CVNA cadena de opciones Carvana Co.

Vencimiento Cboe delayed options data · a fecha de 15:36 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 ±18.6% (48.07–69.97) · ATM IV 78.5% · P/C interés abierto 1.21

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
27.10	30.75		9		0.99	0.0014	-0.003	30	0.0200	0.1100	1	461	104.8%	-0.01	0.0014	-0.006
26.35	29.25		50		0.99	0.0016	-0.004	31	0	0.2100		542	107.4%	-0.01	0.0016	-0.008
25.15	28.90				0.99	0.0020	-0.006	32	0.0400	0.2100	6	1,424	105.5%	-0.01	0.0020	-0.009
24.20	27.90		6		0.98	0.0024	-0.008	33	0.0500	0.1500	2	728	97.3%	-0.02	0.0024	-0.011
23.80	26.35		1		0.98	0.0028	-0.009	34	0.0500	0.1700	2	3,463	94.3%	-0.02	0.0028	-0.013
22.75	25.15		3		0.97	0.0034	-0.012	35	0.0900	0.2100	2	1,406	94.6%	-0.02	0.0034	-0.015
21.90	24.40		22	68.8%	0.97	0.0040	-0.014	36	0.1200	0.3500	2	2,134	97.9%	-0.03	0.0040	-0.017
20.95	23.45			75.7%	0.96	0.0046	-0.017	37	0.1900	0.3600	370	146	96.2%	-0.03	0.0046	-0.019
20.05	22.30		12	66.4%	0.96	0.0054	-0.019	38	0.2100	0.4800	66	696	96.0%	-0.04	0.0054	-0.022
19.05	21.60		39	80.5%	0.95	0.0062	-0.022	39	0.2900	0.4500		670	92.7%	-0.05	0.0062	-0.025
18.25	20.35		101	73.9%	0.94	0.0071	-0.026	40	0.3700	0.4500		1,188	90.2%	-0.06	0.0072	-0.028
16.35	18.20		28	63.1%	0.92	0.0092	-0.033	42	0.5400	0.6600	41	480	89.1%	-0.08	0.0092	-0.035
15.40	16.30		38	82.8%	0.90	0.0116	-0.040	44	0.7400	0.8900	2	662	87.0%	-0.10	0.0116	-0.042
14.55	15.50		63	83.5%	0.88	0.0128	-0.044	45	0.8900	1.06		3,605	86.9%	-0.12	0.0129	-0.046
13.55	14.50		130	78.5%	0.87	0.0142	-0.048	46	1.06	1.24	19	1,060	86.6%	-0.13	0.0142	-0.050
12.40	13.15		48	86.8%	0.83	0.0169	-0.056	48	1.42	1.61		4,727	84.9%	-0.17	0.0169	-0.058
11.60	12.90			91.1%	0.81	0.0183	-0.060	49	1.66	1.76			83.7%	-0.19	0.0183	-0.062
10.55	11.30		332	78.8%	0.79	0.0196	-0.064	50	1.90	2.01	55	15.3K	83.1%	-0.21	0.0197	-0.065
9.90	10.60			79.5%	0.77	0.0210	-0.068	51	2.15	2.38			83.3%	-0.23	0.0210	-0.069
9.20	9.85		73	78.6%	0.74	0.0222	-0.071	52	2.45	2.59	3	2,350	81.9%	-0.26	0.0223	-0.072
8.90	9.30			82.5%	0.72	0.0235	-0.074	53	2.77	3.05			82.5%	-0.28	0.0236	-0.075
7.95	8.60		63	79.0%	0.69	0.0246	-0.077	54	3.10	3.40	2	2,116	81.8%	-0.31	0.0247	-0.078
7.45	7.95		81	79.3%	0.67	0.0256	-0.079	55	3.50	3.80	535	13.3K	81.6%	-0.33	0.0257	-0.080
6.85	7.35		128	78.7%	0.64	0.0265	-0.081	56	3.90	4.25	32	6,685	81.4%	-0.36	0.0266	-0.082
6.30	6.75			78.0%	0.61	0.0273	-0.083	57	4.30	4.70	18		80.7%	-0.39	0.0274	-0.083
6.00	6.20	2	164	79.1%	0.58	0.0279	-0.084	58	4.80	5.05	18	14.4K	79.6%	-0.42	0.0281	-0.085
5.50	5.65	38		78.4%	0.55	0.0284	-0.085	59	5.30	5.45	77		78.5%	-0.45	0.0286	-0.085
5.05	5.20	70	891	78.3%	0.52	0.0288	-0.085	60	5.85	5.95	82	5,138	78.1%	-0.48	0.0289	-0.085
4.40	4.90	19		77.5%	0.50	0.0290	-0.085	61	6.35	6.80	12		79.5%	-0.50	0.0291	-0.085
4.00	4.35	3	1,836	76.2%	0.47	0.0290	-0.084	62	6.95	7.25	7	1,371	78.3%	-0.53	0.0292	-0.084
3.65	4.10	6		77.1%	0.44	0.0289	-0.083	63	7.55	8.05			79.2%	-0.56	0.0291	-0.083
3.35	3.75	26	359	77.3%	0.41	0.0286	-0.082	64	8.20	8.65		1,113	78.7%	-0.59	0.0288	-0.082
3.05	3.30	55	6,190	76.3%	0.39	0.0282	-0.080	65	8.85	9.35	1	1,655	78.5%	-0.62	0.0285	-0.080
2.78	3.05		1,413	76.8%	0.36	0.0277	-0.078	66	9.55	10.05		2,487	78.4%	-0.64	0.0280	-0.078
2.48	2.76			76.3%	0.34	0.0270	-0.075	67	10.25	10.80			78.3%	-0.67	0.0273	-0.075
2.23	2.47	30	3,794	75.9%	0.31	0.0263	-0.073	68	10.95	11.25		2,726	75.5%	-0.69	0.0266	-0.073
2.06	2.25	29		76.4%	0.29	0.0255	-0.070	69	11.65	12.35			77.6%	-0.71	0.0258	-0.070
1.83	1.99	78	2,522	75.7%	0.27	0.0246	-0.067	70	12.50	12.80		799	75.1%	-0.74	0.0249	-0.067
1.62	1.85	3		75.9%	0.24	0.0236	-0.064	71	13.30	13.85			77.1%	-0.76	0.0240	-0.064
1.42	1.58	71	1,996	74.7%	0.23	0.0226	-0.061	72	14.00	14.85	4	461	77.6%	-0.78	0.0230	-0.060
1.21	1.42	1		74.1%	0.21	0.0215	-0.058	73	14.90	15.85			79.7%	-0.80	0.0219	-0.057
1.13	1.27	76	1,925	74.5%	0.19	0.0204	-0.055	74	15.65	16.60		342	77.7%	-0.82	0.0209	-0.054
1.00	1.13	103	2,575	74.3%	0.17	0.0194	-0.051	75	16.65	17.15		552	75.6%	-0.83	0.0198	-0.051
0.8900	1.01	4	3,052	74.3%	0.16	0.0182	-0.048	76	17.50	19.05		256	86.5%	-0.85	0.0187	-0.048
0.6600	0.7900	5	2,845	73.4%	0.13	0.0161	-0.042	78	19.30	19.80		445	74.6%	-0.88	0.0166	-0.041
0.5300	0.6400	1	7,152	73.9%	0.11	0.0140	-0.036	80	21.05	21.95		315	77.8%	-0.90	0.0146	-0.035
0.4000	0.5000	40	1,478	73.5%	0.09	0.0121	-0.031	82	22.50	24.85		438	87.5%	-0.92	0.0127	-0.030
0.2600	0.4000		414	72.5%	0.07	0.0103	-0.026	84	24.40	26.75		19	89.0%	-0.94	0.0110	-0.025
0.2200	0.4300		5,996	74.1%	0.06	0.0095	-0.024	85	25.50	27.30		19	85.4%	-0.95	0.0102	-0.023
0.1900	0.4000		3,782	74.5%	0.06	0.0087	-0.022	86	26.35	28.60		35	90.0%	-0.95	0.0095	-0.021
0.1500	0.4200		1,587	77.5%	0.05	0.0073	-0.018	88	28.30	30.55		54	92.3%	-0.97	0.0082	-0.017

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.

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CVNA cadena de opciones Carvana Co.

Sonrisa de volatilidad — Nov 20, 2026

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