ORCL catena di opzioni Oracle Corporation
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 ±33.6% (97.77–196.57) · ATM IV 58.7% · P/C open interest 1.44
| 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 | |
| 72.60 | 74.90 | 16 | 67.5% | 0.96 | 0.0014 | -0.002 | 75 | 1.24 | 1.50 | 577 | 62.1% | -0.04 | 0.0014 | -0.015 | ||
| 68.25 | 70.90 | 98 | 67.5% | 0.95 | 0.0017 | -0.006 | 80 | 1.62 | 1.98 | 1 | 464 | 60.9% | -0.06 | 0.0018 | -0.019 | |
| 63.70 | 66.60 | 1 | 36 | 65.0% | 0.93 | 0.0021 | -0.010 | 85 | 2.30 | 2.60 | 60 | 2,675 | 60.7% | -0.07 | 0.0021 | -0.022 |
| 59.80 | 62.00 | 1,229 | 63.3% | 0.91 | 0.0025 | -0.015 | 90 | 2.93 | 3.55 | 79 | 4,434 | 60.4% | -0.09 | 0.0025 | -0.026 | |
| 55.45 | 58.05 | 1,231 | 61.7% | 0.89 | 0.0029 | -0.019 | 95 | 3.80 | 4.45 | 32 | 5,114 | 59.9% | -0.11 | 0.0030 | -0.030 | |
| 51.30 | 54.70 | 3 | 1,347 | 61.5% | 0.87 | 0.0034 | -0.024 | 100 | 4.80 | 5.50 | 200 | 10.8K | 59.4% | -0.13 | 0.0034 | -0.034 |
| 47.75 | 50.20 | 690 | 59.5% | 0.85 | 0.0038 | -0.029 | 105 | 6.00 | 6.70 | 10 | 7,258 | 59.0% | -0.16 | 0.0038 | -0.037 | |
| 43.85 | 46.00 | 1 | 216 | 57.2% | 0.82 | 0.0042 | -0.033 | 110 | 7.55 | 8.20 | 80 | 8,895 | 59.2% | -0.18 | 0.0043 | -0.041 |
| 41.40 | 42.95 | 182 | 59.0% | 0.79 | 0.0046 | -0.038 | 115 | 9.05 | 9.75 | 100 | 5,922 | 58.7% | -0.21 | 0.0047 | -0.045 | |
| 38.40 | 39.80 | 2 | 933 | 58.9% | 0.76 | 0.0050 | -0.042 | 120 | 10.85 | 11.65 | 50 | 8,018 | 58.7% | -0.24 | 0.0050 | -0.048 |
| 35.70 | 36.90 | 3 | 1,529 | 59.1% | 0.73 | 0.0053 | -0.045 | 125 | 12.80 | 13.55 | 494 | 5,099 | 58.5% | -0.27 | 0.0054 | -0.051 |
| 32.85 | 34.15 | 3 | 3,701 | 58.9% | 0.70 | 0.0056 | -0.049 | 130 | 14.95 | 15.90 | 387 | 8,412 | 58.6% | -0.30 | 0.0057 | -0.053 |
| 30.40 | 31.55 | 4 | 1,583 | 58.9% | 0.67 | 0.0058 | -0.052 | 135 | 17.30 | 18.20 | 11 | 4,712 | 58.5% | -0.34 | 0.0059 | -0.055 |
| 28.10 | 29.10 | 147 | 1,947 | 58.9% | 0.64 | 0.0060 | -0.054 | 140 | 19.85 | 20.60 | 658 | 13.3K | 58.3% | -0.37 | 0.0061 | -0.057 |
| 26.05 | 26.85 | 14 | 2,022 | 59.0% | 0.61 | 0.0061 | -0.056 | 145 | 22.55 | 23.35 | 49 | 7,751 | 58.3% | -0.40 | 0.0063 | -0.058 |
| 23.85 | 24.80 | 11 | 2,784 | 58.8% | 0.58 | 0.0062 | -0.058 | 150 | 25.45 | 26.30 | 6 | 4,826 | 58.5% | -0.43 | 0.0064 | -0.059 |
| 22.05 | 22.90 | 7 | 1,018 | 59.0% | 0.55 | 0.0063 | -0.059 | 155 | 28.45 | 29.45 | 4 | 1,788 | 58.6% | -0.46 | 0.0065 | -0.060 |
| 20.40 | 21.15 | 32 | 1,765 | 59.1% | 0.52 | 0.0063 | -0.060 | 160 | 31.65 | 32.60 | 13 | 3,633 | 58.6% | -0.49 | 0.0066 | -0.060 |
| 18.80 | 19.55 | 23 | 950 | 59.2% | 0.49 | 0.0063 | -0.060 | 165 | 34.95 | 36.00 | 2 | 4,224 | 58.7% | -0.52 | 0.0066 | -0.059 |
| 17.30 | 18.05 | 8 | 2,340 | 59.3% | 0.47 | 0.0063 | -0.060 | 170 | 38.40 | 39.35 | 4 | 3,117 | 58.7% | -0.55 | 0.0066 | -0.059 |
| 15.80 | 16.70 | 101 | 1,366 | 59.2% | 0.44 | 0.0062 | -0.060 | 175 | 41.95 | 43.20 | 11 | 1,458 | 59.0% | -0.57 | 0.0065 | -0.058 |
| 14.70 | 15.45 | 27 | 4,553 | 59.5% | 0.42 | 0.0062 | -0.060 | 180 | 45.65 | 46.95 | 7 | 2,120 | 59.2% | -0.60 | 0.0065 | -0.057 |
| 13.55 | 14.30 | 52 | 2,365 | 59.7% | 0.39 | 0.0060 | -0.059 | 185 | 49.40 | 50.80 | 50 | 1,818 | 59.2% | -0.63 | 0.0064 | -0.056 |
| 12.40 | 13.20 | 2,088 | 59.6% | 0.37 | 0.0059 | -0.058 | 190 | 53.30 | 54.55 | 2 | 1,506 | 59.1% | -0.65 | 0.0063 | -0.054 | |
| 11.50 | 12.25 | 3 | 2,061 | 59.9% | 0.35 | 0.0058 | -0.057 | 195 | 57.25 | 58.45 | 1,100 | 59.1% | -0.67 | 0.0062 | -0.053 | |
| 10.60 | 11.25 | 66 | 9,244 | 59.8% | 0.33 | 0.0056 | -0.056 | 200 | 61.30 | 62.70 | 2 | 3,604 | 59.3% | -0.69 | 0.0061 | -0.051 |
| 9.05 | 9.75 | 20 | 3,129 | 60.2% | 0.29 | 0.0053 | -0.053 | 210 | 69.60 | 71.60 | 538 | 60.1% | -0.74 | 0.0058 | -0.047 | |
| 7.70 | 8.25 | 56 | 2,586 | 60.3% | 0.26 | 0.0050 | -0.051 | 220 | 78.25 | 80.05 | 382 | 60.0% | -0.77 | 0.0054 | -0.042 | |
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 — Mar 19, 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.