XLE catena di opzioni State Street Energy Select Sector SPDR ETF
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 ±6.2% (63.63–72.07) · ATM IV 26.9% · P/C open interest 0.76
| 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 | |
| 30.55 | 35.50 | 77.6% | 1.00 | 0.0001 | 0.000 | 35 | 0 | 1.23 | 47 | 152.1% | -0.00 | 0.0001 | -0.000 | |||
| 29.55 | 34.50 | 20 | 63.6% | 1.00 | 0.0001 | 0.000 | 36 | 0 | 1.87 | 11 | 162.2% | -0.00 | 0.0001 | -0.000 | ||
| 28.55 | 33.50 | 1.00 | 0.0002 | 0.000 | 37 | 0 | 1.89 | 14 | 156.8% | -0.00 | 0.0002 | -0.001 | ||||
| 27.55 | 32.50 | 1.00 | 0.0002 | 0.000 | 38 | 0 | 0.6400 | 154 | 118.3% | -0.00 | 0.0002 | -0.001 | ||||
| 26.55 | 31.50 | 1.00 | 0.0002 | 0.000 | 39 | 0 | 1.16 | 16 | 129.1% | -0.00 | 0.0002 | -0.001 | ||||
| 25.55 | 30.50 | 9 | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.2000 | 253 | 89.4% | -0.00 | 0.0003 | -0.001 | |||
| 24.55 | 29.50 | 2 | 1.00 | 0.0004 | 0.000 | 41 | 0 | 0.7400 | 26 | 108.1% | -0.00 | 0.0004 | -0.001 | |||
| 23.65 | 28.50 | 68.3% | 1.00 | 0.0004 | 0.000 | 42 | 0 | 0.8700 | 89 | 107.4% | -0.00 | 0.0004 | -0.001 | |||
| 22.55 | 27.50 | 1.00 | 0.0005 | 0.000 | 43 | 0 | 0.9300 | 20 | 104.6% | -0.00 | 0.0005 | -0.001 | ||||
| 21.60 | 26.50 | 14 | 1.00 | 0.0006 | 0.000 | 44 | 0 | 1.30 | 116 | 108.5% | -0.00 | 0.0006 | -0.001 | |||
| 20.60 | 25.50 | 14 | 1.00 | 0.0007 | 0.000 | 45 | 0 | 1.25 | 349 | 103.0% | -0.00 | 0.0007 | -0.001 | |||
| 19.60 | 24.50 | 120 | 1.00 | 0.0009 | 0.000 | 46 | 0 | 1.02 | 2,154 | 93.8% | -0.00 | 0.0009 | -0.001 | |||
| 18.60 | 23.50 | 67 | 1.00 | 0.0011 | 0.000 | 47 | 0 | 0.9400 | 679 | 87.9% | -0.00 | 0.0011 | -0.002 | |||
| 17.60 | 22.50 | 62 | 1.00 | 0.0013 | 0.000 | 48 | 0 | 0.6900 | 631 | 78.1% | -0.00 | 0.0013 | -0.002 | |||
| 16.60 | 21.50 | 26 | 102 | 0.99 | 0.0016 | 0.000 | 49 | 0 | 0.5600 | 614 | 71.0% | -0.01 | 0.0016 | -0.002 | ||
| 15.55 | 20.50 | 144 | 212 | 0.99 | 0.0020 | 0.000 | 50 | 0 | 0.0500 | 210 | 12.9K | 45.5% | -0.01 | 0.0020 | -0.002 | |
| 14.55 | 19.50 | 2 | 304 | 0.99 | 0.0025 | -0.001 | 51 | 0 | 0.1300 | 828 | 49.0% | -0.01 | 0.0025 | -0.003 | ||
| 13.55 | 18.50 | 13 | 0.99 | 0.0031 | -0.001 | 52 | 0 | 0.8700 | 123 | 66.9% | -0.01 | 0.0031 | -0.003 | |||
| 12.55 | 17.50 | 5 | 0.99 | 0.0039 | -0.002 | 53 | 0 | 0.2800 | 469 | 49.4% | -0.01 | 0.0039 | -0.004 | |||
| 11.65 | 16.50 | 14 | 0.99 | 0.0049 | -0.002 | 54 | 0 | 0.1400 | 2,398 | 41.0% | -0.01 | 0.0049 | -0.004 | |||
| 11.80 | 15.30 | 6 | 1,033 | 56.2% | 0.98 | 0.0062 | -0.003 | 55 | 0 | 0.1100 | 4 | 15.6K | 38.2% | -0.02 | 0.0062 | -0.005 |
| 9.65 | 14.50 | 37 | 0.98 | 0.0079 | -0.004 | 56 | 0.0300 | 0.1000 | 1 | 1,323 | 35.0% | -0.02 | 0.0080 | -0.006 | ||
| 9.00 | 13.65 | 2 | 19 | 40.7% | 0.97 | 0.0102 | -0.005 | 57 | 0 | 0.1100 | 12 | 22.3K | 33.5% | -0.03 | 0.0103 | -0.007 |
| 8.00 | 12.65 | 1 | 745 | 37.4% | 0.96 | 0.0132 | -0.007 | 58 | 0.0500 | 0.2600 | 14 | 910 | 35.0% | -0.04 | 0.0133 | -0.008 |
| 7.00 | 11.75 | 26 | 49 | 35.9% | 0.95 | 0.0170 | -0.009 | 59 | 0.0500 | 0.1600 | 17 | 27.4K | 29.5% | -0.05 | 0.0172 | -0.010 |
| 7.30 | 11.00 | 151 | 6,578 | 51.0% | 0.93 | 0.0220 | -0.011 | 60 | 0.1000 | 0.3100 | 81 | 18.7K | 30.9% | -0.07 | 0.0222 | -0.013 |
| 5.50 | 8.55 | 3 | 171 | 0.91 | 0.0281 | -0.014 | 61 | 0.1700 | 0.3600 | 45 | 2,024 | 30.2% | -0.09 | 0.0284 | -0.015 | |
| 4.50 | 9.35 | 28.9% | 0.89 | 0.0316 | -0.016 | 61.5 | 0 | 0.3700 | 6 | 669 | 25.6% | -0.11 | 0.0319 | -0.017 | ||
| 5.65 | 7.50 | 5 | 909 | 30.9% | 0.88 | 0.0353 | -0.018 | 62 | 0.2800 | 0.4500 | 148 | 8,667 | 29.0% | -0.12 | 0.0357 | -0.018 |
| 3.55 | 8.10 | 22.6% | 0.86 | 0.0393 | -0.019 | 62.5 | 0.1100 | 0.5100 | 82 | 21 | 27.1% | -0.14 | 0.0397 | -0.020 | ||
| 4.75 | 6.95 | 15 | 1,321 | 32.6% | 0.84 | 0.0434 | -0.021 | 63 | 0.3800 | 0.5700 | 162 | 4,262 | 27.9% | -0.16 | 0.0439 | -0.022 |
| 2.80 | 7.50 | 26.8% | 0.82 | 0.0476 | -0.023 | 63.5 | 0.3800 | 0.6600 | 57 | 15 | 26.9% | -0.18 | 0.0482 | -0.024 | ||
| 2.79 | 6.25 | 5 | 1,908 | 22.3% | 0.79 | 0.0518 | -0.025 | 64 | 0.5200 | 0.8400 | 274 | 5,251 | 27.9% | -0.21 | 0.0525 | -0.026 |
| 2.12 | 6.95 | 29.4% | 0.76 | 0.0560 | -0.026 | 64.5 | 0.4300 | 0.8400 | 2,204 | 64 | 26.8% | -0.24 | 0.0566 | -0.027 | ||
| 3.70 | 4.40 | 147 | 29.9K | 27.4% | 0.74 | 0.0599 | -0.028 | 65 | 0.8000 | 1.10 | 1,484 | 6,361 | 28.0% | -0.27 | 0.0607 | -0.029 |
| 1.31 | 6.00 | 26.7% | 0.70 | 0.0636 | -0.030 | 65.5 | 0 | 2.97 | 150 | 32 | 33.4% | -0.30 | 0.0645 | -0.030 | ||
| 2.71 | 3.65 | 29 | 8,589 | 24.6% | 0.67 | 0.0669 | -0.031 | 66 | 1.06 | 1.46 | 713 | 2,984 | 27.7% | -0.33 | 0.0679 | -0.032 |
| 2.14 | 3.40 | 13 | 6 | 23.4% | 0.64 | 0.0697 | -0.032 | 66.5 | 0 | 2.25 | 72 | 74 | 23.3% | -0.37 | 0.0709 | -0.033 |
| 2.33 | 2.95 | 156 | 9,706 | 25.6% | 0.60 | 0.0720 | -0.033 | 67 | 1.38 | 1.96 | 5,332 | 1,568 | 27.9% | -0.40 | 0.0732 | -0.034 |
| 1.76 | 3.10 | 15 | 116 | 26.5% | 0.56 | 0.0737 | -0.034 | 67.5 | 1.12 | 3.05 | 20 | 24 | 30.9% | -0.44 | 0.0750 | -0.034 |
| 1.85 | 2.35 | 320 | 14.4K | 25.6% | 0.53 | 0.0746 | -0.034 | 68 | 1.79 | 2.45 | 93 | 1,068 | 28.2% | -0.48 | 0.0761 | -0.035 |
| 1.17 | 2.72 | 66 | 10 | 26.7% | 0.49 | 0.0749 | -0.034 | 68.5 | 1.73 | 2.79 | 3 | 152 | 26.0% | -0.52 | 0.0766 | -0.035 |
| 1.35 | 1.95 | 155 | 5,106 | 25.7% | 0.45 | 0.0745 | -0.034 | 69 | 2.21 | 3.25 | 1 | 230 | 29.2% | -0.55 | 0.0763 | -0.035 |
| 1.02 | 1.76 | 7,725 | 25 | 24.9% | 0.42 | 0.0734 | -0.033 | 69.5 | 1.91 | 4.65 | 33.0% | -0.59 | 0.0754 | -0.034 | ||
| 1.10 | 1.47 | 4,095 | 67.9K | 25.9% | 0.38 | 0.0718 | -0.033 | 70 | 2.91 | 5.50 | 35 | 80 | 39.7% | -0.63 | 0.0739 | -0.033 |
| 0.5000 | 1.61 | 7,584 | 208 | 25.0% | 0.35 | 0.0695 | -0.032 | 70.5 | 3.00 | 4.60 | 13 | 30.1% | -0.66 | 0.0718 | -0.032 | |
| 0.6700 | 1.25 | 422 | 3,855 | 25.7% | 0.32 | 0.0668 | -0.030 | 71 | 3.15 | 6.00 | 5 | 203 | 36.0% | -0.70 | 0.0693 | -0.031 |
| 0.5100 | 1.00 | 169 | 1,903 | 26.4% | 0.26 | 0.0602 | -0.028 | 72 | 4.20 | 5.75 | 2 | 31.6% | -0.76 | 0.0631 | -0.028 | |
| 0.2200 | 1.39 | 83 | 68 | 29.0% | 0.23 | 0.0566 | -0.026 | 72.5 | 2.63 | 7.50 | 26.8% | -0.79 | 0.0595 | -0.027 | ||
| 0.2800 | 1.10 | 82 | 929 | 29.3% | 0.20 | 0.0528 | -0.024 | 73 | 3.75 | 7.20 | 4 | 8 | 26.8% | -0.81 | 0.0559 | -0.025 |
| 0.1000 | 0.7000 | 313 | 1,743 | 26.5% | 0.16 | 0.0451 | -0.021 | 74 | 4.00 | 8.85 | 28.9% | -0.86 | 0.0485 | -0.022 | ||
| 0.2400 | 0.4000 | 213 | 22.0K | 27.4% | 0.13 | 0.0378 | -0.018 | 75 | 4.75 | 9.50 | 2 | 7 | 22.6% | -0.90 | 0.0414 | -0.019 |
| 0.1100 | 0.3200 | 97 | 861 | 27.0% | 0.10 | 0.0312 | -0.015 | 76 | 5.75 | 10.50 | 24.9% | -0.93 | 0.0354 | -0.016 | ||
| 0.0200 | 0.3700 | 3 | 295 | 28.7% | 0.08 | 0.0255 | -0.013 | 77 | 7.30 | 11.50 | 36.8% | -0.95 | 0.0296 | -0.014 | ||
| 0 | 0.6300 | 27 | 296 | 34.8% | 0.06 | 0.0209 | -0.011 | 78 | 7.70 | 12.50 | -0.97 | 0.0262 | -0.012 | |||
| 0 | 1.20 | 8 | 5 | 44.4% | 0.05 | 0.0172 | -0.009 | 79 | 8.60 | 13.50 | -0.98 | 0.0196 | -0.010 | |||
| 0 | 0.1500 | 4 | 2,136 | 27.5% | 0.04 | 0.0143 | -0.008 | 80 | 9.60 | 14.50 | -0.99 | 0.0135 | -0.009 | |||
| 0 | 1.14 | 5 | 48.7% | 0.03 | 0.0120 | -0.007 | 81 | 10.60 | 15.50 | -1.00 | 0.0087 | -0.008 | ||||
| 0 | 0.7200 | 802 | 51.7% | 0.02 | 0.0067 | -0.005 | 85 | 14.55 | 19.50 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1000 | 2,932 | 33.7% | 0.01 | 0.0039 | -0.004 | 90 | 19.60 | 24.50 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.0300 | 473 | 44.0% | 0.01 | 0.0025 | -0.003 | 95 | 24.50 | 29.40 | -1.00 | 0.0000 | -0.008 | ||||
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.