XYZ catena di opzioni Block, Inc.
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 ±15.5% (65.23–89.19) · ATM IV 47.8% · 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 | |
| 36.60 | 39.15 | 328 | 80.3% | 0.99 | 0.0006 | 0.000 | 40 | 0 | 0.7900 | 384 | 97.2% | -0.00 | 0.0006 | -0.002 | ||
| 33.65 | 37.45 | 69 | 84.1% | 0.99 | 0.0010 | 0.000 | 42.5 | 0.0500 | 0.9600 | 643 | 94.0% | -0.01 | 0.0010 | -0.003 | ||
| 31.55 | 34.20 | 84 | 63.9% | 0.99 | 0.0014 | -0.000 | 45 | 0 | 0.6300 | 1,741 | 78.6% | -0.01 | 0.0014 | -0.004 | ||
| 28.65 | 32.55 | 328 | 71.0% | 0.98 | 0.0021 | -0.002 | 47.5 | 0.0100 | 0.2500 | 5 | 367 | 61.6% | -0.02 | 0.0021 | -0.006 | |
| 27.30 | 29.45 | 158 | 73.8% | 0.98 | 0.0030 | -0.005 | 50 | 0.0300 | 0.2500 | 40 | 487 | 56.6% | -0.02 | 0.0030 | -0.008 | |
| 24.90 | 27.50 | 112 | 74.8% | 0.97 | 0.0042 | -0.008 | 52.5 | 0.2000 | 0.5600 | 440 | 61.7% | -0.03 | 0.0042 | -0.011 | ||
| 22.50 | 24.05 | 5 | 172 | 56.7% | 0.95 | 0.0057 | -0.011 | 55 | 0.1300 | 0.4600 | 2,204 | 52.8% | -0.05 | 0.0058 | -0.014 | |
| 20.40 | 22.50 | 72 | 65.1% | 0.93 | 0.0076 | -0.016 | 57.5 | 0.1800 | 0.8500 | 1 | 426 | 53.4% | -0.07 | 0.0077 | -0.018 | |
| 18.50 | 19.10 | 1 | 799 | 55.3% | 0.91 | 0.0099 | -0.020 | 60 | 0.5500 | 0.8700 | 5 | 3,039 | 51.6% | -0.09 | 0.0100 | -0.023 |
| 16.00 | 17.85 | 221 | 58.0% | 0.88 | 0.0125 | -0.025 | 62.5 | 0.9700 | 1.09 | 316 | 50.9% | -0.12 | 0.0126 | -0.028 | ||
| 14.35 | 15.35 | 1,035 | 56.0% | 0.84 | 0.0153 | -0.031 | 65 | 1.40 | 1.56 | 30 | 794 | 50.5% | -0.16 | 0.0154 | -0.033 | |
| 12.20 | 13.85 | 8,031 | 55.8% | 0.79 | 0.0182 | -0.036 | 67.5 | 1.93 | 2.11 | 19 | 2,422 | 49.8% | -0.21 | 0.0183 | -0.037 | |
| 10.60 | 11.40 | 21.6K | 52.4% | 0.74 | 0.0209 | -0.040 | 70 | 2.61 | 2.82 | 8 | 2,320 | 49.3% | -0.26 | 0.0211 | -0.042 | |
| 8.70 | 10.00 | 995 | 51.5% | 0.68 | 0.0233 | -0.044 | 72.5 | 3.45 | 3.70 | 4 | 933 | 48.9% | -0.32 | 0.0236 | -0.045 | |
| 7.00 | 7.75 | 4 | 2,528 | 46.8% | 0.62 | 0.0253 | -0.047 | 75 | 4.45 | 4.65 | 1,463 | 48.1% | -0.38 | 0.0256 | -0.048 | |
| 6.00 | 6.45 | 8 | 1,668 | 47.7% | 0.55 | 0.0265 | -0.048 | 77.5 | 5.60 | 5.90 | 517 | 47.9% | -0.45 | 0.0269 | -0.049 | |
| 4.95 | 5.40 | 8 | 2,074 | 48.1% | 0.49 | 0.0269 | -0.048 | 80 | 6.90 | 7.15 | 9 | 398 | 46.9% | -0.52 | 0.0275 | -0.049 |
| 3.95 | 4.30 | 162 | 1,038 | 47.3% | 0.42 | 0.0266 | -0.047 | 82.5 | 8.20 | 8.85 | 206 | 46.4% | -0.59 | 0.0273 | -0.048 | |
| 3.10 | 3.40 | 25 | 1,211 | 46.6% | 0.36 | 0.0256 | -0.045 | 85 | 9.90 | 10.45 | 229 | 45.9% | -0.65 | 0.0264 | -0.045 | |
| 2.44 | 2.69 | 1 | 438 | 46.4% | 0.30 | 0.0240 | -0.042 | 87.5 | 10.80 | 13.20 | 84 | 45.7% | -0.71 | 0.0249 | -0.042 | |
| 1.81 | 2.00 | 38 | 2,647 | 45.2% | 0.25 | 0.0220 | -0.038 | 90 | 13.20 | 14.35 | 1,072 | 43.6% | -0.76 | 0.0231 | -0.038 | |
| 1.41 | 1.61 | 24 | 607 | 45.6% | 0.21 | 0.0198 | -0.034 | 92.5 | 15.10 | 16.45 | 253 | 42.2% | -0.81 | 0.0210 | -0.034 | |
| 1.12 | 1.27 | 6 | 22.3K | 46.0% | 0.17 | 0.0174 | -0.030 | 95 | 17.20 | 18.80 | 192 | 42.3% | -0.85 | 0.0187 | -0.030 | |
| 0.6800 | 0.9200 | 3 | 585 | 44.2% | 0.14 | 0.0151 | -0.026 | 97.5 | 19.55 | 20.95 | 203 | 41.3% | -0.89 | 0.0165 | -0.026 | |
| 0.6100 | 0.7200 | 8 | 2,506 | 45.4% | 0.11 | 0.0128 | -0.022 | 100 | 21.85 | 23.20 | 165 | 36.6% | -0.92 | 0.0145 | -0.022 | |
| 0.2700 | 0.7000 | 1 | 693 | 48.1% | 0.07 | 0.0090 | -0.015 | 105 | 26.45 | 28.20 | 12 | -0.96 | 0.0107 | -0.015 | ||
| 0.2000 | 0.3900 | 2 | 544 | 48.5% | 0.04 | 0.0061 | -0.010 | 110 | 31.55 | 33.40 | -0.99 | 0.0059 | -0.009 | |||
| 0 | 0.5700 | 988 | 53.1% | 0.02 | 0.0040 | -0.007 | 115 | 36.30 | 38.85 | 56.1% | -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 — Dec 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.