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 ±2.7% (85.04–89.78) · ATM IV 17.1% · P/C open interest 2.33
| 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 | |
| 35.05 | 40.00 | 1.00 | 0.0001 | -0.001 | 50 | 0 | 1.06 | 2 | 179.5% | -0.00 | 0.0001 | -0.001 | ||||
| 30.05 | 35.00 | 1.00 | 0.0001 | -0.001 | 55 | 0 | 2.13 | 181.1% | -0.00 | 0.0001 | -0.001 | |||||
| 25.05 | 30.00 | 1.00 | 0.0003 | -0.001 | 60 | 0 | 1.55 | 141.6% | -0.00 | 0.0003 | -0.001 | |||||
| 20.05 | 25.00 | 1.00 | 0.0006 | -0.002 | 65 | 0 | 4.90 | 7 | 169.0% | -0.00 | 0.0006 | -0.002 | ||||
| 15.05 | 20.00 | 1.00 | 0.0015 | -0.003 | 70 | 0 | 4.90 | 10 | 139.9% | -0.00 | 0.0015 | -0.003 | ||||
| 11.50 | 16.45 | 54.6% | 0.99 | 0.0033 | -0.004 | 74 | 0 | 4.90 | 117.4% | -0.01 | 0.0033 | -0.004 | ||||
| 10.50 | 15.45 | 51.0% | 0.99 | 0.0041 | -0.005 | 75 | 0 | 4.90 | 39 | 111.8% | -0.01 | 0.0041 | -0.005 | |||
| 9.50 | 14.45 | 47.4% | 0.99 | 0.0052 | -0.005 | 76 | 0 | 2.33 | 112 | 78.3% | -0.01 | 0.0052 | -0.005 | |||
| 8.50 | 13.40 | 42.6% | 0.99 | 0.0066 | -0.006 | 77 | 0 | 0.2800 | 125 | 40.9% | -0.01 | 0.0066 | -0.006 | |||
| 8.10 | 12.20 | 0.98 | 0.0075 | -0.006 | 77.5 | 0 | 0.2300 | 66 | 37.8% | -0.02 | 0.0075 | -0.006 | ||||
| 7.95 | 11.60 | 0.98 | 0.0085 | -0.007 | 78 | 0.0100 | 0.0600 | 9 | 631 | 29.5% | -0.02 | 0.0086 | -0.007 | |||
| 7.10 | 11.10 | 0.98 | 0.0098 | -0.007 | 78.5 | 0 | 0.1100 | 12 | 92 | 30.2% | -0.02 | 0.0099 | -0.008 | |||
| 6.65 | 10.60 | 0.98 | 0.0112 | -0.008 | 79 | 0 | 0.2700 | 105 | 34.1% | -0.02 | 0.0114 | -0.008 | ||||
| 6.15 | 10.15 | 94 | 0.97 | 0.0130 | -0.009 | 79.5 | 0 | 0.5300 | 124 | 38.0% | -0.03 | 0.0131 | -0.009 | |||
| 6.20 | 8.45 | 12 | 0.97 | 0.0151 | -0.010 | 80 | 0.0100 | 0.2700 | 201 | 407 | 24.5% | -0.03 | 0.0153 | -0.010 | ||
| 5.15 | 9.20 | 24 | 0.97 | 0.0176 | -0.011 | 80.5 | 0 | 0.1400 | 202 | 519 | 25.5% | -0.03 | 0.0179 | -0.011 | ||
| 4.65 | 8.75 | 100 | 0.96 | 0.0207 | -0.012 | 81 | 0.0200 | 0.1200 | 17 | 167 | 24.0% | -0.04 | 0.0210 | -0.012 | ||
| 4.15 | 8.15 | 26 | 0.95 | 0.0245 | -0.013 | 81.5 | 0 | 0.1400 | 105 | 22.5% | -0.05 | 0.0249 | -0.013 | |||
| 5.30 | 6.75 | 123 | 27.9% | 0.95 | 0.0291 | -0.014 | 82 | 0 | 0.2800 | 6 | 637 | 24.4% | -0.06 | 0.0296 | -0.015 | |
| 3.20 | 7.25 | 79 | 0.93 | 0.0348 | -0.016 | 82.5 | 0.0800 | 0.3200 | 168 | 24.9% | -0.07 | 0.0354 | -0.016 | |||
| 2.72 | 6.10 | 3 | 354 | 0.92 | 0.0416 | -0.018 | 83 | 0.0300 | 0.3400 | 50 | 479 | 22.6% | -0.08 | 0.0424 | -0.018 | |
| 2.25 | 6.35 | 1 | 57 | 11.0% | 0.90 | 0.0499 | -0.021 | 83.5 | 0 | 0.3700 | 13 | 20.8% | -0.10 | 0.0508 | -0.021 | |
| 3.50 | 4.55 | 15 | 837 | 20.4% | 0.88 | 0.0596 | -0.023 | 84 | 0.0600 | 0.8200 | 18 | 55 | 25.4% | -0.12 | 0.0607 | -0.024 |
| 1.90 | 3.95 | 1 | 55 | 0.85 | 0.0707 | -0.026 | 84.5 | 0.0600 | 0.4500 | 54 | 150 | 19.0% | -0.15 | 0.0721 | -0.027 | |
| 2.43 | 3.60 | 26 | 134 | 16.2% | 0.82 | 0.0830 | -0.029 | 85 | 0.0900 | 0.9100 | 1,529 | 9,729 | 22.1% | -0.18 | 0.0847 | -0.030 |
| 2.05 | 2.94 | 14 | 162 | 13.7% | 0.78 | 0.0959 | -0.033 | 85.5 | 0.1800 | 0.6400 | 221 | 251 | 18.1% | -0.23 | 0.0980 | -0.033 |
| 1.93 | 2.90 | 36 | 642 | 19.6% | 0.73 | 0.1089 | -0.036 | 86 | 0.3300 | 1.03 | 51 | 126 | 20.4% | -0.27 | 0.1112 | -0.037 |
| 1.31 | 2.27 | 8 | 270 | 14.8% | 0.68 | 0.1207 | -0.038 | 86.5 | 0.4400 | 0.9800 | 34 | 75 | 18.2% | -0.33 | 0.1234 | -0.039 |
| 1.30 | 1.89 | 7 | 111 | 16.9% | 0.61 | 0.1303 | -0.041 | 87 | 0.7000 | 0.9000 | 93 | 217 | 16.7% | -0.39 | 0.1334 | -0.041 |
| 1.08 | 1.55 | 289 | 566 | 16.9% | 0.55 | 0.1363 | -0.042 | 87.5 | 0.8200 | 1.29 | 31 | 38 | 17.2% | -0.46 | 0.1398 | -0.043 |
| 0.8300 | 1.18 | 36 | 1,032 | 16.1% | 0.48 | 0.1381 | -0.042 | 88 | 0.9700 | 2.03 | 7 | 71 | 20.0% | -0.53 | 0.1420 | -0.043 |
| 0.4400 | 1.02 | 19 | 82 | 15.1% | 0.41 | 0.1353 | -0.040 | 88.5 | 1.28 | 2.00 | 7 | 7 | 17.8% | -0.60 | 0.1397 | -0.042 |
| 0.3000 | 0.7900 | 19 | 495 | 15.0% | 0.35 | 0.1284 | -0.038 | 89 | 1.41 | 2.15 | 2 | 2 | 14.9% | -0.67 | 0.1333 | -0.040 |
| 0.1500 | 0.7100 | 30 | 177 | 15.5% | 0.29 | 0.1182 | -0.035 | 89.5 | 1.35 | 3.70 | 21.5% | -0.73 | 0.1235 | -0.037 | ||
| 0.2300 | 0.5700 | 71 | 631 | 17.1% | 0.23 | 0.1057 | -0.031 | 90 | 1.73 | 4.10 | 22.0% | -0.79 | 0.1113 | -0.033 | ||
| 0.0600 | 0.4000 | 1 | 31 | 17.4% | 0.14 | 0.0781 | -0.023 | 91 | 1.54 | 5.55 | 18.5% | -0.88 | 0.0824 | -0.025 | ||
| 0 | 0.6200 | 24 | 22.9% | 0.08 | 0.0527 | -0.016 | 92 | 2.57 | 6.55 | 22.5% | -0.94 | 0.0523 | -0.016 | |||
| 0 | 0.2600 | 16 | 35 | 20.8% | 0.05 | 0.0331 | -0.010 | 93 | 3.55 | 7.45 | 23.8% | -0.98 | 0.0272 | -0.008 | ||
| 0 | 0.5100 | 36 | 28.0% | 0.03 | 0.0202 | -0.006 | 94 | 4.55 | 8.45 | 26.9% | -0.99 | 0.0120 | -0.003 | |||
| 0 | 0.2500 | 26 | 57 | 26.2% | 0.02 | 0.0127 | -0.004 | 95 | 5.10 | 10.00 | 31.7% | -1.00 | 0.0052 | -0.001 | ||
| 0 | 0.1400 | 34.9% | 0.01 | 0.0040 | -0.003 | 100 | 10.55 | 13.55 | -1.00 | 0.0010 | -0.000 | |||||
| 0 | 4.90 | 112.0% | 0.00 | 0.0023 | -0.003 | 105 | 15.00 | 19.95 | 53.7% | -1.00 | 0.0006 | -0.000 | ||||
| 0 | 2.13 | 96.8% | 0.00 | 0.0015 | -0.003 | 110 | 20.05 | 25.00 | 68.0% | -1.00 | 0.0004 | -0.000 | ||||
| 0 | 4.90 | 142.1% | 0.00 | 0.0011 | -0.002 | 115 | 25.05 | 30.00 | 78.3% | -1.00 | 0.0003 | -0.000 | ||||
| 0 | 4.90 | 155.4% | 0.00 | 0.0008 | -0.002 | 120 | 30.05 | 35.00 | 88.0% | -1.00 | 0.0002 | -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 30, 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.