XLE catena di opzioni State Street Energy Select Sector SPDR ETF
Cboe delayed options data · aggiornato al 06:44 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 ±12.6% (59.25–76.35) · ATM IV 24.4% · P/C open interest 2.30
| 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 | |
| 30.65 | 35.60 | 3 | 1.00 | 0.0007 | 0.000 | 35 | 0 | 5.00 | 7 | 102.7% | -0.00 | 0.0007 | -0.001 | |||
| 25.90 | 30.85 | 159 | 41.3% | 0.99 | 0.0014 | 0.000 | 40 | 0 | 4.90 | 798 | 86.5% | -0.01 | 0.0014 | -0.001 | ||
| 23.85 | 28.80 | 29.0% | 0.99 | 0.0018 | 0.000 | 42 | 0 | 5.00 | 2 | 80.6% | -0.01 | 0.0018 | -0.001 | |||
| 22.90 | 27.85 | 32.2% | 0.99 | 0.0021 | 0.000 | 43 | 0 | 4.90 | 9 | 77.8% | -0.01 | 0.0022 | -0.002 | |||
| 21.95 | 26.90 | 33.1% | 0.99 | 0.0025 | 0.000 | 44 | 0 | 5.00 | 75.0% | -0.01 | 0.0025 | -0.002 | ||||
| 20.85 | 25.80 | 329 | 0.98 | 0.0029 | 0.000 | 45 | 0.0500 | 5.00 | 5,476 | 73.0% | -0.02 | 0.0029 | -0.002 | |||
| 20.05 | 25.00 | 8 | 33.2% | 0.98 | 0.0034 | 0.000 | 46 | 0 | 5.00 | 102 | 69.5% | -0.02 | 0.0034 | -0.002 | ||
| 19.05 | 24.00 | 30.9% | 0.98 | 0.0039 | 0.000 | 47 | 0 | 5.00 | 44 | 18 | 66.9% | -0.02 | 0.0040 | -0.002 | ||
| 18.20 | 23.15 | 10 | 33.8% | 0.97 | 0.0046 | 0.000 | 48 | 0 | 4.90 | 423 | 64.3% | -0.03 | 0.0047 | -0.003 | ||
| 17.20 | 22.20 | 22 | 32.3% | 0.97 | 0.0054 | 0.000 | 49 | 0 | 4.10 | 44 | 16 | 56.6% | -0.03 | 0.0055 | -0.003 | |
| 16.25 | 21.20 | 1 | 660 | 30.8% | 0.96 | 0.0063 | -0.001 | 50 | 0 | 1.75 | 22.8K | 41.6% | -0.04 | 0.0064 | -0.003 | |
| 15.60 | 19.90 | 67 | 29.4% | 0.96 | 0.0074 | -0.001 | 51 | 0 | 4.90 | 238 | 56.7% | -0.04 | 0.0076 | -0.004 | ||
| 14.25 | 19.20 | 100 | 26.7% | 0.95 | 0.0086 | -0.002 | 52 | 0 | 2.00 | 13 | 508 | 39.3% | -0.05 | 0.0088 | -0.004 | |
| 13.35 | 18.30 | 80 | 27.0% | 0.94 | 0.0100 | -0.002 | 53 | 0 | 5.00 | 1,540 | 51.7% | -0.06 | 0.0103 | -0.005 | ||
| 12.40 | 17.35 | 2 | 182 | 26.0% | 0.93 | 0.0116 | -0.003 | 54 | 0 | 5.00 | 30.9K | 49.5% | -0.07 | 0.0119 | -0.005 | |
| 11.45 | 16.45 | 1 | 165 | 25.4% | 0.91 | 0.0133 | -0.004 | 55 | 0.0100 | 1.30 | 4 | 22.9K | 29.6% | -0.09 | 0.0136 | -0.006 |
| 10.55 | 15.55 | 225 | 25.1% | 0.90 | 0.0151 | -0.005 | 56 | 0 | 4.90 | 5 | 230 | 44.8% | -0.10 | 0.0156 | -0.007 | |
| 9.90 | 14.85 | 54 | 27.2% | 0.88 | 0.0171 | -0.006 | 57 | 0 | 5.00 | 6 | 966 | 42.4% | -0.12 | 0.0176 | -0.008 | |
| 8.85 | 13.85 | 761 | 24.9% | 0.86 | 0.0192 | -0.007 | 58 | 0.8500 | 1.89 | 3 | 4,104 | 27.5% | -0.14 | 0.0198 | -0.009 | |
| 8.10 | 13.10 | 719 | 25.5% | 0.84 | 0.0213 | -0.008 | 59 | 0.8500 | 1.31 | 1,518 | 4,940 | 26.5% | -0.17 | 0.0220 | -0.009 | |
| 7.30 | 12.25 | 20.1K | 25.1% | 0.81 | 0.0234 | -0.009 | 60 | 0 | 1.35 | 3 | 17.6K | 20.7% | -0.19 | 0.0242 | -0.010 | |
| 6.65 | 11.60 | 634 | 25.9% | 0.79 | 0.0254 | -0.009 | 61 | 0 | 5.00 | 751 | 33.2% | -0.22 | 0.0264 | -0.011 | ||
| 5.30 | 10.00 | 1 | 707 | 20.2% | 0.76 | 0.0274 | -0.010 | 62 | 0 | 4.10 | 3 | 4,741 | 28.0% | -0.25 | 0.0286 | -0.012 |
| 5.25 | 10.20 | 4 | 12.9K | 25.8% | 0.73 | 0.0292 | -0.011 | 63 | 0.0400 | 4.40 | 18 | 6,043 | 26.6% | -0.28 | 0.0306 | -0.013 |
| 4.45 | 9.40 | 1,682 | 24.7% | 0.70 | 0.0309 | -0.012 | 64 | 2.23 | 3.50 | 45 | 11.2K | 28.8% | -0.31 | 0.0325 | -0.013 | |
| 6.40 | 10.00 | 7 | 2,055 | 33.9% | 0.67 | 0.0324 | -0.013 | 65 | 0 | 4.00 | 3 | 2,822 | 20.8% | -0.35 | 0.0341 | -0.014 |
| 3.40 | 8.35 | 10 | 3,395 | 25.6% | 0.63 | 0.0336 | -0.013 | 66 | 0.1000 | 5.00 | 99 | 4,540 | 21.8% | -0.38 | 0.0355 | -0.014 |
| 1.20 | 6.05 | 943 | 14.3% | 0.60 | 0.0346 | -0.013 | 67 | 0 | 4.05 | 4 | 1,820 | 15.1% | -0.42 | 0.0366 | -0.015 | |
| 3.85 | 5.00 | 69 | 1,945 | 23.2% | 0.56 | 0.0353 | -0.014 | 68 | 1.65 | 6.60 | 52 | 705 | 25.6% | -0.46 | 0.0374 | -0.015 |
| 1.95 | 5.00 | 89 | 325 | 20.6% | 0.53 | 0.0357 | -0.014 | 69 | 2.30 | 7.25 | 469 | 26.3% | -0.49 | 0.0379 | -0.015 | |
| 0.7000 | 5.00 | 9 | 1,239 | 19.8% | 0.49 | 0.0358 | -0.014 | 70 | 5.00 | 8.85 | 5 | 54 | 32.1% | -0.53 | 0.0381 | -0.015 |
| 1.00 | 5.95 | 10 | 207 | 25.3% | 0.46 | 0.0356 | -0.014 | 71 | 3.40 | 8.20 | 23 | 25.4% | -0.57 | 0.0380 | -0.015 | |
| 1.56 | 5.00 | 5 | 1,100 | 26.4% | 0.43 | 0.0352 | -0.014 | 72 | 4.00 | 8.95 | 1 | 25.6% | -0.60 | 0.0375 | -0.014 | |
| 1.65 | 2.60 | 1 | 8,014 | 25.3% | 0.33 | 0.0326 | -0.013 | 75 | 6.10 | 11.05 | 17 | 25.6% | -0.70 | 0.0344 | -0.013 | |
| 0 | 3.45 | 82 | 2,980 | 29.8% | 0.21 | 0.0254 | -0.010 | 80 | 10.25 | 15.20 | 26.6% | -0.83 | 0.0271 | -0.009 | ||
| 0 | 2.85 | 48 | 161 | 33.8% | 0.12 | 0.0178 | -0.008 | 85 | 12.95 | 17.45 | 5 | -0.93 | 0.0256 | -0.007 | ||
| 0 | 0.9100 | 1 | 1,980 | 28.6% | 0.08 | 0.0120 | -0.005 | 90 | 19.65 | 24.60 | 29.5% | -0.99 | 0.0059 | -0.011 | ||
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 — Mar 19, 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.
callput