ARM cadena de opciones Arm Holdings plc American Depositary Shares
Cboe delayed options data · a fecha de 06:34 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 ±52.8% (107.77–348.52) · ATM IV 63.2% · P/C interés abierto 1.79
| 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 | |
| 126.00 | 131.00 | 152 | 67.5% | 0.92 | 0.0009 | -0.011 | 115 | 7.00 | 8.30 | 176 | 64.2% | -0.08 | 0.0010 | -0.028 | ||
| 122.00 | 127.00 | 49 | 66.8% | 0.91 | 0.0010 | -0.014 | 120 | 8.05 | 9.40 | 875 | 64.0% | -0.09 | 0.0010 | -0.030 | ||
| 118.50 | 123.50 | 32 | 66.0% | 0.91 | 0.0011 | -0.017 | 125 | 8.80 | 10.75 | 2 | 8,755 | 63.5% | -0.10 | 0.0011 | -0.032 | |
| 115.05 | 120.00 | 96 | 65.2% | 0.90 | 0.0012 | -0.020 | 130 | 10.50 | 13.05 | 1 | 86 | 63.6% | -0.11 | 0.0012 | -0.034 | |
| 112.50 | 116.50 | 174 | 66.2% | 0.89 | 0.0012 | -0.022 | 135 | 10.00 | 15.00 | 338 | 63.4% | -0.12 | 0.0013 | -0.036 | ||
| 108.50 | 113.50 | 7 | 401 | 65.8% | 0.87 | 0.0013 | -0.025 | 140 | 13.25 | 15.15 | 590 | 63.8% | -0.13 | 0.0014 | -0.039 | |
| 105.50 | 110.00 | 21 | 64.8% | 0.86 | 0.0014 | -0.027 | 145 | 13.75 | 18.00 | 89 | 63.9% | -0.14 | 0.0015 | -0.041 | ||
| 102.95 | 107.00 | 282 | 65.2% | 0.85 | 0.0015 | -0.030 | 150 | 15.00 | 19.50 | 2 | 182 | 63.3% | -0.15 | 0.0015 | -0.043 | |
| 99.50 | 104.00 | 40 | 64.7% | 0.84 | 0.0016 | -0.032 | 155 | 17.10 | 20.65 | 31 | 63.0% | -0.17 | 0.0016 | -0.045 | ||
| 96.15 | 101.00 | 48 | 64.2% | 0.83 | 0.0016 | -0.035 | 160 | 18.50 | 22.55 | 91 | 62.7% | -0.18 | 0.0017 | -0.047 | ||
| 94.05 | 98.00 | 1 | 193 | 65.1% | 0.82 | 0.0017 | -0.037 | 165 | 20.50 | 24.40 | 2 | 26 | 62.6% | -0.19 | 0.0018 | -0.049 |
| 91.25 | 95.50 | 49 | 64.6% | 0.81 | 0.0018 | -0.039 | 170 | 22.50 | 26.25 | 127 | 62.5% | -0.20 | 0.0019 | -0.050 | ||
| 88.00 | 93.00 | 96 | 64.8% | 0.80 | 0.0018 | -0.041 | 175 | 25.95 | 28.55 | 26 | 63.6% | -0.21 | 0.0019 | -0.052 | ||
| 85.15 | 90.00 | 146 | 64.4% | 0.78 | 0.0019 | -0.043 | 180 | 26.50 | 30.90 | 1 | 850 | 62.5% | -0.23 | 0.0020 | -0.054 | |
| 83.70 | 87.50 | 43 | 85 | 64.4% | 0.77 | 0.0020 | -0.045 | 185 | 29.85 | 32.15 | 68 | 62.5% | -0.24 | 0.0021 | -0.055 | |
| 80.80 | 85.00 | 82 | 64.0% | 0.76 | 0.0020 | -0.047 | 190 | 31.00 | 35.50 | 21 | 62.4% | -0.25 | 0.0021 | -0.057 | ||
| 78.50 | 83.00 | 39 | 64.2% | 0.75 | 0.0021 | -0.049 | 195 | 33.50 | 38.25 | 158 | 61.8% | -0.26 | 0.0022 | -0.058 | ||
| 75.75 | 80.50 | 312 | 63.8% | 0.74 | 0.0021 | -0.051 | 200 | 36.55 | 40.00 | 198 | 62.5% | -0.28 | 0.0022 | -0.060 | ||
| 72.15 | 76.00 | 301 | 64.1% | 0.71 | 0.0022 | -0.054 | 210 | 41.55 | 45.05 | 44 | 62.3% | -0.30 | 0.0024 | -0.062 | ||
| 67.75 | 72.00 | 271 | 64.0% | 0.69 | 0.0023 | -0.057 | 220 | 47.00 | 50.55 | 6 | 63 | 62.2% | -0.33 | 0.0025 | -0.064 | |
| 63.75 | 68.00 | 2 | 185 | 64.3% | 0.67 | 0.0023 | -0.059 | 230 | 52.50 | 56.50 | 72 | 62.1% | -0.35 | 0.0026 | -0.066 | |
| 59.80 | 64.50 | 3 | 229 | 64.2% | 0.64 | 0.0024 | -0.061 | 240 | 58.50 | 62.50 | 1 | 421 | 62.1% | -0.38 | 0.0026 | -0.068 |
| 56.60 | 61.00 | 6 | 124 | 64.2% | 0.62 | 0.0024 | -0.063 | 250 | 65.00 | 69.75 | 295 | 62.1% | -0.40 | 0.0027 | -0.069 | |
| 53.30 | 58.00 | 96 | 64.3% | 0.60 | 0.0025 | -0.065 | 260 | 71.65 | 76.35 | 72 | 62.1% | -0.43 | 0.0028 | -0.070 | ||
| 51.00 | 55.00 | 68 | 64.1% | 0.58 | 0.0025 | -0.066 | 270 | 78.50 | 83.00 | 116 | 62.3% | -0.45 | 0.0028 | -0.070 | ||
| 48.15 | 52.00 | 2 | 98 | 64.0% | 0.56 | 0.0025 | -0.067 | 280 | 85.50 | 89.00 | 122 | 62.1% | -0.47 | 0.0028 | -0.071 | |
| 45.00 | 49.50 | 143 | 63.8% | 0.54 | 0.0025 | -0.068 | 290 | 92.50 | 97.35 | 49 | 62.2% | -0.50 | 0.0029 | -0.071 | ||
| 43.50 | 47.00 | 3 | 128 | 64.3% | 0.52 | 0.0026 | -0.068 | 300 | 100.00 | 104.00 | 5 | 64 | 62.7% | -0.52 | 0.0029 | -0.071 |
| 41.30 | 44.50 | 2 | 44 | 64.3% | 0.50 | 0.0026 | -0.069 | 310 | 107.50 | 111.00 | 81 | 62.5% | -0.54 | 0.0029 | -0.071 | |
| 38.85 | 42.50 | 135 | 64.3% | 0.48 | 0.0025 | -0.069 | 320 | 115.00 | 119.40 | 65 | 62.8% | -0.56 | 0.0030 | -0.071 | ||
| 36.50 | 40.50 | 94 | 64.2% | 0.46 | 0.0025 | -0.069 | 330 | 123.00 | 127.50 | 9 | 63.1% | -0.58 | 0.0030 | -0.070 | ||
| 35.15 | 38.50 | 2 | 68 | 64.5% | 0.45 | 0.0025 | -0.069 | 340 | 131.00 | 135.20 | 188 | 63.0% | -0.60 | 0.0030 | -0.070 | |
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