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 ±13.0% (10.80–14.04) · ATM IV 79.8% · P/C interés abierto 0.36
| 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 | |
| 4.75 | 6.10 | 0.99 | 0.0046 | 0.000 | 6.5 | 0 | 0.0900 | 176.5% | -0.01 | 0.0046 | -0.002 | |||||
| 4.25 | 5.60 | 415 | 0.99 | 0.0068 | 0.000 | 7 | 0 | 0.0500 | 278 | 143.5% | -0.01 | 0.0068 | -0.002 | |||
| 3.75 | 5.10 | 0.99 | 0.0101 | -0.000 | 7.5 | 0 | 0.1000 | 144.9% | -0.01 | 0.0102 | -0.003 | |||||
| 3.25 | 4.60 | 132 | 0.98 | 0.0153 | -0.001 | 8 | 0 | 0.0500 | 806 | 113.7% | -0.02 | 0.0153 | -0.004 | |||
| 2.71 | 4.10 | 0.97 | 0.0231 | -0.003 | 8.5 | 0 | 0.0600 | 47 | 103.3% | -0.03 | 0.0232 | -0.005 | ||||
| 3.15 | 3.60 | 586 | 0.96 | 0.0349 | -0.005 | 9 | 0.0200 | 0.0300 | 18 | 1,912 | 87.0% | -0.04 | 0.0349 | -0.006 | ||
| 1.88 | 3.15 | 0.94 | 0.0519 | -0.007 | 9.5 | 0.0300 | 0.0600 | 6 | 173 | 83.7% | -0.06 | 0.0520 | -0.009 | |||
| 2.28 | 2.64 | 22 | 3,066 | 60.0% | 0.91 | 0.0753 | -0.010 | 10 | 0.0800 | 0.1000 | 287 | 9,649 | 83.7% | -0.09 | 0.0755 | -0.012 |
| 1.93 | 2.22 | 11 | 76 | 78.3% | 0.86 | 0.1050 | -0.014 | 10.5 | 0.1300 | 0.1800 | 79 | 527 | 82.1% | -0.14 | 0.1052 | -0.015 |
| 1.66 | 1.79 | 64 | 2,471 | 84.9% | 0.80 | 0.1381 | -0.018 | 11 | 0.2000 | 0.2600 | 52 | 10.2K | 77.5% | -0.20 | 0.1385 | -0.019 |
| 1.29 | 1.40 | 57 | 501 | 80.8% | 0.72 | 0.1692 | -0.022 | 11.5 | 0.3700 | 0.4000 | 24 | 404 | 78.7% | -0.28 | 0.1696 | -0.022 |
| 1.00 | 1.09 | 595 | 17.6K | 81.0% | 0.62 | 0.1915 | -0.025 | 12 | 0.5400 | 0.6000 | 362 | 5,044 | 77.6% | -0.38 | 0.1921 | -0.025 |
| 0.7500 | 0.8400 | 57 | 894 | 81.2% | 0.52 | 0.2006 | -0.026 | 12.5 | 0.8000 | 0.8500 | 203 | 239 | 78.4% | -0.48 | 0.2013 | -0.026 |
| 0.5400 | 0.5900 | 190 | 10.3K | 78.6% | 0.42 | 0.1960 | -0.026 | 13 | 1.07 | 1.15 | 182 | 6,473 | 77.4% | -0.58 | 0.1969 | -0.025 |
| 0.3700 | 0.4700 | 140 | 799 | 80.2% | 0.34 | 0.1809 | -0.024 | 13.5 | 1.41 | 1.64 | 38 | 85.3% | -0.66 | 0.1818 | -0.024 | |
| 0.3000 | 0.3200 | 295 | 12.0K | 81.7% | 0.26 | 0.1596 | -0.022 | 14 | 1.79 | 2.04 | 3 | 10.3K | 87.3% | -0.74 | 0.1606 | -0.021 |
| 0.1700 | 0.2400 | 26 | 124 | 80.0% | 0.20 | 0.1360 | -0.019 | 14.5 | 2.15 | 3.30 | 135.2% | -0.80 | 0.1372 | -0.018 | ||
| 0.1200 | 0.1600 | 413 | 19.1K | 80.0% | 0.16 | 0.1131 | -0.016 | 15 | 2.53 | 2.95 | 11 | 984 | 87.1% | -0.85 | 0.1143 | -0.015 |
| 0.0800 | 0.2500 | 1 | 40 | 93.7% | 0.12 | 0.0924 | -0.014 | 15.5 | 3.00 | 4.30 | 151.1% | -0.88 | 0.0934 | -0.012 | ||
| 0.0600 | 0.2000 | 6 | 5,743 | 96.0% | 0.09 | 0.0744 | -0.011 | 16 | 3.55 | 4.20 | 1 | 751 | 126.9% | -0.91 | 0.0754 | -0.010 |
| 0 | 0.1000 | 268 | 83.7% | 0.07 | 0.0595 | -0.009 | 16.5 | 3.95 | 5.30 | 169.1% | -0.93 | 0.0601 | -0.007 | |||
| 0.0300 | 0.0400 | 80 | 16.4K | 84.7% | 0.05 | 0.0472 | -0.007 | 17 | 4.45 | 5.80 | 1,218 | 178.7% | -0.95 | 0.0482 | -0.005 | |
| 0 | 0.1000 | 3 | 97.0% | 0.04 | 0.0374 | -0.006 | 17.5 | 4.90 | 6.30 | 1 | 184.7% | -0.96 | 0.0394 | -0.004 | ||
| 0.0100 | 0.0500 | 15 | 9,069 | 94.3% | 0.03 | 0.0295 | -0.005 | 18 | 5.40 | 6.50 | 2 | 1,204 | 172.7% | -0.97 | 0.0337 | -0.002 |
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.