XLF catena di opzioni State Street Financial 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 ±3.8% (53.55–57.73) · ATM IV 15.9% · P/C open interest 1.38
| 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 | |
| 24.00 | 25.85 | 51 | 1.00 | 0.0007 | 0.000 | 30 | 0 | 0.0500 | 1 | 93 | 87.5% | -0.00 | 0.0007 | -0.002 | ||
| 19.75 | 22.05 | 43 | 86.5% | 0.99 | 0.0014 | 0.000 | 35 | 0 | 0.1300 | 99 | 76.6% | -0.01 | 0.0014 | -0.002 | ||
| 17.75 | 20.05 | 43 | 76.7% | 0.99 | 0.0019 | -0.000 | 37 | 0 | 0.1400 | 73 | 69.3% | -0.01 | 0.0019 | -0.003 | ||
| 16.75 | 19.05 | 92 | 72.0% | 0.99 | 0.0022 | -0.001 | 38 | 0 | 0.0500 | 231 | 56.6% | -0.01 | 0.0022 | -0.003 | ||
| 15.75 | 18.05 | 62 | 67.4% | 0.99 | 0.0025 | -0.001 | 39 | 0.0100 | 0.0300 | 4 | 221 | 51.7% | -0.01 | 0.0025 | -0.003 | |
| 14.85 | 17.05 | 38 | 67.2% | 0.99 | 0.0029 | -0.001 | 40 | 0.0100 | 0.0200 | 4 | 169 | 46.8% | -0.01 | 0.0030 | -0.003 | |
| 13.10 | 16.10 | 5 | 0.99 | 0.0035 | -0.001 | 41 | 0.0100 | 0.0300 | 2 | 767 | 45.2% | -0.01 | 0.0035 | -0.003 | ||
| 12.80 | 15.10 | 4 | 58.3% | 0.99 | 0.0041 | -0.002 | 42 | 0 | 0.1500 | 60 | 50.9% | -0.01 | 0.0041 | -0.003 | ||
| 11.80 | 13.75 | 30 | 0.99 | 0.0050 | -0.002 | 43 | 0 | 0.1500 | 291 | 47.3% | -0.01 | 0.0050 | -0.003 | |||
| 10.10 | 13.10 | 5 | 0.98 | 0.0061 | -0.002 | 44 | 0.0200 | 0.0400 | 6 | 126 | 37.9% | -0.02 | 0.0061 | -0.004 | ||
| 9.95 | 11.45 | 52 | 0.98 | 0.0075 | -0.003 | 45 | 0.0300 | 0.0500 | 455 | 36.3% | -0.02 | 0.0076 | -0.004 | |||
| 9.20 | 10.00 | 27 | 0.98 | 0.0096 | -0.003 | 46 | 0.0400 | 0.0500 | 6 | 7,719 | 33.7% | -0.02 | 0.0096 | -0.004 | ||
| 8.30 | 9.30 | 120 | 0.97 | 0.0123 | -0.004 | 47 | 0.0500 | 0.0600 | 10 | 944 | 31.5% | -0.03 | 0.0124 | -0.005 | ||
| 7.80 | 8.40 | 127 | 40.3% | 0.96 | 0.0161 | -0.005 | 48 | 0.0600 | 0.0700 | 1 | 7,619 | 29.1% | -0.03 | 0.0162 | -0.006 | |
| 6.05 | 7.30 | 117 | 0.96 | 0.0213 | -0.005 | 49 | 0.0700 | 0.0900 | 40 | 10.9K | 26.8% | -0.04 | 0.0215 | -0.006 | ||
| 5.70 | 6.05 | 30.9K | 21.4% | 0.94 | 0.0289 | -0.006 | 50 | 0.0900 | 0.1100 | 22 | 48.8K | 24.5% | -0.06 | 0.0292 | -0.007 | |
| 4.90 | 5.00 | 11 | 401 | 22.0% | 0.92 | 0.0402 | -0.008 | 51 | 0.1200 | 0.1400 | 5,434 | 24.7K | 22.3% | -0.08 | 0.0407 | -0.009 |
| 3.70 | 4.75 | 0.91 | 0.0478 | -0.009 | 51.5 | 0.1400 | 0.1700 | 1 | 79 | 21.4% | -0.09 | 0.0482 | -0.009 | |||
| 3.95 | 4.05 | 1 | 7,568 | 20.0% | 0.89 | 0.0569 | -0.010 | 52 | 0.1800 | 0.1900 | 337 | 54.8K | 20.5% | -0.11 | 0.0575 | -0.010 |
| 2.95 | 3.85 | 14.1% | 0.86 | 0.0678 | -0.011 | 52.5 | 0.2100 | 0.2400 | 203 | 87 | 19.7% | -0.14 | 0.0687 | -0.011 | ||
| 3.05 | 3.15 | 8 | 2,119 | 18.6% | 0.84 | 0.0808 | -0.012 | 53 | 0.2600 | 0.2800 | 79 | 115.3K | 18.7% | -0.17 | 0.0822 | -0.012 |
| 2.59 | 2.77 | 6 | 18.1% | 0.80 | 0.0956 | -0.013 | 53.5 | 0.3200 | 0.3400 | 21 | 376 | 17.8% | -0.20 | 0.0976 | -0.013 | |
| 2.18 | 2.30 | 130 | 6,577 | 16.9% | 0.75 | 0.1116 | -0.014 | 54 | 0.4100 | 0.4300 | 303 | 180.3K | 17.2% | -0.25 | 0.1142 | -0.014 |
| 1.84 | 2.00 | 7 | 17.5% | 0.70 | 0.1273 | -0.015 | 54.5 | 0.5300 | 0.5500 | 1,073 | 152 | 16.7% | -0.31 | 0.1307 | -0.016 | |
| 1.51 | 1.55 | 392 | 29.2K | 16.4% | 0.63 | 0.1411 | -0.016 | 55 | 0.6700 | 0.7000 | 5,284 | 67.3K | 16.2% | -0.37 | 0.1455 | -0.017 |
| 1.18 | 1.24 | 1 | 45 | 15.9% | 0.56 | 0.1517 | -0.016 | 55.5 | 0.8700 | 0.8900 | 7 | 1 | 15.9% | -0.45 | 0.1574 | -0.017 |
| 0.9100 | 0.9700 | 1,139 | 113.6K | 15.6% | 0.49 | 0.1570 | -0.016 | 56 | 1.09 | 1.14 | 56 | 55.5K | 15.6% | -0.53 | 0.1643 | -0.017 |
| 0.7100 | 0.7300 | 12 | 852 | 15.5% | 0.41 | 0.1543 | -0.016 | 56.5 | 1.38 | 1.42 | 1,022 | 15.5% | -0.61 | 0.1634 | -0.016 | |
| 0.5200 | 0.5500 | 11.5K | 21.9K | 15.3% | 0.33 | 0.1448 | -0.015 | 57 | 1.69 | 1.80 | 6 | 11.5K | 15.7% | -0.69 | 0.1553 | -0.015 |
| 0.3800 | 0.4100 | 238 | 275 | 15.4% | 0.27 | 0.1308 | -0.013 | 57.5 | 2.00 | 2.77 | 20.8% | -0.76 | 0.1427 | -0.014 | ||
| 0.2800 | 0.2900 | 103 | 37.7K | 15.4% | 0.21 | 0.1140 | -0.011 | 58 | 2.25 | 2.56 | 1,564 | 12.6% | -0.83 | 0.1278 | -0.013 | |
| 0.1900 | 0.2200 | 1 | 31 | 15.5% | 0.16 | 0.0960 | -0.010 | 58.5 | 2.63 | 3.85 | 22.8% | -0.88 | 0.1114 | -0.011 | ||
| 0.1300 | 0.1600 | 241 | 11.1K | 15.6% | 0.12 | 0.0782 | -0.008 | 59 | 3.10 | 3.45 | 18 | -0.93 | 0.0976 | -0.009 | ||
| 0.0900 | 0.1200 | 21 | 8 | 15.9% | 0.09 | 0.0621 | -0.006 | 59.5 | 3.50 | 4.75 | 24.4% | -0.97 | 0.0722 | -0.008 | ||
| 0.0600 | 0.0800 | 181 | 60.9K | 15.8% | 0.06 | 0.0488 | -0.005 | 60 | 4.30 | 4.40 | 7 | -0.99 | 0.0332 | -0.007 | ||
| 0.0400 | 0.0600 | 1 | 16.1% | 0.05 | 0.0380 | -0.004 | 60.5 | 3.35 | 5.90 | -1.00 | 0.0099 | -0.006 | ||||
| 0.0200 | 0.0500 | 5,351 | 16.4% | 0.04 | 0.0296 | -0.003 | 61 | 5.15 | 5.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1700 | 20.8% | 0.03 | 0.0237 | -0.003 | 61.5 | 4.40 | 6.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0300 | 3,174 | 16.5% | 0.02 | 0.0194 | -0.003 | 62 | 5.35 | 7.40 | 22.9% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1600 | 2,123 | 24.5% | 0.02 | 0.0140 | -0.002 | 63 | 5.90 | 8.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0200 | 2,491 | 19.7% | 0.01 | 0.0109 | -0.002 | 64 | 6.30 | 9.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1300 | 26 | 8,013 | 28.4% | 0.01 | 0.0088 | -0.002 | 65 | 8.05 | 10.40 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1500 | 732 | 31.4% | 0.01 | 0.0074 | -0.002 | 66 | 8.70 | 11.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1500 | 1,643 | 33.7% | 0.01 | 0.0062 | -0.002 | 67 | 10.00 | 12.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1400 | 35.5% | 0.01 | 0.0054 | -0.002 | 68 | 10.90 | 13.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.1400 | 77 | 37.6% | 0.01 | 0.0046 | -0.002 | 69 | 11.90 | 14.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0200 | 81.5K | 30.6% | 0.01 | 0.0041 | -0.002 | 70 | 12.95 | 15.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1400 | 41.8% | 0.01 | 0.0036 | -0.002 | 71 | 13.90 | 16.40 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.1400 | 43.8% | 0.01 | 0.0032 | -0.002 | 72 | 14.90 | 17.40 | -1.00 | 0.0000 | -0.006 | |||||
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.