SOFI catena di opzioni SoFi Technologies, Inc.
Cboe delayed options data · aggiornato al 18:38 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 ±7.9% (17.16–20.09) · ATM IV 48.3% · P/C open interest 0.46
| 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 | |
| 8.60 | 8.70 | 4 | 781 | 1.00 | 0.0012 | 0.000 | 10 | 0 | 0.0100 | 6,954 | 119.2% | -0.00 | 0.0012 | -0.001 | ||
| 7.60 | 7.70 | 27 | 286 | 1.00 | 0.0024 | 0.000 | 11 | 0.0100 | 0.0200 | 14 | 17.8K | 116.9% | -0.00 | 0.0024 | -0.001 | |
| 6.60 | 6.75 | 7 | 2,774 | 98.8% | 0.99 | 0.0048 | 0.000 | 12 | 0.0100 | 0.0200 | 601 | 11.1K | 99.5% | -0.01 | 0.0048 | -0.002 |
| 5.65 | 5.75 | 2 | 606 | 96.1% | 0.99 | 0.0094 | 0.000 | 13 | 0.0100 | 0.0200 | 13 | 8,105 | 83.3% | -0.01 | 0.0094 | -0.003 |
| 5.15 | 5.25 | 1 | 6 | 87.0% | 0.99 | 0.0132 | -0.001 | 13.5 | 0.0100 | 0.0200 | 3 | 309 | 75.6% | -0.02 | 0.0133 | -0.003 |
| 4.65 | 4.75 | 14 | 998 | 78.2% | 0.98 | 0.0186 | -0.002 | 14 | 0.0200 | 0.0300 | 55 | 6,310 | 73.8% | -0.02 | 0.0187 | -0.004 |
| 4.15 | 4.25 | 1 | 7 | 69.7% | 0.97 | 0.0262 | -0.004 | 14.5 | 0.0200 | 0.0300 | 2 | 30 | 66.0% | -0.03 | 0.0263 | -0.006 |
| 3.65 | 3.75 | 114 | 4,191 | 61.5% | 0.96 | 0.0367 | -0.005 | 15 | 0.0400 | 0.0500 | 465 | 15.9K | 65.1% | -0.04 | 0.0370 | -0.007 |
| 3.15 | 3.25 | 4 | 1,008 | 53.4% | 0.94 | 0.0514 | -0.007 | 15.5 | 0.0500 | 0.0600 | 98 | 934 | 59.5% | -0.06 | 0.0518 | -0.009 |
| 2.72 | 2.76 | 137 | 4,528 | 54.6% | 0.91 | 0.0714 | -0.010 | 16 | 0.0700 | 0.0800 | 1,297 | 15.7K | 55.2% | -0.09 | 0.0719 | -0.011 |
| 2.25 | 2.32 | 19 | 106 | 52.7% | 0.88 | 0.0977 | -0.013 | 16.5 | 0.1100 | 0.1200 | 393 | 5,295 | 52.6% | -0.12 | 0.0984 | -0.014 |
| 1.82 | 1.87 | 649 | 14.0K | 50.1% | 0.82 | 0.1300 | -0.016 | 17 | 0.1800 | 0.1900 | 1,993 | 24.3K | 51.1% | -0.18 | 0.1309 | -0.017 |
| 1.44 | 1.48 | 683 | 1,576 | 49.8% | 0.75 | 0.1658 | -0.019 | 17.5 | 0.2800 | 0.2900 | 781 | 2,616 | 49.4% | -0.25 | 0.1670 | -0.020 |
| 1.10 | 1.11 | 3,772 | 18.9K | 48.4% | 0.66 | 0.1984 | -0.022 | 18 | 0.4300 | 0.4500 | 1,004 | 18.6K | 48.8% | -0.34 | 0.2000 | -0.022 |
| 0.8100 | 0.8200 | 3,669 | 2,048 | 48.2% | 0.56 | 0.2183 | -0.024 | 18.5 | 0.6400 | 0.6600 | 797 | 1,160 | 48.5% | -0.45 | 0.2203 | -0.024 |
| 0.5800 | 0.5900 | 5,407 | 33.0K | 48.3% | 0.45 | 0.2190 | -0.024 | 19 | 0.9100 | 0.9300 | 350 | 16.9K | 48.5% | -0.56 | 0.2213 | -0.024 |
| 0.4100 | 0.4200 | 6,269 | 3,378 | 49.0% | 0.35 | 0.2017 | -0.022 | 19.5 | 1.23 | 1.26 | 34 | 254 | 48.8% | -0.66 | 0.2044 | -0.022 |
| 0.2800 | 0.2900 | 9,453 | 47.9K | 49.4% | 0.27 | 0.1742 | -0.020 | 20 | 1.61 | 1.64 | 106 | 15.4K | 49.9% | -0.74 | 0.1769 | -0.020 |
| 0.1900 | 0.2000 | 1,716 | 2,834 | 50.2% | 0.20 | 0.1442 | -0.018 | 20.5 | 1.99 | 2.05 | 11 | 5 | 49.1% | -0.81 | 0.1468 | -0.017 |
| 0.1300 | 0.1400 | 2,968 | 15.9K | 51.4% | 0.15 | 0.1167 | -0.015 | 21 | 2.45 | 2.49 | 37 | 1,114 | 50.9% | -0.86 | 0.1188 | -0.015 |
| 0.0900 | 0.1000 | 280 | 1,187 | 52.8% | 0.12 | 0.0934 | -0.013 | 21.5 | 2.92 | 2.98 | 6 | 54.9% | -0.89 | 0.0949 | -0.012 | |
| 0.0600 | 0.0700 | 2,092 | 150.4K | 53.9% | 0.09 | 0.0746 | -0.011 | 22 | 3.35 | 3.45 | 102 | 23.8K | 51.8% | -0.92 | 0.0755 | -0.010 |
| 0.0500 | 0.0600 | 117 | 988 | 57.3% | 0.07 | 0.0598 | -0.010 | 22.5 | 3.80 | 3.95 | 1 | 5 | -0.94 | 0.0624 | -0.008 | |
| 0.0400 | 0.0500 | 438 | 18.7K | 60.1% | 0.06 | 0.0482 | -0.008 | 23 | 4.30 | 4.40 | 11 | 705 | -0.95 | 0.0526 | -0.006 | |
| 0.0300 | 0.0400 | 208 | 267 | 62.0% | 0.05 | 0.0391 | -0.007 | 23.5 | 4.80 | 4.90 | 1 | -0.97 | 0.0472 | -0.005 | ||
| 0.0200 | 0.0300 | 399 | 4,791 | 62.9% | 0.04 | 0.0319 | -0.006 | 24 | 5.30 | 5.40 | 7 | 82 | -0.97 | 0.0419 | -0.004 | |
| 0.0200 | 0.0300 | 1,123 | 37.4K | 71.2% | 0.03 | 0.0219 | -0.005 | 25 | 6.30 | 6.40 | 23 | 13.4K | -0.99 | 0.0263 | -0.005 | |
| 0.0200 | 0.0300 | 457 | 2,344 | 79.0% | 0.02 | 0.0154 | -0.004 | 26 | 7.30 | 7.40 | 1 | 10 | -1.00 | 0.0123 | -0.007 | |
| 0.0100 | 0.0200 | 268 | 13.4K | 80.5% | 0.01 | 0.0111 | -0.003 | 27 | 8.30 | 8.40 | 4 | 56 | -1.00 | 0.0045 | -0.009 | |
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