XLU catena di opzioni State Street Utilities 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 ±4.2% (39.72–43.18) · ATM IV 17.4% · P/C open interest 0.27
| 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 | |
| 15.30 | 17.85 | 64.8% | 1.00 | 0.0007 | 0.000 | 25 | 0 | 0.0700 | 78.0% | -0.00 | 0.0007 | -0.001 | ||||
| 11.25 | 12.40 | 74.6% | 1.00 | 0.0023 | 0.000 | 30 | 0 | 0.0700 | 52.6% | -0.00 | 0.0023 | -0.001 | ||||
| 10.25 | 11.40 | 68.2% | 0.99 | 0.0030 | 0.000 | 31 | 0 | 0.0700 | 4 | 48.0% | -0.01 | 0.0031 | -0.001 | |||
| 9.30 | 10.85 | 75.5% | 0.99 | 0.0041 | -0.000 | 32 | 0 | 0.0700 | 43.5% | -0.01 | 0.0041 | -0.001 | ||||
| 8.30 | 9.45 | 58.9% | 0.99 | 0.0056 | -0.000 | 33 | 0 | 0.0700 | 23 | 39.0% | -0.01 | 0.0057 | -0.001 | |||
| 7.40 | 8.45 | 55.3% | 0.99 | 0.0080 | -0.001 | 34 | 0 | 0.0400 | 67 | 31.9% | -0.01 | 0.0081 | -0.002 | |||
| 6.40 | 7.25 | 138 | 44.2% | 0.98 | 0.0118 | -0.001 | 35 | 0 | 0.0300 | 318 | 26.7% | -0.02 | 0.0119 | -0.002 | ||
| 5.40 | 5.80 | 108 | 0.98 | 0.0183 | -0.002 | 36 | 0.0200 | 0.0300 | 11 | 662 | 24.7% | -0.02 | 0.0185 | -0.003 | ||
| 4.60 | 4.80 | 110 | 25.9% | 0.96 | 0.0299 | -0.003 | 37 | 0.0400 | 0.0700 | 4 | 2,360 | 23.9% | -0.04 | 0.0303 | -0.004 | |
| 4.10 | 4.60 | 4 | 30.9% | 0.95 | 0.0388 | -0.004 | 37.5 | 0 | 0.1100 | 21.7% | -0.05 | 0.0394 | -0.004 | |||
| 3.65 | 3.75 | 252 | 20.9% | 0.93 | 0.0508 | -0.005 | 38 | 0.0700 | 0.0900 | 2,139 | 6,136 | 21.1% | -0.07 | 0.0515 | -0.005 | |
| 3.00 | 3.95 | 7 | 29.4% | 0.91 | 0.0661 | -0.006 | 38.5 | 0.1000 | 0.1300 | 10 | 20.5% | -0.09 | 0.0672 | -0.006 | ||
| 2.65 | 2.83 | 13 | 4,270 | 17.9% | 0.87 | 0.0852 | -0.007 | 39 | 0.1500 | 0.1600 | 162 | 11.4K | 19.6% | -0.13 | 0.0867 | -0.008 |
| 2.31 | 2.88 | 26.2% | 0.83 | 0.1073 | -0.009 | 39.5 | 0.2100 | 0.2300 | 37 | 19.1% | -0.17 | 0.1095 | -0.009 | |||
| 1.90 | 2.04 | 62 | 30.2K | 19.5% | 0.77 | 0.1311 | -0.010 | 40 | 0.3000 | 0.3200 | 219 | 18.4K | 18.6% | -0.23 | 0.1342 | -0.011 |
| 1.53 | 1.60 | 1 | 18.3% | 0.71 | 0.1540 | -0.012 | 40.5 | 0.4200 | 0.4400 | 50 | 18.1% | -0.30 | 0.1583 | -0.012 | ||
| 1.20 | 1.25 | 491 | 47.4K | 17.8% | 0.63 | 0.1730 | -0.013 | 41 | 0.5700 | 0.6100 | 333 | 3,726 | 17.6% | -0.38 | 0.1787 | -0.013 |
| 0.9000 | 0.9500 | 8 | 17.4% | 0.54 | 0.1845 | -0.013 | 41.5 | 0.7800 | 0.8300 | 362 | 17.5% | -0.48 | 0.1922 | -0.014 | ||
| 0.6700 | 0.7000 | 464 | 34.4K | 17.3% | 0.44 | 0.1857 | -0.013 | 42 | 1.02 | 1.08 | 446 | 6,422 | 16.9% | -0.57 | 0.1958 | -0.014 |
| 0.4700 | 0.5500 | 5 | 17.6% | 0.35 | 0.1758 | -0.012 | 42.5 | 1.19 | 1.41 | 1 | 15.3% | -0.67 | 0.1883 | -0.013 | ||
| 0.3400 | 0.3600 | 1,280 | 52.7K | 17.3% | 0.27 | 0.1569 | -0.011 | 43 | 1.70 | 1.78 | 6 | 342 | 17.0% | -0.76 | 0.1717 | -0.012 |
| 0.2300 | 0.2500 | 56 | 17.3% | 0.21 | 0.1331 | -0.009 | 43.5 | 1.55 | 2.19 | -0.83 | 0.1501 | -0.010 | ||||
| 0.1700 | 0.1800 | 235 | 11.2K | 17.9% | 0.16 | 0.1088 | -0.008 | 44 | 2.55 | 2.64 | 57 | 17.5% | -0.89 | 0.1273 | -0.009 | |
| 0.1100 | 0.2300 | 3 | 20.1% | 0.12 | 0.0868 | -0.007 | 44.5 | 2.35 | 3.15 | -0.93 | 0.1056 | -0.008 | ||||
| 0.0800 | 0.1000 | 18 | 1,479 | 18.8% | 0.09 | 0.0687 | -0.006 | 45 | 3.50 | 3.60 | 44 | 18.4% | -0.96 | 0.0883 | -0.006 | |
| 0.0600 | 0.0800 | 2 | 19.6% | 0.07 | 0.0545 | -0.005 | 45.5 | 3.25 | 4.15 | -0.98 | 0.0538 | -0.006 | ||||
| 0.0400 | 0.0600 | 5 | 4,010 | 20.0% | 0.05 | 0.0438 | -0.004 | 46 | 3.70 | 4.80 | 1 | -0.99 | 0.0293 | -0.005 | ||
| 0.0100 | 0.0600 | 2 | 20.4% | 0.05 | 0.0359 | -0.004 | 46.5 | 4.00 | 5.20 | -1.00 | 0.0116 | -0.005 | ||||
| 0.0200 | 0.0900 | 2 | 16 | 23.8% | 0.04 | 0.0300 | -0.004 | 47 | 4.70 | 5.85 | -1.00 | 0.0026 | -0.005 | |||
| 0.0100 | 0.0800 | 24.6% | 0.03 | 0.0255 | -0.003 | 47.5 | 5.20 | 6.25 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0900 | 33 | 26.2% | 0.03 | 0.0221 | -0.003 | 48 | 5.70 | 6.85 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0800 | 28.6% | 0.02 | 0.0172 | -0.003 | 49 | 6.70 | 7.80 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0300 | 1 | 2 | 27.3% | 0.02 | 0.0140 | -0.003 | 50 | 7.60 | 8.75 | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0700 | 3 | 33.6% | 0.02 | 0.0117 | -0.003 | 51 | 8.70 | 9.85 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0700 | 36.3% | 0.02 | 0.0099 | -0.003 | 52 | 9.70 | 10.85 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.2700 | 48.9% | 0.02 | 0.0086 | -0.003 | 53 | 10.25 | 11.80 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0700 | 41.4% | 0.01 | 0.0075 | -0.003 | 54 | 11.25 | 12.90 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.2700 | 54.7% | 0.01 | 0.0066 | -0.003 | 55 | 12.25 | 14.80 | -1.00 | 0.0000 | -0.005 | |||||
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.