SOFI catena di opzioni SoFi Technologies, Inc.
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 ±13.7% (12.72–16.75) · ATM IV 58.8% · P/C open interest 0.73
| 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 | |
| 6.70 | 6.85 | 77 | 86.0% | 0.99 | 0.0049 | -0.000 | 8 | 0.0100 | 0.0300 | 3,516 | 100.3% | -0.01 | 0.0049 | -0.001 | ||
| 5.70 | 5.85 | 193 | 62.4% | 0.99 | 0.0104 | -0.001 | 9 | 0.0200 | 0.0300 | 41 | 406 | 85.8% | -0.01 | 0.0103 | -0.002 | |
| 4.75 | 4.85 | 2 | 343 | 68.6% | 0.97 | 0.0209 | -0.003 | 10 | 0.0300 | 0.0400 | 245 | 7,640 | 73.8% | -0.03 | 0.0209 | -0.003 |
| 3.80 | 3.90 | 6 | 253 | 66.8% | 0.94 | 0.0396 | -0.005 | 11 | 0.0600 | 0.0700 | 20 | 7,059 | 65.9% | -0.06 | 0.0398 | -0.006 |
| 3.30 | 3.45 | 62.7% | 0.92 | 0.0531 | -0.007 | 11.5 | 0.0900 | 0.1100 | 7 | 37 | 64.1% | -0.08 | 0.0534 | -0.007 | ||
| 2.88 | 2.98 | 151 | 871 | 61.7% | 0.89 | 0.0696 | -0.008 | 12 | 0.1400 | 0.1500 | 190 | 8,043 | 61.8% | -0.12 | 0.0699 | -0.009 |
| 2.47 | 2.56 | 8 | 61.6% | 0.84 | 0.0886 | -0.010 | 12.5 | 0.2200 | 0.2300 | 37 | 117 | 61.3% | -0.16 | 0.0891 | -0.010 | |
| 2.07 | 2.16 | 49 | 877 | 60.2% | 0.79 | 0.1092 | -0.012 | 13 | 0.3200 | 0.3300 | 448 | 63.2K | 60.1% | -0.21 | 0.1098 | -0.012 |
| 1.73 | 1.80 | 56 | 11 | 60.3% | 0.73 | 0.1294 | -0.013 | 13.5 | 0.4500 | 0.4800 | 51 | 367 | 59.6% | -0.27 | 0.1303 | -0.013 |
| 1.40 | 1.48 | 610 | 3,772 | 59.5% | 0.66 | 0.1468 | -0.015 | 14 | 0.6300 | 0.6500 | 3,510 | 15.9K | 58.9% | -0.34 | 0.1479 | -0.015 |
| 1.12 | 1.19 | 227 | 200 | 58.9% | 0.58 | 0.1587 | -0.015 | 14.5 | 0.8500 | 0.8700 | 957 | 1,059 | 58.7% | -0.42 | 0.1600 | -0.015 |
| 0.9000 | 0.9100 | 1,429 | 15.6K | 58.1% | 0.50 | 0.1633 | -0.016 | 15 | 1.10 | 1.13 | 396 | 25.3K | 58.2% | -0.50 | 0.1650 | -0.016 |
| 0.6800 | 0.7300 | 306 | 1,060 | 57.9% | 0.42 | 0.1604 | -0.015 | 15.5 | 1.40 | 1.43 | 70 | 89 | 58.1% | -0.58 | 0.1624 | -0.015 |
| 0.5300 | 0.5400 | 1,747 | 30.8K | 57.4% | 0.35 | 0.1512 | -0.015 | 16 | 1.74 | 1.77 | 158 | 15.9K | 58.2% | -0.66 | 0.1536 | -0.015 |
| 0.4000 | 0.4100 | 534 | 1,108 | 57.4% | 0.29 | 0.1376 | -0.013 | 16.5 | 2.10 | 2.15 | 459 | 65 | 58.2% | -0.72 | 0.1404 | -0.013 |
| 0.2900 | 0.3000 | 4,571 | 19.6K | 56.8% | 0.23 | 0.1220 | -0.012 | 17 | 2.50 | 2.55 | 82 | 17.5K | 58.4% | -0.77 | 0.1251 | -0.012 |
| 0.2200 | 0.2300 | 811 | 556 | 57.6% | 0.19 | 0.1061 | -0.011 | 17.5 | 2.89 | 2.99 | 1 | 22 | 57.9% | -0.82 | 0.1094 | -0.011 |
| 0.1600 | 0.1700 | 917 | 21.2K | 57.7% | 0.15 | 0.0911 | -0.010 | 18 | 3.30 | 3.45 | 84 | 7,286 | 57.2% | -0.86 | 0.0945 | -0.010 |
| 0.1200 | 0.1400 | 260 | 239 | 59.1% | 0.12 | 0.0775 | -0.009 | 18.5 | 3.80 | 3.95 | 5 | 1 | 62.5% | -0.89 | 0.0810 | -0.008 |
| 0.1000 | 0.1100 | 1,410 | 15.2K | 60.7% | 0.10 | 0.0657 | -0.007 | 19 | 4.25 | 4.40 | 17 | 3,070 | 60.8% | -0.91 | 0.0695 | -0.007 |
| 0.0700 | 0.0800 | 17 | 158 | 60.5% | 0.08 | 0.0556 | -0.007 | 19.5 | 4.75 | 4.90 | 65.4% | -0.93 | 0.0595 | -0.006 | ||
| 0.0600 | 0.0700 | 503 | 39.6K | 62.7% | 0.07 | 0.0470 | -0.006 | 20 | 5.25 | 5.35 | 26 | 1,883 | 65.1% | -0.94 | 0.0514 | -0.006 |
| 0.0500 | 0.0600 | 4 | 106 | 64.5% | 0.06 | 0.0399 | -0.005 | 20.5 | 5.70 | 5.85 | 1 | 62.0% | -0.96 | 0.0441 | -0.005 | |
| 0.0400 | 0.0500 | 98 | 7,982 | 65.8% | 0.05 | 0.0339 | -0.004 | 21 | 6.20 | 6.35 | 33 | 1,251 | 65.7% | -0.97 | 0.0380 | -0.004 |
| 0.0300 | 0.0400 | 4,511 | 18.7K | 69.7% | 0.03 | 0.0248 | -0.004 | 22 | 7.20 | 7.35 | 32 | 1,616 | 72.7% | -0.98 | 0.0303 | -0.003 |
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.