TMUS catena di opzioni T-Mobile US, 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 ±9.2% (144.08–173.18) · ATM IV 41.2% · P/C open interest 0.31
| 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 | |
| 77.40 | 81.40 | 89.0% | 1.00 | 0.0000 | -0.000 | 80 | 0 | 2.15 | 154.9% | -0.00 | 0.0000 | -0.000 | ||||
| 72.30 | 76.50 | 1.00 | 0.0000 | -0.001 | 85 | 0 | 2.20 | 143.7% | -0.00 | 0.0000 | -0.001 | |||||
| 67.40 | 71.50 | 78.9% | 1.00 | 0.0001 | -0.001 | 90 | 0 | 2.20 | 132.5% | -0.00 | 0.0001 | -0.001 | ||||
| 62.40 | 66.50 | 66.8% | 1.00 | 0.0001 | -0.002 | 95 | 0 | 2.20 | 121.8% | -0.00 | 0.0001 | -0.002 | ||||
| 57.40 | 61.50 | 1.00 | 0.0002 | -0.003 | 100 | 0 | 2.20 | 1 | 111.7% | -0.00 | 0.0002 | -0.003 | ||||
| 52.40 | 56.60 | 1.00 | 0.0004 | -0.004 | 105 | 0 | 2.20 | 101.9% | -0.00 | 0.0004 | -0.004 | |||||
| 47.50 | 51.70 | 57.0% | 0.99 | 0.0007 | -0.007 | 110 | 0 | 2.25 | 93.1% | -0.01 | 0.0007 | -0.007 | ||||
| 42.60 | 46.60 | 53.7% | 0.99 | 0.0012 | -0.011 | 115 | 0 | 2.25 | 4 | 84.0% | -0.01 | 0.0012 | -0.011 | |||
| 37.60 | 41.40 | 0.98 | 0.0019 | -0.016 | 120 | 0 | 2.30 | 75.7% | -0.02 | 0.0019 | -0.016 | |||||
| 32.60 | 36.50 | 31.6% | 0.97 | 0.0031 | -0.024 | 125 | 0 | 2.35 | 4 | 67.5% | -0.03 | 0.0031 | -0.024 | |||
| 27.80 | 31.50 | 4 | 35.4% | 0.95 | 0.0049 | -0.036 | 130 | 0 | 1.30 | 7 | 50.8% | -0.05 | 0.0049 | -0.036 | ||
| 23.10 | 27.00 | 40.3% | 0.92 | 0.0074 | -0.050 | 135 | 0.5000 | 1.15 | 4 | 26 | 46.1% | -0.08 | 0.0075 | -0.051 | ||
| 18.80 | 21.80 | 2 | 23 | 36.8% | 0.88 | 0.0107 | -0.068 | 140 | 0.6000 | 1.65 | 1 | 33 | 42.0% | -0.12 | 0.0108 | -0.068 |
| 14.70 | 18.00 | 6 | 39.6% | 0.81 | 0.0146 | -0.087 | 145 | 0.0500 | 3.90 | 1 | 32 | 41.5% | -0.19 | 0.0147 | -0.088 | |
| 10.50 | 14.30 | 2 | 19 | 38.0% | 0.73 | 0.0185 | -0.105 | 150 | 2.15 | 4.30 | 16 | 34 | 41.0% | -0.27 | 0.0187 | -0.106 |
| 7.30 | 11.00 | 3 | 15 | 37.9% | 0.63 | 0.0217 | -0.118 | 155 | 2.95 | 6.80 | 16 | 39.9% | -0.38 | 0.0219 | -0.119 | |
| 6.30 | 8.20 | 185 | 387 | 42.1% | 0.51 | 0.0233 | -0.122 | 160 | 5.40 | 9.20 | 1 | 7 | 40.2% | -0.49 | 0.0236 | -0.123 |
| 2.50 | 6.30 | 2 | 27 | 37.6% | 0.40 | 0.0228 | -0.117 | 165 | 8.50 | 12.00 | 38 | 40 | 40.3% | -0.61 | 0.0232 | -0.119 |
| 1.50 | 3.10 | 50 | 69 | 33.7% | 0.30 | 0.0205 | -0.104 | 170 | 11.70 | 15.40 | 5 | 39.3% | -0.71 | 0.0210 | -0.106 | |
| 0.8000 | 2.55 | 2 | 31 | 36.5% | 0.21 | 0.0170 | -0.086 | 175 | 15.50 | 19.40 | 39.2% | -0.80 | 0.0176 | -0.089 | ||
| 0.4500 | 1.55 | 50 | 50 | 36.6% | 0.14 | 0.0133 | -0.068 | 180 | 19.90 | 23.70 | 40.0% | -0.87 | 0.0140 | -0.071 | ||
| 0 | 1.00 | 11 | 35.6% | 0.10 | 0.0099 | -0.051 | 185 | 24.50 | 28.30 | 41.0% | -0.92 | 0.0106 | -0.055 | |||
| 0 | 0.5000 | 30 | 35.2% | 0.06 | 0.0071 | -0.038 | 190 | 29.20 | 33.10 | 42.1% | -0.95 | 0.0075 | -0.041 | |||
| 0 | 2.30 | 2 | 54.5% | 0.04 | 0.0050 | -0.027 | 195 | 34.30 | 38.00 | 46.8% | -0.98 | 0.0049 | -0.027 | |||
| 0 | 2.20 | 58.8% | 0.03 | 0.0035 | -0.019 | 200 | 39.30 | 43.00 | 51.2% | -0.99 | 0.0028 | -0.015 | ||||
| 0 | 2.20 | 63.4% | 0.02 | 0.0024 | -0.014 | 205 | 44.30 | 48.00 | 55.5% | -1.00 | 0.0014 | -0.006 | ||||
| 0 | 2.15 | 67.5% | 0.01 | 0.0016 | -0.010 | 210 | 49.20 | 53.00 | 58.3% | -1.00 | 0.0006 | -0.002 | ||||
| 0 | 2.15 | 71.7% | 0.01 | 0.0011 | -0.007 | 215 | 54.20 | 58.00 | 62.2% | -1.00 | 0.0002 | -0.001 | ||||
| 0 | 2.15 | 75.8% | 0.01 | 0.0008 | -0.005 | 220 | 59.20 | 63.00 | 66.0% | -1.00 | 0.0000 | -0.000 | ||||
| 0 | 2.15 | 79.7% | 0.00 | 0.0006 | -0.004 | 225 | 64.20 | 68.00 | 69.6% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 83.5% | 0.00 | 0.0004 | -0.003 | 230 | 69.20 | 73.00 | 73.2% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 87.2% | 0.00 | 0.0003 | -0.002 | 235 | 74.00 | 78.00 | 72.9% | -1.00 | 0.0000 | 0.000 | ||||
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 13, 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.