RIOT catena di opzioni Riot Platforms, Inc.
Cboe delayed options data · aggiornato al 12:41 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 ±12.3% (16.36–20.96) · ATM IV 74.0% · P/C open interest 0.43
| 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 | |
| 7.45 | 10.20 | 2 | 331 | 202.1% | 0.99 | 0.0040 | -0.002 | 10 | 0 | 0.0200 | 30 | 1,120 | 125.2% | -0.01 | 0.0040 | -0.003 |
| 6.85 | 8.05 | 275 | 0.99 | 0.0065 | -0.003 | 11 | 0 | 0.0500 | 2,645 | 121.9% | -0.01 | 0.0065 | -0.004 | |||
| 5.75 | 7.70 | 6 | 165 | 124.5% | 0.98 | 0.0105 | -0.004 | 12 | 0 | 0.0600 | 41 | 523 | 106.9% | -0.02 | 0.0105 | -0.005 |
| 5.00 | 6.75 | 2 | 199 | 137.1% | 0.97 | 0.0170 | -0.006 | 13 | 0.0200 | 0.1500 | 7,512 | 109.1% | -0.03 | 0.0171 | -0.007 | |
| 4.60 | 5.50 | 1 | 3,022 | 138.3% | 0.96 | 0.0284 | -0.009 | 14 | 0.0300 | 0.0900 | 16 | 3,211 | 83.9% | -0.04 | 0.0284 | -0.009 |
| 3.00 | 4.75 | 15 | 2,062 | 93.3% | 0.92 | 0.0483 | -0.013 | 15 | 0.0600 | 0.1200 | 43 | 9,903 | 73.6% | -0.08 | 0.0484 | -0.014 |
| 2.50 | 4.05 | 2 | 3 | 68.9% | 0.89 | 0.0621 | -0.017 | 15.5 | 0.1300 | 0.3000 | 2 | 78 | 83.0% | -0.11 | 0.0623 | -0.017 |
| 2.73 | 3.25 | 4 | 587 | 85.0% | 0.85 | 0.0778 | -0.021 | 16 | 0.2300 | 0.3300 | 145 | 2,751 | 80.0% | -0.15 | 0.0781 | -0.021 |
| 2.11 | 2.99 | 2 | 79.4% | 0.81 | 0.0938 | -0.025 | 16.5 | 0.2400 | 0.4700 | 10 | 135 | 76.4% | -0.20 | 0.0942 | -0.025 | |
| 1.94 | 2.49 | 25 | 2,063 | 81.1% | 0.75 | 0.1086 | -0.029 | 17 | 0.3500 | 0.6000 | 220 | 5,668 | 75.0% | -0.25 | 0.1090 | -0.029 |
| 1.74 | 2.06 | 53 | 105 | 81.7% | 0.69 | 0.1206 | -0.033 | 17.5 | 0.4900 | 0.8700 | 242 | 387 | 77.6% | -0.31 | 0.1212 | -0.033 |
| 1.37 | 1.60 | 256 | 4,380 | 73.3% | 0.62 | 0.1291 | -0.035 | 18 | 0.6600 | 1.00 | 143 | 6,446 | 73.9% | -0.38 | 0.1297 | -0.035 |
| 1.07 | 1.48 | 83 | 132 | 76.8% | 0.55 | 0.1336 | -0.037 | 18.5 | 0.8800 | 1.17 | 25 | 431 | 71.2% | -0.45 | 0.1343 | -0.037 |
| 1.03 | 1.18 | 198 | 2,461 | 80.5% | 0.49 | 0.1344 | -0.037 | 19 | 1.27 | 1.61 | 74 | 5,225 | 80.5% | -0.51 | 0.1351 | -0.037 |
| 0.7900 | 1.03 | 39 | 148 | 80.7% | 0.42 | 0.1316 | -0.037 | 19.5 | 1.42 | 1.95 | 1 | 41 | 76.7% | -0.58 | 0.1324 | -0.037 |
| 0.6100 | 0.7400 | 8,437 | 18.7K | 76.2% | 0.36 | 0.1258 | -0.035 | 20 | 1.76 | 2.22 | 16 | 8,078 | 74.7% | -0.64 | 0.1267 | -0.035 |
| 0.3900 | 0.7100 | 59 | 480 | 77.2% | 0.31 | 0.1175 | -0.033 | 20.5 | 2.11 | 2.66 | 24 | 36 | 77.1% | -0.69 | 0.1184 | -0.033 |
| 0.3400 | 0.5200 | 210 | 7,179 | 76.8% | 0.26 | 0.1075 | -0.030 | 21 | 2.56 | 2.92 | 3 | 1,169 | 74.6% | -0.74 | 0.1085 | -0.030 |
| 0.2300 | 0.4800 | 101 | 355 | 78.5% | 0.22 | 0.0967 | -0.028 | 21.5 | 2.82 | 3.60 | 1 | 27 | 80.0% | -0.79 | 0.0976 | -0.028 |
| 0.2500 | 0.3200 | 119 | 9,380 | 79.3% | 0.18 | 0.0857 | -0.025 | 22 | 2.92 | 4.55 | 13 | 4,819 | 89.6% | -0.82 | 0.0866 | -0.025 |
| 0.2100 | 0.2900 | 275 | 82.4% | 0.15 | 0.0752 | -0.022 | 22.5 | 3.55 | 5.00 | 131 | 100.3% | -0.85 | 0.0761 | -0.022 | ||
| 0.1500 | 0.3200 | 511 | 12.1K | 87.0% | 0.13 | 0.0656 | -0.020 | 23 | 3.70 | 5.10 | 2 | 969 | 59.8% | -0.88 | 0.0665 | -0.020 |
| 0.0800 | 0.2300 | 2 | 53 | 82.8% | 0.11 | 0.0570 | -0.018 | 23.5 | 4.65 | 6.15 | 124.8% | -0.90 | 0.0579 | -0.018 | ||
| 0.1000 | 0.2400 | 103 | 9,106 | 90.3% | 0.09 | 0.0496 | -0.016 | 24 | 4.90 | 6.30 | 8 | 1,354 | 101.7% | -0.92 | 0.0506 | -0.016 |
| 0.0500 | 0.1600 | 90 | 85.2% | 0.08 | 0.0432 | -0.015 | 24.5 | 5.30 | 7.35 | 130.8% | -0.93 | 0.0444 | -0.014 | |||
| 0.0700 | 0.1000 | 22 | 17.4K | 86.0% | 0.07 | 0.0378 | -0.013 | 25 | 6.10 | 7.15 | 293 | 1,471 | 115.7% | -0.94 | 0.0393 | -0.013 |
| 0.0200 | 0.1100 | 1 | 40 | 85.8% | 0.06 | 0.0332 | -0.012 | 25.5 | 5.95 | 8.35 | 124.0% | -0.95 | 0.0348 | -0.012 | ||
| 0 | 0.3100 | 9 | 9,575 | 107.7% | 0.05 | 0.0293 | -0.011 | 26 | 6.45 | 8.55 | 275 | 1,168 | 108.6% | -0.96 | 0.0311 | -0.011 |
| 0 | 0.1300 | 10 | 140 | 94.0% | 0.04 | 0.0260 | -0.010 | 26.5 | 6.65 | 9.60 | 131.1% | -0.96 | 0.0279 | -0.010 | ||
| 0.0300 | 0.1200 | 17 | 3,867 | 100.6% | 0.04 | 0.0232 | -0.009 | 27 | 7.80 | 9.65 | 6 | 653 | 147.8% | -0.97 | 0.0251 | -0.010 |
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.
callput