TSM catena di opzioni Taiwan Semiconductor Manufacturing Company Limited
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 ±12.9% (366.43–475.33) · ATM IV 33.0% · P/C open interest 0.80
| 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 | |
| 201.30 | 204.55 | 3 | 689 | 64.1% | 1.00 | 0.0001 | 0.000 | 220 | 0.1600 | 0.3500 | 1 | 4,192 | 56.8% | -0.01 | 0.0001 | -0.010 |
| 191.70 | 194.70 | 990 | 62.3% | 0.99 | 0.0002 | 0.000 | 230 | 0.2200 | 0.3500 | 2 | 1,742 | 54.0% | -0.01 | 0.0002 | -0.012 | |
| 181.55 | 184.85 | 21 | 1,065 | 57.0% | 0.99 | 0.0002 | 0.000 | 240 | 0.2800 | 0.4000 | 7 | 3,944 | 51.8% | -0.01 | 0.0002 | -0.014 |
| 172.20 | 175.10 | 4 | 1,523 | 57.0% | 0.99 | 0.0003 | 0.000 | 250 | 0.1500 | 0.4900 | 4,092 | 48.0% | -0.01 | 0.0003 | -0.017 | |
| 162.00 | 165.30 | 1,077 | 52.2% | 0.99 | 0.0004 | 0.000 | 260 | 0.4600 | 0.7100 | 24 | 4,653 | 48.8% | -0.01 | 0.0004 | -0.019 | |
| 152.05 | 155.45 | 1 | 952 | 48.5% | 0.98 | 0.0004 | 0.000 | 270 | 0.5800 | 0.6700 | 33 | 7,995 | 46.0% | -0.02 | 0.0005 | -0.022 |
| 142.40 | 145.30 | 1,657 | 45.0% | 0.98 | 0.0006 | -0.001 | 280 | 0.7100 | 0.8400 | 57 | 2,545 | 44.2% | -0.02 | 0.0006 | -0.026 | |
| 133.10 | 136.05 | 1 | 1,703 | 46.0% | 0.97 | 0.0007 | -0.007 | 290 | 0.9000 | 1.18 | 193 | 2,330 | 43.1% | -0.03 | 0.0007 | -0.030 |
| 123.75 | 126.40 | 17 | 5,256 | 44.6% | 0.97 | 0.0009 | -0.014 | 300 | 1.12 | 1.25 | 17 | 8,818 | 40.8% | -0.03 | 0.0009 | -0.036 |
| 113.45 | 116.20 | 1,104 | 39.3% | 0.96 | 0.0011 | -0.022 | 310 | 1.45 | 1.73 | 54 | 4,117 | 39.8% | -0.04 | 0.0011 | -0.042 | |
| 104.70 | 107.15 | 2,657 | 40.4% | 0.95 | 0.0014 | -0.031 | 320 | 1.89 | 2.09 | 15 | 7,634 | 38.3% | -0.06 | 0.0014 | -0.050 | |
| 95.15 | 97.45 | 29 | 4,882 | 37.7% | 0.93 | 0.0018 | -0.042 | 330 | 2.43 | 2.77 | 108 | 6,285 | 37.2% | -0.07 | 0.0018 | -0.059 |
| 85.95 | 89.05 | 1 | 1,837 | 37.5% | 0.91 | 0.0022 | -0.054 | 340 | 3.15 | 3.55 | 187 | 5,877 | 36.0% | -0.09 | 0.0022 | -0.069 |
| 77.40 | 80.25 | 25 | 3,361 | 36.8% | 0.89 | 0.0027 | -0.067 | 350 | 3.85 | 4.65 | 123 | 9,849 | 34.9% | -0.12 | 0.0027 | -0.081 |
| 69.00 | 71.70 | 3 | 1,646 | 36.0% | 0.85 | 0.0032 | -0.081 | 360 | 5.50 | 6.10 | 10 | 7,216 | 34.5% | -0.15 | 0.0033 | -0.094 |
| 60.45 | 63.70 | 4,981 | 35.0% | 0.82 | 0.0038 | -0.096 | 370 | 7.15 | 8.00 | 55 | 2,489 | 33.9% | -0.19 | 0.0038 | -0.107 | |
| 53.30 | 56.15 | 8 | 1,855 | 34.9% | 0.77 | 0.0043 | -0.110 | 380 | 9.65 | 10.25 | 89 | 5,076 | 33.6% | -0.23 | 0.0044 | -0.120 |
| 46.30 | 48.95 | 7 | 1,334 | 34.4% | 0.73 | 0.0048 | -0.123 | 390 | 12.15 | 13.35 | 69 | 2,779 | 33.2% | -0.28 | 0.0049 | -0.132 |
| 39.70 | 42.40 | 88 | 4,012 | 34.0% | 0.67 | 0.0053 | -0.134 | 400 | 15.75 | 16.65 | 205 | 19.5K | 32.9% | -0.33 | 0.0054 | -0.141 |
| 34.05 | 35.10 | 68 | 1,126 | 33.1% | 0.62 | 0.0056 | -0.142 | 410 | 19.65 | 21.15 | 56 | 2,126 | 33.0% | -0.39 | 0.0058 | -0.148 |
| 28.80 | 30.45 | 187 | 5,526 | 33.3% | 0.56 | 0.0058 | -0.147 | 420 | 24.15 | 25.50 | 166 | 13.1K | 32.6% | -0.45 | 0.0060 | -0.152 |
| 24.05 | 24.90 | 2,366 | 2,658 | 32.7% | 0.50 | 0.0059 | -0.149 | 430 | 28.40 | 30.65 | 61 | 1,611 | 31.7% | -0.51 | 0.0061 | -0.152 |
| 19.85 | 21.05 | 542 | 1,892 | 32.7% | 0.45 | 0.0059 | -0.147 | 440 | 34.50 | 36.60 | 52 | 2,262 | 31.8% | -0.57 | 0.0061 | -0.149 |
| 16.50 | 17.70 | 380 | 14.4K | 32.9% | 0.39 | 0.0057 | -0.143 | 450 | 41.60 | 43.05 | 3 | 3,889 | 32.0% | -0.63 | 0.0059 | -0.144 |
| 13.45 | 14.60 | 156 | 8,297 | 32.8% | 0.34 | 0.0055 | -0.137 | 460 | 47.60 | 50.35 | 40 | 1,141 | 31.5% | -0.68 | 0.0057 | -0.136 |
| 10.90 | 11.85 | 81 | 3,162 | 32.7% | 0.29 | 0.0051 | -0.128 | 470 | 55.10 | 57.90 | 1 | 594 | 31.4% | -0.73 | 0.0054 | -0.127 |
| 8.65 | 9.70 | 162 | 7,031 | 32.7% | 0.25 | 0.0047 | -0.118 | 480 | 63.05 | 66.40 | 33 | 1,244 | 31.7% | -0.78 | 0.0051 | -0.118 |
| 6.85 | 7.65 | 157 | 7,910 | 32.5% | 0.21 | 0.0043 | -0.108 | 490 | 71.45 | 74.55 | 529 | 31.5% | -0.82 | 0.0048 | -0.108 | |
| 5.75 | 6.00 | 270 | 19.3K | 32.7% | 0.18 | 0.0038 | -0.097 | 500 | 80.20 | 83.00 | 13 | 711 | 31.0% | -0.86 | 0.0044 | -0.098 |
| 4.40 | 4.95 | 28 | 6,339 | 32.7% | 0.15 | 0.0034 | -0.086 | 510 | 89.25 | 92.25 | 274 | 31.0% | -0.89 | 0.0041 | -0.087 | |
| 3.50 | 4.10 | 23 | 11.8K | 33.0% | 0.12 | 0.0030 | -0.076 | 520 | 98.60 | 101.55 | 156 | 30.4% | -0.92 | 0.0037 | -0.082 | |
| 2.83 | 3.20 | 42 | 6,211 | 33.1% | 0.10 | 0.0026 | -0.067 | 530 | 108.20 | 111.05 | 281 | -0.95 | 0.0035 | -0.073 | ||
| 2.21 | 2.63 | 5 | 14.6K | 33.3% | 0.08 | 0.0022 | -0.058 | 540 | 118.05 | 121.00 | 107 | -0.97 | 0.0032 | -0.057 | ||
| 1.78 | 2.10 | 78 | 17.3K | 33.5% | 0.07 | 0.0019 | -0.050 | 550 | 127.95 | 130.85 | -0.99 | 0.0015 | -0.078 | |||
| 1.42 | 1.58 | 123 | 28.5K | 33.5% | 0.06 | 0.0016 | -0.043 | 560 | 137.95 | 141.05 | 150 | -1.00 | 0.0002 | -0.086 | ||
| 1.12 | 1.27 | 8 | 997 | 33.7% | 0.05 | 0.0014 | -0.036 | 570 | 147.90 | 151.25 | -1.00 | 0.0000 | -0.086 | |||
| 0.8700 | 0.9800 | 6 | 2,546 | 33.7% | 0.04 | 0.0012 | -0.031 | 580 | 157.95 | 160.85 | -1.00 | 0.0000 | -0.086 | |||
| 0.6800 | 0.8000 | 12 | 680 | 33.9% | 0.03 | 0.0010 | -0.026 | 590 | 167.95 | 171.00 | -1.00 | 0.0000 | -0.086 | |||
| 0.5500 | 0.6400 | 86 | 5,932 | 34.2% | 0.02 | 0.0008 | -0.022 | 600 | 177.95 | 181.25 | -1.00 | 0.0000 | -0.086 | |||
| 0.4200 | 0.5400 | 4 | 1,288 | 34.4% | 0.02 | 0.0007 | -0.019 | 610 | 187.95 | 191.05 | -1.00 | 0.0000 | -0.086 | |||
| 0.1600 | 0.4200 | 11 | 905 | 33.4% | 0.02 | 0.0006 | -0.016 | 620 | 197.95 | 201.50 | -1.00 | 0.0000 | -0.086 | |||
| 0.1600 | 0.4500 | 1 | 232 | 34.8% | 0.01 | 0.0005 | -0.013 | 630 | 207.95 | 210.95 | -1.00 | 0.0000 | -0.086 | |||
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 15, 2027
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.