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 ±19.5% (66.39–98.64) · ATM IV 45.3% · P/C open interest 0.29
| 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 | |
| 39.60 | 42.45 | 69 | 64.6% | 0.99 | 0.0012 | 0.000 | 42.5 | 0.0300 | 1.60 | 185 | 85.2% | -0.01 | 0.0012 | -0.004 | ||
| 37.00 | 40.05 | 83 | 57.9% | 0.99 | 0.0016 | 0.000 | 45 | 0 | 2.19 | 1,741 | 84.9% | -0.02 | 0.0016 | -0.005 | ||
| 34.65 | 37.60 | 328 | 56.6% | 0.98 | 0.0021 | 0.000 | 47.5 | 0.1500 | 0.4900 | 317 | 60.1% | -0.02 | 0.0021 | -0.006 | ||
| 32.50 | 35.10 | 158 | 57.0% | 0.97 | 0.0028 | 0.000 | 50 | 0.1300 | 0.3500 | 503 | 52.5% | -0.03 | 0.0028 | -0.008 | ||
| 30.35 | 32.70 | 112 | 57.2% | 0.96 | 0.0036 | -0.001 | 52.5 | 0.1900 | 0.4700 | 438 | 51.1% | -0.04 | 0.0036 | -0.009 | ||
| 27.75 | 30.40 | 168 | 52.8% | 0.95 | 0.0045 | -0.003 | 55 | 0.3200 | 0.7100 | 2,152 | 51.4% | -0.05 | 0.0046 | -0.011 | ||
| 25.75 | 27.50 | 72 | 48.5% | 0.94 | 0.0057 | -0.006 | 57.5 | 0.5000 | 0.7600 | 384 | 49.1% | -0.07 | 0.0058 | -0.014 | ||
| 23.55 | 25.95 | 3 | 803 | 53.1% | 0.92 | 0.0070 | -0.009 | 60 | 0.7400 | 1.20 | 3,042 | 50.0% | -0.09 | 0.0071 | -0.016 | |
| 21.35 | 23.80 | 225 | 51.6% | 0.89 | 0.0085 | -0.013 | 62.5 | 1.05 | 1.52 | 331 | 49.2% | -0.11 | 0.0086 | -0.019 | ||
| 19.00 | 21.70 | 1,039 | 49.1% | 0.87 | 0.0101 | -0.017 | 65 | 1.44 | 1.90 | 699 | 48.5% | -0.14 | 0.0102 | -0.022 | ||
| 17.40 | 19.75 | 8,030 | 50.4% | 0.84 | 0.0117 | -0.020 | 67.5 | 1.93 | 2.23 | 2,244 | 47.2% | -0.17 | 0.0119 | -0.025 | ||
| 15.50 | 16.65 | 4 | 21.6K | 44.7% | 0.80 | 0.0134 | -0.023 | 70 | 2.68 | 2.85 | 1 | 2,326 | 47.5% | -0.21 | 0.0136 | -0.028 |
| 13.95 | 16.15 | 1,047 | 49.9% | 0.76 | 0.0149 | -0.027 | 72.5 | 3.35 | 3.60 | 1 | 629 | 47.1% | -0.25 | 0.0152 | -0.030 | |
| 12.25 | 13.30 | 5 | 2,452 | 45.2% | 0.72 | 0.0164 | -0.029 | 75 | 4.25 | 4.50 | 3 | 1,172 | 47.2% | -0.29 | 0.0168 | -0.033 |
| 10.60 | 13.05 | 864 | 48.6% | 0.67 | 0.0176 | -0.032 | 77.5 | 5.00 | 5.40 | 363 | 46.1% | -0.34 | 0.0181 | -0.035 | ||
| 9.40 | 10.15 | 799 | 44.4% | 0.63 | 0.0186 | -0.034 | 80 | 6.10 | 6.65 | 317 | 46.4% | -0.38 | 0.0191 | -0.036 | ||
| 8.20 | 8.90 | 1,009 | 44.5% | 0.58 | 0.0193 | -0.035 | 82.5 | 7.30 | 7.85 | 194 | 46.1% | -0.43 | 0.0199 | -0.037 | ||
| 7.35 | 7.70 | 53 | 1,308 | 45.1% | 0.53 | 0.0196 | -0.036 | 85 | 8.70 | 9.40 | 223 | 46.6% | -0.48 | 0.0204 | -0.037 | |
| 6.35 | 6.75 | 2 | 527 | 45.2% | 0.48 | 0.0197 | -0.036 | 87.5 | 10.15 | 10.90 | 84 | 46.5% | -0.53 | 0.0206 | -0.037 | |
| 5.50 | 5.80 | 2 | 2,630 | 45.3% | 0.44 | 0.0195 | -0.036 | 90 | 11.75 | 12.55 | 1,083 | 46.6% | -0.58 | 0.0205 | -0.036 | |
| 4.65 | 4.95 | 465 | 44.9% | 0.39 | 0.0190 | -0.035 | 92.5 | 13.45 | 14.30 | 253 | 46.7% | -0.63 | 0.0201 | -0.035 | ||
| 4.00 | 4.20 | 1 | 22.2K | 44.8% | 0.35 | 0.0184 | -0.034 | 95 | 15.25 | 16.05 | 192 | 46.5% | -0.67 | 0.0196 | -0.033 | |
| 3.40 | 3.60 | 386 | 44.8% | 0.31 | 0.0175 | -0.033 | 97.5 | 15.95 | 18.00 | 203 | 42.6% | -0.71 | 0.0188 | -0.031 | ||
| 2.91 | 3.10 | 14 | 2,356 | 45.1% | 0.28 | 0.0166 | -0.031 | 100 | 19.00 | 20.10 | 165 | 46.7% | -0.75 | 0.0180 | -0.029 | |
| 2.05 | 2.25 | 14 | 533 | 45.0% | 0.22 | 0.0144 | -0.027 | 105 | 22.10 | 24.35 | 12 | 42.0% | -0.82 | 0.0161 | -0.025 | |
| 1.35 | 1.80 | 504 | 45.5% | 0.17 | 0.0122 | -0.023 | 110 | 26.50 | 29.20 | 24 | 43.0% | -0.87 | 0.0141 | -0.020 | ||
| 1.08 | 1.41 | 1,011 | 47.0% | 0.13 | 0.0102 | -0.020 | 115 | 31.05 | 33.75 | 1 | -0.92 | 0.0119 | -0.015 | |||
| 0.7500 | 1.08 | 163 | 47.3% | 0.10 | 0.0083 | -0.016 | 120 | 35.90 | 38.65 | -0.96 | 0.0112 | -0.008 | ||||
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.