PYPL catena di opzioni PayPal Holdings, Inc.
Cboe delayed options data · aggiornato al 15:42 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.
Questa scadenza prezza una mossa di circa ±10.2% (50.65–62.20) · ATM IV 43.0% · 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 | |
| 24.50 | 28.65 | 1 | 40 | 73.0% | 1.00 | 0.0004 | 0.000 | 30 | 0 | 0.0900 | 607 | 94.0% | -0.00 | 0.0005 | -0.001 | |
| 22.15 | 26.10 | 26 | 84.5% | 1.00 | 0.0008 | 0.000 | 32.5 | 0 | 0.1800 | 397 | 91.9% | -0.00 | 0.0009 | -0.002 | ||
| 19.65 | 23.65 | 105 | 77.5% | 0.99 | 0.0016 | -0.000 | 35 | 0.0100 | 0.3700 | 858 | 91.9% | -0.01 | 0.0017 | -0.003 | ||
| 17.25 | 21.15 | 132 | 73.2% | 0.99 | 0.0028 | -0.003 | 37.5 | 0.0100 | 0.3300 | 6,296 | 78.8% | -0.01 | 0.0030 | -0.005 | ||
| 14.70 | 17.15 | 294 | 0.98 | 0.0048 | -0.005 | 40 | 0.0300 | 0.3200 | 1,339 | 68.5% | -0.02 | 0.0052 | -0.008 | |||
| 12.40 | 15.20 | 799 | 0.97 | 0.0080 | -0.009 | 42.5 | 0.0100 | 0.4200 | 3,781 | 60.9% | -0.04 | 0.0084 | -0.011 | |||
| 11.25 | 13.00 | 1,274 | 63.9% | 0.95 | 0.0129 | -0.013 | 45 | 0.1300 | 0.2000 | 2 | 3,662 | 48.0% | -0.06 | 0.0135 | -0.015 | |
| 9.20 | 11.50 | 0.94 | 0.0156 | -0.015 | 46 | 0.1800 | 0.5200 | 52.8% | -0.07 | 0.0163 | -0.017 | |||||
| 8.00 | 10.60 | 0.92 | 0.0189 | -0.017 | 47 | 0.2500 | 0.5300 | 50.0% | -0.09 | 0.0196 | -0.019 | |||||
| 9.30 | 9.80 | 2,446 | 49.7% | 0.91 | 0.0208 | -0.018 | 47.5 | 0.2900 | 0.4000 | 1 | 3,927 | 46.2% | -0.09 | 0.0215 | -0.020 | |
| 7.10 | 10.35 | 33.1% | 0.90 | 0.0228 | -0.020 | 48 | 0.2700 | 0.4500 | 44.6% | -0.10 | 0.0235 | -0.021 | ||||
| 6.20 | 9.50 | 35.9% | 0.88 | 0.0272 | -0.023 | 49 | 0.4400 | 0.5800 | 45.0% | -0.13 | 0.0280 | -0.024 | ||||
| 7.00 | 7.60 | 21 | 2,983 | 45.3% | 0.85 | 0.0322 | -0.026 | 50 | 0.6100 | 0.6900 | 18 | 2,075 | 44.1% | -0.16 | 0.0328 | -0.028 |
| 5.30 | 7.50 | 42.7% | 0.81 | 0.0374 | -0.030 | 51 | 0.8000 | 0.9000 | 6 | 43.8% | -0.20 | 0.0379 | -0.031 | |||
| 5.00 | 6.25 | 42.3% | 0.77 | 0.0424 | -0.034 | 52 | 1.01 | 1.49 | 5 | 46.5% | -0.24 | 0.0429 | -0.035 | |||
| 5.00 | 5.60 | 7 | 3,076 | 43.0% | 0.75 | 0.0448 | -0.035 | 52.5 | 1.17 | 1.25 | 24 | 2,817 | 43.0% | -0.26 | 0.0452 | -0.036 |
| 4.30 | 5.45 | 1 | 41.5% | 0.72 | 0.0470 | -0.037 | 53 | 1.23 | 1.42 | 10 | 42.2% | -0.29 | 0.0474 | -0.038 | ||
| 3.60 | 5.75 | 49.0% | 0.67 | 0.0509 | -0.040 | 54 | 1.55 | 2.10 | 44.6% | -0.34 | 0.0510 | -0.041 | ||||
| 3.55 | 3.95 | 15 | 9,235 | 43.6% | 0.62 | 0.0537 | -0.042 | 55 | 2.06 | 2.14 | 1,077 | 3,245 | 42.4% | -0.39 | 0.0537 | -0.043 |
| 3.05 | 3.30 | 20 | 43.0% | 0.56 | 0.0555 | -0.044 | 56 | 2.49 | 2.71 | 8 | 43.0% | -0.45 | 0.0553 | -0.044 | ||
| 2.64 | 2.73 | 11 | 42.8% | 0.51 | 0.0562 | -0.044 | 57 | 3.05 | 3.15 | 156 | 42.6% | -0.50 | 0.0559 | -0.044 | ||
| 2.42 | 2.51 | 18 | 5,457 | 42.8% | 0.48 | 0.0561 | -0.044 | 57.5 | 3.30 | 3.45 | 4 | 2,115 | 42.5% | -0.53 | 0.0557 | -0.044 |
| 2.19 | 2.46 | 17 | 43.9% | 0.45 | 0.0557 | -0.044 | 58 | 3.50 | 4.40 | 46.8% | -0.56 | 0.0553 | -0.044 | |||
| 1.82 | 1.92 | 3 | 42.6% | 0.40 | 0.0542 | -0.043 | 59 | 3.95 | 5.75 | 51.0% | -0.61 | 0.0538 | -0.042 | |||
| 1.50 | 1.59 | 83 | 10.8K | 42.6% | 0.35 | 0.0519 | -0.041 | 60 | 4.80 | 5.15 | 998 | 42.5% | -0.66 | 0.0514 | -0.040 | |
| 1.23 | 1.37 | 2 | 43.2% | 0.30 | 0.0488 | -0.039 | 61 | 5.30 | 7.40 | 53.4% | -0.70 | 0.0484 | -0.038 | |||
| 0.9400 | 1.15 | 9 | 42.9% | 0.26 | 0.0452 | -0.036 | 62 | 6.05 | 8.45 | 56.3% | -0.75 | 0.0450 | -0.035 | |||
| 0.8800 | 0.9900 | 33 | 2,665 | 42.8% | 0.24 | 0.0433 | -0.035 | 62.5 | 6.55 | 8.70 | 96 | 56.4% | -0.77 | 0.0431 | -0.034 | |
| 0.4100 | 1.00 | 1 | 40.0% | 0.22 | 0.0413 | -0.033 | 63 | 6.65 | 8.75 | 50.9% | -0.78 | 0.0412 | -0.032 | |||
| 0.2400 | 0.8000 | 9 | 39.2% | 0.19 | 0.0373 | -0.030 | 64 | 7.35 | 10.05 | 54.8% | -0.82 | 0.0375 | -0.029 | |||
| 0.5100 | 0.5700 | 70 | 4,018 | 42.9% | 0.16 | 0.0332 | -0.027 | 65 | 8.35 | 10.90 | 268 | 57.1% | -0.85 | 0.0338 | -0.026 | |
| 0.0300 | 0.8300 | 43.0% | 0.13 | 0.0293 | -0.024 | 66 | 9.15 | 11.80 | 57.6% | -0.88 | 0.0303 | -0.023 | ||||
| 0 | 0.7100 | 43.5% | 0.11 | 0.0256 | -0.021 | 67 | 10.10 | 12.75 | 59.9% | -0.90 | 0.0272 | -0.021 | ||||
| 0.2600 | 0.3400 | 10 | 1,132 | 43.0% | 0.10 | 0.0239 | -0.020 | 67.5 | 10.60 | 12.60 | 1 | 53.8% | -0.91 | 0.0258 | -0.020 | |
| 0 | 1.35 | 55.5% | 0.09 | 0.0222 | -0.018 | 68 | 10.85 | 13.70 | 59.7% | -0.92 | 0.0244 | -0.019 | ||||
| 0 | 0.8300 | 50.9% | 0.08 | 0.0192 | -0.016 | 69 | 12.05 | 14.60 | 63.9% | -0.94 | 0.0218 | -0.017 | ||||
| 0.1700 | 0.2200 | 33 | 3,686 | 44.9% | 0.06 | 0.0166 | -0.014 | 70 | 12.80 | 14.30 | 6 | -0.95 | 0.0199 | -0.015 | ||
| 0.0500 | 0.0900 | 208 | 996 | 46.8% | 0.03 | 0.0079 | -0.007 | 75 | 17.35 | 20.65 | 71.4% | -0.99 | 0.0069 | -0.009 | ||
| 0.0300 | 0.0400 | 1,209 | 50.6% | 0.01 | 0.0040 | -0.004 | 80 | 22.25 | 25.65 | 81.3% | -1.00 | 0.0000 | -0.008 | |||
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