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 ±16.8% (63.90–89.70) · ATM IV 28.2% · P/C interés abierto 0.22
| 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 | |
| 27.20 | 29.70 | 38.1% | 0.95 | 0.0050 | -0.002 | 50 | 0 | 1.10 | 41.1% | -0.07 | 0.0051 | -0.008 | ||||
| 22.50 | 25.00 | 34.3% | 0.92 | 0.0072 | -0.004 | 55 | 0 | 2.50 | 42.2% | -0.09 | 0.0074 | -0.009 | ||||
| 18.00 | 20.50 | 31.7% | 0.88 | 0.0102 | -0.006 | 60 | 0.6000 | 3.00 | 38.9% | -0.13 | 0.0106 | -0.011 | ||||
| 13.30 | 16.20 | 27.7% | 0.83 | 0.0143 | -0.009 | 65 | 0.4500 | 3.60 | 4 | 32.2% | -0.19 | 0.0150 | -0.013 | |||
| 10.30 | 12.60 | 29.5% | 0.75 | 0.0193 | -0.012 | 70 | 1.70 | 4.50 | 7 | 29.9% | -0.28 | 0.0204 | -0.014 | |||
| 8.20 | 10.90 | 27.8% | 0.70 | 0.0218 | -0.013 | 72.5 | 2.55 | 5.50 | 29.9% | -0.33 | 0.0232 | -0.015 | ||||
| 6.50 | 9.30 | 1 | 26.8% | 0.64 | 0.0240 | -0.013 | 75 | 3.50 | 6.30 | 28.9% | -0.39 | 0.0260 | -0.015 | |||
| 5.90 | 8.00 | 28.3% | 0.58 | 0.0257 | -0.014 | 77.5 | 4.60 | 7.30 | 28.1% | -0.46 | 0.0284 | -0.016 | ||||
| 4.60 | 6.90 | 27.9% | 0.52 | 0.0267 | -0.014 | 80 | 5.90 | 9.10 | 28.8% | -0.53 | 0.0303 | -0.016 | ||||
| 3.30 | 5.60 | 3 | 30 | 26.5% | 0.45 | 0.0268 | -0.014 | 82.5 | 7.40 | 10.60 | 28.5% | -0.61 | 0.0314 | -0.016 | ||
| 2.60 | 3.80 | 24.5% | 0.39 | 0.0260 | -0.014 | 85 | 9.10 | 12.10 | 27.9% | -0.68 | 0.0318 | -0.015 | ||||
| 1.80 | 4.10 | 26.6% | 0.34 | 0.0246 | -0.013 | 87.5 | 10.80 | 13.80 | 26.9% | -0.75 | 0.0311 | -0.015 | ||||
| 1.00 | 3.80 | 2 | 26.8% | 0.29 | 0.0228 | -0.012 | 90 | 12.70 | 15.50 | 25.0% | -0.81 | 0.0291 | -0.014 | |||
| 0.2000 | 3.40 | 26.1% | 0.24 | 0.0207 | -0.012 | 92.5 | 14.30 | 18.20 | 23.8% | -0.86 | 0.0257 | -0.012 | ||||
| 0.0500 | 2.90 | 7 | 26.5% | 0.21 | 0.0187 | -0.011 | 95 | 17.20 | 20.30 | 26.1% | -0.90 | 0.0215 | -0.009 | |||
| 0.0500 | 2.55 | 27.6% | 0.18 | 0.0167 | -0.010 | 97.5 | 19.10 | 22.70 | -0.93 | 0.0170 | -0.006 | |||||
| 0 | 2.35 | 10 | 28.7% | 0.15 | 0.0148 | -0.009 | 100 | 21.60 | 25.20 | -0.96 | 0.0142 | -0.003 | ||||
| 0 | 2.20 | 31.9% | 0.11 | 0.0117 | -0.008 | 105 | 26.60 | 30.20 | -0.99 | 0.0070 | -0.003 | |||||
| 0 | 0.8500 | 28.2% | 0.09 | 0.0093 | -0.007 | 110 | 31.60 | 35.20 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.9500 | 31.8% | 0.07 | 0.0074 | -0.006 | 115 | 36.60 | 40.20 | -1.00 | 0.0000 | -0.011 | |||||
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.