QCOM catena di opzioni QUALCOMM Incorporated
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 ±24.4% (131.25–215.75) · ATM IV 47.8% · P/C open interest 1.14
| 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 | |
| 83.90 | 86.90 | 14 | 66.0% | 0.98 | 0.0008 | 0.000 | 90 | 0 | 1.04 | 2 | 700 | 55.5% | -0.02 | 0.0008 | -0.010 | |
| 78.70 | 82.05 | 4 | 60.1% | 0.98 | 0.0010 | 0.000 | 95 | 0.5000 | 1.16 | 4 | 405 | 56.1% | -0.03 | 0.0010 | -0.012 | |
| 74.05 | 77.30 | 40 | 58.0% | 0.97 | 0.0012 | -0.003 | 100 | 0.3100 | 1.57 | 2 | 653 | 53.3% | -0.04 | 0.0013 | -0.015 | |
| 69.45 | 72.75 | 3 | 56.7% | 0.96 | 0.0016 | -0.006 | 105 | 0.6100 | 1.43 | 284 | 50.2% | -0.05 | 0.0017 | -0.018 | ||
| 64.85 | 68.15 | 8 | 54.9% | 0.95 | 0.0020 | -0.011 | 110 | 0.9900 | 1.84 | 695 | 49.9% | -0.06 | 0.0020 | -0.021 | ||
| 61.00 | 63.75 | 17 | 55.6% | 0.93 | 0.0024 | -0.015 | 115 | 1.72 | 2.20 | 6 | 280 | 49.8% | -0.07 | 0.0025 | -0.025 | |
| 56.10 | 59.40 | 63 | 52.8% | 0.91 | 0.0029 | -0.020 | 120 | 2.30 | 2.93 | 4 | 927 | 49.7% | -0.09 | 0.0030 | -0.029 | |
| 51.70 | 55.10 | 28 | 51.2% | 0.89 | 0.0034 | -0.026 | 125 | 2.88 | 3.85 | 2 | 989 | 49.3% | -0.11 | 0.0035 | -0.034 | |
| 47.65 | 51.05 | 51 | 50.6% | 0.87 | 0.0040 | -0.031 | 130 | 3.65 | 4.95 | 10 | 736 | 49.1% | -0.14 | 0.0040 | -0.038 | |
| 43.70 | 47.15 | 66 | 50.0% | 0.84 | 0.0045 | -0.036 | 135 | 3.70 | 6.85 | 1,046 | 48.4% | -0.16 | 0.0046 | -0.043 | ||
| 40.00 | 43.50 | 163 | 49.6% | 0.81 | 0.0050 | -0.042 | 140 | 6.05 | 6.90 | 27 | 1,668 | 48.1% | -0.19 | 0.0051 | -0.048 | |
| 36.80 | 39.65 | 122 | 49.3% | 0.78 | 0.0056 | -0.047 | 145 | 6.55 | 8.75 | 34 | 1,184 | 47.0% | -0.22 | 0.0056 | -0.052 | |
| 33.45 | 36.35 | 280 | 49.0% | 0.75 | 0.0060 | -0.051 | 150 | 8.40 | 10.40 | 45 | 1,420 | 47.2% | -0.26 | 0.0061 | -0.056 | |
| 30.70 | 33.25 | 153 | 49.3% | 0.71 | 0.0064 | -0.056 | 155 | 10.40 | 13.00 | 12 | 997 | 48.4% | -0.29 | 0.0065 | -0.059 | |
| 27.90 | 30.35 | 1 | 503 | 49.2% | 0.68 | 0.0068 | -0.059 | 160 | 12.10 | 14.30 | 6 | 4,578 | 46.9% | -0.33 | 0.0069 | -0.062 |
| 24.85 | 27.70 | 295 | 48.7% | 0.64 | 0.0071 | -0.062 | 165 | 14.30 | 16.30 | 21 | 3,134 | 46.4% | -0.37 | 0.0072 | -0.064 | |
| 22.80 | 24.05 | 11 | 617 | 47.7% | 0.60 | 0.0073 | -0.064 | 170 | 16.70 | 18.90 | 153 | 828 | 46.5% | -0.40 | 0.0074 | -0.066 |
| 20.55 | 22.85 | 8 | 393 | 48.9% | 0.57 | 0.0075 | -0.066 | 175 | 19.20 | 21.90 | 3 | 681 | 46.7% | -0.44 | 0.0076 | -0.067 |
| 18.05 | 20.65 | 1 | 2,506 | 48.3% | 0.53 | 0.0076 | -0.067 | 180 | 22.30 | 24.45 | 11 | 1,883 | 46.6% | -0.48 | 0.0077 | -0.068 |
| 16.35 | 18.70 | 2 | 514 | 48.6% | 0.49 | 0.0076 | -0.068 | 185 | 25.70 | 27.45 | 71 | 1,032 | 47.0% | -0.51 | 0.0077 | -0.068 |
| 14.25 | 16.90 | 2 | 1,325 | 48.1% | 0.46 | 0.0075 | -0.067 | 190 | 28.40 | 31.55 | 836 | 47.4% | -0.55 | 0.0077 | -0.067 | |
| 13.70 | 15.45 | 10 | 952 | 49.5% | 0.43 | 0.0074 | -0.067 | 195 | 31.75 | 34.55 | 721 | 46.9% | -0.58 | 0.0077 | -0.066 | |
| 12.25 | 13.80 | 41 | 2,627 | 49.2% | 0.40 | 0.0073 | -0.066 | 200 | 35.70 | 38.30 | 782 | 47.7% | -0.62 | 0.0076 | -0.065 | |
| 9.80 | 11.55 | 71 | 1,610 | 49.7% | 0.34 | 0.0069 | -0.063 | 210 | 42.80 | 45.45 | 256 | 46.9% | -0.68 | 0.0072 | -0.061 | |
| 7.80 | 9.05 | 38 | 1,622 | 49.3% | 0.29 | 0.0064 | -0.059 | 220 | 50.80 | 53.95 | 210 | 47.7% | -0.73 | 0.0067 | -0.055 | |
| 6.15 | 7.35 | 3 | 713 | 49.4% | 0.24 | 0.0058 | -0.054 | 230 | 59.25 | 62.30 | 223 | 47.8% | -0.78 | 0.0061 | -0.049 | |
| 5.05 | 5.70 | 12 | 522 | 49.1% | 0.20 | 0.0052 | -0.050 | 240 | 68.05 | 71.05 | 173 | 48.1% | -0.82 | 0.0055 | -0.043 | |
| 4.10 | 4.90 | 4 | 751 | 50.2% | 0.17 | 0.0046 | -0.045 | 250 | 76.85 | 80.30 | 121 | 48.2% | -0.85 | 0.0049 | -0.036 | |
| 3.35 | 4.25 | 11 | 703 | 51.0% | 0.14 | 0.0041 | -0.040 | 260 | 86.10 | 89.50 | 111 | 48.3% | -0.88 | 0.0044 | -0.030 | |
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 — Mar 19, 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.