AI cadena de opciones C3.ai, Inc.
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 ±15.2% (9.54–12.96) · ATM IV 63.8% · P/C interés abierto 0.25
| 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 | |
| 4.85 | 6.65 | 210.8% | 0.97 | 0.0160 | -0.004 | 6 | 0 | 0.7500 | 206.9% | -0.03 | 0.0160 | -0.004 | ||||
| 4.35 | 6.10 | 185.4% | 0.96 | 0.0203 | -0.004 | 6.5 | 0 | 0.7500 | 186.4% | -0.04 | 0.0203 | -0.005 | ||||
| 3.85 | 5.65 | 170.0% | 0.96 | 0.0258 | -0.004 | 7 | 0 | 0.7500 | 167.4% | -0.04 | 0.0258 | -0.005 | ||||
| 3.55 | 5.15 | 7 | 165.8% | 0.95 | 0.0330 | -0.004 | 7.5 | 0 | 0.1400 | 53 | 92.5% | -0.05 | 0.0331 | -0.005 | ||
| 3.25 | 4.05 | 120.5% | 0.94 | 0.0429 | -0.005 | 8 | 0 | 0.0900 | 73.2% | -0.06 | 0.0431 | -0.005 | ||||
| 2.76 | 3.60 | 109.2% | 0.93 | 0.0571 | -0.005 | 8.5 | 0.0200 | 0.1200 | 69.2% | -0.08 | 0.0573 | -0.005 | ||||
| 2.32 | 2.90 | 85.4% | 0.90 | 0.0780 | -0.006 | 9 | 0.0300 | 0.2800 | 72.4% | -0.10 | 0.0784 | -0.006 | ||||
| 1.89 | 2.53 | 82.8% | 0.86 | 0.1080 | -0.007 | 9.5 | 0.0600 | 0.2200 | 1 | 58.7% | -0.14 | 0.1085 | -0.007 | |||
| 1.49 | 1.73 | 8 | 6,081 | 58.0% | 0.80 | 0.1448 | -0.008 | 10 | 0.1900 | 0.2500 | 36 | 599 | 55.9% | -0.20 | 0.1458 | -0.009 |
| 1.09 | 1.36 | 5 | 54.7% | 0.71 | 0.1804 | -0.010 | 10.5 | 0.2100 | 0.4300 | 5 | 51.8% | -0.29 | 0.1818 | -0.010 | ||
| 0.8600 | 1.22 | 3 | 63.7% | 0.61 | 0.2054 | -0.011 | 11 | 0.5100 | 0.8300 | 30 | 63.9% | -0.39 | 0.2073 | -0.011 | ||
| 0.4700 | 0.8000 | 21 | 51.6% | 0.51 | 0.2143 | -0.011 | 11.5 | 0.5400 | 1.11 | 1 | 56.3% | -0.50 | 0.2169 | -0.012 | ||
| 0.3200 | 0.5500 | 17 | 51.0% | 0.41 | 0.2074 | -0.011 | 12 | 0.8700 | 1.41 | 57.1% | -0.60 | 0.2105 | -0.011 | |||
| 0.3200 | 0.4200 | 188 | 2,967 | 57.7% | 0.32 | 0.1888 | -0.010 | 12.5 | 1.35 | 1.56 | 1,789 | 54.0% | -0.69 | 0.1926 | -0.010 | |
| 0.1900 | 0.3200 | 55 | 57.5% | 0.24 | 0.1635 | -0.009 | 13 | 1.73 | 1.95 | 53.0% | -0.77 | 0.1681 | -0.009 | |||
| 0.1500 | 0.2100 | 58.2% | 0.18 | 0.1358 | -0.008 | 13.5 | 2.10 | 2.65 | 65.3% | -0.83 | 0.1409 | -0.008 | ||||
| 0.0500 | 0.1600 | 83 | 56.0% | 0.14 | 0.1101 | -0.007 | 14 | 2.54 | 3.35 | 80.7% | -0.88 | 0.1156 | -0.007 | |||
| 0.0400 | 0.1500 | 60.9% | 0.11 | 0.0893 | -0.006 | 14.5 | 3.00 | 4.00 | 94.0% | -0.91 | 0.0950 | -0.006 | ||||
| 0.0500 | 0.1000 | 9 | 662 | 63.2% | 0.09 | 0.0733 | -0.005 | 15 | 3.45 | 4.10 | 6 | 74.5% | -0.93 | 0.0789 | -0.005 | |
| 0.0200 | 0.1100 | 1 | 66.6% | 0.07 | 0.0612 | -0.005 | 15.5 | 3.95 | 4.75 | 91.2% | -0.94 | 0.0667 | -0.005 | |||
| 0.0100 | 0.2600 | 8 | 84.8% | 0.06 | 0.0519 | -0.004 | 16 | 4.45 | 5.25 | 97.4% | -0.95 | 0.0572 | -0.004 | |||
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.