ABNB cadena de opciones Airbnb, Inc.
Cboe delayed options data · a fecha de 21:49 UTC
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±10.1% (159.06–194.81) · ATM IV 43.3% · P/C interés abierto 0.62
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 85.15 | 89.10 | 5 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.13 | 11 | 141.7% | -0.00 | 0.0001 | -0.003 | |||
| 80.20 | 84.20 | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.13 | 131.9% | -0.00 | 0.0001 | -0.003 | |||||
| 75.35 | 79.20 | 3 | 1.00 | 0.0002 | 0.000 | 100 | 0 | 1.57 | 6 | 115.3% | -0.00 | 0.0002 | -0.004 | |||
| 70.25 | 74.25 | 1.00 | 0.0003 | 0.000 | 105 | 0 | 1.75 | 3 | 109.1% | -0.00 | 0.0003 | -0.005 | ||||
| 65.35 | 69.15 | 1 | 1.00 | 0.0004 | 0.000 | 110 | 0 | 0.1400 | 17 | 68.1% | -0.00 | 0.0004 | -0.006 | |||
| 60.30 | 64.20 | 0.99 | 0.0005 | -0.000 | 115 | 0 | 0.6100 | 31 | 76.5% | -0.01 | 0.0005 | -0.008 | ||||
| 55.35 | 59.20 | 1 | 0.99 | 0.0008 | -0.004 | 120 | 0 | 0.4400 | 120 | 66.4% | -0.01 | 0.0008 | -0.011 | |||
| 50.55 | 54.10 | 18 | 0.99 | 0.0011 | -0.008 | 125 | 0.0700 | 0.1700 | 37 | 79 | 55.2% | -0.01 | 0.0011 | -0.014 | ||
| 45.50 | 49.25 | 9 | 0.98 | 0.0017 | -0.014 | 130 | 0.1300 | 0.2400 | 42 | 292 | 53.0% | -0.02 | 0.0017 | -0.020 | ||
| 40.65 | 44.55 | 17 | 46.4% | 0.97 | 0.0025 | -0.022 | 135 | 0.0200 | 0.6300 | 3 | 374 | 52.0% | -0.03 | 0.0025 | -0.027 | |
| 35.85 | 39.80 | 29 | 47.2% | 0.96 | 0.0036 | -0.033 | 140 | 0.4500 | 0.7300 | 5 | 268 | 52.0% | -0.04 | 0.0036 | -0.038 | |
| 31.20 | 35.05 | 24 | 46.6% | 0.93 | 0.0052 | -0.047 | 145 | 0.5800 | 1.23 | 6 | 630 | 50.5% | -0.07 | 0.0052 | -0.052 | |
| 26.65 | 30.50 | 10 | 105 | 46.0% | 0.90 | 0.0071 | -0.065 | 150 | 0.8700 | 1.40 | 7 | 797 | 46.6% | -0.10 | 0.0072 | -0.068 |
| 24.45 | 28.40 | 1 | 46.1% | 0.88 | 0.0082 | -0.074 | 152.5 | 1.35 | 1.84 | 14 | 1 | 47.8% | -0.12 | 0.0083 | -0.078 | |
| 22.40 | 25.90 | 9 | 146 | 44.5% | 0.86 | 0.0094 | -0.084 | 155 | 1.68 | 2.10 | 8 | 207 | 46.8% | -0.14 | 0.0094 | -0.087 |
| 20.25 | 24.25 | 1 | 45.7% | 0.83 | 0.0106 | -0.093 | 157.5 | 1.22 | 3.35 | 6 | 46.1% | -0.17 | 0.0106 | -0.097 | ||
| 19.70 | 21.05 | 2 | 287 | 46.2% | 0.80 | 0.0118 | -0.103 | 160 | 1.16 | 3.05 | 81 | 664 | 40.8% | -0.20 | 0.0119 | -0.106 |
| 16.70 | 19.90 | 1 | 44.7% | 0.77 | 0.0130 | -0.112 | 162.5 | 1.46 | 4.35 | 2 | 5 | 42.4% | -0.23 | 0.0131 | -0.115 | |
| 15.00 | 17.25 | 14 | 477 | 42.3% | 0.73 | 0.0141 | -0.120 | 165 | 3.75 | 4.65 | 11 | 295 | 46.0% | -0.27 | 0.0142 | -0.123 |
| 13.00 | 16.75 | 44.8% | 0.70 | 0.0152 | -0.128 | 167.5 | 2.88 | 5.10 | 40.1% | -0.31 | 0.0153 | -0.130 | ||||
| 12.75 | 13.85 | 18 | 785 | 44.7% | 0.66 | 0.0161 | -0.134 | 170 | 4.05 | 5.75 | 39 | 232 | 40.2% | -0.35 | 0.0162 | -0.136 |
| 11.15 | 12.70 | 4 | 11 | 45.1% | 0.61 | 0.0168 | -0.139 | 172.5 | 5.40 | 7.50 | 1 | 1 | 43.0% | -0.39 | 0.0170 | -0.141 |
| 9.85 | 10.40 | 19 | 724 | 42.9% | 0.57 | 0.0174 | -0.142 | 175 | 5.80 | 7.85 | 12 | 207 | 39.2% | -0.43 | 0.0176 | -0.144 |
| 8.15 | 9.65 | 9 | 37 | 43.0% | 0.53 | 0.0177 | -0.143 | 177.5 | 7.20 | 10.75 | 18 | 1 | 43.6% | -0.48 | 0.0180 | -0.145 |
| 7.05 | 8.45 | 7 | 721 | 42.9% | 0.48 | 0.0178 | -0.143 | 180 | 8.75 | 11.65 | 2 | 375 | 42.9% | -0.52 | 0.0181 | -0.144 |
| 4.90 | 7.75 | 3 | 10 | 40.9% | 0.44 | 0.0177 | -0.141 | 182.5 | 11.40 | 12.70 | 44.8% | -0.57 | 0.0180 | -0.142 | ||
| 5.00 | 6.85 | 12 | 524 | 43.5% | 0.40 | 0.0174 | -0.137 | 185 | 11.50 | 15.30 | 159 | 43.6% | -0.61 | 0.0177 | -0.138 | |
| 4.35 | 6.40 | 10 | 11 | 44.9% | 0.36 | 0.0169 | -0.132 | 187.5 | 13.25 | 16.85 | 43.5% | -0.65 | 0.0172 | -0.133 | ||
| 3.75 | 4.40 | 11 | 1,751 | 41.9% | 0.32 | 0.0162 | -0.125 | 190 | 14.85 | 18.75 | 149 | 43.3% | -0.69 | 0.0166 | -0.127 | |
| 1.71 | 5.30 | 42.2% | 0.28 | 0.0153 | -0.118 | 192.5 | 16.70 | 20.55 | 43.1% | -0.73 | 0.0157 | -0.119 | ||||
| 1.31 | 3.00 | 66 | 296 | 37.1% | 0.24 | 0.0144 | -0.110 | 195 | 18.60 | 22.55 | 38 | 43.1% | -0.76 | 0.0148 | -0.111 | |
| 0.9000 | 4.05 | 2 | 42.2% | 0.21 | 0.0133 | -0.101 | 197.5 | 20.65 | 24.60 | 43.3% | -0.80 | 0.0138 | -0.102 | |||
| 1.20 | 2.17 | 71 | 619 | 39.4% | 0.18 | 0.0122 | -0.092 | 200 | 22.70 | 26.70 | 5 | 43.1% | -0.83 | 0.0127 | -0.093 | |
| 1.02 | 1.69 | 119 | 101 | 41.7% | 0.13 | 0.0100 | -0.074 | 205 | 27.05 | 31.00 | 42.8% | -0.88 | 0.0105 | -0.075 | ||
| 0.5800 | 1.27 | 30 | 405 | 42.0% | 0.10 | 0.0079 | -0.059 | 210 | 31.60 | 35.60 | 42.8% | -0.92 | 0.0085 | -0.059 | ||
| 0.3000 | 1.02 | 15 | 42.8% | 0.07 | 0.0061 | -0.046 | 215 | 37.15 | 39.75 | 45.0% | -0.95 | 0.0068 | -0.047 | |||
| 0.1400 | 0.5800 | 2 | 232 | 41.4% | 0.05 | 0.0047 | -0.036 | 220 | 41.25 | 45.20 | 44.5% | -0.97 | 0.0057 | -0.038 | ||
| 0.1500 | 0.5500 | 44.6% | 0.04 | 0.0036 | -0.028 | 225 | 46.15 | 50.10 | 44.6% | -0.99 | 0.0038 | -0.028 | ||||
| 0.0300 | 0.2800 | 1 | 283 | 42.1% | 0.03 | 0.0027 | -0.022 | 230 | 51.20 | 55.10 | 49.1% | -1.00 | 0.0020 | -0.021 | ||
| 0 | 0.4800 | 237 | 51.0% | 0.02 | 0.0016 | -0.014 | 240 | 61.30 | 64.60 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 0.2200 | 5 | 167 | 50.8% | 0.01 | 0.0010 | -0.009 | 250 | 71.30 | 75.10 | 63.8% | -1.00 | 0.0000 | -0.021 | ||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.
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