XOM catena di opzioni Exxon Mobil Corporation
Cboe delayed options data · aggiornato al 14:03 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 ±4.5% (156.87–171.77) · ATM IV 27.6% · P/C open interest 0.93
| 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 | |
| 78.55 | 80.30 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.1500 | 1,267 | 132.5% | 0.00 | 0.0000 | 0.000 | ||||
| 73.40 | 75.30 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.1500 | 1,090 | 122.0% | 0.00 | 0.0000 | 0.000 | ||||
| 68.40 | 70.30 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.0200 | 4,478 | 91.1% | 0.00 | 0.0000 | -0.000 | ||||
| 63.10 | 65.35 | 14 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0100 | 5,823 | 78.5% | 0.00 | 0.0000 | -0.000 | |||
| 58.10 | 60.15 | 1 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0400 | 6,226 | 80.6% | -0.00 | 0.0000 | -0.000 | |||
| 53.60 | 55.50 | 5 | 79.5% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.4300 | 4,182 | 97.8% | -0.00 | 0.0000 | -0.000 | ||
| 48.15 | 50.40 | 8 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.2300 | 1,815 | 80.5% | -0.00 | 0.0001 | -0.000 | |||
| 43.15 | 45.55 | 245 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.0500 | 5,216 | 59.7% | -0.00 | 0.0001 | -0.001 | |||
| 38.65 | 40.40 | 100 | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.0500 | 5,877 | 52.6% | -0.00 | 0.0002 | -0.001 | |||
| 33.65 | 35.55 | 224 | 50.3% | 1.00 | 0.0005 | 0.000 | 130 | 0 | 0.1000 | 1 | 9,356 | 49.7% | -0.00 | 0.0005 | -0.003 | |
| 28.55 | 30.40 | 714 | 0.99 | 0.0012 | 0.000 | 135 | 0 | 0.2500 | 1 | 9,450 | 48.5% | -0.01 | 0.0012 | -0.006 | ||
| 23.90 | 25.10 | 530 | 0.99 | 0.0027 | 0.000 | 140 | 0.0300 | 0.0900 | 3 | 9,589 | 36.5% | -0.01 | 0.0027 | -0.012 | ||
| 18.95 | 20.25 | 7 | 6,460 | 26.1% | 0.97 | 0.0060 | -0.014 | 145 | 0.0800 | 0.1400 | 31 | 7,382 | 32.5% | -0.03 | 0.0060 | -0.024 |
| 14.20 | 15.45 | 5,736 | 29.2% | 0.93 | 0.0126 | -0.036 | 150 | 0.2800 | 0.3300 | 50 | 7,697 | 30.8% | -0.07 | 0.0126 | -0.044 | |
| 11.75 | 13.20 | 4 | 28.0% | 0.90 | 0.0176 | -0.052 | 152.5 | 0.4500 | 0.7100 | 1 | 214 | 31.3% | -0.10 | 0.0177 | -0.058 | |
| 9.85 | 10.70 | 8 | 8,599 | 27.9% | 0.85 | 0.0238 | -0.069 | 155 | 0.7000 | 0.9500 | 3,982 | 29.7% | -0.15 | 0.0239 | -0.074 | |
| 7.50 | 9.00 | 2 | 209 | 27.8% | 0.78 | 0.0306 | -0.087 | 157.5 | 1.08 | 1.48 | 1 | 152 | 29.1% | -0.22 | 0.0309 | -0.092 |
| 6.15 | 6.70 | 1 | 11.0K | 27.8% | 0.70 | 0.0371 | -0.104 | 160 | 1.70 | 2.10 | 8 | 3,628 | 28.3% | -0.30 | 0.0374 | -0.107 |
| 4.60 | 5.35 | 2 | 187 | 28.7% | 0.60 | 0.0419 | -0.115 | 162.5 | 2.53 | 2.90 | 4 | 155 | 27.4% | -0.40 | 0.0423 | -0.117 |
| 3.20 | 3.70 | 9 | 13.6K | 27.1% | 0.49 | 0.0438 | -0.118 | 165 | 3.60 | 4.40 | 2,076 | 28.1% | -0.51 | 0.0444 | -0.120 | |
| 1.95 | 2.76 | 20 | 787 | 26.7% | 0.39 | 0.0424 | -0.113 | 167.5 | 4.80 | 5.90 | 12 | 27.3% | -0.62 | 0.0430 | -0.113 | |
| 1.24 | 1.78 | 13 | 14.7K | 26.2% | 0.29 | 0.0379 | -0.100 | 170 | 6.55 | 7.60 | 1,083 | 27.3% | -0.72 | 0.0387 | -0.099 | |
| 0.9800 | 1.14 | 11 | 215 | 27.3% | 0.21 | 0.0315 | -0.083 | 172.5 | 8.45 | 9.35 | 5 | 26.1% | -0.80 | 0.0322 | -0.081 | |
| 0.5200 | 0.7200 | 8 | 18.0K | 26.8% | 0.14 | 0.0246 | -0.065 | 175 | 10.35 | 12.25 | 1,003 | 29.6% | -0.87 | 0.0251 | -0.061 | |
| 0.2700 | 0.4600 | 2 | 483 | 26.9% | 0.09 | 0.0182 | -0.049 | 177.5 | 12.50 | 14.45 | 29.0% | -0.92 | 0.0195 | -0.044 | ||
| 0.0900 | 0.2700 | 3 | 4,510 | 26.2% | 0.06 | 0.0130 | -0.036 | 180 | 14.75 | 16.65 | 25.0% | -0.95 | 0.0156 | -0.033 | ||
| 0 | 0.3800 | 12 | 29.6% | 0.04 | 0.0091 | -0.026 | 182.5 | 17.40 | 19.35 | 34.2% | -0.98 | 0.0106 | -0.035 | |||
| 0 | 0.2500 | 1 | 3,677 | 30.4% | 0.03 | 0.0063 | -0.019 | 185 | 19.85 | 22.00 | 38.8% | -0.99 | 0.0052 | -0.045 | ||
| 0 | 0.3000 | 6 | 34.2% | 0.02 | 0.0044 | -0.014 | 187.5 | 22.35 | 24.55 | 42.8% | -1.00 | 0.0018 | -0.056 | |||
| 0 | 0.0800 | 2,235 | 30.5% | 0.01 | 0.0032 | -0.010 | 190 | 24.70 | 27.05 | 44.1% | -1.00 | 0.0004 | -0.062 | |||
| 0 | 0.2500 | 1,780 | 41.3% | 0.01 | 0.0018 | -0.006 | 195 | 29.70 | 32.05 | 1 | 50.2% | -1.00 | 0.0000 | -0.068 | ||
| 0 | 0.0200 | 2,632 | 34.3% | 0.00 | 0.0011 | -0.005 | 200 | 34.70 | 37.05 | 56.0% | -1.00 | 0.0000 | -0.069 | |||
| 0 | 0.2300 | 32 | 50.6% | 0.00 | 0.0007 | -0.004 | 205 | 39.70 | 42.05 | 61.7% | -1.00 | 0.0000 | -0.070 | |||
| 0 | 0.0500 | 700 | 45.9% | 0.00 | 0.0005 | -0.003 | 210 | 44.70 | 47.05 | 67.0% | -1.00 | 0.0000 | -0.070 | |||
| 0 | 0.2400 | 671 | 64.5% | 0.00 | 0.0003 | -0.002 | 220 | 54.70 | 57.05 | 77.2% | -1.00 | 0.0000 | -0.071 | |||
| 0 | 0.1000 | 116 | 65.3% | 0.00 | 0.0002 | -0.001 | 230 | 64.70 | 67.05 | 86.8% | -1.00 | 0.0000 | -0.071 | |||
| 0 | 0.0700 | 753 | 69.8% | 0.00 | 0.0001 | -0.001 | 240 | 74.70 | 77.05 | 95.7% | -1.00 | 0.0000 | -0.071 | |||
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.
callput