ARM cadena de opciones Arm Holdings plc American Depositary Shares
Cboe delayed options data · a fecha de 15:33 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 ±59.1% (96.90–377.10) · ATM IV 67.4% · P/C interés abierto 1.94
| 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 | |
| 133.00 | 136.50 | 49 | 67.2% | 0.91 | 0.0009 | -0.016 | 120 | 10.25 | 12.00 | 732 | 68.3% | -0.09 | 0.0009 | -0.031 | ||
| 129.50 | 133.20 | 31 | 66.9% | 0.90 | 0.0010 | -0.019 | 125 | 11.60 | 13.00 | 8,527 | 67.8% | -0.10 | 0.0010 | -0.033 | ||
| 126.00 | 130.00 | 95 | 67.0% | 0.90 | 0.0010 | -0.021 | 130 | 12.90 | 15.10 | 85 | 68.2% | -0.11 | 0.0010 | -0.035 | ||
| 123.00 | 126.85 | 173 | 66.9% | 0.89 | 0.0011 | -0.024 | 135 | 14.35 | 16.15 | 346 | 67.6% | -0.12 | 0.0011 | -0.037 | ||
| 120.75 | 123.50 | 401 | 67.8% | 0.88 | 0.0011 | -0.026 | 140 | 15.90 | 18.35 | 585 | 68.0% | -0.13 | 0.0012 | -0.039 | ||
| 116.50 | 120.50 | 20 | 66.7% | 0.87 | 0.0012 | -0.029 | 145 | 17.55 | 20.00 | 85 | 67.8% | -0.14 | 0.0012 | -0.042 | ||
| 113.50 | 117.35 | 278 | 66.5% | 0.86 | 0.0012 | -0.031 | 150 | 18.50 | 21.55 | 170 | 66.9% | -0.15 | 0.0013 | -0.043 | ||
| 110.50 | 114.50 | 41 | 66.5% | 0.85 | 0.0013 | -0.033 | 155 | 21.10 | 23.55 | 24 | 67.5% | -0.16 | 0.0014 | -0.045 | ||
| 108.00 | 112.00 | 39 | 66.9% | 0.84 | 0.0014 | -0.035 | 160 | 22.30 | 25.00 | 90 | 66.6% | -0.17 | 0.0014 | -0.047 | ||
| 105.00 | 109.00 | 193 | 66.5% | 0.83 | 0.0014 | -0.038 | 165 | 24.55 | 28.00 | 25 | 67.5% | -0.18 | 0.0015 | -0.049 | ||
| 102.50 | 106.50 | 48 | 66.7% | 0.82 | 0.0015 | -0.040 | 170 | 27.00 | 29.70 | 114 | 67.3% | -0.19 | 0.0016 | -0.051 | ||
| 100.00 | 103.80 | 96 | 66.7% | 0.81 | 0.0015 | -0.042 | 175 | 29.15 | 32.35 | 17 | 67.6% | -0.20 | 0.0016 | -0.052 | ||
| 97.50 | 101.05 | 147 | 66.6% | 0.80 | 0.0016 | -0.044 | 180 | 31.10 | 33.35 | 1 | 786 | 66.5% | -0.21 | 0.0017 | -0.054 | |
| 95.00 | 99.00 | 86 | 66.8% | 0.79 | 0.0016 | -0.046 | 185 | 33.10 | 37.00 | 66 | 67.2% | -0.22 | 0.0017 | -0.056 | ||
| 92.75 | 96.50 | 84 | 66.8% | 0.78 | 0.0017 | -0.047 | 190 | 35.60 | 39.20 | 19 | 67.1% | -0.23 | 0.0018 | -0.057 | ||
| 90.50 | 94.50 | 39 | 67.0% | 0.77 | 0.0017 | -0.049 | 195 | 38.10 | 42.00 | 154 | 67.3% | -0.24 | 0.0018 | -0.059 | ||
| 88.00 | 91.85 | 328 | 66.6% | 0.76 | 0.0017 | -0.051 | 200 | 41.25 | 44.50 | 65 | 67.6% | -0.26 | 0.0018 | -0.060 | ||
| 84.00 | 87.85 | 311 | 67.0% | 0.74 | 0.0018 | -0.054 | 210 | 46.50 | 50.00 | 39 | 67.7% | -0.28 | 0.0019 | -0.062 | ||
| 80.00 | 83.70 | 287 | 67.0% | 0.71 | 0.0019 | -0.057 | 220 | 52.05 | 55.50 | 38 | 67.7% | -0.30 | 0.0020 | -0.065 | ||
| 76.00 | 79.70 | 196 | 66.8% | 0.69 | 0.0019 | -0.059 | 230 | 58.00 | 61.50 | 30 | 67.8% | -0.32 | 0.0021 | -0.067 | ||
| 72.50 | 76.40 | 1 | 225 | 67.0% | 0.68 | 0.0020 | -0.061 | 240 | 63.95 | 67.35 | 1 | 26 | 67.7% | -0.34 | 0.0022 | -0.068 |
| 69.00 | 72.65 | 127 | 66.9% | 0.66 | 0.0020 | -0.064 | 250 | 70.25 | 73.50 | 167 | 67.7% | -0.36 | 0.0022 | -0.070 | ||
| 66.00 | 69.70 | 106 | 67.1% | 0.64 | 0.0021 | -0.065 | 260 | 76.45 | 80.00 | 72 | 67.6% | -0.38 | 0.0023 | -0.071 | ||
| 63.20 | 67.00 | 46 | 67.5% | 0.62 | 0.0021 | -0.067 | 270 | 83.10 | 87.00 | 6 | 67.8% | -0.40 | 0.0023 | -0.072 | ||
| 60.00 | 64.10 | 90 | 67.3% | 0.60 | 0.0021 | -0.068 | 280 | 89.80 | 93.20 | 67 | 67.5% | -0.42 | 0.0024 | -0.073 | ||
| 57.50 | 61.20 | 143 | 67.4% | 0.58 | 0.0021 | -0.069 | 290 | 97.00 | 100.50 | 6 | 67.8% | -0.44 | 0.0024 | -0.074 | ||
| 55.00 | 58.75 | 111 | 67.5% | 0.57 | 0.0022 | -0.070 | 300 | 103.95 | 108.00 | 72 | 67.9% | -0.46 | 0.0024 | -0.074 | ||
| 52.50 | 56.20 | 42 | 67.5% | 0.55 | 0.0022 | -0.071 | 310 | 111.65 | 115.50 | 66 | 68.2% | -0.48 | 0.0024 | -0.074 | ||
| 50.50 | 54.00 | 20 | 67.7% | 0.53 | 0.0022 | -0.072 | 320 | 119.20 | 123.00 | 9 | 68.3% | -0.50 | 0.0025 | -0.075 | ||
| 49.05 | 52.45 | 91 | 68.4% | 0.52 | 0.0022 | -0.072 | 330 | 126.40 | 130.50 | 7 | 68.1% | -0.52 | 0.0025 | -0.075 | ||
| 46.00 | 50.40 | 28 | 68.0% | 0.50 | 0.0022 | -0.073 | 340 | 134.20 | 138.50 | 25 | 68.3% | -0.53 | 0.0025 | -0.075 | ||
| 45.10 | 48.45 | 2 | 118 | 68.6% | 0.49 | 0.0022 | -0.073 | 350 | 142.80 | 146.00 | 18 | 68.6% | -0.55 | 0.0025 | -0.075 | |
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 — Dec 17, 2027
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