ARM cadena de opciones Arm Holdings plc American Depositary Shares
Cboe delayed options data · a fecha de 09:34 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 ±54.9% (102.92–353.37) · ATM IV 63.1% · P/C interés abierto 1.12
| 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 | |
| 127.00 | 132.00 | 2 | 514 | 65.6% | 0.92 | 0.0009 | -0.012 | 115 | 7.00 | 9.80 | 426 | 64.0% | -0.08 | 0.0009 | -0.027 | |
| 124.00 | 128.50 | 1 | 189 | 66.1% | 0.91 | 0.0010 | -0.015 | 120 | 7.95 | 11.15 | 925 | 63.8% | -0.09 | 0.0010 | -0.029 | |
| 121.00 | 125.00 | 119 | 66.2% | 0.90 | 0.0011 | -0.017 | 125 | 9.05 | 12.35 | 96 | 63.4% | -0.10 | 0.0011 | -0.031 | ||
| 117.00 | 121.50 | 90 | 66.2% | 0.89 | 0.0011 | -0.020 | 130 | 9.50 | 14.50 | 194 | 63.3% | -0.11 | 0.0012 | -0.033 | ||
| 114.25 | 118.50 | 59 | 65.8% | 0.88 | 0.0012 | -0.022 | 135 | 12.50 | 15.05 | 1 | 124 | 63.8% | -0.12 | 0.0013 | -0.035 | |
| 110.50 | 115.00 | 2 | 99 | 64.8% | 0.87 | 0.0013 | -0.024 | 140 | 12.65 | 16.70 | 227 | 62.5% | -0.13 | 0.0014 | -0.037 | |
| 107.75 | 112.00 | 80 | 65.1% | 0.86 | 0.0014 | -0.027 | 145 | 15.85 | 18.00 | 2 | 584 | 63.6% | -0.14 | 0.0014 | -0.039 | |
| 104.85 | 109.00 | 2 | 254 | 65.1% | 0.85 | 0.0014 | -0.029 | 150 | 16.70 | 19.15 | 1,740 | 62.3% | -0.16 | 0.0015 | -0.041 | |
| 101.55 | 106.00 | 165 | 64.6% | 0.84 | 0.0015 | -0.031 | 155 | 18.05 | 22.05 | 17 | 23 | 62.8% | -0.17 | 0.0016 | -0.043 | |
| 98.50 | 103.00 | 249 | 64.2% | 0.83 | 0.0016 | -0.034 | 160 | 19.50 | 24.05 | 209 | 61.6% | -0.18 | 0.0017 | -0.045 | ||
| 96.10 | 100.50 | 100 | 64.6% | 0.82 | 0.0016 | -0.036 | 165 | 21.50 | 25.55 | 81 | 62.2% | -0.19 | 0.0017 | -0.047 | ||
| 93.70 | 97.50 | 2 | 475 | 65.5% | 0.81 | 0.0017 | -0.038 | 170 | 23.50 | 27.95 | 148 | 62.4% | -0.20 | 0.0018 | -0.049 | |
| 91.15 | 94.95 | 209 | 64.5% | 0.80 | 0.0018 | -0.040 | 175 | 27.55 | 29.80 | 106 | 63.4% | -0.21 | 0.0019 | -0.050 | ||
| 87.85 | 91.85 | 1 | 483 | 64.3% | 0.79 | 0.0018 | -0.042 | 180 | 28.10 | 31.70 | 558 | 62.1% | -0.23 | 0.0019 | -0.052 | |
| 86.00 | 90.00 | 110 | 64.3% | 0.77 | 0.0019 | -0.043 | 185 | 31.40 | 33.90 | 1 | 99 | 62.7% | -0.24 | 0.0020 | -0.053 | |
| 83.70 | 87.50 | 167 | 64.3% | 0.76 | 0.0019 | -0.045 | 190 | 33.65 | 37.15 | 634 | 62.3% | -0.25 | 0.0021 | -0.055 | ||
| 80.55 | 85.00 | 55 | 64.2% | 0.75 | 0.0020 | -0.047 | 195 | 36.00 | 38.60 | 454 | 62.4% | -0.26 | 0.0021 | -0.056 | ||
| 80.00 | 83.00 | 418 | 64.8% | 0.74 | 0.0020 | -0.048 | 200 | 37.50 | 42.00 | 3 | 1,758 | 62.3% | -0.28 | 0.0022 | -0.057 | |
| 75.00 | 78.50 | 286 | 64.1% | 0.72 | 0.0021 | -0.051 | 210 | 43.15 | 46.40 | 127 | 62.0% | -0.30 | 0.0023 | -0.060 | ||
| 70.00 | 74.50 | 1 | 158 | 63.6% | 0.69 | 0.0022 | -0.054 | 220 | 48.50 | 52.50 | 641 | 62.2% | -0.32 | 0.0024 | -0.062 | |
| 66.95 | 70.50 | 1 | 270 | 63.9% | 0.67 | 0.0022 | -0.056 | 230 | 54.30 | 58.70 | 61 | 429 | 62.4% | -0.35 | 0.0024 | -0.064 |
| 64.00 | 67.00 | 291 | 64.2% | 0.65 | 0.0023 | -0.058 | 240 | 60.75 | 64.90 | 1,654 | 61.9% | -0.37 | 0.0025 | -0.065 | ||
| 60.00 | 63.50 | 21 | 958 | 63.8% | 0.63 | 0.0023 | -0.060 | 250 | 66.50 | 71.25 | 685 | 61.9% | -0.40 | 0.0026 | -0.066 | |
| 57.15 | 60.15 | 106 | 1,616 | 63.8% | 0.61 | 0.0024 | -0.061 | 260 | 73.05 | 77.10 | 1,439 | 62.1% | -0.42 | 0.0027 | -0.067 | |
| 54.00 | 57.50 | 71 | 63.9% | 0.59 | 0.0024 | -0.063 | 270 | 80.10 | 83.50 | 2 | 336 | 62.1% | -0.44 | 0.0027 | -0.068 | |
| 51.20 | 55.00 | 1 | 255 | 64.1% | 0.57 | 0.0024 | -0.064 | 280 | 87.00 | 90.50 | 536 | 62.1% | -0.47 | 0.0028 | -0.069 | |
| 48.60 | 52.00 | 201 | 63.9% | 0.55 | 0.0024 | -0.065 | 290 | 94.00 | 98.65 | 1,230 | 62.6% | -0.49 | 0.0028 | -0.069 | ||
| 46.00 | 49.15 | 9 | 576 | 63.7% | 0.53 | 0.0024 | -0.065 | 300 | 101.50 | 105.95 | 313 | 62.7% | -0.51 | 0.0028 | -0.069 | |
| 43.10 | 47.50 | 10 | 124 | 63.8% | 0.51 | 0.0024 | -0.066 | 310 | 109.00 | 113.00 | 159 | 62.5% | -0.53 | 0.0028 | -0.069 | |
| 41.70 | 45.00 | 8 | 67 | 64.0% | 0.49 | 0.0024 | -0.066 | 320 | 116.50 | 120.20 | 102 | 62.3% | -0.55 | 0.0029 | -0.069 | |
| 39.75 | 43.00 | 226 | 64.2% | 0.48 | 0.0024 | -0.066 | 330 | 124.50 | 129.10 | 383 | 63.0% | -0.57 | 0.0029 | -0.069 | ||
| 37.85 | 40.90 | 85 | 64.1% | 0.46 | 0.0024 | -0.066 | 340 | 132.50 | 136.85 | 54 | 63.0% | -0.59 | 0.0029 | -0.069 | ||
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 — Jan 21, 2028
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