BABA cadena de opciones Alibaba Group Holding Limited
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 ±15.7% (90.06–123.51) · ATM IV 40.0% · P/C interés abierto 0.84
| 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 | |
| 48.25 | 56.85 | 12 | 0.98 | 0.0012 | -0.005 | 55 | 0 | 2.15 | 460 | 94.0% | -0.02 | 0.0012 | -0.010 | |||
| 43.35 | 51.95 | 42 | 0.98 | 0.0016 | -0.007 | 60 | 0 | 2.17 | 1,867 | 83.8% | -0.02 | 0.0016 | -0.011 | |||
| 38.45 | 47.05 | 6 | 42.9% | 0.97 | 0.0022 | -0.008 | 65 | 0 | 2.22 | 332 | 74.6% | -0.03 | 0.0022 | -0.012 | ||
| 33.60 | 42.15 | 318 | 42.2% | 0.96 | 0.0030 | -0.010 | 70 | 0 | 2.30 | 2 | 495 | 66.2% | -0.04 | 0.0030 | -0.014 | |
| 28.80 | 37.35 | 625 | 41.5% | 0.95 | 0.0041 | -0.013 | 75 | 0 | 2.45 | 859 | 58.7% | -0.05 | 0.0042 | -0.016 | ||
| 24.10 | 32.70 | 616 | 40.8% | 0.93 | 0.0058 | -0.017 | 80 | 0 | 2.73 | 2 | 6,742 | 52.2% | -0.08 | 0.0059 | -0.020 | |
| 19.65 | 28.25 | 375 | 40.5% | 0.89 | 0.0082 | -0.023 | 85 | 0 | 3.20 | 8 | 2,782 | 46.4% | -0.11 | 0.0083 | -0.025 | |
| 15.50 | 24.05 | 1 | 2,119 | 40.1% | 0.84 | 0.0110 | -0.030 | 90 | 0.0500 | 4.00 | 9 | 10.8K | 41.9% | -0.17 | 0.0112 | -0.032 |
| 11.75 | 20.30 | 1,388 | 40.1% | 0.77 | 0.0139 | -0.037 | 95 | 0.9300 | 5.20 | 234 | 10.8K | 40.4% | -0.23 | 0.0142 | -0.039 | |
| 10.50 | 14.85 | 8 | 2,780 | 39.8% | 0.69 | 0.0163 | -0.043 | 100 | 2.57 | 6.85 | 180 | 16.9K | 40.2% | -0.32 | 0.0167 | -0.045 |
| 7.70 | 12.05 | 3 | 7,442 | 39.9% | 0.60 | 0.0179 | -0.047 | 105 | 4.70 | 9.00 | 60 | 4,630 | 40.1% | -0.41 | 0.0184 | -0.049 |
| 5.40 | 9.70 | 61 | 11.7K | 40.0% | 0.51 | 0.0184 | -0.049 | 110 | 7.40 | 11.70 | 7 | 7,149 | 40.3% | -0.50 | 0.0190 | -0.050 |
| 3.55 | 7.85 | 18 | 3,791 | 40.2% | 0.42 | 0.0179 | -0.048 | 115 | 10.55 | 14.85 | 38 | 9,944 | 40.5% | -0.59 | 0.0187 | -0.050 |
| 2.13 | 6.40 | 38 | 11.5K | 40.6% | 0.35 | 0.0167 | -0.046 | 120 | 12.00 | 20.55 | 355 | 24.1K | 40.8% | -0.67 | 0.0176 | -0.048 |
| 1.03 | 5.30 | 220 | 9,001 | 40.9% | 0.28 | 0.0150 | -0.043 | 125 | 15.95 | 24.50 | 53 | 8,940 | 41.2% | -0.74 | 0.0161 | -0.045 |
| 0.2900 | 4.50 | 165 | 15.6K | 41.7% | 0.23 | 0.0131 | -0.040 | 130 | 20.20 | 28.75 | 7,391 | 41.7% | -0.79 | 0.0143 | -0.042 | |
| 0 | 3.90 | 17 | 9,925 | 43.5% | 0.19 | 0.0114 | -0.037 | 135 | 24.65 | 33.20 | 4,990 | 42.1% | -0.84 | 0.0126 | -0.039 | |
| 0 | 3.45 | 264 | 23.6K | 46.1% | 0.16 | 0.0098 | -0.035 | 140 | 29.30 | 37.85 | 17.2K | 42.8% | -0.87 | 0.0111 | -0.036 | |
| 0 | 3.15 | 4 | 4,942 | 48.9% | 0.14 | 0.0086 | -0.032 | 145 | 34.05 | 42.65 | 11.7K | 43.4% | -0.89 | 0.0098 | -0.034 | |
| 0 | 2.89 | 543 | 24.4K | 51.5% | 0.12 | 0.0075 | -0.031 | 150 | 38.90 | 47.50 | 13.1K | 42.8% | -0.91 | 0.0088 | -0.032 | |
| 0 | 2.70 | 42 | 5,752 | 54.1% | 0.11 | 0.0066 | -0.029 | 155 | 43.90 | 52.45 | 767 | 44.2% | -0.93 | 0.0079 | -0.030 | |
| 0 | 2.59 | 176 | 6,492 | 56.9% | 0.10 | 0.0059 | -0.028 | 160 | 48.85 | 57.45 | 17 | -0.94 | 0.0072 | -0.029 | ||
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 15, 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.