CRM cadena de opciones Salesforce, Inc.

Vencimiento Cboe delayed options data · a fecha de 03:35 UTC

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 ±10.0% (218.43–266.77) · ATM IV 42.1% · P/C interés abierto 0.87

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
116.20	120.15		9	105.0%	1.00	0.0002	0.000	125	0	0.1000		262	84.5%	-0.00	0.0002	-0.009
111.35	115.10		24	100.7%	1.00	0.0002	0.000	130	0	0.0600		595	75.9%	-0.00	0.0002	-0.010
106.35	109.80		9	86.2%	1.00	0.0002	0.000	135	0	0.1700	1	1,574	79.8%	-0.00	0.0002	-0.011
101.40	104.85		40	83.1%	0.99	0.0003	0.000	140	0	0.2800		1,912	79.9%	-0.01	0.0003	-0.012
96.45	99.85		73	78.5%	0.99	0.0003	-0.002	145	0	0.9900		779	90.3%	-0.01	0.0003	-0.013
91.45	94.90		70	74.0%	0.99	0.0004	-0.004	150	0	0.4200		1,362	74.7%	-0.01	0.0004	-0.015
86.45	90.25		131	75.6%	0.99	0.0005	-0.006	155	0.0300	0.3700	2	377	69.7%	-0.01	0.0005	-0.016
81.45	85.00		255	65.4%	0.99	0.0006	-0.009	160	0	0.5100		3,600	67.6%	-0.01	0.0006	-0.018
76.50	80.05		288	62.3%	0.99	0.0007	-0.011	165	0.0100	0.1500	6	944	54.2%	-0.01	0.0007	-0.021
71.60	75.45		430	64.8%	0.98	0.0009	-0.015	170	0.0500	0.2400	10	1,040	54.4%	-0.02	0.0009	-0.024
66.65	70.15		329	56.5%	0.98	0.0011	-0.019	175	0.0500	0.3800	5	736	53.3%	-0.02	0.0011	-0.027
62.50	65.55	10	2,113	63.8%	0.98	0.0014	-0.024	180	0.2500	0.4600	22	1,806	53.4%	-0.02	0.0014	-0.032
57.65	60.40		606	58.7%	0.97	0.0018	-0.030	185	0.3000	0.5500	15	830	50.8%	-0.03	0.0018	-0.037
51.95	55.70		556	50.9%	0.96	0.0024	-0.038	190	0.4500	0.7300	238	952	49.5%	-0.04	0.0024	-0.045
48.00	50.75		5,304	52.9%	0.95	0.0030	-0.048	195	0.6600	0.8500	356	1,496	47.5%	-0.05	0.0030	-0.054
43.05	46.15	3	857	50.0%	0.93	0.0039	-0.060	200	0.9100	1.09	232	2,334	46.0%	-0.07	0.0039	-0.065
37.95	41.65			46.7%	0.91	0.0049	-0.074	205	1.19	1.52	16		44.7%	-0.09	0.0050	-0.079
33.65	37.30	1	979	46.4%	0.88	0.0062	-0.090	210	1.74	1.97	300	2,356	43.7%	-0.12	0.0062	-0.095
29.20	32.60			43.6%	0.85	0.0076	-0.108	215	2.27	3.10	89		43.8%	-0.15	0.0076	-0.113
27.10	30.55			43.2%	0.83	0.0083	-0.118	217.5	2.62	3.70	5		43.6%	-0.17	0.0083	-0.122
25.65	28.55	6	1,699	44.3%	0.81	0.0090	-0.127	220	3.20	3.90	519	3,702	42.8%	-0.20	0.0091	-0.131
23.35	26.50	8		42.8%	0.78	0.0097	-0.137	222.5	3.40	5.05	20		43.1%	-0.22	0.0098	-0.140
21.45	24.35			41.8%	0.75	0.0104	-0.146	225	4.25	5.50	31		42.9%	-0.25	0.0105	-0.149
19.90	22.40			41.8%	0.73	0.0110	-0.154	227.5	5.05	6.40	19		43.2%	-0.28	0.0111	-0.157
18.35	21.35	44	2,825	43.2%	0.70	0.0116	-0.162	230	5.85	6.60	66	2,576	41.9%	-0.30	0.0117	-0.165
16.65	19.15	4		41.8%	0.67	0.0121	-0.168	232.5	5.55	8.30	7		41.0%	-0.34	0.0122	-0.171
15.05	18.05	7		42.4%	0.63	0.0125	-0.174	235	7.10	8.90	13		41.4%	-0.37	0.0127	-0.177
13.40	16.60	2		41.9%	0.60	0.0129	-0.179	237.5	8.00	10.25	10		41.6%	-0.40	0.0130	-0.181
13.30	14.25	141	4,581	42.3%	0.57	0.0132	-0.182	240	9.75	10.55	98	3,629	41.1%	-0.43	0.0133	-0.184
11.95	13.00	7		42.1%	0.54	0.0133	-0.184	242.5	11.10	12.30	54		42.2%	-0.47	0.0135	-0.186
10.80	11.50	102		41.5%	0.50	0.0134	-0.184	245	12.30	14.00	1		42.6%	-0.50	0.0136	-0.186
9.70	11.10	147		42.7%	0.47	0.0134	-0.183	247.5	13.60	15.40			42.4%	-0.53	0.0136	-0.186
8.70	9.30	197	4,078	41.4%	0.44	0.0133	-0.181	250	15.10	16.05	8	936	40.9%	-0.57	0.0135	-0.183
6.60	9.35	24		41.0%	0.41	0.0131	-0.178	252.5	15.60	18.40	8		40.4%	-0.60	0.0133	-0.180
5.75	8.45	15		41.0%	0.37	0.0128	-0.174	255	17.05	20.05			40.0%	-0.63	0.0131	-0.175
6.05	6.60	2		41.0%	0.34	0.0125	-0.168	257.5	18.90	21.50			39.6%	-0.66	0.0128	-0.170
5.35	5.80	260	6,943	40.8%	0.31	0.0121	-0.162	260	21.35	22.50		1,720	39.3%	-0.69	0.0124	-0.164
3.75	5.50	30		39.6%	0.29	0.0116	-0.154	262.5	22.65	25.10			39.6%	-0.72	0.0119	-0.156
4.10	4.60	51		40.9%	0.26	0.0111	-0.147	265	24.80	26.95			39.9%	-0.75	0.0114	-0.148
3.20	3.45	328	4,249	40.7%	0.21	0.0099	-0.130	270	28.80	30.50	18	202	38.4%	-0.80	0.0103	-0.132
2.10	3.15	20		41.3%	0.17	0.0087	-0.113	275	32.20	35.30			37.0%	-0.84	0.0091	-0.114
1.77	2.02	139	2,811	40.7%	0.13	0.0074	-0.097	280	37.35	39.70		62	39.1%	-0.88	0.0079	-0.098
0.9200	1.97	8		41.0%	0.11	0.0063	-0.082	285	41.55	45.00			40.4%	-0.91	0.0068	-0.083
0.8000	1.37	56	873	41.2%	0.08	0.0052	-0.069	290	45.90	49.00		13		-0.93	0.0057	-0.070
0.5100	0.6500	25	1,441	41.2%	0.05	0.0036	-0.049	300	55.90	59.35			40.1%	-0.97	0.0042	-0.051
0.1900	0.6600	10	1,203	43.8%	0.04	0.0025	-0.036	310	65.80	69.25				-0.99	0.0026	-0.035
0.1100	0.5200	5	440	46.1%	0.02	0.0018	-0.028	320	75.45	79.35	1			-1.00	0.0011	-0.026
0	0.6100		486	50.1%	0.02	0.0013	-0.022	330	85.80	88.55				-1.00	0.0001	-0.026
0.0300	0.6800	1	42	55.4%	0.01	0.0010	-0.017	340	95.80	99.25				-1.00	0.0000	-0.026
0	0.2900	1	16	52.5%	0.01	0.0007	-0.014	350	105.50	109.25				-1.00	0.0000	-0.026

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.

callsputs

CRM cadena de opciones Salesforce, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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