RGTI catena di opzioni Rigetti Computing, 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 ±10.1% (13.63–16.70) · ATM IV 65.8% · P/C open interest 0.70
| 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 | |
| 6.45 | 7.80 | 68 | 1.00 | 0.0023 | -0.001 | 8 | 0 | 0.0100 | 1,460 | 129.6% | -0.00 | 0.0023 | -0.001 | |||
| 5.45 | 6.65 | 49 | 0.99 | 0.0049 | -0.002 | 9 | 0 | 0.2200 | 226 | 175.3% | -0.01 | 0.0049 | -0.002 | |||
| 4.55 | 5.80 | 1,039 | 0.99 | 0.0103 | -0.003 | 10 | 0 | 0.0200 | 3,996 | 95.5% | -0.01 | 0.0103 | -0.003 | |||
| 3.25 | 4.85 | 162 | 0.98 | 0.0218 | -0.005 | 11 | 0 | 0.0600 | 3,568 | 90.0% | -0.02 | 0.0219 | -0.005 | |||
| 2.88 | 4.30 | 2 | 0.96 | 0.0318 | -0.006 | 11.5 | 0 | 0.2900 | 129 | 112.9% | -0.04 | 0.0318 | -0.006 | |||
| 3.00 | 3.65 | 3 | 135 | 99.4% | 0.95 | 0.0460 | -0.008 | 12 | 0.0100 | 0.0800 | 2,685 | 74.8% | -0.05 | 0.0462 | -0.008 | |
| 2.02 | 3.15 | 7 | 0.92 | 0.0661 | -0.011 | 12.5 | 0 | 0.1000 | 1 | 50 | 65.6% | -0.08 | 0.0663 | -0.011 | ||
| 2.08 | 2.49 | 1,647 | 66.2% | 0.89 | 0.0930 | -0.014 | 13 | 0.0500 | 0.1200 | 71 | 4,515 | 62.8% | -0.11 | 0.0933 | -0.014 | |
| 1.65 | 2.06 | 5 | 5 | 64.6% | 0.83 | 0.1265 | -0.017 | 13.5 | 0.0600 | 0.1900 | 21 | 209 | 57.7% | -0.17 | 0.1269 | -0.018 |
| 1.17 | 1.97 | 14 | 8,415 | 74.7% | 0.76 | 0.1628 | -0.021 | 14 | 0.1800 | 0.3400 | 462 | 1,307 | 61.3% | -0.24 | 0.1634 | -0.021 |
| 1.05 | 1.63 | 8 | 51 | 82.8% | 0.67 | 0.1939 | -0.024 | 14.5 | 0.2400 | 0.4600 | 86 | 386 | 54.7% | -0.33 | 0.1947 | -0.025 |
| 0.7700 | 0.9600 | 147 | 1,539 | 67.4% | 0.56 | 0.2110 | -0.026 | 15 | 0.5900 | 0.7500 | 128 | 3,857 | 64.3% | -0.44 | 0.2119 | -0.027 |
| 0.5500 | 0.7100 | 215 | 1,141 | 64.9% | 0.46 | 0.2098 | -0.027 | 15.5 | 0.8700 | 1.03 | 114 | 686 | 65.1% | -0.54 | 0.2108 | -0.027 |
| 0.2900 | 0.5300 | 369 | 4,106 | 61.4% | 0.37 | 0.1938 | -0.026 | 16 | 1.08 | 1.43 | 63 | 3,435 | 63.9% | -0.64 | 0.1949 | -0.026 |
| 0.3200 | 0.3500 | 50 | 2,283 | 67.3% | 0.29 | 0.1700 | -0.024 | 16.5 | 1.00 | 2.20 | 17 | 220 | 62.0% | -0.71 | 0.1712 | -0.025 |
| 0.2100 | 0.2600 | 638 | 6,405 | 68.4% | 0.23 | 0.1444 | -0.022 | 17 | 1.83 | 2.29 | 28 | 21.2K | 68.6% | -0.78 | 0.1457 | -0.022 |
| 0.1600 | 0.2000 | 152 | 535 | 70.8% | 0.18 | 0.1206 | -0.020 | 17.5 | 2.29 | 2.78 | 9 | 75.5% | -0.83 | 0.1219 | -0.020 | |
| 0.1100 | 0.1500 | 94 | 3,195 | 72.2% | 0.14 | 0.0999 | -0.018 | 18 | 2.76 | 3.20 | 3 | 2,156 | 76.8% | -0.86 | 0.1012 | -0.018 |
| 0.0900 | 0.1200 | 6 | 187 | 75.6% | 0.11 | 0.0825 | -0.016 | 18.5 | 3.15 | 4.05 | 74 | 101.8% | -0.89 | 0.0838 | -0.016 | |
| 0.0700 | 0.1000 | 84 | 2,971 | 78.7% | 0.09 | 0.0683 | -0.014 | 19 | 3.60 | 4.65 | 37 | 877 | 113.4% | -0.91 | 0.0694 | -0.014 |
| 0.0500 | 0.0700 | 69 | 79.2% | 0.08 | 0.0568 | -0.012 | 19.5 | 3.95 | 5.25 | 17 | 118.2% | -0.93 | 0.0577 | -0.012 | ||
| 0.0500 | 0.0600 | 122 | 6,585 | 83.9% | 0.06 | 0.0474 | -0.011 | 20 | 4.80 | 5.50 | 31 | 902 | 132.6% | -0.94 | 0.0481 | -0.011 |
| 0 | 0.2000 | 371 | 101.5% | 0.05 | 0.0398 | -0.009 | 20.5 | 5.00 | 5.80 | 96.3% | -0.95 | 0.0403 | -0.010 | |||
| 0.0300 | 0.0900 | 7 | 1,835 | 96.8% | 0.04 | 0.0336 | -0.008 | 21 | 5.65 | 6.10 | 7 | 772 | 94.1% | -0.96 | 0.0339 | -0.009 |
| 0 | 0.1100 | 23 | 100.6% | 0.04 | 0.0285 | -0.007 | 21.5 | 5.95 | 7.05 | 1 | 130.3% | -0.97 | 0.0286 | -0.007 | ||
| 0.0300 | 0.0400 | 33 | 1,523 | 97.9% | 0.03 | 0.0243 | -0.007 | 22 | 6.65 | 7.10 | 12 | 467 | 104.6% | -0.97 | 0.0242 | -0.007 |
| 0 | 0.1200 | 64 | 112.6% | 0.03 | 0.0209 | -0.006 | 22.5 | 6.60 | 8.05 | 1 | -0.98 | 0.0206 | -0.006 | |||
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.