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 ±34.3% (159.69–326.29) · ATM IV 39.2% · P/C open interest 0.58
| 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 | |
| 124.50 | 129.00 | 6 | 46.0% | 0.95 | 0.0008 | 0.000 | 125 | 2.80 | 4.40 | 1 | 47.5% | -0.05 | 0.0009 | -0.015 | ||
| 120.50 | 124.50 | 5 | 45.4% | 0.94 | 0.0009 | -0.002 | 130 | 3.30 | 5.00 | 47.0% | -0.06 | 0.0010 | -0.016 | |||
| 116.00 | 120.50 | 44.7% | 0.94 | 0.0010 | -0.003 | 135 | 3.70 | 5.70 | 46.4% | -0.07 | 0.0011 | -0.017 | ||||
| 112.50 | 116.50 | 8 | 45.3% | 0.93 | 0.0012 | -0.005 | 140 | 4.30 | 6.40 | 46.0% | -0.08 | 0.0012 | -0.019 | |||
| 108.00 | 112.50 | 10 | 44.3% | 0.92 | 0.0013 | -0.007 | 145 | 4.50 | 7.30 | 45.1% | -0.09 | 0.0013 | -0.020 | |||
| 104.00 | 108.00 | 55 | 43.3% | 0.91 | 0.0014 | -0.009 | 150 | 5.20 | 8.20 | 44.8% | -0.09 | 0.0014 | -0.021 | |||
| 100.50 | 104.50 | 6 | 43.8% | 0.90 | 0.0015 | -0.011 | 155 | 5.80 | 9.00 | 44.1% | -0.11 | 0.0016 | -0.023 | |||
| 96.00 | 100.50 | 3 | 42.6% | 0.89 | 0.0016 | -0.013 | 160 | 7.10 | 10.00 | 1 | 44.2% | -0.12 | 0.0017 | -0.024 | ||
| 92.90 | 96.50 | 5 | 42.7% | 0.88 | 0.0018 | -0.015 | 165 | 7.90 | 11.00 | 21 | 43.7% | -0.13 | 0.0018 | -0.026 | ||
| 89.30 | 93.00 | 2 | 42.6% | 0.87 | 0.0019 | -0.017 | 170 | 8.80 | 12.00 | 42 | 43.1% | -0.14 | 0.0020 | -0.027 | ||
| 85.00 | 89.50 | 6 | 41.8% | 0.85 | 0.0020 | -0.019 | 175 | 10.00 | 13.00 | 42.7% | -0.15 | 0.0021 | -0.029 | |||
| 81.50 | 85.50 | 5 | 41.1% | 0.84 | 0.0022 | -0.021 | 180 | 11.30 | 14.00 | 2 | 42.3% | -0.17 | 0.0023 | -0.030 | ||
| 78.40 | 82.50 | 41.4% | 0.83 | 0.0023 | -0.022 | 185 | 13.10 | 15.00 | 42.1% | -0.18 | 0.0024 | -0.032 | ||||
| 74.50 | 79.00 | 10 | 40.7% | 0.81 | 0.0024 | -0.024 | 190 | 13.50 | 16.50 | 41.2% | -0.20 | 0.0026 | -0.033 | |||
| 72.40 | 75.50 | 16 | 41.0% | 0.80 | 0.0026 | -0.026 | 195 | 15.80 | 17.40 | 2 | 630 | 41.0% | -0.21 | 0.0027 | -0.035 | |
| 68.00 | 72.50 | 19 | 40.1% | 0.78 | 0.0027 | -0.028 | 200 | 17.00 | 19.50 | 32 | 40.9% | -0.23 | 0.0028 | -0.036 | ||
| 63.00 | 66.50 | 153 | 40.4% | 0.75 | 0.0029 | -0.031 | 210 | 19.90 | 22.70 | 4 | 40.0% | -0.26 | 0.0031 | -0.038 | ||
| 57.70 | 60.50 | 11 | 40.0% | 0.72 | 0.0031 | -0.033 | 220 | 24.10 | 26.70 | 32 | 39.8% | -0.30 | 0.0034 | -0.040 | ||
| 52.40 | 55.00 | 11 | 39.5% | 0.68 | 0.0033 | -0.036 | 230 | 28.10 | 31.20 | 29 | 39.4% | -0.34 | 0.0036 | -0.042 | ||
| 47.30 | 50.50 | 109 | 39.3% | 0.65 | 0.0035 | -0.038 | 240 | 32.90 | 35.90 | 12 | 39.1% | -0.37 | 0.0038 | -0.043 | ||
| 43.00 | 46.00 | 153 | 39.2% | 0.61 | 0.0036 | -0.039 | 250 | 37.70 | 41.40 | 18 | 38.9% | -0.41 | 0.0040 | -0.045 | ||
| 39.00 | 41.50 | 99 | 38.9% | 0.58 | 0.0037 | -0.040 | 260 | 42.50 | 47.00 | 21 | 38.3% | -0.45 | 0.0042 | -0.045 | ||
| 35.00 | 38.00 | 19 | 38.8% | 0.54 | 0.0038 | -0.041 | 270 | 48.90 | 53.00 | 22 | 38.4% | -0.49 | 0.0043 | -0.046 | ||
| 31.00 | 34.50 | 12 | 38.4% | 0.51 | 0.0038 | -0.042 | 280 | 55.00 | 59.20 | 154 | 38.0% | -0.53 | 0.0044 | -0.046 | ||
| 28.00 | 31.00 | 26 | 38.2% | 0.47 | 0.0038 | -0.042 | 290 | 61.60 | 66.00 | 3 | 37.9% | -0.57 | 0.0045 | -0.045 | ||
| 25.00 | 28.50 | 19 | 38.2% | 0.44 | 0.0038 | -0.041 | 300 | 68.60 | 72.90 | 14 | 37.6% | -0.61 | 0.0046 | -0.045 | ||
| 23.30 | 26.00 | 26 | 655 | 38.6% | 0.41 | 0.0038 | -0.041 | 310 | 76.00 | 80.50 | 1 | 37.6% | -0.65 | 0.0046 | -0.044 | |
| 20.00 | 23.50 | 121 | 38.0% | 0.38 | 0.0037 | -0.040 | 320 | 83.50 | 88.20 | 1 | 37.4% | -0.69 | 0.0047 | -0.043 | ||
| 17.50 | 21.50 | 16 | 37.8% | 0.35 | 0.0036 | -0.039 | 330 | 91.50 | 96.50 | 37.5% | -0.72 | 0.0047 | -0.042 | |||
| 15.50 | 19.50 | 6 | 37.7% | 0.33 | 0.0035 | -0.038 | 340 | 100.00 | 105.00 | 37.8% | -0.76 | 0.0047 | -0.041 | |||
| 13.50 | 17.50 | 67 | 37.4% | 0.30 | 0.0034 | -0.037 | 350 | 108.50 | 113.50 | 37.7% | -0.79 | 0.0047 | -0.040 | |||
| 12.60 | 16.00 | 6 | 37.8% | 0.28 | 0.0033 | -0.036 | 360 | 117.50 | 122.00 | 37.6% | -0.83 | 0.0048 | -0.039 | |||
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 — Jan 21, 2028
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.