SVXY catena di opzioni ProShares - Short VIX Short-Term Futures ETF
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 ±9.9% (56.83–69.28) · ATM IV 40.1% · P/C open interest 11.75
| 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 | |
| 11.40 | 13.60 | 3 | 3 | 49.5% | 0.90 | 0.0154 | -0.029 | 50 | 0.4000 | 0.7500 | 2,765 | 2,780 | 59.2% | -0.10 | 0.0154 | -0.029 |
| 10.50 | 12.80 | 51.1% | 0.88 | 0.0174 | -0.032 | 51 | 0.3500 | 1.00 | 15 | 103 | 58.0% | -0.12 | 0.0174 | -0.032 | ||
| 9.60 | 11.80 | 48.7% | 0.86 | 0.0197 | -0.034 | 52 | 0.3500 | 1.15 | 10 | 10 | 55.8% | -0.14 | 0.0197 | -0.034 | ||
| 8.70 | 10.90 | 47.4% | 0.84 | 0.0221 | -0.036 | 53 | 0.3000 | 1.70 | 3 | 11 | 57.2% | -0.16 | 0.0221 | -0.036 | ||
| 7.90 | 9.80 | 44.6% | 0.82 | 0.0247 | -0.039 | 54 | 0.8000 | 1.45 | 204 | 215 | 55.3% | -0.18 | 0.0247 | -0.039 | ||
| 7.30 | 9.20 | 48.8% | 0.80 | 0.0274 | -0.041 | 55 | 1.10 | 1.60 | 1,661 | 1,658 | 54.9% | -0.20 | 0.0275 | -0.041 | ||
| 6.60 | 8.40 | 2 | 48.8% | 0.77 | 0.0304 | -0.043 | 56 | 1.15 | 1.75 | 79 | 187 | 51.9% | -0.23 | 0.0305 | -0.043 | |
| 5.60 | 7.50 | 11 | 44.9% | 0.74 | 0.0337 | -0.044 | 57 | 1.45 | 2.05 | 64 | 72 | 51.9% | -0.26 | 0.0338 | -0.044 | |
| 4.70 | 6.90 | 10 | 43.9% | 0.71 | 0.0371 | -0.045 | 58 | 0.8500 | 2.40 | 67 | 34 | 44.9% | -0.29 | 0.0372 | -0.045 | |
| 3.90 | 6.10 | 4 | 41.7% | 0.67 | 0.0407 | -0.045 | 59 | 1.00 | 2.75 | 68 | 42 | 43.4% | -0.33 | 0.0409 | -0.046 | |
| 3.30 | 5.60 | 1 | 42.5% | 0.63 | 0.0443 | -0.045 | 60 | 2.20 | 2.70 | 800 | 2,202 | 45.9% | -0.37 | 0.0445 | -0.046 | |
| 2.75 | 5.10 | 87 | 43.0% | 0.59 | 0.0475 | -0.045 | 61 | 1.80 | 3.70 | 46 | 39 | 44.0% | -0.41 | 0.0477 | -0.046 | |
| 2.80 | 3.50 | 64 | 68 | 39.5% | 0.54 | 0.0501 | -0.045 | 62 | 2.25 | 3.90 | 44 | 7 | 41.8% | -0.46 | 0.0504 | -0.045 |
| 2.20 | 2.95 | 60 | 68 | 38.0% | 0.49 | 0.0516 | -0.044 | 63 | 3.30 | 4.00 | 78 | 71 | 42.3% | -0.51 | 0.0520 | -0.044 |
| 1.65 | 2.40 | 4 | 95 | 36.1% | 0.43 | 0.0520 | -0.042 | 64 | 3.60 | 4.90 | 16 | 37 | 42.5% | -0.57 | 0.0524 | -0.043 |
| 1.05 | 2.00 | 177 | 34.1% | 0.38 | 0.0513 | -0.040 | 65 | 4.20 | 4.90 | 8 | 37 | 38.0% | -0.62 | 0.0518 | -0.041 | |
| 0.8500 | 1.70 | 33 | 140 | 34.8% | 0.33 | 0.0496 | -0.037 | 66 | 4.30 | 6.40 | 1,540 | 39.6% | -0.67 | 0.0502 | -0.038 | |
| 0.5000 | 1.15 | 30 | 38 | 31.6% | 0.28 | 0.0471 | -0.034 | 67 | 4.90 | 7.10 | 2 | 2 | 38.5% | -0.72 | 0.0478 | -0.035 |
| 0.4500 | 1.05 | 6 | 19 | 33.7% | 0.23 | 0.0438 | -0.030 | 68 | 5.60 | 7.80 | 4 | 5 | 37.3% | -0.77 | 0.0446 | -0.031 |
| 0.2000 | 0.7500 | 2 | 5 | 31.4% | 0.19 | 0.0396 | -0.026 | 69 | 6.40 | 8.60 | 4 | 4 | 37.1% | -0.82 | 0.0405 | -0.026 |
| 0.1000 | 1.75 | 29 | 43.2% | 0.15 | 0.0348 | -0.022 | 70 | 7.60 | 9.50 | 41.1% | -0.85 | 0.0359 | -0.023 | |||
| 0.0500 | 1.90 | 2 | 47.2% | 0.12 | 0.0302 | -0.019 | 71 | 8.10 | 10.30 | 36.5% | -0.88 | 0.0314 | -0.020 | |||
| 0.0500 | 1.85 | 5 | 49.7% | 0.11 | 0.0264 | -0.018 | 72 | 9.00 | 11.30 | 37.9% | -0.90 | 0.0275 | -0.018 | |||
| 0 | 0.5500 | 3 | 36.6% | 0.09 | 0.0233 | -0.017 | 73 | 10.00 | 12.30 | 40.4% | -0.91 | 0.0244 | -0.018 | |||
| 0 | 0.7500 | 2 | 42.0% | 0.09 | 0.0208 | -0.017 | 74 | 10.70 | 13.50 | 41.4% | -0.92 | 0.0219 | -0.017 | |||
| 0 | 0.4500 | 2 | 39.3% | 0.08 | 0.0188 | -0.016 | 75 | 10.50 | 15.40 | 38.0% | -0.93 | 0.0198 | -0.017 | |||
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.