CLSK cadena de opciones CleanSpark, 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 ±26.9% (9.19–15.96) · ATM IV 92.0% · P/C interés abierto —
| 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 | |
| 4.20 | 7.75 | 0.97 | 0.0129 | 0.000 | 6.5 | 0 | 2.15 | 248.6% | -0.03 | 0.0130 | -0.003 | |||||
| 3.95 | 7.30 | 81.2% | 0.96 | 0.0172 | -0.000 | 7 | 0 | 2.16 | 228.6% | -0.04 | 0.0172 | -0.004 | ||||
| 3.10 | 6.60 | 0.95 | 0.0226 | -0.001 | 7.5 | 0 | 2.18 | 210.6% | -0.05 | 0.0227 | -0.004 | |||||
| 2.66 | 6.40 | 0.94 | 0.0294 | -0.002 | 8 | 0 | 2.22 | 194.6% | -0.06 | 0.0295 | -0.005 | |||||
| 2.21 | 5.70 | 0.92 | 0.0377 | -0.004 | 8.5 | 0 | 2.26 | 179.6% | -0.08 | 0.0378 | -0.006 | |||||
| 1.78 | 4.95 | 0.89 | 0.0472 | -0.005 | 9 | 0 | 2.33 | 166.4% | -0.11 | 0.0474 | -0.007 | |||||
| 2.68 | 4.50 | 97.4% | 0.86 | 0.0576 | -0.007 | 9.5 | 0.1600 | 0.5500 | 3 | 86.6% | -0.14 | 0.0578 | -0.009 | |||
| 0.9700 | 4.85 | 70.4% | 0.82 | 0.0683 | -0.008 | 10 | 0.1000 | 0.6300 | 4 | 76.7% | -0.18 | 0.0686 | -0.010 | |||
| 0.6000 | 4.20 | 59.3% | 0.78 | 0.0787 | -0.010 | 10.5 | 0 | 1.04 | 1 | 78.0% | -0.22 | 0.0792 | -0.011 | |||
| 0.7000 | 3.50 | 63.8% | 0.73 | 0.0882 | -0.011 | 11 | 0.1800 | 1.11 | 7 | 75.1% | -0.27 | 0.0887 | -0.012 | |||
| 0.6600 | 3.85 | 92.5% | 0.68 | 0.0960 | -0.012 | 11.5 | 0.5800 | 1.21 | 2 | 78.4% | -0.32 | 0.0967 | -0.013 | |||
| 1.15 | 2.26 | 5 | 75.8% | 0.63 | 0.1020 | -0.013 | 12 | 0.9200 | 1.25 | 9 | 76.2% | -0.38 | 0.1028 | -0.013 | ||
| 1.11 | 2.18 | 1 | 85.8% | 0.57 | 0.1058 | -0.014 | 12.5 | 0.0300 | 3.45 | 98.1% | -0.43 | 0.1068 | -0.014 | |||
| 1.00 | 1.70 | 18 | 81.3% | 0.52 | 0.1076 | -0.014 | 13 | 1.16 | 2.12 | 1 | 77.0% | -0.48 | 0.1087 | -0.014 | ||
| 0 | 2.83 | 95.0% | 0.47 | 0.1073 | -0.014 | 13.5 | 1.36 | 4.05 | 5 | 117.7% | -0.53 | 0.1086 | -0.014 | |||
| 0.8000 | 1.35 | 2 | 85.7% | 0.42 | 0.1054 | -0.014 | 14 | 0.6700 | 4.35 | 89.3% | -0.58 | 0.1068 | -0.013 | |||
| 0 | 2.63 | 107.0% | 0.38 | 0.1021 | -0.014 | 14.5 | 0.9600 | 4.70 | 87.6% | -0.63 | 0.1037 | -0.013 | ||||
| 0.4500 | 0.9300 | 2 | 79.3% | 0.33 | 0.0976 | -0.013 | 15 | 1.54 | 5.10 | 94.6% | -0.67 | 0.0994 | -0.012 | |||
| 0.2200 | 0.8500 | 2 | 76.2% | 0.30 | 0.0924 | -0.013 | 15.5 | 1.80 | 5.50 | 91.5% | -0.71 | 0.0944 | -0.011 | |||
| 0.5000 | 0.5400 | 6 | 81.2% | 0.26 | 0.0867 | -0.012 | 16 | 2.30 | 5.90 | 94.8% | -0.75 | 0.0888 | -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 — Oct 23, 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.