WFC catena di opzioni Wells Fargo & Company

Scadenza Cboe delayed options data · aggiornato al 03:44 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 ±5.9% (77.35–87.00) · ATM IV 24.3% · P/C open interest 1.35

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
37.60	41.55				1.00	0.0000	0.000	42.5	0	0.5000		75	121.2%	-0.00	0.0001	-0.001
35.05	39.05		4		1.00	0.0000	0.000	45	0	0.7000		61	118.9%	-0.00	0.0002	-0.001
32.60	36.55				1.00	0.0001	0.000	47.5	0	0.4000	2	86	99.0%	-0.00	0.0003	-0.001
30.10	34.20		4		1.00	0.0001	0.000	50	0	0.4900		204	94.1%	-0.00	0.0004	-0.001
25.15	29.10		3		1.00	0.0003	0.000	55	0	0.0100		450	47.4%	-0.00	0.0008	-0.002
20.95	23.35		5		1.00	0.0008	0.000	60	0	0.0500		964	44.8%	-0.01	0.0018	-0.003
15.95	18.35		16		0.99	0.0025	-0.001	65	0	0.2700		3,052	44.6%	-0.02	0.0043	-0.005
13.50	15.90		22		0.99	0.0048	-0.003	67.5	0	0.1700		1,856	35.2%	-0.03	0.0070	-0.007
11.25	12.70		261		0.97	0.0092	-0.007	70	0.1000	0.2200	33	8,933	33.3%	-0.04	0.0119	-0.011
9.40	10.90				0.95	0.0153	-0.011	72	0.0100	0.3500			29.2%	-0.07	0.0179	-0.015
9.10	10.20	11	216		0.95	0.0174	-0.013	72.5	0.1700	0.3400	21	12.4K	30.3%	-0.08	0.0198	-0.016
8.15	10.15				0.94	0.0196	-0.014	73	0.0200	0.4000			27.7%	-0.08	0.0219	-0.017
7.30	9.05				0.92	0.0247	-0.018	74	0.2700	0.5400		14	30.0%	-0.11	0.0266	-0.020
6.85	7.75	2	384		0.90	0.0308	-0.021	75	0.4000	0.5400	21	12.2K	28.4%	-0.13	0.0320	-0.023
5.80	7.35			24.5%	0.86	0.0376	-0.025	76	0.5500	0.6800	5	13	28.0%	-0.17	0.0379	-0.026
5.20	6.35			25.5%	0.82	0.0448	-0.029	77	0.7200	0.9000	2	9	27.7%	-0.21	0.0442	-0.030
4.80	5.70		536	23.4%	0.80	0.0483	-0.031	77.5	0.8100	1.00	56	9,062	27.4%	-0.23	0.0473	-0.031
4.85	5.20	11		26.1%	0.78	0.0519	-0.033	78	0.9400	1.03	195	20	26.7%	-0.25	0.0504	-0.033
3.85	4.65			25.5%	0.72	0.0583	-0.037	79	1.20	1.33	485	37	26.4%	-0.30	0.0562	-0.035
3.35	3.75	51	1,952	25.1%	0.66	0.0638	-0.039	80	1.54	1.60	46	7,374	25.8%	-0.36	0.0613	-0.037
2.63	3.05	47		23.9%	0.60	0.0678	-0.040	81	1.91	2.01	127	12	25.3%	-0.43	0.0652	-0.039
2.06	2.66	119	44	23.4%	0.53	0.0698	-0.040	82	2.38	2.55	221	72	25.1%	-0.49	0.0675	-0.039
2.16	2.40	388	3,355	25.0%	0.49	0.0700	-0.040	82.5	2.63	2.91	15	6,452	25.0%	-0.53	0.0678	-0.039
1.76	1.96	120	53	24.1%	0.46	0.0696	-0.039	83	2.81	3.45		35	26.8%	-0.56	0.0677	-0.038
1.31	1.64	22	919	23.6%	0.39	0.0673	-0.037	84	3.30	4.10	3	2	26.4%	-0.63	0.0659	-0.036
1.11	1.19	214	4,014	24.2%	0.32	0.0632	-0.034	85	3.95	4.90	12	4,537	27.0%	-0.69	0.0622	-0.033
0.8000	0.9100	166	58	23.8%	0.27	0.0575	-0.031	86	4.85	5.40	15		26.8%	-0.75	0.0568	-0.030
0.5700	0.6800	20	29	23.6%	0.21	0.0510	-0.027	87	5.60	6.15	68	2	26.5%	-0.80	0.0504	-0.026
0.4900	0.6000	120	7,071	23.5%	0.19	0.0475	-0.025	87.5	5.15	7.15	1	1,850	24.5%	-0.82	0.0468	-0.024
0.4000	0.5500	14	63	23.8%	0.17	0.0439	-0.023	88	6.30	7.40	12		28.9%	-0.84	0.0433	-0.022
0.2700	0.4500		105	24.1%	0.13	0.0369	-0.019	89	6.90	8.75			31.2%	-0.88	0.0362	-0.018
0.1600	0.3000	385	7,511	23.4%	0.10	0.0303	-0.016	90	8.10	9.25		1,010	31.2%	-0.91	0.0294	-0.014
0	0.2000	4	7	21.2%	0.07	0.0244	-0.013	91	8.70	10.10	1		28.0%	-0.93	0.0233	-0.011
0	0.1700	4		22.3%	0.06	0.0193	-0.010	92	9.80	11.30			33.5%	-0.95	0.0182	-0.008
0	0.1700	65	8,944	23.1%	0.05	0.0172	-0.009	92.5	10.25	11.75		105	33.5%	-0.96	0.0160	-0.007
0.0300	0.1500		1	24.2%	0.04	0.0152	-0.008	93	10.60	12.65			37.2%	-0.97	0.0141	-0.006
0.0100	0.1000		4	23.8%	0.03	0.0121	-0.006	94	11.50	13.55			37.2%	-0.97	0.0109	-0.004
0.0400	0.1200	12	4,623	24.9%	0.03	0.0097	-0.005	95	11.85	15.30		158	40.4%	-0.98	0.0086	-0.003
0	0.1600			28.4%	0.02	0.0079	-0.005	96	13.05	15.50			34.0%	-0.98	0.0069	-0.002
0	0.1700	25	3,666	31.0%	0.02	0.0061	-0.004	97.5	14.40	17.75		27	45.5%	-0.99	0.0053	-0.001
0	0.2300	101	6,995	36.8%	0.01	0.0044	-0.003	100	16.85	20.25		94	49.7%	-0.99	0.0037	-0.001
0	0.1100		966	39.1%	0.01	0.0026	-0.003	105	21.85	25.25			58.6%	-0.99	0.0022	0.000
0	0.0300		276	38.7%	0.01	0.0017	-0.002	110	27.05	29.45			55.8%	-1.00	0.0014	0.000
0	0.1000		424	50.3%	0.00	0.0012	-0.002	115	32.00	35.20			76.3%	-1.00	0.0010	0.000
0	0.1000		37	55.7%	0.00	0.0009	-0.002	120	37.00	39.40			67.0%	-1.00	0.0007	0.000

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.

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WFC catena di opzioni Wells Fargo & Company

Volatility smile — Nov 20, 2026

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