SO catena di opzioni The Southern Company
Cboe delayed options data · aggiornato al 22:02 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 ±5.4% (84.47–94.07) · ATM IV 21.7% · P/C open interest 0.52
| 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 | |
| 37.50 | 41.60 | 102.7% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 2.15 | 141.9% | -0.00 | 0.0002 | -0.001 | ||||
| 32.50 | 36.70 | 73.2% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 2.15 | 122.4% | -0.00 | 0.0003 | -0.001 | ||||
| 27.50 | 31.60 | 3 | 57.6% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.1000 | 1 | 58.7% | -0.00 | 0.0007 | -0.002 | ||
| 22.50 | 26.70 | 3 | 52.5% | 1.00 | 0.0010 | 0.000 | 65 | 0 | 0.1500 | 86 | 50.7% | -0.01 | 0.0016 | -0.003 | ||
| 17.80 | 21.70 | 51 | 50.6% | 0.99 | 0.0025 | -0.001 | 70 | 0 | 0.3000 | 88 | 45.0% | -0.01 | 0.0037 | -0.005 | ||
| 14.00 | 16.40 | 13 | 51.1% | 0.98 | 0.0067 | -0.005 | 75 | 0.1000 | 0.2000 | 13 | 273 | 33.9% | -0.03 | 0.0090 | -0.010 | |
| 12.50 | 14.30 | 49.3% | 0.97 | 0.0100 | -0.008 | 77 | 0 | 2.30 | 51.3% | -0.05 | 0.0130 | -0.013 | ||||
| 11.20 | 13.80 | 2 | 39.4% | 0.96 | 0.0111 | -0.009 | 77.5 | 0.1000 | 1.00 | 364 | 39.1% | -0.06 | 0.0142 | -0.013 | ||
| 11.40 | 13.30 | 45.4% | 0.96 | 0.0123 | -0.010 | 78 | 0 | 1.60 | 42.5% | -0.06 | 0.0156 | -0.014 | ||||
| 10.60 | 12.30 | 44.2% | 0.95 | 0.0151 | -0.011 | 79 | 0 | 0.8000 | 32.0% | -0.07 | 0.0188 | -0.016 | ||||
| 9.60 | 11.40 | 12 | 41.9% | 0.94 | 0.0185 | -0.013 | 80 | 0.2000 | 0.3500 | 89 | 676 | 26.6% | -0.09 | 0.0225 | -0.018 | |
| 8.70 | 10.40 | 39.6% | 0.92 | 0.0227 | -0.015 | 81 | 0 | 1.10 | 29.7% | -0.11 | 0.0270 | -0.020 | ||||
| 7.70 | 9.50 | 37.3% | 0.90 | 0.0277 | -0.018 | 82 | 0 | 1.25 | 28.2% | -0.13 | 0.0323 | -0.022 | ||||
| 7.30 | 9.10 | 1,947 | 37.0% | 0.89 | 0.0306 | -0.019 | 82.5 | 0.3500 | 0.5000 | 42 | 562 | 23.5% | -0.15 | 0.0352 | -0.023 | |
| 6.80 | 8.60 | 35.4% | 0.88 | 0.0338 | -0.021 | 83 | 0.2500 | 0.6000 | 10 | 22.2% | -0.16 | 0.0384 | -0.024 | |||
| 5.90 | 7.60 | 32.8% | 0.84 | 0.0408 | -0.023 | 84 | 0.5500 | 0.7500 | 1 | 22.8% | -0.20 | 0.0453 | -0.027 | |||
| 5.10 | 5.90 | 5 | 715 | 26.2% | 0.81 | 0.0487 | -0.026 | 85 | 0.4500 | 1.20 | 9 | 1,563 | 22.1% | -0.24 | 0.0527 | -0.029 |
| 4.20 | 5.80 | 28.8% | 0.76 | 0.0571 | -0.029 | 86 | 0.9500 | 1.35 | 1 | 22.5% | -0.29 | 0.0601 | -0.031 | |||
| 3.50 | 4.00 | 22.3% | 0.70 | 0.0655 | -0.031 | 87 | 1.25 | 1.50 | 7 | 21.2% | -0.35 | 0.0670 | -0.033 | |||
| 3.20 | 3.70 | 27 | 1,769 | 22.6% | 0.67 | 0.0694 | -0.033 | 87.5 | 1.40 | 1.85 | 23 | 799 | 21.7% | -0.39 | 0.0699 | -0.033 |
| 2.85 | 3.30 | 21.9% | 0.63 | 0.0727 | -0.033 | 88 | 1.60 | 1.85 | 11 | 20.6% | -0.42 | 0.0724 | -0.033 | |||
| 2.25 | 3.60 | 2 | 26.0% | 0.56 | 0.0777 | -0.034 | 89 | 1.45 | 2.30 | 1 | 17.4% | -0.50 | 0.0754 | -0.033 | ||
| 1.80 | 2.35 | 29 | 2,048 | 22.4% | 0.48 | 0.0794 | -0.034 | 90 | 2.50 | 2.95 | 182 | 1,325 | 20.3% | -0.57 | 0.0752 | -0.032 |
| 1.35 | 1.65 | 23 | 20.9% | 0.40 | 0.0774 | -0.033 | 91 | 3.10 | 4.20 | 23.3% | -0.64 | 0.0718 | -0.030 | |||
| 1.00 | 1.50 | 2 | 22.0% | 0.33 | 0.0722 | -0.031 | 92 | 2.95 | 4.20 | 14.7% | -0.71 | 0.0658 | -0.028 | |||
| 0.9000 | 1.10 | 9 | 1,785 | 20.9% | 0.30 | 0.0686 | -0.029 | 92.5 | 3.60 | 4.60 | 2 | 597 | 16.3% | -0.74 | 0.0621 | -0.026 |
| 0.7500 | 0.9500 | 3 | 20.7% | 0.27 | 0.0646 | -0.028 | 93 | 3.20 | 5.80 | 16.2% | -0.77 | 0.0582 | -0.025 | |||
| 0.5500 | 1.15 | 4 | 23.6% | 0.21 | 0.0561 | -0.025 | 94 | 4.10 | 6.00 | -0.82 | 0.0502 | -0.022 | ||||
| 0.3500 | 0.8000 | 8 | 1,736 | 22.6% | 0.17 | 0.0476 | -0.022 | 95 | 5.40 | 6.70 | 760 | -0.85 | 0.0423 | -0.019 | ||
| 0.2500 | 0.6500 | 342 | 23.0% | 0.13 | 0.0398 | -0.019 | 96 | 5.90 | 7.60 | -0.88 | 0.0352 | -0.016 | ||||
| 0 | 0.9500 | 25.6% | 0.11 | 0.0329 | -0.016 | 97 | 6.80 | 8.50 | -0.91 | 0.0291 | -0.013 | |||||
| 0.1500 | 0.3000 | 72 | 1,688 | 21.7% | 0.09 | 0.0299 | -0.015 | 97.5 | 7.30 | 9.00 | 49 | -0.92 | 0.0264 | -0.012 | ||
| 0 | 0.9500 | 27.7% | 0.08 | 0.0271 | -0.014 | 98 | 7.70 | 9.50 | -0.93 | 0.0240 | -0.011 | |||||
| 0.0500 | 1.80 | 36.9% | 0.07 | 0.0222 | -0.012 | 99 | 8.70 | 10.40 | -0.94 | 0.0197 | -0.009 | |||||
| 0.0500 | 0.1500 | 2 | 944 | 22.2% | 0.05 | 0.0182 | -0.010 | 100 | 9.10 | 11.40 | 275 | -0.95 | 0.0162 | -0.008 | ||
| 0 | 2.20 | 43.8% | 0.04 | 0.0150 | -0.009 | 101 | 10.50 | 12.40 | -0.96 | 0.0134 | -0.006 | |||||
| 0 | 2.20 | 46.0% | 0.04 | 0.0124 | -0.008 | 102 | 11.50 | 13.30 | -0.97 | 0.0111 | -0.005 | |||||
| 0 | 2.15 | 1,356 | 51.8% | 0.02 | 0.0071 | -0.005 | 105 | 14.00 | 17.90 | -0.98 | 0.0064 | -0.003 | ||||
| 0 | 0.2500 | 3 | 251 | 37.8% | 0.01 | 0.0031 | -0.003 | 110 | 19.00 | 23.00 | -0.99 | 0.0028 | 0.000 | |||
| 0 | 2.15 | 37 | 69.7% | 0.00 | 0.0015 | -0.002 | 115 | 23.90 | 27.80 | -1.00 | 0.0014 | 0.000 | ||||
| 0 | 0.3500 | 2 | 52.9% | 0.00 | 0.0008 | -0.001 | 120 | 28.90 | 33.00 | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 2.15 | 1 | 84.9% | 0.00 | 0.0004 | -0.001 | 125 | 33.90 | 38.00 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 2.15 | 1 | 91.7% | 0.00 | 0.0003 | -0.000 | 130 | 38.90 | 43.00 | -1.00 | 0.0002 | 0.000 | ||||
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