SMCI catena di opzioni Super Micro Computer, Inc.
Cboe delayed options data · aggiornato al 09:42 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 ±21.7% (24.70–38.40) · ATM IV 87.2% · P/C open interest 0.54
| 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 | |
| 15.40 | 16.15 | 15 | 105.6% | 0.98 | 0.0039 | -0.007 | 16 | 0.0400 | 0.1300 | 127 | 116.0% | -0.02 | 0.0039 | -0.007 | ||
| 14.60 | 15.20 | 58 | 121.0% | 0.98 | 0.0052 | -0.009 | 17 | 0.0600 | 0.1400 | 6 | 166 | 109.9% | -0.02 | 0.0052 | -0.009 | |
| 13.65 | 14.25 | 58 | 117.1% | 0.97 | 0.0067 | -0.011 | 18 | 0.1100 | 0.1600 | 2 | 210 | 106.7% | -0.03 | 0.0068 | -0.011 | |
| 12.70 | 13.30 | 41 | 112.4% | 0.96 | 0.0086 | -0.013 | 19 | 0.1800 | 0.2100 | 2 | 685 | 105.6% | -0.04 | 0.0087 | -0.013 | |
| 11.75 | 12.35 | 3 | 213 | 107.1% | 0.95 | 0.0109 | -0.016 | 20 | 0.2300 | 0.3100 | 90 | 2,339 | 104.1% | -0.06 | 0.0109 | -0.016 |
| 10.80 | 11.45 | 90 | 103.3% | 0.93 | 0.0135 | -0.019 | 21 | 0.2900 | 0.3900 | 63 | 454 | 100.7% | -0.07 | 0.0136 | -0.019 | |
| 10.00 | 10.60 | 260 | 104.9% | 0.91 | 0.0165 | -0.022 | 22 | 0.4000 | 0.5200 | 1,076 | 1,710 | 99.7% | -0.09 | 0.0166 | -0.022 | |
| 9.00 | 9.75 | 365 | 99.1% | 0.89 | 0.0198 | -0.026 | 23 | 0.5700 | 0.7900 | 5,665 | 886 | 102.4% | -0.11 | 0.0199 | -0.026 | |
| 8.10 | 8.90 | 21 | 607 | 95.4% | 0.86 | 0.0233 | -0.029 | 24 | 0.7200 | 0.7700 | 127 | 1,786 | 95.7% | -0.14 | 0.0234 | -0.029 |
| 7.55 | 8.00 | 41 | 644 | 97.0% | 0.83 | 0.0270 | -0.033 | 25 | 0.9200 | 0.9700 | 3,711 | 5,703 | 94.4% | -0.17 | 0.0271 | -0.033 |
| 6.50 | 7.30 | 46 | 437 | 91.2% | 0.80 | 0.0307 | -0.036 | 26 | 1.12 | 1.20 | 967 | 2,627 | 92.3% | -0.20 | 0.0308 | -0.037 |
| 6.00 | 6.55 | 50 | 568 | 93.4% | 0.76 | 0.0343 | -0.040 | 27 | 1.40 | 1.50 | 925 | 2,066 | 91.6% | -0.24 | 0.0344 | -0.040 |
| 5.30 | 5.85 | 7 | 247 | 91.4% | 0.72 | 0.0377 | -0.043 | 28 | 1.70 | 1.87 | 545 | 2,075 | 91.0% | -0.28 | 0.0379 | -0.043 |
| 4.75 | 5.10 | 30 | 551 | 89.8% | 0.68 | 0.0407 | -0.045 | 29 | 2.09 | 2.15 | 613 | 1,080 | 89.1% | -0.32 | 0.0409 | -0.045 |
| 4.15 | 4.40 | 133 | 1,804 | 87.1% | 0.64 | 0.0432 | -0.047 | 30 | 2.49 | 2.60 | 832 | 3,143 | 88.5% | -0.36 | 0.0435 | -0.047 |
| 3.65 | 4.00 | 236 | 855 | 88.5% | 0.59 | 0.0452 | -0.048 | 31 | 2.95 | 3.10 | 228 | 1,258 | 88.1% | -0.41 | 0.0455 | -0.048 |
| 3.20 | 3.45 | 436 | 1,057 | 87.4% | 0.55 | 0.0464 | -0.049 | 32 | 3.45 | 3.60 | 1,667 | 2,384 | 87.1% | -0.46 | 0.0468 | -0.049 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.75 | 3.00 | 1,679 | 796 | 86.5% | 0.50 | 0.0470 | -0.048 | 33 | 3.85 | 4.15 | 504 | 2,024 | 84.2% | -0.50 | 0.0475 | -0.049 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.35 | 2.55 | 871 | 1,724 | 85.1% | 0.45 | 0.0470 | -0.048 | 34 | 4.55 | 4.80 | 528 | 2,136 | 85.4% | -0.55 | 0.0475 | -0.048 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.10 | 2.17 | 1,580 | 3,124 | 85.4% | 0.41 | 0.0463 | -0.047 | 35 | 5.20 | 5.50 | 428 | 3,968 | 86.8% | -0.59 | 0.0468 | -0.047 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.79 | 1.83 | 667 | 1,632 | 85.0% | 0.37 | 0.0451 | -0.045 | 36 | 5.85 | 6.30 | 234 | 1,430 | 86.0% | -0.64 | 0.0457 | -0.046 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.51 | 1.67 | 1,282 | 9,777 | 85.5% | 0.33 | 0.0434 | -0.043 | 37 | 6.70 | 6.90 | 262 | 2,302 | 85.4% | -0.67 | 0.0440 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.29 | 1.40 | 464 | 3,771 | 84.9% | 0.29 | 0.0413 | -0.041 | 38 | 7.15 | 7.70 | 127 | 1,621 | 80.8% | -0.71 | 0.0420 | -0.042 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.12 | 1.21 | 611 | 2,668 | 85.3% | 0.26 | 0.0390 | -0.038 | 39 | 7.95 | 8.80 | 448 | 1,025 | 85.2% | -0.75 | 0.0398 | -0.039 |
| 0.9500 | 1.00 | 2,731 | 14.4K | 84.7% | 0.23 | 0.0365 | -0.036 | 40 | 8.95 | 9.35 | 150 | 3,630 | 83.2% | -0.78 | 0.0373 | -0.037 |
| 0.7500 | 0.8700 | 713 | 1,593 | 84.0% | 0.20 | 0.0339 | -0.033 | 41 | 9.55 | 10.55 | 303 | 2,033 | 84.8% | -0.80 | 0.0348 | -0.034 |
| 0.6700 | 0.8000 | 554 | 3,172 | 85.9% | 0.18 | 0.0313 | -0.031 | 42 | 10.70 | 11.05 | 221 | 1,165 | 82.6% | -0.83 | 0.0322 | -0.032 |
| 0.5600 | 0.6300 | 306 | 1,545 | 84.7% | 0.16 | 0.0287 | -0.028 | 43 | 11.45 | 12.15 | 10 | 790 | 83.8% | -0.85 | 0.0298 | -0.029 |
| 0.4200 | 0.5800 | 251 | 2,969 | 84.5% | 0.14 | 0.0263 | -0.026 | 44 | 12.35 | 13.05 | 452 | 83.0% | -0.87 | 0.0274 | -0.027 | |
| 0.4400 | 0.4700 | 1,926 | 7,269 | 86.2% | 0.12 | 0.0240 | -0.024 | 45 | 13.30 | 14.05 | 28 | 1,397 | 85.7% | -0.89 | 0.0251 | -0.025 |
| 0.3300 | 0.4100 | 289 | 2,413 | 85.4% | 0.11 | 0.0218 | -0.022 | 46 | 14.15 | 14.90 | 7 | 446 | 79.8% | -0.90 | 0.0230 | -0.023 |
| 0.2600 | 0.3700 | 97 | 970 | 85.6% | 0.10 | 0.0198 | -0.020 | 47 | 15.15 | 15.75 | 291 | 76.5% | -0.92 | 0.0210 | -0.021 | |
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