BYD cadena de opciones Boyd Gaming Corporation
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 ±14.4% (60.73–81.19) · ATM IV 28.1% · P/C interés abierto 0.57
| 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 | |
| 27.60 | 30.60 | 44.9% | 0.96 | 0.0037 | -0.003 | 42.5 | 0 | 1.00 | 53.2% | -0.04 | 0.0038 | -0.007 | ||||
| 25.20 | 28.30 | 43.9% | 0.95 | 0.0046 | -0.004 | 45 | 0 | 1.00 | 48.3% | -0.05 | 0.0048 | -0.008 | ||||
| 22.80 | 25.60 | 36.8% | 0.94 | 0.0058 | -0.005 | 47.5 | 0 | 1.00 | 43.6% | -0.06 | 0.0059 | -0.009 | ||||
| 20.50 | 23.50 | 38.9% | 0.92 | 0.0072 | -0.006 | 50 | 0 | 1.30 | 41.8% | -0.08 | 0.0074 | -0.010 | ||||
| 16.00 | 19.00 | 36.3% | 0.88 | 0.0110 | -0.009 | 55 | 0.1000 | 2.80 | 440 | 42.3% | -0.12 | 0.0112 | -0.012 | |||
| 12.30 | 14.50 | 34.9% | 0.82 | 0.0164 | -0.012 | 60 | 0.1500 | 3.50 | 10 | 35.6% | -0.18 | 0.0167 | -0.014 | |||
| 10.30 | 13.10 | 35.5% | 0.78 | 0.0197 | -0.013 | 62.5 | 0.7000 | 3.70 | 33.3% | -0.23 | 0.0201 | -0.015 | ||||
| 8.30 | 10.80 | 32.0% | 0.73 | 0.0232 | -0.014 | 65 | 1.10 | 3.20 | 14 | 27.6% | -0.28 | 0.0237 | -0.016 | |||
| 6.50 | 9.30 | 31.3% | 0.66 | 0.0265 | -0.015 | 67.5 | 1.95 | 4.10 | 27.5% | -0.34 | 0.0273 | -0.016 | ||||
| 5.10 | 7.30 | 133 | 29.3% | 0.59 | 0.0292 | -0.016 | 70 | 2.95 | 5.10 | 6 | 20 | 27.0% | -0.41 | 0.0301 | -0.017 | |
| 3.80 | 6.20 | 59 | 29.2% | 0.52 | 0.0307 | -0.016 | 72.5 | 4.00 | 6.50 | 26.6% | -0.49 | 0.0320 | -0.017 | |||
| 2.70 | 5.10 | 6 | 28.7% | 0.44 | 0.0308 | -0.016 | 75 | 5.20 | 8.00 | 1 | 25.8% | -0.57 | 0.0323 | -0.017 | ||
| 1.70 | 4.30 | 3 | 28.3% | 0.37 | 0.0295 | -0.016 | 77.5 | 7.10 | 9.70 | 26.4% | -0.65 | 0.0312 | -0.016 | |||
| 1.05 | 3.80 | 70 | 29.0% | 0.31 | 0.0273 | -0.015 | 80 | 8.70 | 11.50 | 25.3% | -0.71 | 0.0292 | -0.015 | |||
| 0.4500 | 3.50 | 122 | 29.7% | 0.26 | 0.0246 | -0.014 | 82.5 | 10.60 | 13.60 | 24.9% | -0.77 | 0.0267 | -0.013 | |||
| 0.3500 | 3.30 | 1 | 31.9% | 0.22 | 0.0218 | -0.013 | 85 | 12.70 | 16.30 | 27.2% | -0.81 | 0.0244 | -0.012 | |||
| 0.0500 | 3.00 | 32.7% | 0.18 | 0.0192 | -0.012 | 87.5 | 15.10 | 18.60 | 28.5% | -0.85 | 0.0223 | -0.011 | ||||
| 0 | 2.75 | 2 | 34.2% | 0.15 | 0.0168 | -0.011 | 90 | 17.50 | 20.40 | -0.89 | 0.0203 | -0.011 | ||||
| 0 | 1.05 | 28.1% | 0.13 | 0.0146 | -0.010 | 92.5 | 19.20 | 23.40 | -0.91 | 0.0193 | -0.010 | |||||
| 0 | 2.45 | 7 | 37.9% | 0.11 | 0.0128 | -0.009 | 95 | 21.90 | 25.90 | -0.94 | 0.0183 | -0.008 | ||||
| 0 | 1.95 | 439 | 37.7% | 0.10 | 0.0112 | -0.009 | 97.5 | 24.90 | 28.40 | 35.5% | -0.96 | 0.0174 | -0.009 | |||
| 0 | 2.30 | 10 | 41.6% | 0.09 | 0.0099 | -0.008 | 100 | 27.40 | 30.90 | 37.7% | -0.98 | 0.0135 | -0.011 | |||
| 0 | 0.7500 | 35.4% | 0.07 | 0.0077 | -0.007 | 105 | 32.40 | 35.90 | 41.9% | -0.99 | 0.0039 | -0.010 | ||||
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 — Mar 19, 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.