VIX catena di opzioni Cboe Volatility Index
Cboe delayed options data · aggiornato al 19:05 UTC
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 ±17.8% (14.34–20.54) · ATM IV 75.5% · 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 | |
| 8.20 | 8.55 | 61 | 270 | 106.7% | 0.99 | 0.0020 | 0.000 | 10 | 0 | 0.0100 | 366 | 84.4% | -0.00 | 0.0020 | -0.001 | |
| 7.70 | 8.05 | 22 | 98.1% | 0.99 | 0.0027 | 0.000 | 10.5 | 0 | 0.0100 | 204 | 78.1% | -0.00 | 0.0027 | -0.001 | ||
| 7.20 | 7.55 | 6 | 163 | 89.9% | 0.99 | 0.0038 | 0.000 | 11 | 0 | 0.0100 | 461 | 72.1% | -0.01 | 0.0038 | -0.001 | |
| 6.60 | 7.15 | 3 | 82.0% | 0.99 | 0.0051 | -0.000 | 11.5 | 0 | 0.0200 | 4 | 72.1% | -0.01 | 0.0051 | -0.001 | ||
| 6.20 | 6.55 | 2,088 | 74.6% | 0.99 | 0.0069 | -0.001 | 12 | 0 | 0.0200 | 664 | 66.1% | -0.01 | 0.0069 | -0.001 | ||
| 5.70 | 6.05 | 22 | 67.4% | 0.98 | 0.0094 | -0.001 | 12.5 | 0 | 0.0200 | 935 | 60.4% | -0.01 | 0.0094 | -0.002 | ||
| 5.20 | 5.55 | 31 | 1,675 | 60.5% | 0.98 | 0.0128 | -0.001 | 13 | 0 | 0.0200 | 4 | 10.3K | 54.9% | -0.02 | 0.0128 | -0.002 |
| 4.85 | 4.90 | 87 | 53.9% | 0.97 | 0.0175 | -0.002 | 13.5 | 0.0100 | 0.0300 | 2,933 | 54.8% | -0.02 | 0.0175 | -0.003 | ||
| 4.35 | 4.45 | 88 | 1,123 | 55.7% | 0.97 | 0.0247 | -0.003 | 14 | 0.0200 | 0.0300 | 12.7K | 19.5K | 51.0% | -0.03 | 0.0247 | -0.003 |
| 3.85 | 3.95 | 87 | 1,542 | 49.2% | 0.95 | 0.0371 | -0.004 | 14.5 | 0.0500 | 0.0700 | 3 | 51.9K | 53.6% | -0.05 | 0.0371 | -0.005 |
| 3.40 | 3.50 | 351 | 6,997 | 51.6% | 0.91 | 0.0535 | -0.007 | 15 | 0.1100 | 0.1300 | 764 | 145.4K | 55.9% | -0.08 | 0.0535 | -0.007 |
| 3.00 | 3.15 | 7 | 363 | 58.1% | 0.86 | 0.0706 | -0.011 | 15.5 | 0.1900 | 0.2300 | 4,847 | 43.0K | 58.1% | -0.13 | 0.0706 | -0.011 |
| 2.69 | 2.75 | 368 | 27.3K | 61.5% | 0.81 | 0.0840 | -0.015 | 16 | 0.3500 | 0.3800 | 13.7K | 155.2K | 62.3% | -0.19 | 0.0840 | -0.015 |
| 2.40 | 2.46 | 26 | 1,764 | 66.2% | 0.75 | 0.0924 | -0.019 | 16.5 | 0.5400 | 0.5900 | 13.3K | 44.5K | 66.4% | -0.25 | 0.0924 | -0.019 |
| 2.15 | 2.22 | 460 | 7,507 | 70.7% | 0.68 | 0.0955 | -0.022 | 17 | 0.7900 | 0.8500 | 10.7K | 168.1K | 71.0% | -0.31 | 0.0955 | -0.023 |
| 1.95 | 2.02 | 116 | 47.7K | 75.5% | 0.63 | 0.0950 | -0.026 | 17.5 | 1.08 | 1.15 | 18.8K | 140.5K | 75.6% | -0.37 | 0.0950 | -0.026 |
| 1.79 | 1.85 | 658 | 170.5K | 80.2% | 0.58 | 0.0927 | -0.028 | 18 | 1.41 | 1.46 | 501 | 85.2K | 79.7% | -0.42 | 0.0927 | -0.028 |
| 1.66 | 1.71 | 11.6K | 116.6K | 85.0% | 0.54 | 0.0893 | -0.030 | 18.5 | 1.77 | 1.84 | 10.5K | 113.6K | 84.8% | -0.46 | 0.0893 | -0.030 |
| 1.53 | 1.60 | 8,363 | 93.4K | 89.3% | 0.50 | 0.0855 | -0.032 | 19 | 2.19 | 2.22 | 15.0K | 115.9K | 90.2% | -0.50 | 0.0855 | -0.032 |
| 1.42 | 1.50 | 559 | 14.9K | 93.4% | 0.46 | 0.0816 | -0.033 | 19.5 | 2.57 | 2.62 | 352 | 16.9K | 94.1% | -0.53 | 0.0816 | -0.033 |
| 1.34 | 1.40 | 34.4K | 319.6K | 97.4% | 0.43 | 0.0776 | -0.034 | 20 | 2.95 | 3.05 | 6,818 | 65.1K | 97.9% | -0.56 | 0.0776 | -0.034 |
| 1.26 | 1.31 | 2,533 | 18.5K | 100.9% | 0.40 | 0.0737 | -0.035 | 20.5 | 3.35 | 3.45 | 558 | 100.8% | -0.59 | 0.0737 | -0.035 | |
| 1.19 | 1.25 | 12.8K | 141.2K | 104.9% | 0.38 | 0.0700 | -0.035 | 21 | 3.80 | 3.90 | 2 | 32.3K | 105.6% | -0.62 | 0.0700 | -0.035 |
| 1.12 | 1.17 | 2,552 | 32.9K | 107.7% | 0.36 | 0.0665 | -0.036 | 21.5 | 4.20 | 4.35 | 1,909 | 108.6% | -0.64 | 0.0665 | -0.036 | |
| 1.07 | 1.12 | 5,592 | 167.2K | 111.5% | 0.34 | 0.0632 | -0.036 | 22 | 4.65 | 4.75 | 36 | 66.0K | 111.1% | -0.66 | 0.0632 | -0.036 |
| 1.02 | 1.05 | 3,556 | 11.8K | 114.2% | 0.32 | 0.0601 | -0.036 | 22.5 | 5.10 | 5.20 | 2,072 | 114.5% | -0.68 | 0.0601 | -0.036 | |
| 0.9700 | 1.02 | 1,810 | 108.7K | 117.7% | 0.30 | 0.0573 | -0.037 | 23 | 5.55 | 5.65 | 19 | 35.6K | 117.5% | -0.69 | 0.0573 | -0.036 |
| 0.9300 | 0.9600 | 25 | 17.9K | 120.2% | 0.29 | 0.0546 | -0.037 | 23.5 | 6.00 | 6.10 | 3 | 120.2% | -0.71 | 0.0546 | -0.036 | |
| 0.8900 | 0.9400 | 2,762 | 59.0K | 123.6% | 0.28 | 0.0522 | -0.037 | 24 | 6.45 | 6.55 | 83 | 8,228 | 122.5% | -0.72 | 0.0522 | -0.036 |
| 0.8500 | 0.9000 | 30 | 3,421 | 126.2% | 0.26 | 0.0499 | -0.037 | 24.5 | 6.95 | 7.05 | 20 | 127.6% | -0.73 | 0.0499 | -0.036 | |
| 0.8300 | 0.8500 | 7,370 | 328.4K | 128.8% | 0.25 | 0.0477 | -0.037 | 25 | 7.40 | 7.50 | 27 | 7,110 | 129.4% | -0.74 | 0.0477 | -0.036 |
| 0.7500 | 0.8000 | 323 | 36.3K | 133.6% | 0.23 | 0.0439 | -0.036 | 26 | 8.30 | 8.45 | 13 | 1,495 | 133.8% | -0.76 | 0.0439 | -0.035 |
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 — Nov 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.
callput