TTD catena di opzioni The Trade Desk, 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 ±8.4% (13.36–15.81) · ATM IV 51.5% · P/C open interest 0.40
| 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 | |
| 6.60 | 7.25 | 30 | 1.00 | 0.0030 | 0.000 | 7.5 | 0 | 0.1500 | 113 | 193.1% | -0.00 | 0.0030 | -0.001 | |||
| 6.25 | 6.70 | 1.00 | 0.0038 | 0.000 | 8 | 0 | 0.0200 | 2 | 128.3% | -0.00 | 0.0039 | -0.001 | ||||
| 5.75 | 7.30 | 251.6% | 0.99 | 0.0050 | 0.000 | 8.5 | 0 | 0.7500 | 3 | 242.8% | -0.01 | 0.0051 | -0.002 | |||
| 5.25 | 7.00 | 248.9% | 0.99 | 0.0066 | 0.000 | 9 | 0 | 0.0200 | 60 | 105.4% | -0.01 | 0.0067 | -0.002 | |||
| 4.75 | 6.35 | 215.5% | 0.99 | 0.0088 | 0.000 | 9.5 | 0 | 0.7500 | 1 | 203.8% | -0.01 | 0.0088 | -0.002 | |||
| 4.35 | 5.35 | 424 | 160.8% | 0.99 | 0.0118 | 0.000 | 10 | 0 | 0.0300 | 5,360 | 89.6% | -0.01 | 0.0118 | -0.002 | ||
| 3.80 | 5.35 | 2 | 182.0% | 0.99 | 0.0159 | -0.001 | 10.5 | 0 | 0.0100 | 7 | 68.4% | -0.01 | 0.0160 | -0.003 | ||
| 3.35 | 3.75 | 346 | 0.98 | 0.0222 | -0.001 | 11 | 0 | 0.0600 | 3 | 74 | 78.2% | -0.02 | 0.0222 | -0.003 | ||
| 2.80 | 3.85 | 90 | 110.2% | 0.97 | 0.0327 | -0.002 | 11.5 | 0 | 0.1700 | 2,530 | 85.0% | -0.03 | 0.0328 | -0.004 | ||
| 2.43 | 2.76 | 1 | 46 | 0.96 | 0.0527 | -0.004 | 12 | 0.0200 | 0.0500 | 14 | 424 | 59.5% | -0.04 | 0.0529 | -0.005 | |
| 1.98 | 2.30 | 67 | 3,833 | 46.0% | 0.92 | 0.0869 | -0.007 | 12.5 | 0.0600 | 0.0800 | 1,228 | 19.4K | 58.2% | -0.08 | 0.0873 | -0.008 |
| 1.49 | 1.80 | 1 | 579 | 37.6% | 0.86 | 0.1330 | -0.011 | 13 | 0.1100 | 0.1400 | 31 | 1,509 | 56.0% | -0.14 | 0.1337 | -0.012 |
| 1.23 | 1.42 | 414 | 1,917 | 53.5% | 0.78 | 0.1834 | -0.015 | 13.5 | 0.2000 | 0.2300 | 333 | 3,673 | 54.2% | -0.22 | 0.1845 | -0.016 |
| 0.8800 | 0.9900 | 203 | 4,425 | 49.3% | 0.68 | 0.2280 | -0.018 | 14 | 0.3400 | 0.3900 | 101 | 341 | 53.7% | -0.33 | 0.2294 | -0.019 |
| 0.6400 | 0.6900 | 216 | 2,256 | 51.0% | 0.55 | 0.2529 | -0.020 | 14.5 | 0.5500 | 0.5700 | 19 | 3,212 | 52.0% | -0.45 | 0.2548 | -0.020 |
| 0.4400 | 0.4600 | 1,396 | 10.8K | 51.6% | 0.43 | 0.2489 | -0.020 | 15 | 0.8300 | 0.8900 | 30 | 10.5K | 53.8% | -0.58 | 0.2511 | -0.020 |
| 0.2900 | 0.3200 | 100 | 507 | 53.3% | 0.32 | 0.2215 | -0.019 | 15.5 | 1.08 | 1.25 | 44 | 50.9% | -0.69 | 0.2240 | -0.019 | |
| 0.1900 | 0.2100 | 46 | 482 | 54.5% | 0.23 | 0.1839 | -0.016 | 16 | 1.49 | 1.67 | 1 | 53.7% | -0.78 | 0.1864 | -0.016 | |
| 0.1100 | 0.1500 | 33 | 272 | 55.8% | 0.16 | 0.1454 | -0.014 | 16.5 | 1.96 | 2.23 | 1 | 12 | 65.8% | -0.84 | 0.1477 | -0.013 |
| 0.0900 | 0.1000 | 147 | 304 | 59.0% | 0.12 | 0.1121 | -0.011 | 17 | 1.96 | 2.84 | 5 | -0.89 | 0.1138 | -0.010 | ||
| 0.0600 | 0.0800 | 184 | 4,089 | 61.9% | 0.09 | 0.0862 | -0.009 | 17.5 | 2.95 | 3.05 | 10 | 5,803 | 69.6% | -0.92 | 0.0873 | -0.008 |
| 0.0400 | 0.0600 | 200 | 1,609 | 64.1% | 0.07 | 0.0672 | -0.008 | 18 | 3.30 | 3.75 | 13 | 81.7% | -0.94 | 0.0695 | -0.006 | |
| 0.0200 | 0.1000 | 19 | 73.2% | 0.05 | 0.0534 | -0.007 | 18.5 | 3.35 | 4.50 | 63.5% | -0.95 | 0.0578 | -0.005 | |||
| 0 | 0.0600 | 2 | 41 | 69.7% | 0.04 | 0.0432 | -0.006 | 19 | 3.85 | 4.80 | -0.96 | 0.0495 | -0.004 | |||
| 0.0100 | 0.0300 | 1,217 | 8,323 | 75.5% | 0.03 | 0.0298 | -0.005 | 20 | 5.10 | 5.50 | 1,025 | -0.98 | 0.0361 | -0.004 | ||
| 0 | 0.0500 | 38 | 87.9% | 0.02 | 0.0217 | -0.004 | 21 | 5.80 | 8.10 | 183.0% | -0.99 | 0.0265 | -0.003 | |||
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.