PFE catena di opzioni Pfizer Inc.
Cboe delayed options data · aggiornato al 18:36 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 ±3.5% (27.85–29.85) · ATM IV 21.1% · P/C open interest 0.95
| 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 | |
| 13.40 | 13.95 | 10 | 1.00 | 0.0008 | 0.000 | 15 | 0 | 0.0400 | 1,602 | 139.3% | -0.00 | 0.0008 | -0.001 | |||
| 11.40 | 12.35 | 10 | 92.1% | 1.00 | 0.0015 | 0.000 | 17 | 0 | 0.0200 | 845 | 114.9% | -0.00 | 0.0015 | -0.001 | ||
| 10.40 | 11.35 | 19 | 73.2% | 1.00 | 0.0020 | 0.000 | 18 | 0 | 0.0200 | 4,836 | 95.1% | -0.00 | 0.0020 | -0.002 | ||
| 9.75 | 10.00 | 1 | 1 | 1.00 | 0.0027 | 0.000 | 19 | 0 | 0.0200 | 563 | 85.2% | -0.00 | 0.0027 | -0.002 | ||
| 8.60 | 8.95 | 308 | 0.99 | 0.0036 | 0.000 | 20 | 0 | 0.0200 | 15.8K | 75.7% | -0.01 | 0.0036 | -0.002 | |||
| 7.40 | 8.00 | 10 | 0.99 | 0.0049 | 0.000 | 21 | 0 | 0.0200 | 4,153 | 66.6% | -0.01 | 0.0049 | -0.002 | |||
| 6.60 | 7.00 | 518 | 0.99 | 0.0067 | 0.000 | 22 | 0 | 0.0200 | 39.1K | 57.8% | -0.01 | 0.0067 | -0.002 | |||
| 5.90 | 6.85 | 0.99 | 0.0080 | 0.000 | 22.5 | 0 | 0.0200 | 53.6% | -0.01 | 0.0080 | -0.002 | |||||
| 5.65 | 5.95 | 109 | 1,604 | 0.99 | 0.0095 | 0.000 | 23 | 0.0100 | 0.0200 | 2 | 13.5K | 52.2% | -0.01 | 0.0095 | -0.002 | |
| 4.90 | 5.85 | 0.99 | 0.0114 | 0.000 | 23.5 | 0 | 0.0400 | 49.9% | -0.01 | 0.0115 | -0.003 | |||||
| 4.85 | 5.00 | 17 | 6,573 | 50.8% | 0.99 | 0.0139 | -0.000 | 24 | 0 | 0.0200 | 1 | 32.4K | 45.5% | -0.01 | 0.0140 | -0.003 |
| 4.15 | 4.75 | 6 | 50.6% | 0.98 | 0.0173 | -0.001 | 24.5 | 0 | 0.0400 | 106 | 41.1% | -0.02 | 0.0174 | -0.003 | ||
| 3.80 | 4.00 | 64 | 26.8K | 33.8% | 0.98 | 0.0222 | -0.001 | 25 | 0.0100 | 0.0300 | 115 | 47.5K | 36.8% | -0.02 | 0.0223 | -0.003 |
| 3.25 | 3.50 | 4 | 13 | 0.98 | 0.0303 | -0.002 | 25.5 | 0 | 0.0400 | 11 | 32.5% | -0.02 | 0.0305 | -0.003 | ||
| 2.80 | 2.99 | 1,904 | 33.5K | 22.5% | 0.97 | 0.0443 | -0.003 | 26 | 0.0200 | 0.0400 | 22 | 12.6K | 30.4% | -0.03 | 0.0446 | -0.004 |
| 2.19 | 2.50 | 5 | 107 | 0.95 | 0.0687 | -0.004 | 26.5 | 0.0200 | 0.0600 | 3 | 185 | 27.4% | -0.05 | 0.0692 | -0.005 | |
| 1.90 | 1.99 | 520 | 33.0K | 24.2% | 0.91 | 0.1079 | -0.006 | 27 | 0.0500 | 0.0600 | 302 | 51.6K | 24.4% | -0.09 | 0.1089 | -0.007 |
| 1.45 | 1.53 | 168 | 150 | 22.9% | 0.86 | 0.1651 | -0.009 | 27.5 | 0.1000 | 0.1400 | 609 | 2,015 | 24.6% | -0.15 | 0.1668 | -0.010 |
| 1.07 | 1.11 | 552 | 71.9K | 22.8% | 0.76 | 0.2361 | -0.013 | 28 | 0.1900 | 0.2000 | 1,036 | 75.0K | 22.7% | -0.24 | 0.2389 | -0.013 |
| 0.7000 | 0.7500 | 59 | 4,025 | 21.6% | 0.63 | 0.2992 | -0.015 | 28.5 | 0.3100 | 0.3500 | 516 | 1,691 | 21.5% | -0.37 | 0.3033 | -0.016 |
| 0.4300 | 0.4600 | 828 | 36.1K | 21.1% | 0.48 | 0.3209 | -0.016 | 29 | 0.5300 | 0.5800 | 231 | 505 | 21.1% | -0.53 | 0.3264 | -0.017 |
| 0.2400 | 0.2700 | 59 | 2,269 | 21.1% | 0.32 | 0.2881 | -0.015 | 29.5 | 0.8300 | 0.9600 | 62 | 102 | 22.4% | -0.68 | 0.2948 | -0.015 |
| 0.1300 | 0.1500 | 1,759 | 42.4K | 21.6% | 0.21 | 0.2225 | -0.012 | 30 | 1.20 | 1.47 | 1 | 81 | 26.1% | -0.81 | 0.2285 | -0.012 |
| 0.0600 | 0.0800 | 53 | 326 | 21.7% | 0.13 | 0.1552 | -0.009 | 30.5 | 1.63 | 1.92 | 3 | 28.3% | -0.89 | 0.1585 | -0.008 | |
| 0.0400 | 0.0600 | 109 | 21.2K | 24.2% | 0.08 | 0.1033 | -0.006 | 31 | 2.10 | 2.39 | 11 | 51 | 31.1% | -0.94 | 0.1201 | -0.006 |
| 0.0100 | 0.0300 | 217 | 37.8K | 26.9% | 0.03 | 0.0473 | -0.004 | 32 | 3.05 | 3.45 | 2 | 34 | 40.7% | -0.99 | 0.0521 | -0.006 |
| 0 | 0.0300 | 3 | 3,569 | 32.0% | 0.02 | 0.0261 | -0.003 | 33 | 4.05 | 4.55 | 4 | 53.8% | -1.00 | 0.0108 | -0.009 | |
| 0 | 0.0400 | 1,153 | 39.6% | 0.01 | 0.0172 | -0.002 | 34 | 4.70 | 5.65 | 10 | 46.2% | -1.00 | 0.0036 | -0.010 | ||
| 0 | 0.0100 | 15 | 4,240 | 38.0% | 0.01 | 0.0127 | -0.002 | 35 | 5.80 | 6.50 | 373 | -1.00 | 0.0014 | -0.011 | ||
| 0 | 0.0400 | 205 | 51.0% | 0.01 | 0.0099 | -0.002 | 36 | 6.70 | 7.65 | 59.0% | -1.00 | 0.0004 | -0.011 | |||
| 0 | 0.0300 | 1 | 835 | 54.1% | 0.01 | 0.0080 | -0.002 | 37 | 7.95 | 8.40 | 64.9% | -1.00 | 0.0000 | -0.011 | ||
| 0 | 0.0300 | 108 | 59.1% | 0.01 | 0.0067 | -0.002 | 38 | 8.70 | 9.65 | 70.7% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0200 | 15 | 60.7% | 0.01 | 0.0056 | -0.002 | 39 | 9.70 | 10.65 | 76.2% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0200 | 431 | 65.1% | 0.01 | 0.0048 | -0.002 | 40 | 10.70 | 11.65 | 2 | 81.5% | -1.00 | 0.0000 | -0.011 | ||
| 0 | 0.0100 | 161 | 64.4% | 0.01 | 0.0042 | -0.002 | 41 | 11.70 | 12.65 | 86.6% | -1.00 | 0.0000 | -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 — Sep 18, 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