PLD catena di opzioni Prologis, Inc.
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 ±11.2% (121.77–152.47) · ATM IV 23.1% · P/C open interest 0.86
| 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 | |
| 65.00 | 68.90 | 19 | 1.00 | 0.0004 | 0.000 | 70 | 0 | 0.8500 | 35 | 60.0% | -0.01 | 0.0005 | -0.003 | |||
| 60.10 | 64.00 | 3 | 0.99 | 0.0006 | 0.000 | 75 | 0 | 0.9500 | 269 | 55.6% | -0.01 | 0.0008 | -0.004 | |||
| 55.10 | 59.10 | 17 | 0.99 | 0.0009 | 0.000 | 80 | 0 | 0.7500 | 55 | 48.3% | -0.02 | 0.0011 | -0.005 | |||
| 50.20 | 54.20 | 13 | 0.99 | 0.0013 | 0.000 | 85 | 0.0500 | 0.5000 | 301 | 41.3% | -0.02 | 0.0015 | -0.006 | |||
| 45.40 | 49.30 | 58 | 0.98 | 0.0018 | 0.000 | 90 | 0.0500 | 0.9500 | 253 | 41.2% | -0.03 | 0.0021 | -0.008 | |||
| 41.40 | 44.20 | 52 | 35.0% | 0.97 | 0.0026 | 0.000 | 95 | 0.0500 | 1.10 | 498 | 37.8% | -0.04 | 0.0028 | -0.009 | ||
| 36.60 | 38.90 | 2,076 | 28.4% | 0.96 | 0.0036 | -0.002 | 100 | 0.0500 | 1.40 | 270 | 35.1% | -0.05 | 0.0039 | -0.011 | ||
| 31.90 | 34.50 | 24 | 30.6% | 0.94 | 0.0049 | -0.006 | 105 | 0.5500 | 1.00 | 234 | 31.2% | -0.07 | 0.0053 | -0.014 | ||
| 26.40 | 30.00 | 58 | 25.7% | 0.91 | 0.0067 | -0.009 | 110 | 0.8500 | 1.75 | 425 | 30.9% | -0.10 | 0.0070 | -0.017 | ||
| 21.80 | 25.50 | 189 | 24.9% | 0.88 | 0.0090 | -0.014 | 115 | 1.25 | 2.05 | 932 | 28.3% | -0.14 | 0.0093 | -0.019 | ||
| 17.90 | 21.10 | 1,957 | 25.0% | 0.83 | 0.0117 | -0.018 | 120 | 2.10 | 2.90 | 272 | 27.6% | -0.19 | 0.0120 | -0.022 | ||
| 14.20 | 17.00 | 292 | 24.5% | 0.76 | 0.0148 | -0.022 | 125 | 3.10 | 3.70 | 955 | 25.9% | -0.25 | 0.0151 | -0.025 | ||
| 10.30 | 13.70 | 449 | 23.6% | 0.69 | 0.0180 | -0.025 | 130 | 4.40 | 5.30 | 1,288 | 25.0% | -0.33 | 0.0182 | -0.027 | ||
| 7.90 | 10.10 | 109 | 23.3% | 0.59 | 0.0204 | -0.026 | 135 | 6.00 | 6.70 | 443 | 22.9% | -0.43 | 0.0207 | -0.027 | ||
| 6.00 | 7.10 | 474 | 23.0% | 0.49 | 0.0216 | -0.027 | 140 | 8.70 | 9.90 | 232 | 23.8% | -0.54 | 0.0219 | -0.027 | ||
| 3.50 | 5.10 | 1 | 285 | 21.8% | 0.38 | 0.0210 | -0.025 | 145 | 10.90 | 13.40 | 97 | 22.9% | -0.64 | 0.0217 | -0.025 | |
| 2.30 | 3.60 | 500 | 21.9% | 0.29 | 0.0188 | -0.023 | 150 | 14.20 | 17.20 | 623 | 22.7% | -0.74 | 0.0206 | -0.022 | ||
| 1.40 | 2.50 | 296 | 21.9% | 0.21 | 0.0159 | -0.019 | 155 | 18.10 | 21.40 | 22.7% | -0.83 | 0.0185 | -0.019 | |||
| 0.8000 | 1.75 | 1,294 | 22.1% | 0.16 | 0.0128 | -0.016 | 160 | 22.70 | 25.50 | 12 | 22.3% | -0.89 | 0.0150 | -0.015 | ||
| 0.4500 | 1.40 | 1,653 | 22.9% | 0.12 | 0.0102 | -0.014 | 165 | 28.00 | 30.20 | 25.4% | -0.94 | 0.0109 | -0.009 | |||
| 0.3000 | 1.20 | 518 | 24.3% | 0.09 | 0.0080 | -0.011 | 170 | 32.00 | 35.90 | 26.8% | -0.97 | 0.0070 | -0.002 | |||
| 0.0500 | 0.9500 | 132 | 24.5% | 0.07 | 0.0063 | -0.009 | 175 | 37.00 | 40.90 | 29.5% | -0.98 | 0.0041 | 0.000 | |||
| 0 | 0.9500 | 30 | 26.4% | 0.05 | 0.0050 | -0.008 | 180 | 42.00 | 45.90 | 32.1% | -0.99 | 0.0023 | 0.000 | |||
| 0 | 1.00 | 20 | 28.8% | 0.04 | 0.0039 | -0.007 | 185 | 47.00 | 50.80 | 34.0% | -1.00 | 0.0012 | 0.000 | |||
| 0 | 0.9000 | 20 | 30.2% | 0.03 | 0.0032 | -0.006 | 190 | 51.90 | 55.80 | 35.7% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.8500 | 10 | 31.7% | 0.03 | 0.0026 | -0.005 | 195 | 56.90 | 60.80 | 38.0% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.8000 | 2 | 33.2% | 0.02 | 0.0021 | -0.004 | 200 | 61.90 | 65.80 | 40.2% | -1.00 | 0.0001 | 0.000 | |||
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 — Jan 15, 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.