PFE catena di opzioni Pfizer Inc.
Cboe delayed options data · aggiornato al 12:42 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.
| 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 | |
| 0 | 0 | 2 | 10 | 1.00 | 0.0001 | 0.000 | 15 | 0 | 0 | 1 | 2 | 236.6% | -0.00 | 0.0001 | -0.000 | |
| 0 | 0 | 2 | 2 | 210.4% | 1.00 | 0.0003 | 0.000 | 18 | 0 | 0 | 1 | 1 | 190.4% | -0.00 | 0.0003 | -0.000 |
| 0 | 0 | 6 | 5 | 1.00 | 0.0004 | 0.000 | 19 | 0 | 0 | 158.6% | -0.00 | 0.0004 | -0.000 | |||
| 0 | 0 | 2 | 7 | 188.9% | 1.00 | 0.0006 | 0.000 | 20 | 0 | 0 | 5 | 141.4% | -0.00 | 0.0006 | -0.001 | |
| 0 | 0 | 7 | 6 | 148.3% | 1.00 | 0.0009 | 0.000 | 21 | 0 | 0 | 135.4% | -0.00 | 0.0009 | -0.001 | ||
| 0 | 0 | 106 | 45 | 147.1% | 1.00 | 0.0013 | 0.000 | 22 | 0 | 0 | 1 | 1 | 130.0% | -0.00 | 0.0013 | -0.001 |
| 0 | 0 | 272 | 70 | 137.2% | 1.00 | 0.0017 | 0.000 | 22.5 | 0 | 0 | 125.2% | -0.00 | 0.0017 | -0.001 | ||
| 0 | 0 | 176 | 56 | 138.4% | 1.00 | 0.0022 | -0.000 | 23 | 0 | 0 | 102.3% | -0.00 | 0.0022 | -0.001 | ||
| 0 | 0 | 13 | 8 | 117.8% | 1.00 | 0.0028 | -0.000 | 23.5 | 0 | 0 | 4 | 174.9% | -0.00 | 0.0028 | -0.001 | |
| 0 | 0 | 14 | 6 | 108.3% | 1.00 | 0.0036 | -0.001 | 24 | 0 | 0 | 63 | 79.4% | -0.00 | 0.0036 | -0.001 | |
| 0 | 0 | 10 | 10 | 98.9% | 1.00 | 0.0048 | -0.001 | 24.5 | 0 | 0 | 212 | 78.8% | -0.00 | 0.0048 | -0.002 | |
| 0 | 0 | 17 | 14 | 89.6% | 1.00 | 0.0066 | -0.001 | 25 | 0 | 0 | 338 | 75.3% | -0.00 | 0.0066 | -0.002 | |
| 0 | 0 | 2 | 94 | 68.7% | 0.99 | 0.0092 | -0.002 | 25.5 | 0 | 0 | 1 | 130 | 58.0% | -0.01 | 0.0092 | -0.002 |
| 0 | 0 | 2 | 181 | 60.4% | 0.99 | 0.0134 | -0.002 | 26 | 0 | 0 | 31 | 555 | 51.0% | -0.01 | 0.0134 | -0.003 |
| 0 | 0 | 4 | 213 | 54.8% | 0.99 | 0.0208 | -0.003 | 26.5 | 0 | 0 | 9 | 415 | 44.0% | -0.01 | 0.0208 | -0.003 |
| 0 | 0 | 87 | 2,501 | 64.4% | 0.98 | 0.0350 | -0.004 | 27 | 0 | 0 | 3 | 2,541 | 37.1% | -0.02 | 0.0351 | -0.005 |
| 0 | 0 | 15 | 1,384 | 49.4% | 0.97 | 0.0627 | -0.007 | 27.5 | 0 | 0 | 77 | 2,025 | 35.9% | -0.03 | 0.0629 | -0.007 |
| 0 | 0 | 167 | 1,564 | 41.9% | 0.95 | 0.1188 | -0.011 | 28 | 0 | 0 | 926 | 2,705 | 27.9% | -0.05 | 0.1193 | -0.011 |
| 0 | 0 | 145 | 1,666 | 34.2% | 0.88 | 0.2462 | -0.020 | 28.5 | 0 | 0 | 242 | 1,306 | 27.5% | -0.13 | 0.2481 | -0.021 |
| 0 | 0 | 316 | 6,371 | 27.7% | 0.71 | 0.4222 | -0.036 | 29 | 0 | 0 | 2,194 | 2,308 | 25.8% | -0.29 | 0.4267 | -0.036 |
| 0 | 0 | 1,567 | 3,607 | 25.2% | 0.47 | 0.5092 | -0.041 | 29.5 | 0 | 0 | 15.4K | 15.0K | 23.8% | -0.53 | 0.5157 | -0.042 |
| 0 | 0 | 1,554 | 4,849 | 26.3% | 0.24 | 0.3973 | -0.032 | 30 | 0 | 0 | 114 | 190 | 21.4% | -0.76 | 0.4023 | -0.032 |
| 0 | 0 | 767 | 1,284 | 27.4% | 0.11 | 0.2209 | -0.017 | 30.5 | 0 | 0 | 2 | 20 | 30.3% | -0.90 | 0.2243 | -0.018 |
| 0 | 0 | 2,439 | 3,731 | 26.4% | 0.05 | 0.1123 | -0.010 | 31 | 0 | 0 | 27 | 27 | 31.4% | -0.96 | 0.1176 | -0.010 |
| 0 | 0 | 53 | 1,936 | 33.1% | 0.03 | 0.0628 | -0.007 | 31.5 | 0 | 0 | 4 | 34.2% | -0.98 | 0.0644 | -0.007 | |
| 0 | 0 | 146 | 1,567 | 35.6% | 0.02 | 0.0385 | -0.005 | 32 | 0 | 0 | 5 | 3 | -0.99 | 0.0367 | -0.005 | |
| 0 | 0 | 268 | 41.3% | 0.01 | 0.0254 | -0.004 | 32.5 | 0 | 0 | 6 | 1 | 54.6% | -0.99 | 0.0213 | -0.004 | |
| 0 | 0 | 42 | 46.8% | 0.01 | 0.0176 | -0.003 | 33 | 0 | 0 | 4 | 4 | -1.00 | 0.0129 | -0.004 | ||
| 0 | 0 | 21 | 52.0% | 0.01 | 0.0127 | -0.003 | 33.5 | 0 | 0 | 1 | 1 | 65.3% | -1.00 | 0.0079 | -0.004 | |
| 0 | 0 | 205 | 57.2% | 0.01 | 0.0095 | -0.002 | 34 | 0 | 0 | 2 | 71.3% | -1.00 | 0.0050 | -0.004 | ||
| 0 | 0 | 282 | 67.1% | 0.00 | 0.0058 | -0.002 | 35 | 0 | 0 | 251 | 292 | 83.0% | -1.00 | 0.0022 | -0.004 | |
| 0 | 0 | 3 | 5 | 102.0% | 0.00 | 0.0037 | -0.001 | 36 | 0 | 0 | -1.00 | 0.0009 | -0.003 | |||
| 0 | 0 | 4 | 2 | 129.6% | 0.00 | 0.0026 | -0.001 | 37 | 0 | 0 | 2 | -1.00 | 0.0005 | -0.003 | ||
| 0 | 0 | 2 | 6 | 189.3% | 0.00 | 0.0019 | -0.001 | 38 | 0 | 0 | 4 | 114.8% | -1.00 | 0.0002 | -0.003 | |
| 0 | 0 | 1 | 299.0% | 0.00 | 0.0014 | -0.001 | 39 | 0 | 0 | 6 | 124.6% | -1.00 | 0.0001 | -0.003 | ||
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 — Oct 23, 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