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 ±8.4% (57.94–68.58) · ATM IV 35.8% · 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 | |
| 13.30 | 14.10 | 2 | 3 | 62.5% | 0.92 | 0.0132 | -0.023 | 50 | 0.1000 | 0.5500 | 3 | 2,780 | 55.9% | -0.08 | 0.0130 | -0.025 |
| 11.50 | 14.10 | 61.5% | 0.91 | 0.0150 | -0.025 | 51 | 0.2000 | 0.5500 | 1,094 | 103 | 54.1% | -0.09 | 0.0149 | -0.026 | ||
| 10.60 | 13.20 | 60.1% | 0.90 | 0.0172 | -0.027 | 52 | 0.2500 | 0.6500 | 963 | 10 | 52.8% | -0.10 | 0.0170 | -0.028 | ||
| 10.30 | 11.60 | 57.1% | 0.88 | 0.0196 | -0.029 | 53 | 0.3500 | 2.05 | 794 | 11 | 67.7% | -0.12 | 0.0195 | -0.030 | ||
| 9.50 | 11.00 | 59.6% | 0.86 | 0.0224 | -0.031 | 54 | 0.3500 | 0.9000 | 189 | 215 | 49.9% | -0.13 | 0.0223 | -0.032 | ||
| 8.50 | 9.60 | 1 | 50.7% | 0.84 | 0.0255 | -0.034 | 55 | 0.6500 | 0.9000 | 75 | 1,658 | 49.3% | -0.16 | 0.0254 | -0.035 | |
| 7.50 | 8.80 | 2 | 48.4% | 0.82 | 0.0288 | -0.036 | 56 | 0.8500 | 1.10 | 38 | 187 | 49.2% | -0.18 | 0.0287 | -0.037 | |
| 6.70 | 8.30 | 11 | 50.3% | 0.79 | 0.0325 | -0.038 | 57 | 0.9000 | 1.35 | 8 | 72 | 47.5% | -0.21 | 0.0324 | -0.039 | |
| 6.10 | 7.30 | 10 | 48.9% | 0.76 | 0.0365 | -0.040 | 58 | 0.3000 | 3.10 | 34 | 52.5% | -0.24 | 0.0364 | -0.041 | ||
| 5.20 | 6.70 | 4 | 47.7% | 0.72 | 0.0408 | -0.042 | 59 | 1.20 | 1.65 | 1 | 42 | 42.9% | -0.27 | 0.0408 | -0.042 | |
| 4.70 | 5.40 | 11 | 1 | 43.8% | 0.69 | 0.0454 | -0.042 | 60 | 1.45 | 1.80 | 2 | 2,202 | 40.9% | -0.31 | 0.0454 | -0.043 |
| 3.90 | 5.60 | 87 | 48.2% | 0.64 | 0.0501 | -0.043 | 61 | 1.50 | 2.35 | 7 | 39 | 39.7% | -0.36 | 0.0502 | -0.043 | |
| 3.10 | 4.00 | 2 | 68 | 39.2% | 0.59 | 0.0546 | -0.043 | 62 | 2.00 | 2.40 | 11 | 7 | 37.6% | -0.41 | 0.0547 | -0.043 |
| 2.20 | 3.40 | 68 | 36.0% | 0.53 | 0.0585 | -0.042 | 63 | 2.25 | 2.80 | 109 | 71 | 35.5% | -0.46 | 0.0587 | -0.042 | |
| 2.00 | 2.65 | 24 | 95 | 35.9% | 0.47 | 0.0613 | -0.040 | 64 | 2.65 | 3.20 | 1 | 37 | 33.7% | -0.52 | 0.0615 | -0.040 |
| 1.50 | 1.95 | 65 | 177 | 33.2% | 0.41 | 0.0626 | -0.037 | 65 | 3.00 | 3.70 | 196 | 37 | 31.4% | -0.59 | 0.0629 | -0.037 |
| 1.10 | 1.95 | 119 | 140 | 35.2% | 0.34 | 0.0620 | -0.034 | 66 | 3.60 | 4.80 | 1,540 | 34.1% | -0.66 | 0.0624 | -0.033 | |
| 0.7500 | 1.00 | 5 | 38 | 29.7% | 0.27 | 0.0590 | -0.029 | 67 | 4.00 | 5.80 | 2 | 34.0% | -0.73 | 0.0595 | -0.029 | |
| 0.2000 | 1.00 | 19 | 28.6% | 0.22 | 0.0526 | -0.025 | 68 | 4.70 | 6.60 | 5 | 33.9% | -0.78 | 0.0533 | -0.025 | ||
| 0.2000 | 2.40 | 5 | 44.1% | 0.19 | 0.0455 | -0.024 | 69 | 4.90 | 7.40 | 4 | 27.7% | -0.81 | 0.0462 | -0.024 | ||
| 0.2000 | 0.6500 | 35 | 29 | 31.3% | 0.17 | 0.0395 | -0.024 | 70 | 5.60 | 8.20 | 23.4% | -0.83 | 0.0401 | -0.024 | ||
| 0.1000 | 1.50 | 2 | 42.2% | 0.15 | 0.0346 | -0.024 | 71 | 7.00 | 8.70 | 23.6% | -0.85 | 0.0352 | -0.023 | |||
| 0.0500 | 1.65 | 5 | 46.3% | 0.13 | 0.0306 | -0.023 | 72 | 7.70 | 10.00 | 25.9% | -0.87 | 0.0312 | -0.023 | |||
| 0 | 0.4500 | 1 | 3 | 33.6% | 0.12 | 0.0273 | -0.023 | 73 | 8.70 | 11.00 | 28.1% | -0.88 | 0.0279 | -0.022 | ||
| 0 | 1.15 | 2 | 46.1% | 0.11 | 0.0245 | -0.023 | 74 | 9.60 | 12.10 | 30.3% | -0.89 | 0.0251 | -0.022 | |||
| 0 | 2.00 | 2 | 58.1% | 0.10 | 0.0221 | -0.022 | 75 | 11.00 | 13.30 | 44.4% | -0.90 | 0.0227 | -0.022 | |||
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.