XLP catena di opzioni State Street Consumer Staples 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 ±3.4% (82.52–88.28) · ATM IV 14.4% · P/C open interest 3.47
| 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 | |
| 33.40 | 37.25 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0600 | 76.2% | -0.00 | 0.0006 | -0.003 | |||||
| 28.40 | 32.35 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0600 | 63.6% | -0.00 | 0.0009 | -0.003 | |||||
| 23.95 | 26.55 | 1.00 | 0.0007 | 0.000 | 60 | 0 | 0.0600 | 52.0% | -0.01 | 0.0014 | -0.004 | |||||
| 18.95 | 21.55 | 1.00 | 0.0014 | 0.000 | 65 | 0 | 0.0700 | 42.1% | -0.01 | 0.0025 | -0.004 | |||||
| 15.30 | 15.75 | 35.7% | 0.99 | 0.0028 | 0.000 | 70 | 0 | 0.0800 | 1 | 32.3% | -0.02 | 0.0049 | -0.005 | |||
| 10.35 | 10.75 | 26.4% | 0.99 | 0.0069 | 0.000 | 75 | 0.0100 | 0.1000 | 6 | 23.3% | -0.03 | 0.0115 | -0.006 | |||
| 9.35 | 9.75 | 24.0% | 0.98 | 0.0089 | 0.000 | 76 | 0.0100 | 0.1200 | 21.8% | -0.03 | 0.0143 | -0.007 | ||||
| 8.35 | 8.75 | 21.7% | 0.98 | 0.0118 | -0.000 | 77 | 0.0300 | 0.1300 | 3 | 20.5% | -0.04 | 0.0183 | -0.008 | |||
| 7.35 | 7.80 | 20.9% | 0.97 | 0.0164 | -0.002 | 78 | 0.0500 | 0.1600 | 19.3% | -0.06 | 0.0239 | -0.009 | ||||
| 6.35 | 6.80 | 18.5% | 0.96 | 0.0236 | -0.004 | 79 | 0.0900 | 0.1900 | 9 | 18.2% | -0.07 | 0.0319 | -0.011 | |||
| 5.90 | 6.20 | 15.9% | 0.95 | 0.0284 | -0.006 | 79.5 | 0.0900 | 0.2300 | 1 | 125 | 17.6% | -0.09 | 0.0369 | -0.012 | ||
| 5.40 | 5.70 | 14.7% | 0.94 | 0.0343 | -0.007 | 80 | 0.1700 | 0.2600 | 1 | 146 | 17.7% | -0.10 | 0.0428 | -0.013 | ||
| 5.00 | 5.35 | 2 | 18.2% | 0.92 | 0.0414 | -0.009 | 80.5 | 0.1800 | 0.3300 | 1 | 3 | 17.2% | -0.12 | 0.0495 | -0.014 | |
| 4.45 | 4.90 | 2 | 16.9% | 0.90 | 0.0496 | -0.011 | 81 | 0.2200 | 0.3600 | 35 | 16.5% | -0.15 | 0.0571 | -0.015 | ||
| 4.00 | 4.35 | 15.5% | 0.88 | 0.0590 | -0.013 | 81.5 | 0.2700 | 0.4100 | 31 | 15.9% | -0.17 | 0.0653 | -0.017 | |||
| 3.55 | 3.90 | 15.2% | 0.85 | 0.0693 | -0.016 | 82 | 0.4200 | 0.5500 | 2,320 | 16.6% | -0.20 | 0.0740 | -0.019 | |||
| 3.15 | 3.55 | 2 | 15.9% | 0.82 | 0.0804 | -0.018 | 82.5 | 0.5100 | 0.5900 | 11 | 48 | 15.9% | -0.24 | 0.0829 | -0.020 | |
| 2.76 | 3.10 | 4 | 15.5% | 0.78 | 0.0916 | -0.020 | 83 | 0.6300 | 0.7600 | 1 | 341 | 15.9% | -0.28 | 0.0916 | -0.021 | |
| 2.38 | 2.59 | 14.4% | 0.73 | 0.1022 | -0.022 | 83.5 | 0.7600 | 0.8500 | 52 | 15.3% | -0.33 | 0.0997 | -0.023 | |||
| 2.04 | 2.22 | 4 | 14.4% | 0.68 | 0.1117 | -0.024 | 84 | 0.9200 | 1.03 | 1 | 51 | 15.2% | -0.38 | 0.1065 | -0.023 | |
| 1.72 | 1.91 | 13 | 14.5% | 0.62 | 0.1191 | -0.025 | 84.5 | 1.12 | 1.23 | 30 | 15.0% | -0.43 | 0.1117 | -0.024 | ||
| 1.43 | 1.66 | 3 | 27 | 14.7% | 0.56 | 0.1236 | -0.026 | 85 | 1.34 | 1.45 | 7 | 43 | 14.9% | -0.49 | 0.1146 | -0.024 |
| 1.17 | 1.32 | 3 | 58 | 14.2% | 0.50 | 0.1252 | -0.026 | 85.5 | 1.58 | 1.70 | 49 | 14.6% | -0.55 | 0.1152 | -0.024 | |
| 0.9400 | 1.11 | 71 | 14.3% | 0.44 | 0.1236 | -0.025 | 86 | 1.86 | 1.98 | 22 | 14.5% | -0.60 | 0.1137 | -0.023 | ||
| 0.7500 | 0.9600 | 22 | 38 | 14.6% | 0.38 | 0.1192 | -0.024 | 86.5 | 2.15 | 2.30 | 51 | 14.3% | -0.66 | 0.1094 | -0.021 | |
| 0.6300 | 0.7600 | 65 | 103 | 14.6% | 0.32 | 0.1117 | -0.022 | 87 | 2.50 | 2.64 | 38 | 14.2% | -0.71 | 0.1027 | -0.019 | |
| 0.4600 | 0.6200 | 30 | 56 | 14.5% | 0.27 | 0.1021 | -0.020 | 87.5 | 2.89 | 3.05 | 5 | 14.5% | -0.76 | 0.0940 | -0.017 | |
| 0.4000 | 0.4500 | 64 | 66 | 14.5% | 0.22 | 0.0909 | -0.018 | 88 | 3.10 | 3.55 | 3 | 13.9% | -0.80 | 0.0840 | -0.015 | |
| 0.2600 | 0.4400 | 13 | 14.8% | 0.18 | 0.0797 | -0.016 | 88.5 | 3.70 | 3.95 | 15.3% | -0.84 | 0.0737 | -0.013 | |||
| 0.1900 | 0.3000 | 45 | 14.3% | 0.15 | 0.0691 | -0.015 | 89 | 4.10 | 4.40 | 3 | 15.3% | -0.87 | 0.0639 | -0.011 | ||
| 0.1400 | 0.2500 | 241 | 14.6% | 0.13 | 0.0594 | -0.013 | 89.5 | 4.45 | 4.85 | 1 | 14.4% | -0.89 | 0.0550 | -0.010 | ||
| 0.1100 | 0.2100 | 2 | 37 | 14.9% | 0.11 | 0.0508 | -0.012 | 90 | 5.00 | 5.30 | 12 | 15.5% | -0.91 | 0.0471 | -0.008 | |
| 0.1000 | 0.1900 | 102 | 15.6% | 0.09 | 0.0435 | -0.010 | 90.5 | 5.40 | 5.80 | 2 | 15.2% | -0.92 | 0.0402 | -0.007 | ||
| 0.0700 | 0.1600 | 103 | 15.8% | 0.08 | 0.0375 | -0.009 | 91 | 5.80 | 6.25 | 2 | 12.7% | -0.94 | 0.0343 | -0.005 | ||
| 0.0400 | 0.1300 | 3 | 16.6% | 0.06 | 0.0279 | -0.008 | 92 | 6.85 | 7.25 | 16.1% | -0.95 | 0.0252 | -0.003 | |||
| 0.0200 | 0.1100 | 17.6% | 0.04 | 0.0213 | -0.006 | 93 | 7.85 | 8.20 | 16.2% | -0.96 | 0.0190 | -0.002 | ||||
| 0.0100 | 0.1000 | 18.7% | 0.03 | 0.0168 | -0.006 | 94 | 8.85 | 9.20 | 18.0% | -0.97 | 0.0149 | -0.000 | ||||
| 0.0100 | 0.0900 | 20.0% | 0.03 | 0.0137 | -0.005 | 95 | 9.85 | 10.20 | 1 | 2 | 19.7% | -0.98 | 0.0121 | 0.000 | ||
| 0 | 0.0700 | 26.2% | 0.02 | 0.0069 | -0.005 | 100 | 14.75 | 15.15 | -0.99 | 0.0060 | 0.000 | |||||
| 0 | 0.0700 | 32.8% | 0.01 | 0.0044 | -0.004 | 105 | 19.65 | 22.00 | 61.7% | -0.99 | 0.0038 | 0.000 | ||||
| 0 | 0.0600 | 38.2% | 0.01 | 0.0031 | -0.004 | 110 | 24.30 | 27.00 | 67.1% | -0.99 | 0.0027 | 0.000 | ||||
| 0 | 0.0600 | 43.9% | 0.01 | 0.0023 | -0.004 | 115 | 28.85 | 31.85 | 66.9% | -0.99 | 0.0020 | 0.000 | ||||
| 0 | 0.0600 | 49.2% | 0.01 | 0.0018 | -0.004 | 120 | 34.00 | 36.95 | 78.4% | -0.99 | 0.0016 | 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 — Oct 02, 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.