BITO cadena de opciones ProShares Bitcoin ETF
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 ±4.9% (10.45–11.53) · ATM IV 35.1% · P/C interés abierto 0.10
| 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 | |
| 4.45 | 6.15 | 0.99 | 0.0102 | -0.005 | 5.5 | 0 | 0.7500 | 376.7% | -0.01 | 0.0097 | -0.006 | |||||
| 4.45 | 6.15 | 319.2% | 0.98 | 0.0130 | -0.005 | 6 | 0 | 1.35 | 423.3% | -0.02 | 0.0124 | -0.006 | ||||
| 3.45 | 5.65 | 186.5% | 0.98 | 0.0167 | -0.006 | 6.5 | 0 | 0.7800 | 307.9% | -0.02 | 0.0161 | -0.006 | ||||
| 3.45 | 4.65 | 163.9% | 0.98 | 0.0218 | -0.006 | 7 | 0 | 0.7500 | 271.2% | -0.02 | 0.0211 | -0.006 | ||||
| 2.75 | 4.65 | 197.9% | 0.97 | 0.0290 | -0.006 | 7.5 | 0 | 0.7700 | 243.2% | -0.03 | 0.0282 | -0.006 | ||||
| 2.75 | 3.10 | 4 | 0.96 | 0.0396 | -0.007 | 8 | 0 | 0.1500 | 14 | 128.5% | -0.04 | 0.0386 | -0.007 | |||
| 1.60 | 3.05 | 6 | 0.95 | 0.0559 | -0.007 | 8.5 | 0 | 0.7500 | 3 | 184.3% | -0.05 | 0.0547 | -0.007 | |||
| 1.33 | 2.28 | 12 | 0.94 | 0.0823 | -0.007 | 9 | 0 | 0.1700 | 34 | 92.7% | -0.06 | 0.0809 | -0.008 | |||
| 1.21 | 1.93 | 5 | 72.5% | 0.92 | 0.1293 | -0.008 | 9.5 | 0.0200 | 0.0900 | 48 | 64.9% | -0.08 | 0.1276 | -0.008 | ||
| 0.7000 | 1.29 | 13 | 0.87 | 0.2229 | -0.009 | 10 | 0.0300 | 0.1700 | 151 | 57.7% | -0.13 | 0.2209 | -0.009 | |||
| 0.2600 | 1.04 | 94 | 47.0% | 0.76 | 0.4136 | -0.011 | 10.5 | 0.0700 | 0.1900 | 18 | 80 | 42.1% | -0.25 | 0.4113 | -0.011 | |
| 0.2300 | 0.3100 | 26 | 3,110 | 35.8% | 0.51 | 0.5711 | -0.013 | 11 | 0.1700 | 0.3700 | 278 | 34.4% | -0.49 | 0.5687 | -0.013 | |
| 0.0900 | 0.1000 | 25 | 329 | 35.5% | 0.25 | 0.4534 | -0.010 | 11.5 | 0.5700 | 0.6900 | 18 | 32 | 39.5% | -0.75 | 0.4517 | -0.010 |
| 0.0200 | 0.0600 | 13 | 632 | 40.0% | 0.09 | 0.2310 | -0.005 | 12 | 0.6800 | 1.38 | 6 | 33.7% | -0.91 | 0.2304 | -0.005 | |
| 0 | 0.0500 | 237 | 47.3% | 0.04 | 0.1053 | -0.003 | 12.5 | 0.7000 | 2.25 | -0.96 | 0.1051 | -0.003 | ||||
| 0 | 0.1000 | 78 | 67.8% | 0.03 | 0.0659 | -0.002 | 13 | 1.62 | 2.15 | -0.97 | 0.0659 | -0.002 | ||||
| 0 | 0.5100 | 20 | 126.3% | 0.02 | 0.0477 | -0.002 | 13.5 | 2.00 | 3.20 | 91.8% | -0.98 | 0.0480 | -0.002 | |||
| 0 | 0.0100 | 1,774 | 60.7% | 0.02 | 0.0366 | -0.002 | 14 | 2.40 | 3.60 | -0.98 | 0.0371 | -0.002 | ||||
| 0 | 0.0200 | 2 | 74.8% | 0.02 | 0.0291 | -0.002 | 14.5 | 2.90 | 4.10 | -0.98 | 0.0298 | -0.002 | ||||
| 0 | 0.0200 | 21 | 82.3% | 0.01 | 0.0239 | -0.002 | 15 | 3.40 | 4.60 | -0.98 | 0.0247 | -0.002 | ||||
| 0 | 0.0300 | 94.9% | 0.01 | 0.0200 | -0.002 | 15.5 | 3.90 | 5.10 | -0.99 | 0.0209 | -0.002 | |||||
| 0 | 1.00 | 230.3% | 0.01 | 0.0170 | -0.002 | 16 | 3.70 | 6.25 | 1 | -0.99 | 0.0179 | -0.002 | ||||
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 — Oct 30, 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.