VALE catena di opzioni Vale S.A.
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 ±5.4% (14.54–16.19) · ATM IV 32.6% · P/C open interest 0.51
| 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 | |
| 7.10 | 9.25 | 2 | 367.9% | 1.00 | 0.0023 | 0.000 | 8 | 0 | 2.13 | 74 | 407.2% | -0.00 | 0.0023 | -0.001 | ||
| 6.10 | 8.35 | 1 | 324.7% | 1.00 | 0.0038 | 0.000 | 9 | 0 | 0.8300 | 1,444 | 245.7% | -0.00 | 0.0038 | -0.001 | ||
| 5.40 | 7.85 | 1 | 286.0% | 0.99 | 0.0050 | 0.000 | 9.5 | 0 | 0.6100 | 205.3% | -0.01 | 0.0050 | -0.001 | |||
| 5.15 | 5.50 | 34.2K | 0.99 | 0.0066 | 0.000 | 10 | 0 | 0.1000 | 21.4K | 121.6% | -0.01 | 0.0066 | -0.002 | |||
| 4.65 | 5.35 | 141.0% | 0.99 | 0.0088 | 0.000 | 10.5 | 0 | 0.0200 | 84.7% | -0.01 | 0.0088 | -0.002 | ||||
| 4.20 | 4.50 | 4 | 63.4% | 0.99 | 0.0119 | 0.000 | 11 | 0 | 0.0200 | 4,591 | 75.4% | -0.01 | 0.0120 | -0.002 | ||
| 3.70 | 4.00 | 52.5% | 0.99 | 0.0166 | -0.000 | 11.5 | 0 | 0.0200 | 6 | 66.5% | -0.01 | 0.0166 | -0.002 | |||
| 3.20 | 3.50 | 1,945 | 40.0% | 0.98 | 0.0236 | -0.001 | 12 | 0 | 0.0300 | 4,410 | 61.5% | -0.02 | 0.0237 | -0.003 | ||
| 2.73 | 2.98 | 44.0% | 0.98 | 0.0349 | -0.002 | 12.5 | 0 | 0.0200 | 12 | 49.4% | -0.02 | 0.0350 | -0.003 | |||
| 2.24 | 2.49 | 1 | 450 | 43.1% | 0.96 | 0.0538 | -0.002 | 13 | 0.0100 | 0.0200 | 3 | 21.5K | 44.0% | -0.04 | 0.0541 | -0.004 |
| 1.75 | 2.00 | 1 | 38.3% | 0.94 | 0.0880 | -0.004 | 13.5 | 0.0200 | 0.0500 | 75 | 42.0% | -0.06 | 0.0885 | -0.005 | ||
| 1.34 | 1.48 | 516 | 2,668 | 36.8% | 0.90 | 0.1531 | -0.006 | 14 | 0.0400 | 0.0600 | 37 | 18.0K | 35.5% | -0.10 | 0.1541 | -0.006 |
| 0.8900 | 1.04 | 4 | 23 | 33.2% | 0.81 | 0.2601 | -0.009 | 14.5 | 0.1000 | 0.1400 | 484 | 174 | 34.3% | -0.19 | 0.2622 | -0.009 |
| 0.5800 | 0.6300 | 64 | 39.1K | 32.8% | 0.65 | 0.3632 | -0.012 | 15 | 0.2400 | 0.2700 | 339 | 20.5K | 33.2% | -0.35 | 0.3667 | -0.013 |
| 0.3100 | 0.3600 | 240 | 1,746 | 32.3% | 0.46 | 0.3920 | -0.013 | 15.5 | 0.4700 | 0.5100 | 328 | 129 | 33.0% | -0.55 | 0.3969 | -0.013 |
| 0.1700 | 0.1800 | 1,197 | 29.5K | 33.2% | 0.28 | 0.3260 | -0.012 | 16 | 0.5900 | 1.08 | 38 | 4,200 | 34.2% | -0.72 | 0.3320 | -0.012 |
| 0.0700 | 0.1100 | 309 | 581 | 34.8% | 0.16 | 0.2280 | -0.009 | 16.5 | 0.7500 | 3.15 | 100.9% | -0.85 | 0.2329 | -0.008 | ||
| 0.0300 | 0.0500 | 80 | 29.1K | 35.2% | 0.09 | 0.1409 | -0.006 | 17 | 1.15 | 2.70 | 2 | 21 | 65.9% | -0.93 | 0.1478 | -0.005 |
| 0 | 0.0300 | 11 | 43 | 35.1% | 0.04 | 0.0796 | -0.003 | 17.5 | 1.25 | 4.15 | 103.2% | -0.97 | 0.1037 | -0.003 | ||
| 0 | 0.0200 | 16 | 16.5K | 38.6% | 0.02 | 0.0458 | -0.002 | 18 | 1.85 | 4.65 | 1 | 118.3% | -1.00 | 0.0331 | -0.005 | |
| 0 | 0.0100 | 40.1% | 0.02 | 0.0298 | -0.002 | 18.5 | 2.08 | 4.45 | 71.5% | -1.00 | 0.0081 | -0.006 | ||||
| 0 | 0.0100 | 1 | 12.7K | 45.0% | 0.01 | 0.0219 | -0.001 | 19 | 2.49 | 4.95 | 1 | 69.2% | -1.00 | 0.0018 | -0.007 | |
| 0 | 0.0100 | 49.6% | 0.01 | 0.0171 | -0.001 | 19.5 | 2.79 | 5.45 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 0.0100 | 9 | 12.5K | 54.2% | 0.01 | 0.0138 | -0.001 | 20 | 3.40 | 6.35 | 110.4% | -1.00 | 0.0000 | -0.007 | ||
| 0 | 0.0100 | 5,183 | 62.7% | 0.01 | 0.0094 | -0.001 | 21 | 4.40 | 6.95 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.4700 | 1,132 | 137.3% | 0.01 | 0.0069 | -0.001 | 22 | 6.25 | 7.95 | 167.2% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0400 | 45 | 93.0% | 0.00 | 0.0052 | -0.001 | 23 | 6.60 | 9.65 | 183.1% | -1.00 | 0.0000 | -0.007 | |||
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.