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 ±3.9% (84.28–91.11) · ATM IV 16.4% · P/C open interest 4.76
| 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 | |
| 41.30 | 44.85 | 118.1% | 1.00 | 0.0002 | 0.000 | 45 | 0 | 1.95 | 159.9% | -0.00 | 0.0002 | -0.001 | ||||
| 37.25 | 39.85 | 126.7% | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.9500 | 118.0% | -0.00 | 0.0003 | -0.001 | ||||
| 31.30 | 34.85 | 83.1% | 1.00 | 0.0005 | 0.000 | 55 | 0 | 1.15 | 105.1% | -0.00 | 0.0005 | -0.002 | ||||
| 26.30 | 29.90 | 69.8% | 1.00 | 0.0008 | 0.000 | 60 | 0 | 1.15 | 88.7% | -0.00 | 0.0008 | -0.002 | ||||
| 22.35 | 24.90 | 1 | 76.5% | 0.99 | 0.0016 | 0.000 | 65 | 0 | 0.0900 | 10 | 10 | 46.5% | -0.01 | 0.0016 | -0.003 | |
| 18.40 | 20.95 | 65.3% | 0.99 | 0.0027 | -0.001 | 69 | 0 | 1.00 | 12 | 59.7% | -0.01 | 0.0027 | -0.004 | |||
| 17.35 | 19.95 | 61.7% | 0.99 | 0.0031 | -0.002 | 70 | 0 | 0.5300 | 18 | 49.2% | -0.01 | 0.0032 | -0.004 | |||
| 15.35 | 18.95 | 43.0% | 0.99 | 0.0036 | -0.002 | 71 | 0 | 0.8200 | 1 | 51.5% | -0.01 | 0.0037 | -0.004 | |||
| 15.45 | 17.95 | 56.8% | 0.99 | 0.0043 | -0.002 | 72 | 0.0100 | 0.2000 | 1 | 6 | 37.0% | -0.01 | 0.0043 | -0.004 | ||
| 14.95 | 16.45 | 53.8% | 0.98 | 0.0050 | -0.003 | 73 | 0 | 0.0800 | 3 | 55 | 29.9% | -0.02 | 0.0051 | -0.005 | ||
| 13.75 | 15.35 | 47.5% | 0.98 | 0.0060 | -0.003 | 74 | 0.0200 | 0.2600 | 42 | 34.5% | -0.02 | 0.0060 | -0.005 | |||
| 12.75 | 14.10 | 1 | 41.7% | 0.98 | 0.0071 | -0.004 | 75 | 0.0200 | 0.1900 | 1 | 695 | 30.6% | -0.02 | 0.0072 | -0.005 | |
| 11.55 | 13.40 | 1 | 40.1% | 0.98 | 0.0086 | -0.004 | 76 | 0 | 0.6500 | 793 | 36.2% | -0.02 | 0.0087 | -0.006 | ||
| 10.75 | 12.45 | 90 | 40.0% | 0.97 | 0.0105 | -0.005 | 77 | 0.0400 | 0.1800 | 231 | 26.6% | -0.03 | 0.0106 | -0.006 | ||
| 9.60 | 11.30 | 34.1% | 0.96 | 0.0129 | -0.006 | 78 | 0.0500 | 0.2000 | 1 | 4,425 | 25.1% | -0.04 | 0.0131 | -0.007 | ||
| 8.85 | 9.85 | 4 | 29.1% | 0.96 | 0.0162 | -0.007 | 79 | 0.0500 | 0.1900 | 1,061 | 22.7% | -0.04 | 0.0164 | -0.008 | ||
| 7.90 | 8.60 | 74 | 24.1% | 0.95 | 0.0206 | -0.008 | 80 | 0.0800 | 0.1200 | 5 | 6,450 | 19.8% | -0.05 | 0.0208 | -0.009 | |
| 7.00 | 7.50 | 1 | 82 | 21.6% | 0.93 | 0.0265 | -0.010 | 81 | 0.0700 | 0.1600 | 2 | 10.1K | 18.2% | -0.07 | 0.0269 | -0.011 |
| 6.10 | 6.55 | 2 | 282 | 20.7% | 0.91 | 0.0345 | -0.012 | 82 | 0.1600 | 0.2400 | 12 | 8,295 | 18.4% | -0.09 | 0.0350 | -0.013 |
| 5.30 | 6.75 | 22.9% | 0.89 | 0.0393 | -0.013 | 82.5 | 0.1800 | 0.2600 | 1,111 | 17.7% | -0.11 | 0.0400 | -0.014 | |||
| 5.25 | 5.45 | 668 | 18.6% | 0.88 | 0.0447 | -0.014 | 83 | 0.2700 | 0.3100 | 284 | 9,434 | 17.8% | -0.13 | 0.0456 | -0.015 | |
| 4.40 | 5.60 | 19.6% | 0.85 | 0.0507 | -0.016 | 83.5 | 0.3200 | 0.3800 | 4 | 36 | 17.6% | -0.15 | 0.0517 | -0.017 | ||
| 4.35 | 4.60 | 1 | 985 | 17.8% | 0.83 | 0.0570 | -0.017 | 84 | 0.3900 | 0.4400 | 109 | 7,724 | 17.2% | -0.17 | 0.0582 | -0.018 |
| 3.60 | 4.80 | 19.4% | 0.80 | 0.0636 | -0.019 | 84.5 | 0.4000 | 0.5600 | 4 | 101 | 16.8% | -0.20 | 0.0650 | -0.020 | ||
| 3.50 | 3.85 | 8 | 2,566 | 17.5% | 0.77 | 0.0702 | -0.021 | 85 | 0.5700 | 0.6200 | 226 | 10.5K | 16.8% | -0.24 | 0.0719 | -0.021 |
| 3.10 | 3.55 | 17.6% | 0.73 | 0.0764 | -0.022 | 85.5 | 0.6800 | 0.7600 | 510 | 1,008 | 16.7% | -0.27 | 0.0784 | -0.023 | ||
| 2.86 | 2.98 | 2 | 728 | 16.9% | 0.69 | 0.0821 | -0.024 | 86 | 0.8200 | 0.8900 | 6 | 5,888 | 16.4% | -0.31 | 0.0845 | -0.025 |
| 2.39 | 2.71 | 16.4% | 0.65 | 0.0870 | -0.025 | 86.5 | 0.8500 | 1.17 | 1,121 | 16.2% | -0.36 | 0.0898 | -0.026 | |||
| 2.17 | 2.41 | 893 | 16.9% | 0.61 | 0.0909 | -0.026 | 87 | 1.17 | 1.27 | 154 | 393 | 16.4% | -0.40 | 0.0940 | -0.027 | |
| 1.87 | 2.11 | 23 | 16.7% | 0.56 | 0.0935 | -0.026 | 87.5 | 1.31 | 1.53 | 1 | 16.2% | -0.45 | 0.0971 | -0.028 | ||
| 1.66 | 1.77 | 32 | 2,837 | 16.5% | 0.51 | 0.0948 | -0.027 | 88 | 1.52 | 1.78 | 5 | 2,642 | 16.0% | -0.50 | 0.0989 | -0.028 |
| 1.34 | 1.60 | 4 | 16.4% | 0.47 | 0.0947 | -0.027 | 88.5 | 1.82 | 2.03 | 16.0% | -0.55 | 0.0993 | -0.028 | |||
| 1.21 | 1.32 | 17 | 2,660 | 16.5% | 0.42 | 0.0932 | -0.026 | 89 | 2.12 | 2.32 | 5 | 16.0% | -0.60 | 0.0984 | -0.027 | |
| 1.00 | 1.15 | 1 | 38 | 16.5% | 0.38 | 0.0904 | -0.025 | 89.5 | 2.41 | 2.62 | 15.8% | -0.64 | 0.0961 | -0.027 | ||
| 0.8800 | 0.9200 | 224 | 724 | 16.4% | 0.33 | 0.0864 | -0.024 | 90 | 2.79 | 2.98 | 6 | 368 | 16.1% | -0.69 | 0.0926 | -0.026 |
| 0.6600 | 0.8300 | 22 | 16.3% | 0.29 | 0.0814 | -0.023 | 90.5 | 3.05 | 3.35 | 15.4% | -0.73 | 0.0881 | -0.025 | |||
| 0.5900 | 0.6900 | 14 | 697 | 16.6% | 0.26 | 0.0758 | -0.022 | 91 | 3.30 | 3.75 | 14.4% | -0.77 | 0.0828 | -0.023 | ||
| 0.4100 | 0.9200 | 2 | 18.3% | 0.22 | 0.0697 | -0.020 | 91.5 | 3.40 | 5.05 | 18.6% | -0.81 | 0.0771 | -0.022 | |||
| 0.3800 | 0.5100 | 12 | 631 | 16.8% | 0.19 | 0.0635 | -0.019 | 92 | 4.15 | 4.75 | 15.7% | -0.84 | 0.0712 | -0.021 | ||
| 0.2600 | 0.8400 | 19.5% | 0.17 | 0.0574 | -0.017 | 92.5 | 4.20 | 6.10 | 20.3% | -0.87 | 0.0658 | -0.019 | ||||
| 0.2500 | 0.4100 | 63 | 17.4% | 0.15 | 0.0516 | -0.016 | 93 | 4.80 | 5.85 | 14.6% | -0.89 | 0.0595 | -0.018 | |||
| 0.1200 | 0.5000 | 543 | 19.3% | 0.11 | 0.0414 | -0.014 | 94 | 5.70 | 7.20 | 20.3% | -0.93 | 0.0509 | -0.016 | |||
| 0.0700 | 0.8200 | 627 | 23.8% | 0.09 | 0.0334 | -0.012 | 95 | 6.65 | 8.10 | 20.5% | -0.96 | 0.0403 | -0.015 | |||
| 0.0300 | 1.15 | 4 | 28.5% | 0.07 | 0.0273 | -0.011 | 96 | 7.60 | 9.30 | 24.5% | -0.97 | 0.0314 | -0.013 | |||
| 0.0100 | 1.15 | 2 | 30.5% | 0.06 | 0.0227 | -0.010 | 97 | 8.20 | 11.25 | 32.1% | -0.98 | 0.0240 | -0.012 | |||
| 0 | 0.5900 | 3 | 27.0% | 0.05 | 0.0192 | -0.010 | 98 | 9.45 | 12.25 | 36.5% | -0.99 | 0.0171 | -0.012 | |||
| 0 | 1.63 | 1 | 38.7% | 0.05 | 0.0166 | -0.009 | 99 | 10.00 | 13.30 | 35.0% | -0.99 | 0.0127 | -0.012 | |||
| 0 | 1.15 | 7 | 36.6% | 0.04 | 0.0144 | -0.009 | 100 | 10.35 | 14.25 | -0.99 | 0.0098 | -0.011 | ||||
| 0 | 0.7500 | 1 | 41.4% | 0.03 | 0.0082 | -0.008 | 105 | 15.75 | 19.30 | 43.3% | -1.00 | 0.0029 | -0.010 | |||
| 0 | 1.00 | 52.7% | 0.02 | 0.0053 | -0.007 | 110 | 20.40 | 24.30 | 44.3% | -1.00 | 0.0008 | -0.010 | ||||
| 0 | 1.12 | 61.9% | 0.02 | 0.0037 | -0.006 | 115 | 25.35 | 29.30 | 48.9% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.9500 | 66.7% | 0.01 | 0.0028 | -0.006 | 120 | 30.35 | 34.30 | 55.2% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.8700 | 72.0% | 0.01 | 0.0021 | -0.005 | 125 | 35.35 | 39.30 | 61.2% | -1.00 | 0.0000 | -0.010 | ||||
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.