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 ±22.3% (6.59–10.37) · ATM IV 94.3% · P/C interés abierto 0.28
| 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 | |
| 3.35 | 4.75 | 1,029 | 233.0% | 0.95 | 0.0358 | -0.005 | 5 | 0 | 0.2200 | 7 | 135.3% | -0.06 | 0.0360 | -0.006 | ||
| 2.20 | 3.25 | 3 | 120.7% | 0.89 | 0.0679 | -0.008 | 6 | 0 | 0.2800 | 102 | 9 | 104.2% | -0.12 | 0.0682 | -0.009 | |
| 2.01 | 3.70 | 191.5% | 0.85 | 0.0896 | -0.010 | 6.5 | 0.0100 | 0.3800 | 96.4% | -0.16 | 0.0901 | -0.010 | ||||
| 1.37 | 2.52 | 4 | 112.0% | 0.79 | 0.1137 | -0.011 | 7 | 0.2500 | 0.3900 | 107 | 680 | 96.3% | -0.21 | 0.1144 | -0.012 | |
| 1.37 | 2.69 | 157.3% | 0.72 | 0.1378 | -0.013 | 7.5 | 0.4000 | 0.9500 | 31 | 118.0% | -0.28 | 0.1388 | -0.013 | |||
| 0.9900 | 1.50 | 2 | 232 | 99.7% | 0.65 | 0.1585 | -0.014 | 8 | 0.6000 | 0.7000 | 189 | 961 | 90.8% | -0.36 | 0.1599 | -0.014 |
| 0.7500 | 1.20 | 11 | 96.8% | 0.56 | 0.1722 | -0.014 | 8.5 | 0.8600 | 0.9700 | 24 | 91.9% | -0.45 | 0.1741 | -0.014 | ||
| 0.4800 | 0.7900 | 99 | 6,216 | 83.0% | 0.47 | 0.1769 | -0.014 | 9 | 1.08 | 1.31 | 24 | 1,363 | 90.2% | -0.53 | 0.1794 | -0.014 |
| 0.3800 | 0.6000 | 2 | 84.7% | 0.39 | 0.1726 | -0.013 | 9.5 | 1.45 | 1.77 | 5 | 98.3% | -0.62 | 0.1756 | -0.013 | ||
| 0.2200 | 0.4500 | 282 | 1,226 | 81.4% | 0.32 | 0.1610 | -0.012 | 10 | 1.68 | 2.14 | 42 | 4,759 | 91.1% | -0.69 | 0.1646 | -0.012 |
| 0.2000 | 0.3800 | 43 | 87.7% | 0.25 | 0.1449 | -0.011 | 10.5 | 1.96 | 2.55 | 5 | 84.1% | -0.76 | 0.1490 | -0.011 | ||
| 0.1900 | 0.2800 | 248 | 4,686 | 91.4% | 0.20 | 0.1268 | -0.010 | 11 | 2.52 | 3.00 | 36 | 2,079 | 95.1% | -0.81 | 0.1314 | -0.010 |
| 0 | 0.2300 | 124 | 80.3% | 0.16 | 0.1086 | -0.008 | 11.5 | 2.63 | 3.70 | 50 | 89.5% | -0.86 | 0.1137 | -0.008 | ||
| 0.1000 | 0.1800 | 3,219 | 5,640 | 92.8% | 0.13 | 0.0917 | -0.007 | 12 | 3.35 | 3.95 | 9 | 2,243 | 94.9% | -0.89 | 0.0974 | -0.007 |
| 0.0400 | 0.1200 | 4 | 87.3% | 0.10 | 0.0766 | -0.006 | 12.5 | 3.65 | 4.45 | -0.92 | 0.0826 | -0.006 | ||||
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 — Nov 20, 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.