USB catena di opzioni U.S. Bancorp
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 ±5.1% (59.56–65.98) · ATM IV 20.9% · P/C open interest 0.12
| 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 | |
| 26.55 | 29.05 | 1 | 1.00 | 0.0004 | 0.000 | 35 | 0 | 0.0900 | 88.7% | -0.00 | 0.0006 | -0.002 | ||||
| 21.35 | 24.25 | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.0900 | 70.0% | -0.00 | 0.0012 | -0.002 | |||||
| 17.40 | 18.40 | 0.99 | 0.0019 | -0.000 | 45 | 0 | 0.1000 | 4 | 54.1% | -0.01 | 0.0027 | -0.003 | ||||
| 12.50 | 13.35 | 30.1% | 0.98 | 0.0055 | -0.003 | 50 | 0 | 0.3200 | 40.2% | -0.02 | 0.0074 | -0.006 | ||||
| 10.70 | 13.15 | 21.2% | 0.98 | 0.0070 | -0.004 | 51 | 0 | 0.3200 | 37.1% | -0.03 | 0.0092 | -0.007 | ||||
| 9.70 | 12.15 | 0.98 | 0.0089 | -0.004 | 52 | 0.0100 | 0.1300 | 34.5% | -0.03 | 0.0116 | -0.008 | |||||
| 9.45 | 10.45 | 28.0% | 0.97 | 0.0114 | -0.005 | 53 | 0.0100 | 0.1500 | 1 | 1 | 32.2% | -0.04 | 0.0147 | -0.009 | ||
| 8.75 | 9.20 | 28.3% | 0.96 | 0.0148 | -0.007 | 54 | 0.0100 | 0.1800 | 30.1% | -0.05 | 0.0187 | -0.010 | ||||
| 7.50 | 8.25 | 2 | 25.1% | 0.95 | 0.0194 | -0.008 | 55 | 0.0500 | 0.2100 | 10 | 28.8% | -0.07 | 0.0240 | -0.011 | ||
| 6.55 | 8.25 | 24.1% | 0.94 | 0.0254 | -0.010 | 56 | 0.0400 | 0.2500 | 12 | 26.2% | -0.09 | 0.0309 | -0.013 | |||
| 5.85 | 6.30 | 24.9% | 0.91 | 0.0335 | -0.012 | 57 | 0.1000 | 0.3200 | 3 | 25.2% | -0.11 | 0.0397 | -0.015 | |||
| 4.90 | 5.40 | 24.0% | 0.88 | 0.0441 | -0.015 | 58 | 0.1900 | 0.3800 | 1 | 25 | 23.6% | -0.15 | 0.0509 | -0.018 | ||
| 4.00 | 4.50 | 22.9% | 0.84 | 0.0575 | -0.017 | 59 | 0.3200 | 0.5300 | 2 | 22.9% | -0.20 | 0.0643 | -0.020 | |||
| 3.20 | 3.60 | 22.0% | 0.78 | 0.0734 | -0.020 | 60 | 0.5700 | 0.8100 | 12 | 23.3% | -0.26 | 0.0792 | -0.022 | |||
| 2.46 | 2.86 | 21.9% | 0.71 | 0.0897 | -0.023 | 61 | 0.8400 | 1.00 | 5 | 13 | 21.8% | -0.35 | 0.0933 | -0.024 | ||
| 1.79 | 2.17 | 4 | 21.2% | 0.61 | 0.1033 | -0.025 | 62 | 1.24 | 1.51 | 22.3% | -0.44 | 0.1032 | -0.025 | |||
| 1.24 | 1.49 | 151 | 25 | 20.1% | 0.51 | 0.1097 | -0.026 | 63 | 1.69 | 2.00 | 21.7% | -0.55 | 0.1056 | -0.025 | ||
| 0.8000 | 1.05 | 1 | 2 | 19.9% | 0.40 | 0.1065 | -0.025 | 64 | 2.31 | 2.62 | 10 | 21.7% | -0.65 | 0.0993 | -0.023 | |
| 0.4800 | 0.8000 | 7 | 3 | 20.4% | 0.30 | 0.0954 | -0.023 | 65 | 2.93 | 3.35 | 21.1% | -0.74 | 0.0866 | -0.020 | ||
| 0.3400 | 0.4800 | 1 | 14 | 20.5% | 0.22 | 0.0798 | -0.019 | 66 | 3.65 | 4.15 | 21.0% | -0.81 | 0.0713 | -0.017 | ||
| 0.1200 | 0.3800 | 51 | 689 | 20.5% | 0.16 | 0.0638 | -0.016 | 67 | 4.55 | 5.00 | 20.8% | -0.86 | 0.0564 | -0.014 | ||
| 0.0600 | 0.2400 | 14 | 20.6% | 0.12 | 0.0495 | -0.013 | 68 | 5.50 | 5.95 | 22.4% | -0.90 | 0.0435 | -0.011 | |||
| 0.0100 | 0.4000 | 21.6% | 0.08 | 0.0377 | -0.011 | 69 | 6.20 | 7.90 | 22.3% | -0.93 | 0.0331 | -0.009 | ||||
| 0.0100 | 0.1600 | 23.1% | 0.06 | 0.0285 | -0.009 | 70 | 7.40 | 7.85 | 23.6% | -0.95 | 0.0250 | -0.007 | ||||
| 0.0100 | 0.1300 | 1 | 1 | 24.6% | 0.04 | 0.0215 | -0.007 | 71 | 8.40 | 8.80 | 24.5% | -0.96 | 0.0189 | -0.005 | ||
| 0.0100 | 0.1200 | 1 | 26.4% | 0.03 | 0.0162 | -0.005 | 72 | 9.40 | 9.80 | 26.9% | -0.97 | 0.0143 | -0.004 | |||
| 0.0100 | 0.1100 | 28.2% | 0.02 | 0.0122 | -0.004 | 73 | 10.35 | 10.80 | 27.2% | -0.98 | 0.0108 | -0.003 | ||||
| 0 | 0.3000 | 29.4% | 0.02 | 0.0092 | -0.003 | 74 | 10.35 | 12.80 | 29.5% | -0.98 | 0.0082 | -0.002 | ||||
| 0 | 0.3000 | 31.4% | 0.01 | 0.0070 | -0.003 | 75 | 12.05 | 13.05 | 31.7% | -0.99 | 0.0063 | -0.001 | ||||
| 0 | 0.3000 | 33.3% | 0.01 | 0.0054 | -0.002 | 76 | 13.10 | 14.05 | 34.0% | -0.99 | 0.0048 | -0.000 | ||||
| 0 | 0.2900 | 34.6% | 0.01 | 0.0042 | -0.002 | 77 | 14.10 | 14.95 | 36.2% | -0.99 | 0.0038 | 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 — Oct 02, 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.