SCHW catena di opzioni The Charles Schwab Corporation
Cboe delayed options data · aggiornato al 18:42 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 ±6.0% (84.59–95.35) · ATM IV 25.1% · P/C open interest 0.84
| 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 | |
| 33.25 | 37.10 | 71.8% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 2.13 | 124.0% | -0.00 | 0.0001 | -0.000 | ||||
| 28.50 | 32.10 | 72.9% | 1.00 | 0.0002 | 0.000 | 60 | 0 | 2.14 | 3 | 106.3% | -0.00 | 0.0003 | -0.001 | |||
| 23.60 | 27.10 | 62.5% | 1.00 | 0.0006 | 0.000 | 65 | 0 | 1.79 | 11 | 85.3% | -0.00 | 0.0009 | -0.002 | |||
| 18.40 | 22.10 | 3 | 42.9% | 0.99 | 0.0021 | -0.001 | 70 | 0 | 1.37 | 10 | 65.0% | -0.01 | 0.0026 | -0.004 | ||
| 14.25 | 16.50 | 38.7% | 0.98 | 0.0064 | -0.006 | 75 | 0.0100 | 0.2000 | 80 | 864 | 33.5% | -0.03 | 0.0074 | -0.009 | ||
| 9.80 | 11.50 | 2 | 1 | 34.1% | 0.93 | 0.0184 | -0.016 | 80 | 0.2300 | 0.3400 | 4,328 | 938 | 29.0% | -0.08 | 0.0195 | -0.019 |
| 7.45 | 8.80 | 33.7% | 0.86 | 0.0313 | -0.026 | 83 | 0.5600 | 0.6400 | 112 | 27.6% | -0.15 | 0.0321 | -0.027 | |||
| 6.45 | 8.25 | 2 | 33.7% | 0.83 | 0.0364 | -0.029 | 84 | 0.6800 | 0.8000 | 26 | 26.9% | -0.19 | 0.0370 | -0.030 | ||
| 5.65 | 6.80 | 1 | 35 | 28.8% | 0.79 | 0.0417 | -0.033 | 85 | 0.9100 | 0.9900 | 314 | 1,757 | 26.7% | -0.23 | 0.0421 | -0.033 |
| 5.20 | 6.60 | 33.3% | 0.75 | 0.0470 | -0.036 | 86 | 1.14 | 1.23 | 38 | 26.3% | -0.27 | 0.0470 | -0.036 | |||
| 4.50 | 5.80 | 32.2% | 0.70 | 0.0518 | -0.038 | 87 | 1.39 | 1.52 | 29 | 25.8% | -0.32 | 0.0515 | -0.039 | |||
| 3.90 | 4.90 | 27.7% | 0.67 | 0.0539 | -0.040 | 87.5 | 1.59 | 1.72 | 48 | 368 | 26.0% | -0.34 | 0.0536 | -0.040 | ||
| 3.80 | 4.00 | 25.8% | 0.64 | 0.0559 | -0.041 | 88 | 1.73 | 1.90 | 13 | 25.7% | -0.37 | 0.0554 | -0.040 | |||
| 3.20 | 3.40 | 25.6% | 0.59 | 0.0589 | -0.042 | 89 | 2.14 | 2.29 | 100 | 25.4% | -0.43 | 0.0582 | -0.042 | |||
| 2.68 | 2.76 | 180 | 257 | 25.1% | 0.53 | 0.0606 | -0.042 | 90 | 2.64 | 2.68 | 396 | 2,435 | 25.0% | -0.49 | 0.0597 | -0.042 |
| 2.18 | 2.34 | 103 | 25.1% | 0.47 | 0.0609 | -0.042 | 91 | 3.10 | 3.30 | 19 | 25.0% | -0.55 | 0.0598 | -0.041 | ||
| 1.74 | 1.91 | 22 | 24.9% | 0.41 | 0.0596 | -0.041 | 92 | 3.65 | 3.90 | 1 | 24.7% | -0.60 | 0.0584 | -0.040 | ||
| 1.59 | 1.74 | 88 | 451 | 25.1% | 0.38 | 0.0584 | -0.040 | 92.5 | 4.00 | 4.20 | 11 | 833 | 24.7% | -0.63 | 0.0573 | -0.039 |
| 1.39 | 1.54 | 35 | 24.7% | 0.35 | 0.0569 | -0.038 | 93 | 4.25 | 4.75 | 19 | 25.4% | -0.66 | 0.0558 | -0.037 | ||
| 1.10 | 1.23 | 3,020 | 24.7% | 0.30 | 0.0531 | -0.036 | 94 | 5.05 | 5.95 | 28.5% | -0.71 | 0.0520 | -0.035 | |||
| 0.8600 | 0.9800 | 126 | 718 | 24.7% | 0.25 | 0.0485 | -0.033 | 95 | 5.70 | 6.35 | 18 | 1,783 | 26.2% | -0.76 | 0.0475 | -0.031 |
| 0.6000 | 0.7600 | 3 | 24.2% | 0.21 | 0.0434 | -0.029 | 96 | 6.15 | 7.10 | 23.6% | -0.80 | 0.0425 | -0.028 | |||
| 0.4700 | 0.6300 | 6 | 24.6% | 0.17 | 0.0382 | -0.026 | 97 | 6.90 | 8.00 | 5 | 23.2% | -0.84 | 0.0373 | -0.025 | ||
| 0.4300 | 0.5100 | 52 | 445 | 24.5% | 0.15 | 0.0356 | -0.024 | 97.5 | 7.20 | 8.40 | 3 | 946 | 21.6% | -0.85 | 0.0348 | -0.023 |
| 0.3300 | 1.30 | 1 | 30.7% | 0.14 | 0.0331 | -0.023 | 98 | 6.85 | 8.80 | -0.87 | 0.0323 | -0.021 | ||||
| 0.2500 | 0.3700 | 4 | 24.5% | 0.11 | 0.0283 | -0.019 | 99 | 7.75 | 9.75 | -0.89 | 0.0276 | -0.018 | ||||
| 0.1500 | 0.2700 | 110 | 2,137 | 24.1% | 0.09 | 0.0238 | -0.017 | 100 | 9.70 | 10.70 | 1 | 1,676 | 24.0% | -0.91 | 0.0232 | -0.015 |
| 0.0400 | 0.2500 | 2 | 23.8% | 0.07 | 0.0199 | -0.014 | 101 | 9.60 | 12.15 | -0.93 | 0.0194 | -0.012 | ||||
| 0 | 0.2100 | 1 | 23.9% | 0.06 | 0.0166 | -0.012 | 102 | 10.75 | 12.80 | -0.95 | 0.0161 | -0.010 | ||||
| 0 | 0.3100 | 27.3% | 0.05 | 0.0137 | -0.010 | 103 | 11.45 | 14.35 | -0.96 | 0.0133 | -0.008 | |||||
| 0 | 0.5500 | 32.5% | 0.04 | 0.0113 | -0.008 | 104 | 12.40 | 15.65 | -0.97 | 0.0112 | -0.006 | |||||
| 0.0500 | 0.0800 | 165 | 4,333 | 26.1% | 0.03 | 0.0092 | -0.007 | 105 | 14.45 | 15.65 | 10 | 1,426 | 26.3% | -0.97 | 0.0114 | -0.005 |
| 0 | 0.1600 | 28.4% | 0.02 | 0.0075 | -0.006 | 106 | 14.20 | 18.10 | 32.6% | -0.98 | 0.0119 | -0.005 | ||||
| 0 | 1.35 | 46.4% | 0.02 | 0.0061 | -0.005 | 107 | 15.15 | 19.10 | 33.2% | -0.99 | 0.0090 | -0.008 | ||||
| 0 | 0.2700 | 7 | 2,506 | 36.6% | 0.01 | 0.0033 | -0.003 | 110 | 18.40 | 22.05 | 416 | 41.6% | -1.00 | 0.0000 | -0.011 | |
| 0 | 0.1000 | 3 | 3,714 | 37.1% | 0.00 | 0.0012 | -0.001 | 115 | 23.15 | 26.60 | 38 | -1.00 | 0.0000 | -0.011 | ||
| 0.0100 | 0.1000 | 812 | 43.1% | 0.00 | 0.0004 | -0.000 | 120 | 28.15 | 32.05 | 50.8% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 1.06 | 383 | 70.0% | 0.00 | 0.0002 | -0.000 | 125 | 33.15 | 37.10 | 58.7% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 2.13 | 174 | 89.2% | 0.00 | 0.0001 | -0.000 | 130 | 38.15 | 42.10 | 64.9% | -1.00 | 0.0000 | -0.011 | |||
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