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 ±28.9% (13.24–24.04) · ATM IV 70.3% · P/C open interest 0.30
| 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 | |
| 9.50 | 9.70 | 111 | 0.99 | 0.0013 | 0.000 | 10 | 0 | 0.0400 | 20 | 61.3% | -0.00 | 0.0013 | -0.000 | |||
| 9.00 | 9.20 | 2 | 0.98 | 0.0022 | 0.000 | 10.5 | 0 | 0.0400 | 6 | 57.3% | -0.00 | 0.0022 | -0.000 | |||
| 8.50 | 8.70 | 46 | 0.98 | 0.0034 | 0.000 | 11 | 0 | 0.0400 | 61 | 53.4% | -0.01 | 0.0034 | -0.000 | |||
| 8.00 | 8.25 | 2 | 0.98 | 0.0050 | 0.000 | 11.5 | 0 | 0.0400 | 330 | 49.8% | -0.01 | 0.0050 | -0.001 | |||
| 7.55 | 7.75 | 434 | 44.6% | 0.98 | 0.0072 | -0.000 | 12 | 0 | 0.0400 | 440 | 46.2% | -0.01 | 0.0072 | -0.001 | ||
| 7.05 | 7.25 | 66 | 38.8% | 0.97 | 0.0100 | -0.001 | 12.5 | 0 | 0.0500 | 1 | 15 | 44.2% | -0.02 | 0.0100 | -0.001 | |
| 6.55 | 6.75 | 295 | 32.0% | 0.96 | 0.0135 | -0.001 | 13 | 0 | 0.0600 | 1,182 | 42.0% | -0.03 | 0.0135 | -0.002 | ||
| 6.10 | 6.30 | 266 | 41.9% | 0.95 | 0.0183 | -0.002 | 13.5 | 0.0200 | 0.0900 | 23 | 7,769 | 43.0% | -0.04 | 0.0183 | -0.002 | |
| 5.65 | 5.85 | 16 | 2,042 | 43.8% | 0.93 | 0.0244 | -0.002 | 14 | 0.0700 | 0.1400 | 103 | 26.7K | 45.1% | -0.06 | 0.0244 | -0.003 |
| 5.25 | 5.45 | 1,923 | 47.6% | 0.91 | 0.0313 | -0.003 | 14.5 | 0.1500 | 0.2200 | 5,128 | 10.5K | 47.5% | -0.08 | 0.0313 | -0.004 | |
| 4.85 | 5.05 | 48 | 3,800 | 49.1% | 0.88 | 0.0381 | -0.005 | 15 | 0.2700 | 0.3400 | 5 | 20.2K | 50.4% | -0.11 | 0.0381 | -0.005 |
| 4.20 | 4.40 | 232 | 3,635 | 54.7% | 0.80 | 0.0483 | -0.007 | 16 | 0.6100 | 0.6800 | 2,800 | 52.2K | 55.8% | -0.18 | 0.0483 | -0.008 |
| 3.70 | 3.90 | 221 | 3,440 | 60.7% | 0.73 | 0.0532 | -0.010 | 17 | 1.07 | 1.16 | 557 | 40.2K | 60.9% | -0.26 | 0.0532 | -0.010 |
| 3.30 | 3.45 | 10 | 2,358 | 65.3% | 0.66 | 0.0545 | -0.012 | 18 | 1.64 | 1.73 | 877 | 21.4K | 65.7% | -0.33 | 0.0545 | -0.013 |
| 2.97 | 3.15 | 640 | 26.2K | 70.4% | 0.60 | 0.0540 | -0.014 | 19 | 2.29 | 2.38 | 1,030 | 19.9K | 70.1% | -0.38 | 0.0540 | -0.014 |
| 2.72 | 2.83 | 447 | 63.6K | 74.3% | 0.55 | 0.0526 | -0.015 | 20 | 3.00 | 3.10 | 28 | 30.7K | 74.4% | -0.43 | 0.0526 | -0.015 |
| 2.47 | 2.60 | 27.5K | 38.8K | 77.9% | 0.51 | 0.0506 | -0.016 | 21 | 3.75 | 3.90 | 15 | 11.4K | 78.7% | -0.48 | 0.0506 | -0.016 |
| 2.28 | 2.40 | 7 | 26.4K | 81.5% | 0.47 | 0.0484 | -0.017 | 22 | 4.55 | 4.70 | 5 | 12.5K | 82.5% | -0.52 | 0.0484 | -0.017 |
| 2.11 | 2.22 | 6 | 11.1K | 84.7% | 0.44 | 0.0462 | -0.018 | 23 | 5.35 | 5.50 | 3 | 1,972 | 85.3% | -0.55 | 0.0462 | -0.017 |
| 1.96 | 2.07 | 23.4K | 87.6% | 0.41 | 0.0440 | -0.018 | 24 | 6.15 | 6.35 | 6 | 6,129 | 87.9% | -0.58 | 0.0440 | -0.018 | |
| 1.83 | 1.94 | 32 | 47.5K | 90.5% | 0.38 | 0.0419 | -0.018 | 25 | 7.05 | 7.20 | 1 | 2,509 | 91.2% | -0.60 | 0.0419 | -0.018 |
| 1.72 | 1.82 | 41 | 10.7K | 93.1% | 0.36 | 0.0398 | -0.018 | 26 | 7.90 | 8.05 | 1,569 | 93.2% | -0.63 | 0.0398 | -0.018 | |
| 1.62 | 1.72 | 15 | 378 | 95.7% | 0.34 | 0.0380 | -0.019 | 27 | 8.80 | 8.95 | 37 | 96.1% | -0.65 | 0.0380 | -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.