XLY catena di opzioni State Street Consumer Discretionary 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 ±4.8% (109.69–120.64) · ATM IV 20.3% · P/C open interest 0.31
| 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 | |
| 32.10 | 37.10 | 0.99 | 0.0007 | 0.000 | 80 | 0 | 5.00 | 116.0% | -0.00 | 0.0007 | -0.003 | |||||
| 27.20 | 32.20 | 31.2% | 0.99 | 0.0014 | -0.001 | 85 | 0 | 5.00 | 101.5% | -0.01 | 0.0014 | -0.004 | ||||
| 22.30 | 27.30 | 39.5% | 0.98 | 0.0027 | -0.004 | 90 | 0 | 5.00 | 87.6% | -0.01 | 0.0028 | -0.007 | ||||
| 17.40 | 22.40 | 35.7% | 0.97 | 0.0055 | -0.009 | 95 | 0 | 4.90 | 7 | 9 | 74.1% | -0.03 | 0.0056 | -0.011 | ||
| 16.40 | 21.40 | 33.9% | 0.97 | 0.0064 | -0.010 | 96 | 0 | 5.00 | 14 | 71.5% | -0.03 | 0.0064 | -0.013 | |||
| 15.50 | 20.40 | 33.8% | 0.96 | 0.0073 | -0.012 | 97 | 0 | 4.90 | 16 | 68.8% | -0.04 | 0.0074 | -0.014 | |||
| 14.40 | 19.30 | 28.1% | 0.95 | 0.0084 | -0.013 | 98 | 0 | 5.00 | 3 | 66.1% | -0.04 | 0.0085 | -0.015 | |||
| 13.30 | 18.30 | 23.3% | 0.95 | 0.0097 | -0.015 | 99 | 0 | 0.7500 | 2 | 6 | 31.2% | -0.05 | 0.0098 | -0.017 | ||
| 12.40 | 17.40 | 1 | 26.7% | 0.94 | 0.0112 | -0.017 | 100 | 0 | 5.00 | 6 | 17 | 60.8% | -0.06 | 0.0113 | -0.018 | |
| 11.30 | 16.20 | 0.93 | 0.0129 | -0.018 | 101 | 0 | 5.00 | 25 | 58.2% | -0.07 | 0.0130 | -0.020 | ||||
| 10.30 | 15.20 | 0.92 | 0.0148 | -0.021 | 102 | 0.1000 | 5.00 | 23 | 57.0% | -0.08 | 0.0149 | -0.022 | ||||
| 9.50 | 14.50 | 24.3% | 0.91 | 0.0170 | -0.023 | 103 | 0.2000 | 5.00 | 2 | 42 | 54.3% | -0.09 | 0.0171 | -0.024 | ||
| 8.80 | 13.70 | 26.5% | 0.89 | 0.0195 | -0.025 | 104 | 0 | 5.00 | 17 | 50.2% | -0.11 | 0.0196 | -0.027 | |||
| 7.60 | 12.40 | 6 | 6 | 20.7% | 0.88 | 0.0223 | -0.028 | 105 | 0 | 1.15 | 3 | 288 | 26.2% | -0.12 | 0.0224 | -0.029 |
| 6.90 | 11.70 | 24.0% | 0.85 | 0.0253 | -0.030 | 106 | 0 | 5.00 | 1 | 64 | 44.7% | -0.14 | 0.0255 | -0.031 | ||
| 5.50 | 10.30 | 14.7% | 0.83 | 0.0287 | -0.033 | 107 | 0 | 2.30 | 15 | 39 | 25.6% | -0.17 | 0.0290 | -0.034 | ||
| 5.30 | 10.10 | 64 | 24.6% | 0.80 | 0.0323 | -0.035 | 108 | 0.6000 | 3.80 | 1 | 146 | 27.6% | -0.20 | 0.0326 | -0.036 | |
| 3.90 | 8.70 | 3 | 21 | 17.8% | 0.77 | 0.0362 | -0.038 | 109 | 0.0500 | 3.90 | 29 | 121 | 25.9% | -0.23 | 0.0365 | -0.039 |
| 3.60 | 8.40 | 1 | 32 | 22.7% | 0.74 | 0.0401 | -0.040 | 110 | 0.4000 | 4.50 | 30 | 737 | 33.5% | -0.26 | 0.0405 | -0.041 |
| 3.40 | 8.20 | 24.1% | 0.72 | 0.0421 | -0.041 | 110.5 | 0 | 5.00 | 1 | 32.0% | -0.28 | 0.0425 | -0.042 | |||
| 3.10 | 6.80 | 2 | 91 | 17.4% | 0.70 | 0.0440 | -0.042 | 111 | 0 | 4.90 | 17 | 631 | 30.6% | -0.30 | 0.0445 | -0.043 |
| 2.65 | 7.40 | 23.2% | 0.68 | 0.0458 | -0.043 | 111.5 | 0 | 5.00 | 25.0% | -0.32 | 0.0464 | -0.044 | ||||
| 1.60 | 6.50 | 4 | 178 | 18.1% | 0.66 | 0.0476 | -0.044 | 112 | 0 | 3.10 | 27 | 115 | 20.3% | -0.35 | 0.0482 | -0.045 |
| 1.95 | 6.80 | 23.0% | 0.63 | 0.0492 | -0.044 | 112.5 | 0.1500 | 4.90 | 2 | 22.8% | -0.37 | 0.0499 | -0.045 | |||
| 2.30 | 4.70 | 6 | 71 | 18.9% | 0.61 | 0.0507 | -0.045 | 113 | 0 | 4.90 | 12 | 41 | 24.3% | -0.40 | 0.0514 | -0.046 |
| 1.05 | 5.80 | 20.2% | 0.58 | 0.0520 | -0.045 | 113.5 | 0 | 4.90 | 20 | 22.8% | -0.42 | 0.0528 | -0.046 | |||
| 1.00 | 4.80 | 15 | 3,718 | 18.5% | 0.56 | 0.0530 | -0.045 | 114 | 0.6000 | 4.40 | 3 | 119 | 18.5% | -0.45 | 0.0539 | -0.046 |
| 0.1000 | 4.50 | 15.8% | 0.53 | 0.0539 | -0.045 | 114.5 | 0.9000 | 3.90 | 18.6% | -0.47 | 0.0548 | -0.046 | ||||
| 1.50 | 3.00 | 5 | 67 | 18.0% | 0.50 | 0.0544 | -0.045 | 115 | 1.45 | 5.00 | 3 | 25 | 22.6% | -0.50 | 0.0555 | -0.046 |
| 0 | 4.10 | 16 | 17.5% | 0.48 | 0.0547 | -0.045 | 115.5 | 1.70 | 5.70 | 25.6% | -0.53 | 0.0558 | -0.046 | |||
| 0.6000 | 4.40 | 11 | 1,330 | 22.4% | 0.45 | 0.0546 | -0.044 | 116 | 1.35 | 5.90 | 36 | 22.6% | -0.56 | 0.0558 | -0.045 | |
| 0.3000 | 3.30 | 21.7% | 0.42 | 0.0542 | -0.044 | 116.5 | 1.35 | 6.20 | 20.7% | -0.59 | 0.0556 | -0.045 | ||||
| 0.5500 | 3.10 | 6 | 453 | 20.3% | 0.39 | 0.0536 | -0.043 | 117 | 3.10 | 6.00 | 9 | 24.3% | -0.61 | 0.0550 | -0.044 | |
| 0 | 3.90 | 1 | 24.6% | 0.37 | 0.0526 | -0.042 | 117.5 | 2.10 | 6.80 | 20.2% | -0.64 | 0.0542 | -0.043 | |||
| 0.7000 | 2.55 | 446 | 586 | 21.4% | 0.34 | 0.0514 | -0.041 | 118 | 3.10 | 7.50 | 25.9% | -0.67 | 0.0530 | -0.042 | ||
| 0 | 3.60 | 66 | 24.1% | 0.32 | 0.0499 | -0.039 | 118.5 | 2.65 | 7.50 | 20.5% | -0.69 | 0.0516 | -0.040 | |||
| 0.1000 | 3.50 | 6 | 296 | 25.4% | 0.29 | 0.0483 | -0.038 | 119 | 3.20 | 8.00 | 5 | 21.9% | -0.72 | 0.0501 | -0.039 | |
| 0 | 1.80 | 119 | 18.8% | 0.27 | 0.0464 | -0.037 | 119.5 | 3.80 | 8.60 | 23.9% | -0.74 | 0.0483 | -0.038 | |||
| 0.0500 | 1.25 | 82 | 1,144 | 18.1% | 0.25 | 0.0444 | -0.035 | 120 | 4.20 | 9.00 | 5 | 24.2% | -0.76 | 0.0464 | -0.036 | |
| 0 | 2.70 | 58 | 26.1% | 0.21 | 0.0402 | -0.032 | 121 | 4.80 | 9.60 | 22.5% | -0.80 | 0.0423 | -0.033 | |||
| 0.1000 | 0.9500 | 2 | 41 | 19.6% | 0.18 | 0.0359 | -0.029 | 122 | 5.60 | 10.40 | 22.3% | -0.84 | 0.0381 | -0.030 | ||
| 0 | 0.6500 | 4 | 9 | 18.5% | 0.15 | 0.0316 | -0.026 | 123 | 6.60 | 11.30 | 23.5% | -0.87 | 0.0340 | -0.027 | ||
| 0 | 0.8500 | 1 | 2 | 21.6% | 0.12 | 0.0276 | -0.023 | 124 | 7.30 | 12.10 | 21.6% | -0.90 | 0.0302 | -0.024 | ||
| 0 | 0.9500 | 19 | 22 | 24.3% | 0.10 | 0.0240 | -0.021 | 125 | 8.30 | 13.10 | 23.2% | -0.92 | 0.0265 | -0.022 | ||
| 0 | 1.15 | 26.9% | 0.09 | 0.0207 | -0.018 | 126 | 9.30 | 14.20 | 25.6% | -0.94 | 0.0234 | -0.019 | ||||
| 0 | 0.9500 | 31.4% | 0.04 | 0.0113 | -0.011 | 130 | 13.20 | 18.10 | 29.3% | -0.98 | 0.0127 | -0.012 | ||||
| 0 | 2.15 | 47.4% | 0.02 | 0.0054 | -0.006 | 135 | 18.20 | 23.10 | 35.9% | -1.00 | 0.0000 | -0.009 | ||||
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.