CAVA cadena de opciones CAVA Group, Inc.
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 ±50.7% (28.35–86.75) · ATM IV 59.6% · P/C interés abierto 0.54
| 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 | |
| 29.50 | 33.20 | 6 | 63.7% | 0.91 | 0.0039 | -0.003 | 30 | 1.92 | 2.67 | 13 | 65.6% | -0.09 | 0.0040 | -0.007 | ||
| 26.00 | 28.95 | 17 | 59.8% | 0.87 | 0.0051 | -0.006 | 35 | 2.82 | 4.20 | 380 | 64.0% | -0.13 | 0.0053 | -0.009 | ||
| 23.00 | 25.75 | 41 | 60.1% | 0.83 | 0.0064 | -0.008 | 40 | 4.45 | 5.20 | 595 | 61.3% | -0.17 | 0.0067 | -0.011 | ||
| 20.25 | 22.70 | 51 | 59.5% | 0.78 | 0.0075 | -0.010 | 45 | 5.50 | 7.55 | 87 | 59.7% | -0.22 | 0.0079 | -0.013 | ||
| 17.90 | 20.05 | 59 | 59.5% | 0.73 | 0.0085 | -0.012 | 50 | 8.25 | 9.35 | 67 | 59.5% | -0.27 | 0.0091 | -0.014 | ||
| 15.65 | 17.75 | 42 | 59.1% | 0.68 | 0.0093 | -0.013 | 55 | 10.70 | 12.00 | 1 | 123 | 59.2% | -0.32 | 0.0100 | -0.015 | |
| 14.40 | 15.60 | 537 | 60.1% | 0.63 | 0.0100 | -0.015 | 60 | 12.80 | 15.60 | 63 | 59.1% | -0.38 | 0.0108 | -0.016 | ||
| 11.85 | 13.75 | 167 | 58.1% | 0.58 | 0.0104 | -0.015 | 65 | 16.85 | 17.85 | 32 | 59.2% | -0.43 | 0.0115 | -0.016 | ||
| 11.00 | 12.20 | 1 | 209 | 59.3% | 0.54 | 0.0106 | -0.016 | 70 | 20.15 | 21.15 | 95 | 58.8% | -0.48 | 0.0119 | -0.017 | |
| 9.95 | 10.75 | 467 | 59.5% | 0.49 | 0.0107 | -0.016 | 75 | 23.45 | 24.75 | 155 | 58.3% | -0.53 | 0.0122 | -0.017 | ||
| 7.95 | 9.45 | 234 | 57.5% | 0.45 | 0.0107 | -0.016 | 80 | 27.10 | 28.30 | 89 | 57.6% | -0.58 | 0.0124 | -0.016 | ||
| 7.05 | 8.45 | 139 | 57.7% | 0.42 | 0.0106 | -0.016 | 85 | 30.50 | 32.20 | 22 | 56.4% | -0.62 | 0.0125 | -0.016 | ||
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 — Dec 17, 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.