OXY catena di opzioni Occidental Petroleum Corporation
Cboe delayed options data · aggiornato al 15:41 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 ±8.3% (57.09–67.44) · ATM IV 35.5% · P/C open interest 0.56
| 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 | |
| 28.80 | 31.25 | 1 | 116.0% | 1.00 | 0.0008 | 0.000 | 32.5 | 0 | 0.2700 | 24 | 113.6% | -0.00 | 0.0008 | -0.003 | ||
| 26.10 | 28.75 | 1 | 86.4% | 0.99 | 0.0011 | -0.000 | 35 | 0 | 0.2700 | 123 | 102.0% | -0.01 | 0.0011 | -0.004 | ||
| 23.70 | 26.25 | 1 | 84.4% | 0.99 | 0.0015 | -0.001 | 37.5 | 0 | 0.2700 | 51 | 91.2% | -0.01 | 0.0015 | -0.004 | ||
| 21.05 | 23.75 | 61 | 0.99 | 0.0020 | -0.002 | 40 | 0 | 0.0600 | 310 | 65.1% | -0.01 | 0.0020 | -0.005 | |||
| 18.70 | 21.30 | 127 | 66.3% | 0.99 | 0.0028 | -0.003 | 42.5 | 0 | 0.2000 | 243 | 67.9% | -0.01 | 0.0029 | -0.005 | ||
| 16.05 | 18.80 | 225 | 34.5% | 0.98 | 0.0041 | -0.004 | 45 | 0 | 0.1000 | 3,402 | 53.0% | -0.02 | 0.0041 | -0.006 | ||
| 13.90 | 16.35 | 277 | 57.2% | 0.98 | 0.0061 | -0.005 | 47.5 | 0.0100 | 0.2400 | 2 | 3,480 | 52.7% | -0.02 | 0.0061 | -0.007 | |
| 12.35 | 14.90 | 51.4% | 0.97 | 0.0079 | -0.007 | 49 | 0 | 0.3200 | 50.0% | -0.03 | 0.0080 | -0.008 | ||||
| 12.10 | 13.90 | 1 | 402 | 62.8% | 0.97 | 0.0096 | -0.008 | 50 | 0.0700 | 0.1300 | 30 | 3,104 | 42.5% | -0.03 | 0.0097 | -0.009 |
| 10.60 | 12.40 | 35.0% | 0.96 | 0.0119 | -0.009 | 51 | 0 | 0.3700 | 2 | 44.4% | -0.04 | 0.0120 | -0.011 | |||
| 9.60 | 12.00 | 47.7% | 0.95 | 0.0148 | -0.011 | 52 | 0 | 0.4000 | 1 | 41.7% | -0.05 | 0.0149 | -0.013 | |||
| 9.15 | 11.55 | 313 | 47.4% | 0.94 | 0.0165 | -0.012 | 52.5 | 0.1800 | 0.2300 | 8 | 3,135 | 40.2% | -0.06 | 0.0166 | -0.014 | |
| 8.70 | 11.05 | 46.2% | 0.93 | 0.0184 | -0.014 | 53 | 0.1500 | 0.2600 | 3 | 38.4% | -0.07 | 0.0185 | -0.015 | |||
| 7.80 | 10.15 | 45.1% | 0.91 | 0.0228 | -0.017 | 54 | 0.1900 | 0.3900 | 2 | 1 | 38.2% | -0.09 | 0.0230 | -0.018 | ||
| 7.10 | 8.05 | 2 | 2,125 | 27.4% | 0.89 | 0.0279 | -0.020 | 55 | 0.3700 | 0.5100 | 162 | 5,087 | 38.9% | -0.11 | 0.0281 | -0.021 |
| 6.15 | 8.45 | 44.0% | 0.86 | 0.0335 | -0.024 | 56 | 0.4700 | 0.6600 | 73 | 38.0% | -0.15 | 0.0338 | -0.025 | |||
| 5.30 | 7.00 | 36.4% | 0.82 | 0.0394 | -0.028 | 57 | 0.6400 | 0.7300 | 6 | 36.4% | -0.18 | 0.0398 | -0.028 | |||
| 5.30 | 5.95 | 3 | 2,380 | 33.6% | 0.80 | 0.0423 | -0.029 | 57.5 | 0.7600 | 0.8000 | 82 | 2,470 | 36.1% | -0.21 | 0.0428 | -0.030 |
| 4.55 | 6.90 | 42.3% | 0.77 | 0.0452 | -0.031 | 58 | 0.8400 | 0.9400 | 3 | 45 | 35.9% | -0.23 | 0.0457 | -0.032 | ||
| 4.55 | 5.75 | 44.0% | 0.72 | 0.0506 | -0.035 | 59 | 1.13 | 1.22 | 6 | 1 | 35.9% | -0.28 | 0.0511 | -0.036 | ||
| 3.75 | 4.20 | 26 | 11.5K | 35.7% | 0.67 | 0.0551 | -0.038 | 60 | 1.44 | 1.55 | 28 | 2,190 | 35.6% | -0.33 | 0.0557 | -0.038 |
| 3.30 | 3.55 | 6 | 36.4% | 0.61 | 0.0585 | -0.040 | 61 | 1.82 | 1.95 | 1 | 4 | 35.5% | -0.39 | 0.0593 | -0.041 | |
| 2.74 | 2.87 | 5 | 26 | 35.2% | 0.55 | 0.0607 | -0.041 | 62 | 2.26 | 2.37 | 3 | 2 | 35.0% | -0.45 | 0.0615 | -0.042 |
| 2.54 | 2.67 | 68 | 6,653 | 35.9% | 0.52 | 0.0612 | -0.041 | 62.5 | 2.52 | 2.62 | 69 | 1,187 | 35.1% | -0.48 | 0.0621 | -0.042 |
| 2.25 | 2.46 | 1 | 24 | 35.6% | 0.49 | 0.0614 | -0.041 | 63 | 2.78 | 3.20 | 3 | 4 | 37.1% | -0.51 | 0.0624 | -0.042 |
| 1.78 | 1.96 | 2 | 53 | 34.7% | 0.43 | 0.0606 | -0.041 | 64 | 3.30 | 3.65 | 6 | 1 | 35.8% | -0.58 | 0.0618 | -0.041 |
| 1.51 | 1.58 | 384 | 8,797 | 35.1% | 0.37 | 0.0586 | -0.039 | 65 | 4.00 | 4.10 | 2 | 373 | 34.8% | -0.63 | 0.0599 | -0.040 |
| 1.16 | 1.33 | 33 | 4 | 35.2% | 0.32 | 0.0553 | -0.037 | 66 | 4.65 | 5.40 | 39.0% | -0.69 | 0.0569 | -0.037 | ||
| 0.8700 | 1.02 | 3 | 8 | 34.6% | 0.27 | 0.0511 | -0.034 | 67 | 5.20 | 6.35 | 39.3% | -0.74 | 0.0529 | -0.034 | ||
| 0.8400 | 0.9400 | 141 | 2,909 | 35.5% | 0.24 | 0.0487 | -0.032 | 67.5 | 5.55 | 6.75 | 7 | 117 | 39.2% | -0.77 | 0.0506 | -0.033 |
| 0.7500 | 0.8100 | 6 | 99 | 35.3% | 0.22 | 0.0462 | -0.030 | 68 | 5.40 | 7.15 | 34.3% | -0.79 | 0.0482 | -0.031 | ||
| 0.5400 | 0.6600 | 31 | 35.2% | 0.18 | 0.0411 | -0.027 | 69 | 6.25 | 8.15 | 36.1% | -0.83 | 0.0432 | -0.028 | |||
| 0.4600 | 0.5000 | 35 | 3,666 | 35.6% | 0.15 | 0.0360 | -0.024 | 70 | 7.75 | 8.70 | 14 | 39.9% | -0.86 | 0.0382 | -0.025 | |
| 0.2900 | 0.8600 | 40.8% | 0.12 | 0.0312 | -0.021 | 71 | 8.10 | 10.15 | 40.6% | -0.89 | 0.0334 | -0.022 | ||||
| 0.1900 | 0.3800 | 3 | 11 | 35.9% | 0.10 | 0.0268 | -0.019 | 72 | 9.00 | 11.05 | 40.8% | -0.91 | 0.0293 | -0.019 | ||
| 0.1900 | 0.6900 | 1 | 1,784 | 41.7% | 0.09 | 0.0248 | -0.018 | 72.5 | 9.60 | 11.55 | 43.6% | -0.92 | 0.0273 | -0.018 | ||
| 0.1600 | 0.6500 | 42.0% | 0.09 | 0.0230 | -0.017 | 73 | 10.00 | 11.90 | 41.1% | -0.93 | 0.0254 | -0.017 | ||||
| 0.1000 | 0.2700 | 2 | 1,005 | 39.2% | 0.06 | 0.0171 | -0.013 | 75 | 11.95 | 13.90 | 45.3% | -0.96 | 0.0200 | -0.014 | ||
| 0.0300 | 0.1600 | 712 | 44.1% | 0.03 | 0.0089 | -0.009 | 80 | 16.90 | 19.10 | 59.7% | -0.99 | 0.0084 | -0.009 | |||
| 0 | 0.1500 | 1,364 | 50.9% | 0.02 | 0.0052 | -0.006 | 85 | 21.90 | 24.50 | 77.5% | -1.00 | 0.0019 | -0.007 | |||
| 0 | 0.0900 | 375 | 54.7% | 0.01 | 0.0033 | -0.005 | 90 | 26.90 | 29.45 | 86.9% | -1.00 | 0.0000 | -0.007 | |||
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