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 ±7.6% (57.37–66.75) · ATM IV 46.4% · P/C interés abierto 1.04
| 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 | |
| 26.20 | 28.15 | 173 | 120.4% | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.1000 | 112 | 125.8% | -0.00 | 0.0001 | -0.000 | ||
| 21.20 | 23.20 | 46 | 99.2% | 1.00 | 0.0006 | 0.000 | 40 | 0 | 0.0900 | 792 | 97.8% | -0.00 | 0.0006 | -0.001 | ||
| 16.20 | 18.15 | 85 | 64.5% | 0.99 | 0.0023 | 0.000 | 45 | 0.0100 | 0.0500 | 691 | 70.2% | -0.01 | 0.0023 | -0.005 | ||
| 11.50 | 13.15 | 43 | 65.3% | 0.97 | 0.0091 | -0.009 | 50 | 0.0100 | 0.1200 | 1,181 | 55.8% | -0.03 | 0.0091 | -0.015 | ||
| 7.10 | 8.10 | 469 | 53.8% | 0.89 | 0.0291 | -0.037 | 55 | 0.2000 | 0.3800 | 6 | 1,096 | 48.3% | -0.11 | 0.0293 | -0.041 | |
| 3.45 | 3.75 | 2 | 165 | 47.3% | 0.66 | 0.0612 | -0.071 | 60 | 1.33 | 1.41 | 86 | 1,678 | 46.3% | -0.34 | 0.0617 | -0.073 |
| 2.88 | 3.10 | 1 | 1 | 46.9% | 0.60 | 0.0655 | -0.075 | 61 | 1.70 | 1.81 | 14 | 51 | 45.3% | -0.40 | 0.0661 | -0.076 |
| 2.33 | 2.56 | 44 | 466 | 46.6% | 0.53 | 0.0680 | -0.077 | 62 | 2.16 | 2.33 | 114 | 46.2% | -0.47 | 0.0686 | -0.077 | |
| 1.90 | 2.10 | 2 | 46.9% | 0.47 | 0.0683 | -0.076 | 63 | 2.72 | 2.86 | 53 | 46.3% | -0.54 | 0.0691 | -0.077 | ||
| 1.51 | 1.70 | 9 | 34 | 46.9% | 0.40 | 0.0665 | -0.074 | 64 | 3.30 | 3.60 | 4 | 56 | 47.3% | -0.61 | 0.0674 | -0.074 |
| 1.19 | 1.37 | 30 | 270 | 47.1% | 0.34 | 0.0628 | -0.070 | 65 | 3.85 | 4.15 | 23 | 1,170 | 44.7% | -0.67 | 0.0638 | -0.070 |
| 0.8900 | 1.09 | 2 | 46.8% | 0.28 | 0.0578 | -0.065 | 66 | 4.40 | 4.95 | 14 | 43.2% | -0.73 | 0.0588 | -0.064 | ||
| 0.6600 | 0.8600 | 279 | 46.7% | 0.23 | 0.0519 | -0.058 | 67 | 5.20 | 5.85 | 55 | 44.7% | -0.78 | 0.0529 | -0.057 | ||
| 0.5100 | 0.6800 | 291 | 47.2% | 0.19 | 0.0456 | -0.052 | 68 | 5.80 | 7.85 | 35 | 57.9% | -0.82 | 0.0465 | -0.050 | ||
| 0.3700 | 0.5400 | 1 | 196 | 47.4% | 0.15 | 0.0394 | -0.045 | 69 | 6.20 | 8.70 | 49 | 52.2% | -0.86 | 0.0402 | -0.043 | |
| 0.3200 | 0.3500 | 35 | 1,049 | 47.3% | 0.12 | 0.0335 | -0.039 | 70 | 7.50 | 8.55 | 4 | 3,291 | 38.1% | -0.89 | 0.0341 | -0.036 |
| 0.1000 | 0.5100 | 78 | 49.9% | 0.10 | 0.0282 | -0.034 | 71 | 8.05 | 10.50 | 5 | 54.6% | -0.91 | 0.0292 | -0.030 | ||
| 0.0900 | 0.3000 | 8 | 103 | 48.2% | 0.08 | 0.0236 | -0.029 | 72 | 9.20 | 11.45 | 4 | 60.6% | -0.93 | 0.0254 | -0.024 | |
| 0.0200 | 0.3400 | 47 | 11 | 50.7% | 0.06 | 0.0196 | -0.024 | 73 | 9.95 | 12.45 | 2 | 58.9% | -0.95 | 0.0229 | -0.020 | |
| 0 | 0.2900 | 17 | 51.6% | 0.05 | 0.0162 | -0.020 | 74 | 10.95 | 13.40 | 4 | 61.2% | -0.97 | 0.0198 | -0.018 | ||
| 0.0700 | 0.2500 | 24 | 1,242 | 55.8% | 0.04 | 0.0133 | -0.017 | 75 | 12.45 | 13.50 | 2,736 | -0.98 | 0.0169 | -0.018 | ||
| 0.0100 | 0.2000 | 4 | 54.4% | 0.03 | 0.0110 | -0.014 | 76 | 12.90 | 15.40 | 66.6% | -0.99 | 0.0120 | -0.021 | |||
| 0 | 0.1800 | 5 | 55.8% | 0.03 | 0.0090 | -0.012 | 77 | 13.90 | 16.50 | 72.7% | -0.99 | 0.0081 | -0.024 | |||
| 0 | 0.1600 | 108 | 57.4% | 0.02 | 0.0074 | -0.010 | 78 | 14.90 | 17.55 | 77.3% | -1.00 | 0.0047 | -0.029 | |||
| 0 | 0.1500 | 15 | 59.4% | 0.02 | 0.0061 | -0.009 | 79 | 15.90 | 18.60 | 81.9% | -1.00 | 0.0021 | -0.032 | |||
| 0.0200 | 0.0300 | 3 | 2,017 | 53.1% | 0.01 | 0.0050 | -0.007 | 80 | 17.15 | 18.95 | 85 | 71.5% | -1.00 | 0.0010 | -0.035 | |
| 0 | 0.1300 | 1 | 63.0% | 0.01 | 0.0042 | -0.006 | 81 | 17.90 | 20.70 | 90.8% | -1.00 | 0.0003 | -0.037 | |||
| 0 | 0.1200 | 64.7% | 0.01 | 0.0035 | -0.005 | 82 | 18.90 | 21.50 | 88.3% | -1.00 | 0.0000 | -0.039 | ||||
| 0.0100 | 0.1200 | 23 | 67.8% | 0.01 | 0.0029 | -0.004 | 83 | 19.90 | 22.70 | 97.0% | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.1200 | 3 | 69.3% | 0.01 | 0.0024 | -0.004 | 84 | 20.90 | 23.60 | 97.1% | -1.00 | 0.0000 | -0.040 | |||
| 0.0200 | 0.0600 | 14 | 744 | 67.8% | 0.01 | 0.0020 | -0.003 | 85 | 22.15 | 23.90 | 22 | 81.9% | -1.00 | 0.0000 | -0.041 | |
| 0 | 0.0500 | 859 | 73.9% | 0.00 | 0.0008 | -0.002 | 90 | 27.20 | 29.15 | 23 | 108.5% | -1.00 | 0.0000 | -0.042 | ||
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 — Sep 18, 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.