CROX cadena de opciones Crocs, 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 ±6.3% (108.65–123.35) · ATM IV 36.6% · P/C interés abierto 1.15
| 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 | |
| 54.50 | 58.20 | 5 | 167.5% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.2000 | 257 | 140.1% | 0.00 | 0.0000 | 0.000 | ||
| 49.70 | 53.00 | 11 | 148.6% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.00 | 60 | 186.2% | 0.00 | 0.0000 | 0.000 | ||
| 46.60 | 50.50 | 1 | 94.1% | 1.00 | 0.0000 | 0.000 | 67.5 | 0 | 2.15 | 19 | 178.9% | 0.00 | 0.0000 | -0.000 | ||
| 43.90 | 48.00 | 9 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 403 | 168.9% | -0.00 | 0.0000 | -0.000 | |||
| 41.40 | 45.50 | 1 | 1.00 | 0.0000 | 0.000 | 72.5 | 0 | 2.15 | 55 | 159.2% | -0.00 | 0.0000 | -0.000 | |||
| 38.90 | 43.00 | 8 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 191 | 149.8% | -0.00 | 0.0000 | -0.000 | |||
| 37.10 | 40.50 | 3 | 103.4% | 1.00 | 0.0001 | 0.000 | 77.5 | 0 | 2.15 | 225 | 140.6% | -0.00 | 0.0001 | -0.000 | ||
| 34.00 | 38.00 | 16 | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 197 | 131.7% | -0.00 | 0.0001 | -0.001 | |||
| 31.60 | 35.40 | 30 | 1.00 | 0.0003 | 0.000 | 82.5 | 0 | 2.15 | 248 | 123.0% | -0.00 | 0.0003 | -0.001 | |||
| 29.40 | 32.40 | 169 | 1.00 | 0.0004 | 0.000 | 85 | 0.0500 | 1.15 | 2 | 766 | 68.8% | -0.00 | 0.0004 | -0.002 | ||
| 27.20 | 29.90 | 30 | 1.00 | 0.0008 | 0.000 | 87.5 | 0 | 2.15 | 522 | 106.2% | -0.00 | 0.0008 | -0.003 | |||
| 24.60 | 27.40 | 82 | 1.00 | 0.0013 | -0.002 | 90 | 0 | 2.15 | 147 | 98.0% | -0.01 | 0.0013 | -0.005 | |||
| 22.30 | 25.60 | 25 | 68.8% | 0.99 | 0.0022 | -0.005 | 92.5 | 0 | 2.15 | 89 | 90.0% | -0.01 | 0.0022 | -0.008 | ||
| 19.70 | 22.50 | 44 | 34.2% | 0.98 | 0.0036 | -0.010 | 95 | 0.0500 | 0.1500 | 4 | 195 | 48.9% | -0.02 | 0.0036 | -0.013 | |
| 17.40 | 20.00 | 58 | 43.5% | 0.97 | 0.0058 | -0.017 | 97.5 | 0 | 0.2500 | 4 | 24 | 45.1% | -0.03 | 0.0058 | -0.020 | |
| 14.70 | 18.10 | 1 | 620 | 47.0% | 0.96 | 0.0090 | -0.027 | 100 | 0.0500 | 0.3000 | 297 | 42.1% | -0.04 | 0.0091 | -0.029 | |
| 10.00 | 12.90 | 86 | 35.6% | 0.89 | 0.0192 | -0.057 | 105 | 0.4500 | 1.50 | 1 | 355 | 48.9% | -0.11 | 0.0193 | -0.059 | |
| 6.10 | 9.40 | 315 | 41.9% | 0.76 | 0.0326 | -0.093 | 110 | 1.25 | 1.70 | 6 | 349 | 39.9% | -0.25 | 0.0330 | -0.095 | |
| 3.30 | 4.90 | 36 | 262 | 36.3% | 0.56 | 0.0418 | -0.117 | 115 | 2.80 | 3.70 | 58 | 1,191 | 37.0% | -0.44 | 0.0424 | -0.118 |
| 1.65 | 2.25 | 41 | 615 | 35.8% | 0.36 | 0.0397 | -0.111 | 120 | 5.70 | 7.20 | 62 | 1,025 | 42.6% | -0.65 | 0.0404 | -0.112 |
| 0 | 1.40 | 107 | 609 | 34.5% | 0.20 | 0.0292 | -0.083 | 125 | 8.70 | 11.90 | 453 | 44.4% | -0.81 | 0.0299 | -0.083 | |
| 0.2000 | 0.5000 | 44 | 537 | 38.2% | 0.10 | 0.0177 | -0.052 | 130 | 12.50 | 15.80 | 464 | -0.92 | 0.0192 | -0.053 | ||
| 0.0500 | 0.3500 | 16 | 2,515 | 42.2% | 0.05 | 0.0096 | -0.029 | 135 | 17.30 | 21.30 | 2,699 | 45.2% | -0.98 | 0.0116 | -0.034 | |
| 0 | 0.5500 | 4 | 1,283 | 53.3% | 0.02 | 0.0048 | -0.015 | 140 | 23.10 | 26.30 | 1 | 35 | 66.6% | -1.00 | 0.0017 | -0.019 |
| 0 | 1.25 | 1 | 480 | 72.5% | 0.01 | 0.0024 | -0.008 | 145 | 28.10 | 31.30 | 75.4% | -1.00 | 0.0000 | -0.019 | ||
| 0 | 0.5000 | 2 | 616 | 67.2% | 0.00 | 0.0012 | -0.004 | 150 | 32.90 | 35.50 | -1.00 | 0.0000 | -0.019 | |||
| 0 | 2.00 | 355 | 98.3% | 0.00 | 0.0006 | -0.002 | 155 | 37.30 | 41.30 | 75.6% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 1.00 | 118 | 91.3% | 0.00 | 0.0003 | -0.001 | 160 | 42.90 | 45.70 | 82.3% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 2.15 | 103 | 115.3% | 0.00 | 0.0001 | -0.001 | 165 | 47.70 | 51.30 | 99.0% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 2.15 | 49 | 122.4% | 0.00 | 0.0001 | -0.000 | 170 | 52.90 | 55.70 | 94.8% | -1.00 | 0.0000 | -0.019 | |||
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.