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 ±2.5% (41.88–44.02) · ATM IV 15.2% · P/C open interest 0.78
| 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 | |
| 16.85 | 19.25 | 17 | 1.00 | 0.0007 | 0.000 | 25 | 0 | 1.31 | 5 | 210.3% | -0.00 | 0.0007 | -0.001 | |||
| 13.00 | 17.50 | 1.00 | 0.0012 | 0.000 | 27.5 | 0 | 2.33 | 2 | 215.4% | -0.00 | 0.0012 | -0.002 | ||||
| 12.80 | 13.45 | 20 | 85.9% | 1.00 | 0.0020 | 0.000 | 30 | 0 | 0.0300 | 28 | 74.9% | -0.00 | 0.0021 | -0.002 | ||
| 10.30 | 10.75 | 32 | 0.99 | 0.0036 | 0.000 | 32.5 | 0 | 0.0300 | 72 | 59.9% | -0.01 | 0.0036 | -0.003 | |||
| 8.60 | 9.85 | 16 | 73.5% | 0.99 | 0.0051 | 0.000 | 34 | 0 | 0.0300 | 1 | 51.3% | -0.01 | 0.0051 | -0.003 | ||
| 7.70 | 8.55 | 528 | 50.8% | 0.99 | 0.0066 | 0.000 | 35 | 0 | 0.0200 | 1,949 | 43.4% | -0.01 | 0.0066 | -0.003 | ||
| 6.95 | 7.90 | 15 | 0.99 | 0.0076 | 0.000 | 35.5 | 0 | 0.2300 | 8 | 60.5% | -0.01 | 0.0076 | -0.003 | |||
| 6.85 | 7.25 | 19 | 0.99 | 0.0087 | 0.000 | 36 | 0 | 0.0300 | 1 | 22 | 40.2% | -0.01 | 0.0087 | -0.003 | ||
| 6.10 | 6.90 | 60 | 0.99 | 0.0100 | 0.000 | 36.5 | 0 | 0.2300 | 1,687 | 53.4% | -0.01 | 0.0101 | -0.003 | |||
| 5.80 | 6.25 | 102 | 0.99 | 0.0117 | -0.000 | 37 | 0 | 0.0300 | 603 | 34.8% | -0.01 | 0.0118 | -0.003 | |||
| 5.25 | 7.90 | 32 | 91.7% | 0.98 | 0.0138 | -0.001 | 37.5 | 0 | 0.2300 | 1 | 3,154 | 46.4% | -0.02 | 0.0139 | -0.003 | |
| 4.60 | 5.40 | 1 | 0.98 | 0.0164 | -0.001 | 38 | 0 | 0.0300 | 5,586 | 29.5% | -0.02 | 0.0165 | -0.004 | |||
| 4.25 | 4.95 | 42 | 0.98 | 0.0200 | -0.001 | 38.5 | 0 | 0.7500 | 566 | 55.3% | -0.02 | 0.0201 | -0.004 | |||
| 3.60 | 4.60 | 93 | 0.98 | 0.0250 | -0.002 | 39 | 0 | 0.0400 | 10.4K | 25.3% | -0.02 | 0.0252 | -0.004 | |||
| 3.45 | 3.95 | 1 | 31.1% | 0.97 | 0.0326 | -0.002 | 39.5 | 0 | 0.1900 | 1 | 4,034 | 30.9% | -0.03 | 0.0329 | -0.004 | |
| 2.90 | 3.40 | 258 | 23.2% | 0.96 | 0.0450 | -0.003 | 40 | 0.0100 | 0.0400 | 3 | 9,226 | 20.6% | -0.04 | 0.0454 | -0.005 | |
| 2.16 | 2.88 | 42 | 0.94 | 0.0653 | -0.005 | 40.5 | 0 | 0.0900 | 3 | 329 | 20.0% | -0.06 | 0.0660 | -0.006 | ||
| 1.92 | 2.44 | 11 | 148 | 19.1% | 0.92 | 0.0974 | -0.007 | 41 | 0.0400 | 0.1100 | 2,526 | 7,840 | 19.1% | -0.09 | 0.0986 | -0.008 |
| 1.55 | 1.95 | 226 | 19.2% | 0.87 | 0.1438 | -0.010 | 41.5 | 0.0900 | 0.1300 | 555 | 2,390 | 17.5% | -0.14 | 0.1458 | -0.011 | |
| 1.07 | 1.45 | 1 | 484 | 15.5% | 0.79 | 0.2031 | -0.013 | 42 | 0.1700 | 0.3800 | 231 | 14.9K | 20.1% | -0.21 | 0.2063 | -0.014 |
| 0.6200 | 1.14 | 36 | 5,436 | 15.0% | 0.68 | 0.2637 | -0.016 | 42.5 | 0.2800 | 0.3600 | 67 | 11.6K | 16.5% | -0.33 | 0.2686 | -0.016 |
| 0.3300 | 0.6800 | 67 | 1,111 | 12.9% | 0.54 | 0.3007 | -0.017 | 43 | 0.4100 | 0.7200 | 1,086 | 12.0K | 17.6% | -0.47 | 0.3075 | -0.018 |
| 0.3000 | 0.3700 | 172 | 2,316 | 14.5% | 0.39 | 0.2922 | -0.017 | 43.5 | 0.6300 | 0.8300 | 7 | 7,872 | 14.3% | -0.62 | 0.3009 | -0.017 |
| 0.1400 | 0.2500 | 272 | 3,361 | 14.9% | 0.26 | 0.2436 | -0.014 | 44 | 0.9800 | 1.30 | 87 | 2,679 | 16.2% | -0.76 | 0.2524 | -0.014 |
| 0.0900 | 0.1200 | 30 | 3,553 | 15.2% | 0.16 | 0.1802 | -0.011 | 44.5 | 1.31 | 1.84 | 10.5K | 17.8% | -0.86 | 0.1857 | -0.011 | |
| 0.0200 | 0.1000 | 930 | 55.0K | 15.9% | 0.10 | 0.1226 | -0.008 | 45 | 1.73 | 2.10 | 7,502 | -0.93 | 0.1504 | -0.007 | ||
| 0 | 0.0700 | 42 | 16.7% | 0.06 | 0.0787 | -0.005 | 45.5 | 2.30 | 2.82 | 24.1% | -0.98 | 0.0990 | -0.008 | |||
| 0.0100 | 0.0300 | 218 | 28.1K | 17.4% | 0.03 | 0.0492 | -0.004 | 46 | 2.68 | 3.40 | 181 | 1,221 | 26.1% | -1.00 | 0.0194 | -0.013 |
| 0 | 0.0700 | 21.8% | 0.02 | 0.0312 | -0.002 | 46.5 | 3.15 | 4.00 | 31.3% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 0.0700 | 5,113 | 24.3% | 0.01 | 0.0212 | -0.002 | 47 | 3.65 | 4.70 | 40.0% | -1.00 | 0.0000 | -0.017 | |||
| 0 | 0.0100 | 10.2K | 20.0% | 0.01 | 0.0157 | -0.002 | 47.5 | 3.70 | 5.20 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.1500 | 26 | 33.6% | 0.01 | 0.0124 | -0.001 | 48 | 4.55 | 5.35 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.0600 | 30.4% | 0.01 | 0.0104 | -0.001 | 48.5 | 5.15 | 6.00 | 43.0% | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.0400 | 13 | 9,302 | 30.6% | 0.01 | 0.0088 | -0.001 | 49 | 5.45 | 6.35 | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.0600 | 34.7% | 0.01 | 0.0077 | -0.001 | 49.5 | 6.15 | 7.00 | 48.4% | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.0500 | 2 | 7,927 | 29.0% | 0.01 | 0.0068 | -0.001 | 50 | 6.70 | 7.35 | 46.5% | -1.00 | 0.0000 | -0.018 | ||
| 0 | 0.0600 | 3,276 | 40.9% | 0.01 | 0.0054 | -0.001 | 51 | 7.40 | 8.60 | 48.3% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.7100 | 73.9% | 0.00 | 0.0044 | -0.001 | 52 | 8.60 | 9.65 | 65.0% | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.0100 | 4,250 | 37.3% | 0.00 | 0.0040 | -0.001 | 52.5 | 9.15 | 10.00 | 63.2% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.6600 | 77.5% | 0.00 | 0.0036 | -0.001 | 53 | 9.65 | 10.30 | 52.0% | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.6600 | 82.5% | 0.00 | 0.0030 | -0.001 | 54 | 10.80 | 11.30 | 67.5% | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.1500 | 5,711 | 64.3% | 0.00 | 0.0026 | -0.001 | 55 | 11.70 | 12.25 | 59.7% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 2.13 | 2,265 | 137.0% | 0.00 | 0.0018 | -0.001 | 57.5 | 14.20 | 15.00 | 87.5% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 1.00 | 35 | 120.5% | 0.00 | 0.0013 | -0.001 | 60 | 16.65 | 17.65 | 102.4% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 2.53 | 80 | 169.9% | 0.00 | 0.0010 | -0.001 | 62.5 | 19.30 | 19.95 | 109.5% | -1.00 | 0.0000 | -0.018 | |||
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 — Sep 18, 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.