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 ±12.6% (13.29–17.11) · ATM IV 52.4% · P/C open interest 0.44
| 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 | |
| 6.55 | 6.70 | 10 | 3,985 | 0.99 | 0.0033 | 0.000 | 10 | 0 | 0.0100 | 268 | 106.5% | -0.00 | 0.0033 | -0.001 | ||
| 6.05 | 6.20 | 240 | 0.99 | 0.0044 | 0.000 | 10.5 | 0 | 0.0100 | 2 | 105.6% | -0.00 | 0.0044 | -0.001 | |||
| 5.55 | 5.75 | 10 | 365 | 0.99 | 0.0060 | 0.000 | 11 | 0 | 0.0100 | 1 | 22 | 96.0% | -0.01 | 0.0060 | -0.002 | |
| 5.05 | 5.25 | 22 | 0.99 | 0.0082 | 0.000 | 11.5 | 0 | 0.0100 | 2,021 | 86.8% | -0.01 | 0.0082 | -0.002 | |||
| 4.55 | 4.75 | 13 | 2,137 | 0.99 | 0.0115 | -0.000 | 12 | 0 | 0.0300 | 576 | 82.5% | -0.01 | 0.0115 | -0.002 | ||
| 4.05 | 4.25 | 44 | 0.98 | 0.0163 | -0.001 | 12.5 | 0 | 0.0300 | 120 | 73.5% | -0.01 | 0.0163 | -0.003 | |||
| 3.55 | 3.75 | 12 | 2,271 | 0.98 | 0.0238 | -0.002 | 13 | 0 | 0.0300 | 1 | 4,571 | 64.7% | -0.02 | 0.0238 | -0.004 | |
| 3.10 | 3.25 | 2 | 402 | 48.3% | 0.97 | 0.0356 | -0.003 | 13.5 | 0 | 0.0300 | 10 | 1,036 | 56.2% | -0.03 | 0.0356 | -0.005 |
| 2.62 | 2.73 | 50 | 2,183 | 40.1% | 0.95 | 0.0557 | -0.005 | 14 | 0.0200 | 0.0500 | 11 | 34.4K | 52.3% | -0.05 | 0.0557 | -0.007 |
| 2.15 | 2.27 | 38 | 1,739 | 47.7% | 0.91 | 0.0888 | -0.009 | 14.5 | 0.0300 | 0.0800 | 333 | 20.4K | 51.7% | -0.09 | 0.0888 | -0.010 |
| 1.72 | 1.84 | 2,347 | 8,265 | 50.8% | 0.84 | 0.1296 | -0.015 | 15 | 0.1000 | 0.1600 | 8,455 | 82.4K | 53.9% | -0.15 | 0.1296 | -0.016 |
| 1.37 | 1.48 | 688 | 2,502 | 55.8% | 0.75 | 0.1627 | -0.022 | 15.5 | 0.2300 | 0.3100 | 2,378 | 98.0K | 57.6% | -0.25 | 0.1627 | -0.023 |
| 1.12 | 1.20 | 2,144 | 31.4K | 62.3% | 0.65 | 0.1787 | -0.028 | 16 | 0.4700 | 0.5600 | 10.2K | 259.7K | 64.7% | -0.35 | 0.1787 | -0.028 |
| 0.9200 | 1.03 | 3,937 | 39.6K | 69.9% | 0.56 | 0.1762 | -0.033 | 16.5 | 0.7700 | 0.8700 | 7,621 | 80.1K | 71.4% | -0.44 | 0.1762 | -0.033 |
| 0.7900 | 0.8500 | 3,201 | 54.8K | 75.8% | 0.48 | 0.1599 | -0.037 | 17 | 1.15 | 1.23 | 9,137 | 279.3K | 79.3% | -0.52 | 0.1599 | -0.037 |
| 0.7000 | 0.7900 | 255 | 55.4K | 85.0% | 0.42 | 0.1423 | -0.040 | 17.5 | 1.54 | 1.65 | 354 | 99.5K | 87.1% | -0.58 | 0.1423 | -0.040 |
| 0.6500 | 0.7200 | 4,162 | 155.5K | 93.5% | 0.37 | 0.1267 | -0.042 | 18 | 1.97 | 2.07 | 3,117 | 166.6K | 94.4% | -0.63 | 0.1267 | -0.041 |
| 0.5800 | 0.6600 | 620 | 72.0K | 99.9% | 0.33 | 0.1132 | -0.043 | 18.5 | 2.41 | 2.52 | 129 | 63.0K | 101.8% | -0.67 | 0.1132 | -0.042 |
| 0.5300 | 0.6100 | 8,289 | 121.4K | 106.3% | 0.29 | 0.1018 | -0.043 | 19 | 2.86 | 2.97 | 175 | 156.0K | 108.4% | -0.70 | 0.1018 | -0.042 |
| 0.4800 | 0.5600 | 105 | 23.9K | 111.6% | 0.27 | 0.0920 | -0.043 | 19.5 | 3.30 | 3.45 | 63 | 24.7K | 114.8% | -0.73 | 0.0920 | -0.042 |
| 0.4500 | 0.5200 | 23.0K | 351.1K | 117.4% | 0.24 | 0.0836 | -0.043 | 20 | 3.75 | 3.90 | 40 | 158.9K | 119.4% | -0.76 | 0.0836 | -0.042 |
| 0.4100 | 0.4800 | 4,086 | 17.6K | 122.0% | 0.22 | 0.0763 | -0.043 | 20.5 | 4.20 | 4.35 | 5,306 | 123.1% | -0.78 | 0.0763 | -0.041 | |
| 0.3800 | 0.4500 | 5,035 | 149.0K | 126.8% | 0.20 | 0.0699 | -0.042 | 21 | 4.70 | 4.85 | 7 | 18.6K | 131.3% | -0.80 | 0.0699 | -0.040 |
| 0.3400 | 0.4100 | 9 | 9,984 | 129.9% | 0.19 | 0.0643 | -0.041 | 21.5 | 5.15 | 5.30 | 3,433 | 133.6% | -0.81 | 0.0643 | -0.039 | |
| 0.3200 | 0.3900 | 1,717 | 161.4K | 134.7% | 0.17 | 0.0593 | -0.040 | 22 | 5.60 | 5.75 | 2 | 42.0K | 135.1% | -0.83 | 0.0593 | -0.038 |
| 0.2900 | 0.3600 | 565 | 8,484 | 137.8% | 0.16 | 0.0548 | -0.039 | 22.5 | 6.10 | 6.25 | 1 | 75 | 142.1% | -0.84 | 0.0548 | -0.037 |
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 16, 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.