VST catena di opzioni Vistra Corp.
Cboe delayed options data · aggiornato al 21:45 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 ±12.2% (131.92–168.72) · ATM IV 52.7% · P/C open interest 1.11
| 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 | |
| 68.55 | 72.55 | 62 | 1.00 | 0.0001 | 0.000 | 80 | 0 | 0.7800 | 43 | 114.3% | -0.00 | 0.0001 | -0.001 | |||
| 63.60 | 67.60 | 46 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 0.5500 | 55 | 98.8% | -0.00 | 0.0001 | -0.002 | |||
| 59.10 | 62.60 | 26 | 75.2% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 0.7500 | 156 | 94.8% | -0.00 | 0.0002 | -0.003 | ||
| 54.25 | 57.15 | 16 | 1.00 | 0.0005 | 0.000 | 95 | 0 | 0.4700 | 114 | 79.7% | -0.00 | 0.0005 | -0.005 | |||
| 49.20 | 52.60 | 20 | 62.0% | 0.99 | 0.0008 | -0.003 | 100 | 0 | 0.5200 | 411 | 73.0% | -0.01 | 0.0008 | -0.009 | ||
| 44.55 | 47.70 | 12 | 66.7% | 0.99 | 0.0014 | -0.009 | 105 | 0 | 1.20 | 271 | 76.4% | -0.01 | 0.0014 | -0.015 | ||
| 39.35 | 42.20 | 1 | 24 | 0.98 | 0.0023 | -0.018 | 110 | 0.0500 | 0.5400 | 12.4K | 59.5% | -0.03 | 0.0023 | -0.024 | ||
| 34.60 | 37.30 | 47 | 41.9% | 0.96 | 0.0036 | -0.031 | 115 | 0.2100 | 0.6200 | 108 | 15.3K | 55.8% | -0.04 | 0.0036 | -0.035 | |
| 30.20 | 32.65 | 2 | 32 | 51.0% | 0.93 | 0.0054 | -0.047 | 120 | 0.5600 | 0.7300 | 142 | 3,424 | 53.4% | -0.07 | 0.0054 | -0.051 |
| 26.05 | 28.15 | 44 | 53.7% | 0.90 | 0.0075 | -0.066 | 125 | 1.06 | 1.41 | 40 | 4,515 | 54.3% | -0.10 | 0.0076 | -0.070 | |
| 21.15 | 24.70 | 49 | 53.8% | 0.85 | 0.0099 | -0.087 | 130 | 1.85 | 2.12 | 46 | 2,189 | 53.7% | -0.15 | 0.0100 | -0.090 | |
| 17.85 | 20.80 | 7 | 466 | 55.8% | 0.79 | 0.0124 | -0.108 | 135 | 2.91 | 3.15 | 62 | 4,681 | 53.0% | -0.22 | 0.0125 | -0.111 |
| 14.70 | 17.30 | 6 | 792 | 56.5% | 0.71 | 0.0146 | -0.126 | 140 | 4.30 | 4.80 | 50 | 1,416 | 53.2% | -0.29 | 0.0147 | -0.128 |
| 14.35 | 15.60 | 54.0% | 0.70 | 0.0150 | -0.129 | 141 | 4.60 | 5.45 | 1 | 2 | 54.0% | -0.30 | 0.0151 | -0.132 | ||
| 13.75 | 14.35 | 52.1% | 0.68 | 0.0153 | -0.132 | 142 | 5.00 | 5.50 | 3 | 53.1% | -0.32 | 0.0155 | -0.134 | |||
| 13.15 | 13.75 | 52.2% | 0.67 | 0.0156 | -0.135 | 143 | 4.95 | 6.50 | 2 | 53.6% | -0.34 | 0.0158 | -0.137 | |||
| 12.40 | 13.20 | 51.9% | 0.65 | 0.0160 | -0.137 | 144 | 4.90 | 6.95 | 7 | 3 | 52.4% | -0.35 | 0.0161 | -0.139 | ||
| 11.85 | 13.45 | 20 | 1,740 | 54.5% | 0.63 | 0.0162 | -0.140 | 145 | 6.20 | 7.00 | 30 | 1,546 | 54.0% | -0.37 | 0.0164 | -0.142 |
| 10.60 | 12.90 | 52.5% | 0.62 | 0.0165 | -0.141 | 146 | 6.05 | 7.30 | 1 | 1 | 51.8% | -0.39 | 0.0166 | -0.143 | ||
| 10.75 | 11.45 | 3 | 51.9% | 0.60 | 0.0167 | -0.143 | 147 | 7.15 | 7.65 | 12 | 53.6% | -0.40 | 0.0169 | -0.145 | ||
| 10.20 | 11.70 | 2 | 54.1% | 0.58 | 0.0169 | -0.145 | 148 | 7.65 | 8.05 | 30 | 2 | 53.3% | -0.42 | 0.0170 | -0.147 | |
| 8.90 | 10.45 | 30 | 49.6% | 0.57 | 0.0170 | -0.146 | 149 | 8.05 | 8.60 | 43 | 53.5% | -0.44 | 0.0172 | -0.148 | ||
| 9.35 | 9.90 | 120 | 1,999 | 52.2% | 0.55 | 0.0171 | -0.147 | 150 | 8.55 | 9.00 | 167 | 1,274 | 53.2% | -0.46 | 0.0173 | -0.148 |
| 8.35 | 9.30 | 79 | 69 | 54.3% | 0.51 | 0.0173 | -0.148 | 152.5 | 9.85 | 10.65 | 11 | 71 | 53.7% | -0.50 | 0.0175 | -0.149 |
| 7.30 | 7.70 | 67 | 2,160 | 52.7% | 0.46 | 0.0172 | -0.147 | 155 | 10.40 | 11.90 | 15 | 1,587 | 50.5% | -0.54 | 0.0174 | -0.149 |
| 6.35 | 6.70 | 86 | 19 | 52.6% | 0.42 | 0.0170 | -0.145 | 157.5 | 11.90 | 14.35 | 6 | 7 | 53.0% | -0.58 | 0.0172 | -0.147 |
| 5.45 | 5.80 | 193 | 5,528 | 52.3% | 0.38 | 0.0165 | -0.142 | 160 | 14.35 | 15.10 | 2 | 1,917 | 52.7% | -0.62 | 0.0168 | -0.143 |
| 3.75 | 5.05 | 2 | 35 | 49.5% | 0.35 | 0.0159 | -0.137 | 162.5 | 15.85 | 16.95 | 52.3% | -0.66 | 0.0162 | -0.138 | ||
| 3.85 | 4.35 | 269 | 3,143 | 51.9% | 0.31 | 0.0152 | -0.131 | 165 | 17.45 | 19.45 | 589 | 53.8% | -0.70 | 0.0156 | -0.132 | |
| 2.89 | 3.80 | 5 | 26 | 50.7% | 0.28 | 0.0144 | -0.124 | 167.5 | 19.20 | 21.15 | 52.6% | -0.73 | 0.0148 | -0.126 | ||
| 2.87 | 3.25 | 227 | 2,413 | 52.4% | 0.25 | 0.0136 | -0.117 | 170 | 21.10 | 23.75 | 1 | 384 | 54.5% | -0.76 | 0.0140 | -0.118 |
| 2.41 | 2.93 | 56 | 1 | 53.0% | 0.22 | 0.0126 | -0.110 | 172.5 | 23.15 | 25.60 | 53.9% | -0.79 | 0.0131 | -0.111 | ||
| 2.00 | 2.36 | 250 | 6,093 | 52.2% | 0.19 | 0.0117 | -0.102 | 175 | 25.40 | 27.10 | 62 | 51.9% | -0.82 | 0.0122 | -0.103 | |
| 1.81 | 2.05 | 2 | 53.1% | 0.17 | 0.0108 | -0.094 | 177.5 | 27.45 | 30.00 | 54.8% | -0.84 | 0.0112 | -0.095 | |||
| 1.55 | 1.70 | 402 | 3,374 | 53.1% | 0.15 | 0.0099 | -0.087 | 180 | 29.05 | 32.50 | 33 | 53.3% | -0.86 | 0.0103 | -0.087 | |
| 1.09 | 1.58 | 60 | 1,633 | 55.4% | 0.11 | 0.0081 | -0.072 | 185 | 34.15 | 36.40 | 21 | 52.5% | -0.90 | 0.0087 | -0.073 | |
| 0.7900 | 1.00 | 934 | 4,873 | 54.6% | 0.09 | 0.0066 | -0.059 | 190 | 38.70 | 41.45 | 10 | 54.1% | -0.93 | 0.0072 | -0.060 | |
| 0.5500 | 0.8100 | 2,455 | 55.7% | 0.07 | 0.0053 | -0.048 | 195 | 43.85 | 46.25 | 24 | 58.2% | -0.95 | 0.0059 | -0.048 | ||
| 0.4300 | 0.5600 | 65 | 3,414 | 56.2% | 0.05 | 0.0042 | -0.038 | 200 | 48.00 | 51.50 | 3 | 54.2% | -0.97 | 0.0050 | -0.040 | |
| 0.0900 | 0.3900 | 829 | 56.4% | 0.03 | 0.0026 | -0.024 | 210 | 57.90 | 61.40 | 1 | -1.00 | 0.0021 | -0.022 | |||
| 0.0900 | 0.6900 | 9 | 3,282 | 67.9% | 0.02 | 0.0015 | -0.015 | 220 | 67.90 | 71.35 | -1.00 | 0.0000 | -0.021 | |||
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 20, 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