T catena di opzioni AT&T 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 ±3.7% (25.18–27.10) · ATM IV 22.3% · P/C open interest 0.87
| 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 | |
| 11.75 | 12.35 | 1 | 1.00 | 0.0012 | 0.000 | 14 | 0 | 1.00 | 5 | 251.2% | -0.00 | 0.0012 | -0.001 | |||
| 10.75 | 12.25 | 9 | 199.2% | 1.00 | 0.0016 | 0.000 | 15 | 0 | 0.1100 | 4,045 | 141.7% | -0.00 | 0.0016 | -0.001 | ||
| 9.75 | 10.35 | 8 | 1.00 | 0.0021 | 0.000 | 16 | 0 | 0.7500 | 69 | 191.1% | -0.00 | 0.0021 | -0.002 | |||
| 8.75 | 9.90 | 11 | 131.2% | 1.00 | 0.0028 | 0.000 | 17 | 0 | 0.1000 | 429 | 111.6% | -0.00 | 0.0028 | -0.002 | ||
| 7.55 | 8.30 | 29 | 0.99 | 0.0039 | 0.000 | 18 | 0 | 0.5000 | 3,392 | 138.1% | -0.01 | 0.0039 | -0.002 | |||
| 6.90 | 7.55 | 262 | 72.6% | 0.99 | 0.0055 | 0.000 | 19 | 0 | 0.2000 | 1,448 | 98.6% | -0.01 | 0.0055 | -0.002 | ||
| 6.25 | 7.50 | 1 | 103.0% | 0.99 | 0.0066 | 0.000 | 19.5 | 0 | 0.7600 | 129.2% | -0.01 | 0.0066 | -0.002 | |||
| 5.95 | 6.35 | 1 | 737 | 0.99 | 0.0080 | 0.000 | 20 | 0 | 0.2000 | 1 | 12.0K | 53.7% | -0.01 | 0.0080 | -0.002 | |
| 5.25 | 6.50 | 3 | 88.8% | 0.99 | 0.0098 | 0.000 | 20.5 | 0 | 0.7500 | 112.4% | -0.01 | 0.0099 | -0.003 | |||
| 5.05 | 5.30 | 17 | 3,430 | 0.99 | 0.0123 | -0.000 | 21 | 0 | 0.0400 | 6,765 | 54.0% | -0.01 | 0.0123 | -0.003 | ||
| 4.30 | 5.25 | 1 | 59.9% | 0.98 | 0.0156 | -0.001 | 21.5 | 0 | 0.4300 | 81.1% | -0.02 | 0.0157 | -0.003 | |||
| 4.05 | 4.35 | 9 | 4,533 | 0.98 | 0.0202 | -0.001 | 22 | 0 | 0.0500 | 6,010 | 45.8% | -0.02 | 0.0203 | -0.003 | ||
| 3.25 | 3.90 | 4 | 0.98 | 0.0267 | -0.002 | 22.5 | 0 | 0.1700 | 19 | 52.2% | -0.02 | 0.0269 | -0.004 | |||
| 3.05 | 3.30 | 331 | 7,454 | 0.97 | 0.0365 | -0.002 | 23 | 0.0100 | 0.1100 | 12 | 25.7K | 42.7% | -0.03 | 0.0367 | -0.004 | |
| 2.60 | 2.95 | 2 | 27 | 36.7% | 0.96 | 0.0518 | -0.003 | 23.5 | 0 | 0.1700 | 6 | 40.4% | -0.04 | 0.0521 | -0.005 | |
| 2.12 | 2.31 | 25 | 7,332 | 0.94 | 0.0770 | -0.004 | 24 | 0.0300 | 0.0400 | 173 | 8,447 | 27.8% | -0.06 | 0.0776 | -0.006 | |
| 1.62 | 1.88 | 13 | 114 | 21.8% | 0.91 | 0.1203 | -0.006 | 24.5 | 0.0400 | 0.0800 | 12 | 525 | 25.7% | -0.09 | 0.1214 | -0.007 |
| 1.25 | 1.39 | 83 | 35.0K | 23.3% | 0.84 | 0.1890 | -0.009 | 25 | 0.0800 | 0.1400 | 656 | 34.3K | 24.1% | -0.16 | 0.1910 | -0.010 |
| 0.7900 | 0.9700 | 304 | 770 | 20.3% | 0.73 | 0.2680 | -0.013 | 25.5 | 0.1900 | 0.2600 | 393 | 645 | 24.1% | -0.27 | 0.2712 | -0.014 |
| 0.5500 | 0.5900 | 346 | 15.9K | 21.3% | 0.58 | 0.3322 | -0.015 | 26 | 0.3400 | 0.4400 | 759 | 10.5K | 23.2% | -0.42 | 0.3372 | -0.015 |
| 0.2300 | 0.3600 | 919 | 1,925 | 19.7% | 0.41 | 0.3444 | -0.015 | 26.5 | 0.5800 | 0.8500 | 2 | 180 | 26.3% | -0.60 | 0.3514 | -0.015 |
| 0.1600 | 0.1700 | 273 | 18.5K | 21.2% | 0.26 | 0.2860 | -0.012 | 27 | 0.8900 | 1.06 | 3 | 4,731 | 22.3% | -0.76 | 0.2940 | -0.012 |
| 0.0600 | 0.0800 | 30 | 1,900 | 20.5% | 0.14 | 0.1975 | -0.008 | 27.5 | 1.29 | 1.49 | 8 | 56 | 22.9% | -0.87 | 0.2023 | -0.008 |
| 0.0100 | 0.0700 | 13 | 18.0K | 22.3% | 0.07 | 0.1174 | -0.005 | 28 | 1.67 | 2.02 | 5 | 1,704 | 23.3% | -0.95 | 0.1564 | -0.005 |
| 0 | 0.0200 | 6 | 6,587 | 24.2% | 0.03 | 0.0440 | -0.002 | 29 | 2.65 | 3.05 | 234 | 152 | 33.0% | -1.00 | 0.0172 | -0.009 |
| 0 | 0.0200 | 9 | 5,832 | 31.0% | 0.02 | 0.0249 | -0.002 | 30 | 3.65 | 4.20 | 317 | 623 | 51.4% | -1.00 | 0.0030 | -0.010 |
| 0 | 0.0400 | 14 | 4,438 | 41.3% | 0.01 | 0.0160 | -0.002 | 31 | 4.60 | 5.50 | 72.4% | -1.00 | 0.0000 | -0.011 | ||
| 0 | 0.0100 | 1 | 3,699 | 39.8% | 0.01 | 0.0110 | -0.002 | 32 | 5.65 | 6.40 | 79.2% | -1.00 | 0.0000 | -0.011 | ||
| 0 | 0.0200 | 2,460 | 59.6% | 0.00 | 0.0046 | -0.001 | 35 | 8.70 | 9.55 | 113.2% | -1.00 | 0.0000 | -0.012 | |||
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 — Sep 18, 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.