VIX catena di opzioni Cboe Volatility Index
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 ±27.0% (13.47–23.41) · ATM IV 64.7% · P/C open interest 0.33
| 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 | |
| 9.40 | 9.60 | 111 | 58.2% | 0.99 | 0.0009 | 0.000 | 10 | 0 | 0.0400 | 20 | 60.7% | -0.00 | 0.0009 | -0.000 | ||
| 8.90 | 9.10 | 2 | 51.0% | 0.99 | 0.0015 | 0.000 | 10.5 | 0 | 0.0400 | 6 | 56.7% | -0.00 | 0.0015 | -0.000 | ||
| 8.40 | 8.60 | 46 | 42.0% | 0.98 | 0.0023 | 0.000 | 11 | 0 | 0.0400 | 61 | 52.8% | -0.00 | 0.0023 | -0.000 | ||
| 7.90 | 8.10 | 2 | 0.98 | 0.0036 | 0.000 | 11.5 | 0 | 0.0400 | 330 | 49.2% | -0.01 | 0.0036 | -0.000 | |||
| 7.40 | 7.60 | 434 | 0.98 | 0.0058 | 0.000 | 12 | 0 | 0.0400 | 440 | 45.6% | -0.01 | 0.0058 | -0.001 | |||
| 6.90 | 7.15 | 66 | 38.6% | 0.97 | 0.0096 | -0.000 | 12.5 | 0 | 0.0500 | 1 | 14 | 43.6% | -0.02 | 0.0096 | -0.001 | |
| 6.45 | 6.65 | 295 | 41.3% | 0.96 | 0.0145 | -0.001 | 13 | 0 | 0.0600 | 1,182 | 41.4% | -0.03 | 0.0145 | -0.002 | ||
| 6.00 | 6.20 | 266 | 44.8% | 0.94 | 0.0201 | -0.002 | 13.5 | 0.0200 | 0.0900 | 23 | 7,746 | 42.3% | -0.04 | 0.0201 | -0.002 | |
| 5.55 | 5.75 | 16 | 2,056 | 45.6% | 0.93 | 0.0260 | -0.003 | 14 | 0.0800 | 0.1400 | 103 | 26.7K | 44.9% | -0.06 | 0.0260 | -0.003 |
| 5.15 | 5.35 | 1,923 | 48.5% | 0.91 | 0.0325 | -0.003 | 14.5 | 0.1600 | 0.2300 | 5,128 | 10.5K | 47.4% | -0.08 | 0.0325 | -0.004 | |
| 4.75 | 4.95 | 48 | 3,773 | 49.6% | 0.88 | 0.0394 | -0.004 | 15 | 0.2800 | 0.3400 | 5 | 20.2K | 49.8% | -0.11 | 0.0394 | -0.005 |
| 4.10 | 4.30 | 232 | 3,845 | 54.7% | 0.80 | 0.0497 | -0.007 | 16 | 0.6200 | 0.6900 | 2,800 | 54.2K | 55.1% | -0.19 | 0.0497 | -0.008 |
| 3.60 | 3.80 | 221 | 3,431 | 60.3% | 0.72 | 0.0548 | -0.010 | 17 | 1.09 | 1.17 | 557 | 39.6K | 60.2% | -0.26 | 0.0548 | -0.010 |
| 3.20 | 3.35 | 10 | 2,355 | 64.7% | 0.66 | 0.0557 | -0.012 | 18 | 1.65 | 1.74 | 877 | 20.8K | 64.7% | -0.33 | 0.0557 | -0.012 |
| 2.88 | 3.05 | 640 | 25.7K | 69.7% | 0.60 | 0.0548 | -0.014 | 19 | 2.31 | 2.41 | 1,030 | 20.0K | 69.4% | -0.39 | 0.0548 | -0.014 |
| 2.61 | 2.74 | 447 | 63.5K | 73.4% | 0.55 | 0.0530 | -0.015 | 20 | 3.00 | 3.15 | 28 | 30.7K | 73.5% | -0.44 | 0.0530 | -0.015 |
| 2.39 | 2.51 | 27.5K | 12.2K | 77.2% | 0.50 | 0.0509 | -0.016 | 21 | 3.75 | 3.90 | 15 | 11.4K | 77.0% | -0.48 | 0.0509 | -0.016 |
| 2.20 | 2.32 | 7 | 26.4K | 80.8% | 0.47 | 0.0487 | -0.017 | 22 | 4.55 | 4.70 | 5 | 12.5K | 80.6% | -0.52 | 0.0487 | -0.017 |
| 2.04 | 2.15 | 6 | 11.1K | 84.1% | 0.43 | 0.0464 | -0.017 | 23 | 5.40 | 5.55 | 3 | 1,969 | 84.6% | -0.56 | 0.0464 | -0.017 |
| 1.89 | 2.00 | 23.4K | 87.0% | 0.40 | 0.0442 | -0.018 | 24 | 6.20 | 6.40 | 6 | 6,125 | 87.1% | -0.59 | 0.0442 | -0.017 | |
| 1.76 | 1.87 | 32 | 47.5K | 89.7% | 0.38 | 0.0420 | -0.018 | 25 | 7.10 | 7.25 | 1 | 2,509 | 90.3% | -0.61 | 0.0420 | -0.018 |
| 1.66 | 1.76 | 41 | 10.7K | 92.5% | 0.35 | 0.0400 | -0.018 | 26 | 7.95 | 8.10 | 1,569 | 92.2% | -0.63 | 0.0400 | -0.018 | |
| 1.57 | 1.67 | 15 | 392 | 95.3% | 0.33 | 0.0381 | -0.018 | 27 | 8.85 | 9.00 | 37 | 95.0% | -0.65 | 0.0381 | -0.018 | |
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 20, 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.