XLY catena di opzioni State Street Consumer Discretionary Select Sector SPDR ETF
Cboe delayed options data · aggiornato al 09:44 UTC
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 ±4.4% (107.56–117.36) · ATM IV 18.8% · P/C open interest 0.30
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 80 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 85 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 90 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.20 | 20.20 | 0.95 | 0.0085 | -0.018 | 95 | 0 | 2.60 | 9 | 53.2% | -0.05 | 0.0086 | -0.018 | ||||
| 14.20 | 19.10 | 0.94 | 0.0096 | -0.019 | 96 | 0 | 2.60 | 14 | 51.0% | -0.06 | 0.0097 | -0.019 | ||||
| 13.30 | 18.20 | 0.94 | 0.0109 | -0.021 | 97 | 0 | 2.65 | 16 | 49.0% | -0.07 | 0.0110 | -0.021 | ||||
| 12.30 | 17.30 | 0.93 | 0.0123 | -0.022 | 98 | 0 | 2.65 | 3 | 46.7% | -0.07 | 0.0124 | -0.022 | ||||
| 11.30 | 16.20 | 0.92 | 0.0138 | -0.024 | 99 | 0 | 2.70 | 5 | 6 | 44.8% | -0.08 | 0.0140 | -0.024 | |||
| 10.50 | 15.40 | 1 | 22.4% | 0.91 | 0.0156 | -0.025 | 100 | 0 | 2.75 | 3 | 18 | 42.8% | -0.09 | 0.0158 | -0.025 | |
| 9.40 | 14.30 | 15.3% | 0.89 | 0.0176 | -0.027 | 101 | 0 | 2.75 | 25 | 40.5% | -0.11 | 0.0178 | -0.027 | |||
| 7.60 | 12.40 | 0.88 | 0.0199 | -0.029 | 102 | 0.2000 | 2.80 | 1 | 23 | 39.5% | -0.12 | 0.0201 | -0.029 | |||
| 7.60 | 12.40 | 18.9% | 0.86 | 0.0224 | -0.030 | 103 | 0.2000 | 2.85 | 42 | 37.4% | -0.14 | 0.0226 | -0.031 | |||
| 6.70 | 11.50 | 19.3% | 0.84 | 0.0252 | -0.032 | 104 | 0 | 2.90 | 19 | 17 | 34.2% | -0.16 | 0.0255 | -0.033 | ||
| 6.20 | 11.00 | 6 | 24.5% | 0.82 | 0.0282 | -0.034 | 105 | 0 | 2.95 | 7 | 293 | 32.0% | -0.18 | 0.0286 | -0.035 | |
| 5.00 | 9.80 | 20.0% | 0.80 | 0.0316 | -0.036 | 106 | 0 | 2.00 | 64 | 25.0% | -0.21 | 0.0320 | -0.037 | |||
| 4.20 | 9.00 | 20.1% | 0.77 | 0.0351 | -0.038 | 107 | 0 | 3.20 | 3 | 40 | 23.2% | -0.24 | 0.0357 | -0.039 | ||
| 4.10 | 8.90 | 64 | 26.1% | 0.73 | 0.0388 | -0.040 | 108 | 0.6000 | 3.30 | 11 | 137 | 28.6% | -0.27 | 0.0395 | -0.040 | |
| 2.55 | 7.40 | 21 | 19.0% | 0.70 | 0.0424 | -0.041 | 109 | 0 | 3.40 | 2 | 119 | 24.9% | -0.31 | 0.0433 | -0.042 | |
| 2.65 | 7.50 | 13 | 20 | 25.1% | 0.65 | 0.0460 | -0.042 | 110 | 0.4000 | 3.60 | 537 | 512 | 20.8% | -0.35 | 0.0470 | -0.043 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 110.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3500 | 5.20 | 91 | 12.1% | 0.61 | 0.0491 | -0.043 | 111 | 0 | 3.80 | 21 | 628 | 19.8% | -0.40 | 0.0504 | -0.044 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.30 | 4.50 | 180 | 20.5% | 0.56 | 0.0516 | -0.043 | 112 | 0 | 4.00 | 56 | 102 | 17.2% | -0.45 | 0.0531 | -0.044 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 112.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 3.40 | 56 | 113 | 15.0% | 0.51 | 0.0531 | -0.043 | 113 | 0 | 4.50 | 41 | 15.4% | -0.50 | 0.0549 | -0.044 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 113.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 14 | 3,718 | 21.3% | 0.45 | 0.0535 | -0.042 | 114 | 1.60 | 5.00 | 25 | 97 | 22.6% | -0.56 | 0.0557 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 114.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 3.00 | 1 | 68 | 17.2% | 0.40 | 0.0527 | -0.041 | 115 | 1.35 | 6.20 | 25 | 17.8% | -0.61 | 0.0552 | -0.042 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 115.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6000 | 5.00 | 462 | 1,339 | 29.6% | 0.35 | 0.0508 | -0.039 | 116 | 2.05 | 6.90 | 18 | 21 | 17.9% | -0.67 | 0.0535 | -0.041 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5500 | 5.00 | 37 | 419 | 32.0% | 0.30 | 0.0478 | -0.036 | 117 | 2.65 | 7.50 | 9 | 16.5% | -0.72 | 0.0509 | -0.039 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 5.00 | 64 | 530 | 32.8% | 0.26 | 0.0442 | -0.034 | 118 | 3.20 | 8.00 | 8.3% | -0.76 | 0.0475 | -0.036 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 5.00 | 244 | 63 | 27.4% | 0.22 | 0.0402 | -0.031 | 119 | 4.20 | 9.00 | 5 | -0.80 | 0.0437 | -0.034 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.9500 | 880 | 809 | 18.7% | 0.19 | 0.0361 | -0.029 | 120 | 4.90 | 9.70 | 5 | -0.84 | 0.0398 | -0.032 | ||
| 0 | 4.90 | 30 | 29 | 38.8% | 0.16 | 0.0321 | -0.026 | 121 | 5.80 | 10.60 | -0.87 | 0.0359 | -0.029 | |||
| 0 | 4.90 | 7 | 35 | 40.9% | 0.14 | 0.0284 | -0.024 | 122 | 6.70 | 11.50 | -0.90 | 0.0319 | -0.027 | |||
| 0 | 4.90 | 11 | 43.0% | 0.12 | 0.0250 | -0.022 | 123 | 7.50 | 12.30 | -0.92 | 0.0281 | -0.025 | ||||
| 0 | 4.90 | 2 | 45.0% | 0.10 | 0.0219 | -0.020 | 124 | 8.70 | 13.70 | -0.94 | 0.0243 | -0.023 | ||||
| 0 | 4.90 | 22 | 46.9% | 0.09 | 0.0192 | -0.018 | 125 | 9.60 | 14.50 | -0.95 | 0.0208 | -0.020 | ||||
| 0 | 4.90 | 38.1% | 0.07 | 0.0169 | -0.016 | 126 | 10.70 | 15.60 | -0.96 | 0.0174 | -0.017 | |||||
| 0 | 4.90 | 56.0% | 0.04 | 0.0102 | -0.011 | 130 | 14.80 | 19.80 | -0.99 | 0.0073 | -0.007 | |||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 135 | 0 | 0 | 0.00 | 0.0000 | 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 — 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.
callput