SCCO catena di opzioni Southern Copper Corporation
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 ±39.9% (121.28–282.28) · ATM IV 47.9% · P/C open interest 1.74
| 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 | |
| 95.00 | 100.00 | 49.0% | 0.95 | 0.0019 | -0.017 | 105 | 2.50 | 7.00 | 1 | 50.3% | -0.08 | 0.0013 | -0.016 | |||
| 90.50 | 95.00 | 47.0% | 0.93 | 0.0020 | -0.014 | 110 | 3.50 | 8.00 | 2 | 50.3% | -0.09 | 0.0014 | -0.018 | |||
| 86.00 | 91.00 | 46.9% | 0.91 | 0.0020 | -0.013 | 115 | 4.00 | 9.00 | 49.4% | -0.10 | 0.0016 | -0.020 | ||||
| 82.00 | 87.00 | 47.0% | 0.89 | 0.0020 | -0.015 | 120 | 5.00 | 10.00 | 3 | 49.0% | -0.11 | 0.0018 | -0.021 | |||
| 78.50 | 83.50 | 47.8% | 0.88 | 0.0021 | -0.018 | 125 | 6.50 | 11.50 | 49.5% | -0.13 | 0.0019 | -0.023 | ||||
| 74.50 | 79.50 | 47.1% | 0.86 | 0.0023 | -0.020 | 130 | 7.50 | 12.50 | 48.6% | -0.14 | 0.0021 | -0.025 | ||||
| 71.00 | 76.00 | 47.1% | 0.84 | 0.0024 | -0.022 | 135 | 9.00 | 14.00 | 48.6% | -0.16 | 0.0022 | -0.026 | ||||
| 68.00 | 73.00 | 47.9% | 0.82 | 0.0026 | -0.024 | 140 | 10.50 | 15.50 | 10 | 48.4% | -0.17 | 0.0024 | -0.028 | |||
| 64.50 | 69.50 | 47.3% | 0.80 | 0.0027 | -0.026 | 145 | 12.50 | 17.00 | 48.4% | -0.19 | 0.0025 | -0.029 | ||||
| 62.50 | 66.50 | 48.3% | 0.78 | 0.0029 | -0.028 | 150 | 14.10 | 19.00 | 10 | 48.4% | -0.21 | 0.0027 | -0.031 | |||
| 59.50 | 63.50 | 2 | 48.2% | 0.77 | 0.0030 | -0.029 | 155 | 16.00 | 20.50 | 48.0% | -0.22 | 0.0028 | -0.032 | |||
| 56.50 | 61.00 | 48.2% | 0.75 | 0.0031 | -0.031 | 160 | 18.00 | 22.50 | 2 | 47.9% | -0.24 | 0.0029 | -0.033 | |||
| 54.00 | 58.00 | 48.2% | 0.73 | 0.0032 | -0.032 | 165 | 20.00 | 25.00 | 2 | 48.1% | -0.26 | 0.0030 | -0.034 | |||
| 51.50 | 55.50 | 1 | 48.2% | 0.71 | 0.0033 | -0.034 | 170 | 22.50 | 27.00 | 1 | 48.0% | -0.28 | 0.0032 | -0.035 | ||
| 49.00 | 53.00 | 48.1% | 0.69 | 0.0034 | -0.035 | 175 | 24.50 | 29.50 | 47.9% | -0.30 | 0.0032 | -0.036 | ||||
| 46.50 | 51.00 | 48.3% | 0.67 | 0.0034 | -0.036 | 180 | 27.00 | 32.00 | 200 | 47.9% | -0.31 | 0.0033 | -0.037 | |||
| 44.00 | 48.50 | 47.9% | 0.65 | 0.0035 | -0.037 | 185 | 29.50 | 34.50 | 47.9% | -0.33 | 0.0034 | -0.037 | ||||
| 41.80 | 46.50 | 5 | 48.0% | 0.63 | 0.0036 | -0.038 | 190 | 32.00 | 37.00 | 47.6% | -0.35 | 0.0035 | -0.038 | |||
| 40.00 | 44.50 | 48.1% | 0.61 | 0.0036 | -0.039 | 195 | 35.00 | 39.50 | 47.6% | -0.37 | 0.0036 | -0.038 | ||||
| 38.00 | 42.50 | 119 | 48.0% | 0.59 | 0.0037 | -0.039 | 200 | 38.00 | 42.50 | 14 | 47.8% | -0.38 | 0.0036 | -0.038 | ||
| 34.50 | 39.00 | 4 | 48.2% | 0.56 | 0.0037 | -0.040 | 210 | 43.50 | 48.00 | 47.3% | -0.42 | 0.0037 | -0.039 | |||
| 31.00 | 35.50 | 3 | 47.9% | 0.52 | 0.0038 | -0.041 | 220 | 50.00 | 54.50 | 6 | 47.6% | -0.45 | 0.0038 | -0.039 | ||
| 28.00 | 32.50 | 47.9% | 0.49 | 0.0038 | -0.041 | 230 | 56.50 | 61.00 | 47.5% | -0.49 | 0.0038 | -0.038 | ||||
| 25.00 | 29.50 | 47.6% | 0.46 | 0.0038 | -0.041 | 240 | 63.00 | 67.50 | 47.0% | -0.52 | 0.0038 | -0.038 | ||||
| 22.50 | 27.00 | 5 | 47.5% | 0.43 | 0.0037 | -0.041 | 250 | 70.50 | 74.70 | 47.3% | -0.55 | 0.0038 | -0.037 | |||
| 20.50 | 25.00 | 47.8% | 0.40 | 0.0036 | -0.041 | 260 | 77.50 | 82.00 | 47.0% | -0.58 | 0.0038 | -0.035 | ||||
| 18.00 | 23.00 | 47.5% | 0.37 | 0.0036 | -0.040 | 270 | 85.00 | 89.50 | 46.9% | -0.61 | 0.0038 | -0.034 | ||||
| 16.50 | 21.00 | 3 | 47.7% | 0.35 | 0.0035 | -0.039 | 280 | 93.00 | 97.50 | 47.1% | -0.64 | 0.0037 | -0.033 | |||
| 14.50 | 19.00 | 47.2% | 0.33 | 0.0034 | -0.038 | 290 | 101.00 | 106.00 | 47.5% | -0.66 | 0.0037 | -0.031 | ||||
| 13.00 | 17.50 | 3 | 47.2% | 0.30 | 0.0033 | -0.037 | 300 | 109.00 | 114.00 | 2 | 47.2% | -0.69 | 0.0036 | -0.029 | ||
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 — Jan 21, 2028
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.