1% | -0.89 | 0.0361 | -0.018 | |||
| 0.1900 | 0.2700 | 45 | 10 | 55.1% | 0.10 | 0.0292 | -0.016 | 45 | 8.70 | 10.60 | 68.1% | -0.92 | 0.0311 | -0.016 | ||
| 0.0900 | 0.1800 | 38 | 57.7% | 0.06 | 0.0197 | -0.012 | 47.5 | 11.55 | 13.05 | 85.3% | -0.95 | 0.0218 | -0.011 | |||
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.
callput