PSX catena di opzioni Phillips 66
Cboe delayed options data · aggiornato al 06:41 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 ±14.2% (249.30–331.80) · ATM IV 44.0% · P/C open interest 0.78
| 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 | |
| 139.20 | 143.20 | 37 | 74.7% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.7000 | 47 | 76.1% | -0.01 | 0.0002 | -0.010 | ||
| 134.30 | 137.90 | 112 | 74.6% | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.8500 | 49 | 74.7% | -0.01 | 0.0002 | -0.011 | ||
| 129.20 | 132.80 | 113 | 1.00 | 0.0002 | 0.000 | 160 | 0 | 1.60 | 42 | 78.9% | -0.01 | 0.0003 | -0.012 | |||
| 124.20 | 128.10 | 221 | 58.0% | 0.99 | 0.0002 | 0.000 | 165 | 0 | 0.9000 | 20 | 68.6% | -0.01 | 0.0003 | -0.013 | ||
| 119.80 | 122.90 | 157 | 64.4% | 0.99 | 0.0003 | 0.000 | 170 | 0 | 0.9500 | 46 | 66.0% | -0.01 | 0.0004 | -0.015 | ||
| 115.00 | 118.10 | 30 | 145 | 65.9% | 0.99 | 0.0004 | 0.000 | 175 | 0 | 0.4500 | 27 | 56.4% | -0.01 | 0.0004 | -0.017 | |
| 109.90 | 112.90 | 214 | 58.6% | 0.99 | 0.0004 | -0.001 | 180 | 0 | 0.6500 | 131 | 56.4% | -0.01 | 0.0005 | -0.018 | ||
| 104.40 | 108.20 | 31 | 51.6% | 0.99 | 0.0005 | -0.004 | 185 | 0 | 1.30 | 41 | 59.7% | -0.02 | 0.0006 | -0.021 | ||
| 99.40 | 103.20 | 248 | 48.1% | 0.99 | 0.0007 | -0.008 | 190 | 0.0500 | 0.8500 | 179 | 53.3% | -0.02 | 0.0007 | -0.023 | ||
| 95.00 | 98.30 | 46 | 53.8% | 0.98 | 0.0008 | -0.012 | 195 | 0.2000 | 0.9500 | 16 | 52.6% | -0.02 | 0.0009 | -0.026 | ||
| 90.40 | 93.40 | 10 | 167 | 54.2% | 0.98 | 0.0010 | -0.017 | 200 | 0.2500 | 0.8000 | 1 | 250 | 48.9% | -0.03 | 0.0010 | -0.030 |
| 80.60 | 83.80 | 138 | 51.0% | 0.97 | 0.0015 | -0.029 | 210 | 0.5500 | 1.35 | 367 | 48.4% | -0.04 | 0.0015 | -0.040 | ||
| 71.80 | 74.40 | 895 | 51.3% | 0.95 | 0.0021 | -0.044 | 220 | 0.9500 | 1.90 | 1,044 | 46.5% | -0.06 | 0.0021 | -0.054 | ||
| 62.40 | 65.10 | 10 | 1,105 | 48.2% | 0.92 | 0.0030 | -0.064 | 230 | 1.55 | 2.75 | 2 | 314 | 45.0% | -0.09 | 0.0030 | -0.072 |
| 53.50 | 56.40 | 253 | 46.6% | 0.87 | 0.0040 | -0.087 | 240 | 3.00 | 4.10 | 4 | 581 | 45.0% | -0.13 | 0.0039 | -0.093 | |
| 45.30 | 48.20 | 276 | 45.7% | 0.82 | 0.0050 | -0.110 | 250 | 5.00 | 5.90 | 5 | 163 | 44.8% | -0.18 | 0.0049 | -0.115 | |
| 37.80 | 40.70 | 3 | 242 | 45.2% | 0.76 | 0.0059 | -0.131 | 260 | 7.40 | 8.90 | 2 | 356 | 45.1% | -0.24 | 0.0059 | -0.135 |
| 31.40 | 33.90 | 1 | 445 | 45.2% | 0.70 | 0.0067 | -0.148 | 270 | 10.40 | 12.00 | 2 | 305 | 44.3% | -0.31 | 0.0068 | -0.152 |
| 25.80 | 27.70 | 1 | 1,255 | 45.0% | 0.62 | 0.0073 | -0.161 | 280 | 14.20 | 16.10 | 10 | 259 | 44.0% | -0.38 | 0.0074 | -0.164 |
| 20.80 | 22.00 | 4 | 1,019 | 44.5% | 0.55 | 0.0077 | -0.167 | 290 | 18.80 | 20.90 | 6 | 256 | 43.6% | -0.46 | 0.0078 | -0.170 |
| 15.80 | 17.70 | 30 | 448 | 43.8% | 0.47 | 0.0077 | -0.168 | 300 | 24.40 | 26.50 | 1 | 189 | 43.5% | -0.54 | 0.0079 | -0.170 |
| 12.20 | 14.10 | 17 | 161 | 43.8% | 0.40 | 0.0075 | -0.163 | 310 | 30.50 | 33.00 | 24 | 43.3% | -0.61 | 0.0076 | -0.164 | |
| 9.40 | 11.00 | 7 | 75 | 43.9% | 0.33 | 0.0070 | -0.153 | 320 | 37.40 | 40.00 | 1 | 43.1% | -0.68 | 0.0072 | -0.153 | |
| 7.40 | 8.50 | 10 | 115 | 44.2% | 0.27 | 0.0064 | -0.141 | 330 | 45.10 | 47.90 | 43.5% | -0.74 | 0.0065 | -0.138 | ||
| 5.20 | 6.60 | 1 | 18 | 43.9% | 0.22 | 0.0057 | -0.126 | 340 | 53.10 | 55.30 | 6 | 42.1% | -0.79 | 0.0058 | -0.122 | |
| 3.60 | 5.10 | 2 | 54 | 43.7% | 0.18 | 0.0050 | -0.112 | 350 | 61.60 | 64.60 | 43.1% | -0.83 | 0.0050 | -0.105 | ||
| 3.00 | 4.70 | 1 | 13 | 46.1% | 0.14 | 0.0043 | -0.098 | 360 | 70.70 | 73.70 | 43.9% | -0.87 | 0.0043 | -0.089 | ||
| 2.20 | 3.70 | 1 | 46.4% | 0.12 | 0.0036 | -0.085 | 370 | 79.90 | 82.30 | 42.4% | -0.89 | 0.0036 | -0.075 | |||
| 0.9000 | 3.70 | 1 | 36 | 46.9% | 0.09 | 0.0031 | -0.075 | 380 | 89.20 | 91.50 | 41.1% | -0.92 | 0.0030 | -0.062 | ||
| 1.00 | 2.50 | 3 | 9 | 47.1% | 0.08 | 0.0026 | -0.066 | 390 | 98.80 | 101.40 | 42.2% | -0.93 | 0.0026 | -0.052 | ||
| 0.6500 | 2.90 | 1 | 50.3% | 0.07 | 0.0022 | -0.059 | 400 | 108.50 | 111.10 | 42.0% | -0.94 | 0.0022 | -0.043 | |||
| 0.6000 | 1.50 | 48.0% | 0.06 | 0.0019 | -0.053 | 410 | 118.20 | 121.30 | 44.4% | -0.95 | 0.0018 | -0.035 | ||||
| 0.2500 | 2.00 | 51.2% | 0.05 | 0.0017 | -0.049 | 420 | 127.80 | 131.70 | 47.4% | -0.96 | 0.0016 | -0.029 | ||||
| 0.1000 | 1.45 | 50.4% | 0.04 | 0.0015 | -0.044 | 430 | 137.80 | 141.50 | 48.9% | -0.97 | 0.0014 | -0.024 | ||||
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 — Dec 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