AFRM cadena de opciones Affirm Holdings, Inc.

Vencimiento Cboe delayed options data · a fecha de 00:33 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 ±16.9% (60.38–84.92) · ATM IV 71.5% · P/C interés abierto 1.27

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
33.50	37.20				0.99	0.0010	-0.003	37.5	0	0.1000		62	97.1%	-0.01	0.0010	-0.007
31.70	34.20		87		0.99	0.0014	-0.004	40	0	0.4500		189	110.8%	-0.01	0.0014	-0.008
29.25	31.90		5	84.4%	0.99	0.0019	-0.006	42.5	0	0.5300		54	104.0%	-0.01	0.0019	-0.010
26.75	29.45		13	78.4%	0.98	0.0026	-0.009	45	0.0600	0.5800		676	98.0%	-0.02	0.0026	-0.013
23.65	27.60		3	72.3%	0.97	0.0036	-0.013	47.5	0	0.4500		62	82.8%	-0.03	0.0036	-0.016
21.30	24.60		36		0.96	0.0050	-0.018	50	0.1700	0.4700	14	252	79.7%	-0.04	0.0050	-0.021
19.90	22.65		28	86.6%	0.94	0.0069	-0.025	52.5	0.1700	0.6000	8	182	74.1%	-0.06	0.0069	-0.028
17.35	20.60	1	30	82.4%	0.92	0.0093	-0.035	55	0.4400	0.7000	1	3,745	72.2%	-0.08	0.0093	-0.037
14.45	18.45		33	71.8%	0.89	0.0121	-0.045	57.5	0.7200	1.32		588	75.1%	-0.11	0.0121	-0.048
12.50	16.40	11	258	72.7%	0.85	0.0150	-0.057	60	1.32	1.47	480	1,420	73.1%	-0.16	0.0151	-0.059
10.80	13.95		49	69.7%	0.80	0.0179	-0.068	62.5	1.71	2.19	51	907	72.4%	-0.20	0.0180	-0.069
10.00	13.10			73.6%	0.77	0.0196	-0.073	64	2.26	2.60	1		73.1%	-0.23	0.0197	-0.075
9.20	12.40		256	72.6%	0.74	0.0206	-0.077	65	2.56	2.95	14	1,388	73.2%	-0.26	0.0208	-0.078
8.60	11.20			69.2%	0.72	0.0216	-0.080	66	2.75	3.45	1		73.2%	-0.28	0.0218	-0.082
8.15	10.25			68.3%	0.70	0.0226	-0.083	67	2.85	3.70			70.6%	-0.30	0.0227	-0.084
8.15	10.75	10	196	75.6%	0.69	0.0230	-0.084	67.5	3.05	4.40	2	508	74.0%	-0.32	0.0232	-0.086
7.30	10.20			70.5%	0.67	0.0234	-0.086	68	2.75	4.70			71.4%	-0.33	0.0236	-0.087
7.35	9.85			75.8%	0.65	0.0242	-0.088	69	3.55	5.20			74.2%	-0.35	0.0244	-0.089
6.70	8.35	5	1,299	69.3%	0.62	0.0249	-0.090	70	4.15	4.85	28	1,515	70.3%	-0.38	0.0250	-0.091
5.85	7.95			68.2%	0.60	0.0254	-0.091	71	4.50	5.65			71.5%	-0.40	0.0256	-0.092
5.20	8.20			71.7%	0.57	0.0259	-0.092	72	5.05	5.95	39		70.6%	-0.43	0.0261	-0.093
5.30	7.80	1	581	72.8%	0.56	0.0261	-0.093	72.5	5.35	6.10	53	567	70.2%	-0.44	0.0263	-0.094
5.00	7.15	5		69.9%	0.55	0.0262	-0.093	73	4.65	6.55	250		65.6%	-0.46	0.0264	-0.094
4.60	6.00	43		66.1%	0.52	0.0264	-0.093	74	5.65	7.05	23		68.0%	-0.48	0.0267	-0.094
4.60	5.50	418	1,709	68.1%	0.49	0.0265	-0.093	75	6.75	7.70	45	1,187	71.4%	-0.51	0.0268	-0.094
4.20	5.90	45		72.7%	0.47	0.0265	-0.093	76	6.90	8.20	30		68.2%	-0.54	0.0268	-0.093
3.85	5.00	19		69.8%	0.44	0.0264	-0.092	77	7.05	9.70	4		70.5%	-0.56	0.0266	-0.092
3.40	4.75	53	1,695	67.8%	0.43	0.0262	-0.091	77.5	8.25	9.20		936	70.9%	-0.57	0.0266	-0.092
2.96	4.80			67.5%	0.42	0.0261	-0.091	78	7.70	10.25			69.9%	-0.59	0.0264	-0.091
2.53	4.75	21		68.5%	0.39	0.0258	-0.089	79	7.90	10.60			65.1%	-0.61	0.0261	-0.090
2.94	3.45	70	2,079	66.7%	0.37	0.0253	-0.087	80	9.65	11.90	8	975	75.2%	-0.64	0.0257	-0.088
1.76	4.25	7		67.9%	0.35	0.0248	-0.085	81	10.35	11.85			70.4%	-0.66	0.0252	-0.086
2.22	3.30	9		68.1%	0.32	0.0242	-0.083	82	10.00	13.10			66.7%	-0.68	0.0246	-0.083
2.46	2.95	79	362	69.0%	0.31	0.0239	-0.082	82.5	10.90	13.60		104	71.0%	-0.69	0.0243	-0.082
1.73	3.30			68.0%	0.30	0.0235	-0.080	83	11.30	13.85			70.2%	-0.70	0.0239	-0.081
2.01	2.50	6		67.5%	0.28	0.0228	-0.078	84	12.05	14.50			69.2%	-0.72	0.0232	-0.078
1.51	2.47	30	1,436	66.7%	0.26	0.0220	-0.075	85	12.35	15.40		139	66.4%	-0.74	0.0225	-0.075
1.03	2.25	7		64.2%	0.24	0.0212	-0.072	86	13.70	16.20			70.3%	-0.76	0.0217	-0.072
0.8900	2.65			68.8%	0.23	0.0203	-0.069	87	14.00	17.00			66.0%	-0.78	0.0208	-0.069
0.9900	1.99	9	611	65.6%	0.22	0.0199	-0.067	87.5	14.40	17.35		34	65.2%	-0.79	0.0204	-0.067
1.29	1.93	6		68.8%	0.21	0.0195	-0.066	88	14.80	17.85			65.6%	-0.80	0.0200	-0.066
1.18	1.39	19	1,181	68.1%	0.18	0.0177	-0.060	90	16.30	19.45		37	61.8%	-0.83	0.0183	-0.060
0.9000	1.12	16	232	68.4%	0.15	0.0155	-0.052	92.5	18.45	21.65		38	59.1%	-0.86	0.0161	-0.052
0.6600	0.8900	62	720	68.3%	0.12	0.0134	-0.045	95	20.70	23.75		6	48.7%	-0.89	0.0141	-0.045
0.4000	0.7000	14	816	71.4%	0.08	0.0098	-0.034	100	25.45	29.30		44	66.3%	-0.93	0.0105	-0.033
0.2200	0.5900		562	74.5%	0.05	0.0070	-0.025	105	30.35	34.30			71.6%	-0.96	0.0077	-0.024

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.

callsputs

AFRM cadena de opciones Affirm Holdings, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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