STLD catena di opzioni Steel Dynamics, 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 ±19.7% (187.70–279.80) · ATM IV 40.1% · P/C open interest 0.72
| 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 | |
| 124.40 | 128.30 | 54.7% | 0.99 | 0.0003 | 0.000 | 120 | 0 | 2.25 | 2 | 71.6% | -0.01 | 0.0003 | -0.007 | |||
| 119.60 | 123.40 | 54.0% | 0.99 | 0.0003 | 0.000 | 125 | 0 | 2.35 | 4 | 68.6% | -0.01 | 0.0003 | -0.008 | |||
| 114.70 | 118.50 | 51.7% | 0.99 | 0.0004 | 0.000 | 130 | 0 | 2.30 | 25 | 64.9% | -0.01 | 0.0004 | -0.009 | |||
| 109.90 | 113.70 | 51.6% | 0.98 | 0.0005 | 0.000 | 135 | 0 | 2.40 | 62.1% | -0.02 | 0.0005 | -0.011 | ||||
| 105.00 | 108.90 | 50.0% | 0.98 | 0.0006 | 0.000 | 140 | 0 | 2.50 | 15 | 59.3% | -0.02 | 0.0006 | -0.013 | |||
| 100.20 | 104.10 | 49.1% | 0.98 | 0.0008 | -0.003 | 145 | 0 | 1.35 | 2 | 50.1% | -0.02 | 0.0008 | -0.015 | |||
| 95.50 | 99.30 | 225 | 48.4% | 0.97 | 0.0009 | -0.006 | 150 | 0.5000 | 2.85 | 1 | 56.5% | -0.03 | 0.0009 | -0.018 | ||
| 90.70 | 94.60 | 47.4% | 0.97 | 0.0011 | -0.009 | 155 | 0.5000 | 3.00 | 24 | 54.0% | -0.03 | 0.0011 | -0.021 | |||
| 86.00 | 89.90 | 46.6% | 0.96 | 0.0013 | -0.013 | 160 | 0.5000 | 3.10 | 83 | 51.3% | -0.04 | 0.0013 | -0.024 | |||
| 81.30 | 85.20 | 45.5% | 0.95 | 0.0016 | -0.017 | 165 | 0.5000 | 3.40 | 2 | 49.2% | -0.05 | 0.0016 | -0.027 | |||
| 76.70 | 80.60 | 44.9% | 0.94 | 0.0018 | -0.021 | 170 | 0.5000 | 3.70 | 47.1% | -0.06 | 0.0018 | -0.031 | ||||
| 72.20 | 76.10 | 44.4% | 0.93 | 0.0021 | -0.025 | 175 | 0.5500 | 2.90 | 19 | 42.1% | -0.07 | 0.0022 | -0.035 | |||
| 67.70 | 71.60 | 43.6% | 0.92 | 0.0025 | -0.030 | 180 | 0.4000 | 4.70 | 1 | 43.6% | -0.09 | 0.0025 | -0.039 | |||
| 63.30 | 67.30 | 43.2% | 0.90 | 0.0028 | -0.035 | 185 | 0.9000 | 4.90 | 42.1% | -0.10 | 0.0029 | -0.044 | ||||
| 59.00 | 63.00 | 1 | 42.5% | 0.88 | 0.0032 | -0.041 | 190 | 1.70 | 5.70 | 6 | 42.3% | -0.12 | 0.0032 | -0.048 | ||
| 55.10 | 58.90 | 42.6% | 0.86 | 0.0036 | -0.046 | 195 | 2.45 | 6.30 | 1 | 41.6% | -0.14 | 0.0037 | -0.053 | |||
| 50.80 | 54.80 | 3 | 41.6% | 0.84 | 0.0040 | -0.051 | 200 | 3.30 | 7.50 | 11 | 41.6% | -0.16 | 0.0041 | -0.058 | ||
| 43.40 | 47.20 | 2 | 41.3% | 0.79 | 0.0049 | -0.062 | 210 | 5.50 | 9.70 | 25 | 40.8% | -0.21 | 0.0050 | -0.068 | ||
| 36.80 | 40.30 | 41.3% | 0.74 | 0.0057 | -0.071 | 220 | 8.40 | 12.50 | 3 | 40.2% | -0.27 | 0.0058 | -0.076 | |||
| 30.40 | 33.90 | 1 | 36 | 40.6% | 0.67 | 0.0064 | -0.079 | 230 | 12.00 | 15.80 | 124 | 39.6% | -0.33 | 0.0065 | -0.083 | |
| 24.70 | 28.30 | 12 | 57 | 40.0% | 0.60 | 0.0069 | -0.084 | 240 | 16.40 | 20.30 | 12 | 39.4% | -0.40 | 0.0071 | -0.088 | |
| 19.80 | 23.50 | 13 | 30 | 39.8% | 0.53 | 0.0072 | -0.087 | 250 | 21.40 | 25.20 | 6 | 38.9% | -0.48 | 0.0074 | -0.089 | |
| 15.50 | 19.50 | 5 | 39.5% | 0.46 | 0.0072 | -0.087 | 260 | 27.20 | 31.00 | 38.6% | -0.55 | 0.0075 | -0.089 | |||
| 11.90 | 15.70 | 2 | 14 | 39.0% | 0.40 | 0.0070 | -0.085 | 270 | 33.70 | 37.40 | 3 | 38.3% | -0.62 | 0.0073 | -0.086 | |
| 9.10 | 12.90 | 18 | 36 | 38.9% | 0.34 | 0.0066 | -0.081 | 280 | 41.00 | 44.60 | 1 | 38.4% | -0.68 | 0.0070 | -0.081 | |
| 6.60 | 10.70 | 26 | 38.9% | 0.28 | 0.0061 | -0.075 | 290 | 48.70 | 52.30 | 49 | 38.2% | -0.74 | 0.0066 | -0.076 | ||
| 4.70 | 8.90 | 2 | 42 | 38.9% | 0.24 | 0.0056 | -0.069 | 300 | 57.00 | 60.20 | 37.8% | -0.79 | 0.0062 | -0.070 | ||
| 3.40 | 7.40 | 26 | 39.2% | 0.20 | 0.0050 | -0.062 | 310 | 65.80 | 68.90 | 38.0% | -0.84 | 0.0057 | -0.063 | |||
| 2.05 | 6.10 | 38.9% | 0.16 | 0.0044 | -0.055 | 320 | 74.80 | 78.40 | 38.8% | -0.88 | 0.0052 | -0.057 | ||||
| 1.10 | 5.20 | 2 | 39.0% | 0.13 | 0.0038 | -0.049 | 330 | 84.20 | 87.70 | 39.0% | -0.91 | 0.0048 | -0.050 | |||
| 0.2500 | 4.50 | 7 | 38.8% | 0.11 | 0.0033 | -0.043 | 340 | 93.70 | 97.40 | 39.4% | -0.94 | 0.0044 | -0.046 | |||
| 0.5000 | 4.00 | 11 | 40.9% | 0.09 | 0.0028 | -0.037 | 350 | 103.50 | 107.20 | 39.9% | -0.97 | 0.0040 | -0.040 | |||
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 — Feb 19, 2027
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.