CZR cadena de opciones Caesars Entertainment, 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 ±9.3% (26.37–31.77) · ATM IV 23.7% · P/C interés abierto 0.82
| 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 | |
| 12.15 | 16.15 | 184 | 68.4% | 0.98 | 0.0049 | -0.001 | 15 | 0 | 0.0400 | 4,698 | 60.4% | -0.02 | 0.0048 | -0.003 | ||
| 11.15 | 15.20 | 64.7% | 0.97 | 0.0060 | -0.001 | 16 | 0 | 2.13 | 123.7% | -0.03 | 0.0060 | -0.003 | ||||
| 10.15 | 14.20 | 57.4% | 0.97 | 0.0075 | -0.001 | 17 | 0 | 2.13 | 114.0% | -0.03 | 0.0075 | -0.004 | ||||
| 9.15 | 13.20 | 50.4% | 0.96 | 0.0093 | -0.002 | 18 | 0 | 0.1100 | 102 | 50.9% | -0.04 | 0.0093 | -0.004 | |||
| 8.20 | 12.25 | 50.1% | 0.95 | 0.0115 | -0.002 | 19 | 0 | 2.14 | 66 | 96.5% | -0.04 | 0.0115 | -0.004 | |||
| 7.20 | 11.25 | 861 | 43.8% | 0.94 | 0.0143 | -0.003 | 20 | 0.0100 | 0.2900 | 5,299 | 49.8% | -0.05 | 0.0144 | -0.004 | ||
| 6.25 | 10.25 | 40.2% | 0.94 | 0.0178 | -0.003 | 21 | 0 | 0.2100 | 348 | 41.6% | -0.06 | 0.0179 | -0.004 | |||
| 5.25 | 9.30 | 36.5% | 0.92 | 0.0224 | -0.003 | 22 | 0 | 2.18 | 6 | 73.1% | -0.07 | 0.0226 | -0.005 | |||
| 4.30 | 8.35 | 73 | 34.1% | 0.91 | 0.0285 | -0.004 | 23 | 0 | 2.19 | 965 | 65.9% | -0.09 | 0.0287 | -0.005 | ||
| 3.30 | 7.35 | 28.7% | 0.89 | 0.0368 | -0.004 | 24 | 0 | 2.22 | 6 | 58.9% | -0.10 | 0.0371 | -0.005 | |||
| 2.85 | 6.00 | 10 | 476 | 27.6% | 0.87 | 0.0485 | -0.004 | 25 | 0 | 2.25 | 1,588 | 52.1% | -0.13 | 0.0491 | -0.005 | |
| 1.39 | 5.45 | 1 | 15 | 22.0% | 0.84 | 0.0660 | -0.004 | 26 | 0 | 2.28 | 24 | 45.1% | -0.16 | 0.0670 | -0.005 | |
| 0.4200 | 4.50 | 3 | 17.7% | 0.79 | 0.0942 | -0.004 | 27 | 0 | 2.33 | 39 | 38.3% | -0.21 | 0.0962 | -0.005 | ||
| 0.1300 | 3.60 | 2,001 | 20.6% | 0.72 | 0.1442 | -0.004 | 28 | 0 | 0.6000 | 1,000 | 2,711 | 13.6% | -0.28 | 0.1490 | -0.004 | |
| 0 | 2.74 | 22 | 22.0% | 0.57 | 0.2433 | -0.003 | 29 | 0.0500 | 2.61 | 401 | 25.4% | -0.44 | 0.2616 | -0.004 | ||
| 0 | 0.1800 | 3 | 1,923 | 6.0% | 0.27 | 0.2812 | -0.002 | 30 | 0.0400 | 1.37 | 154 | -0.81 | 0.3728 | -0.003 | ||
| 0.0100 | 0.0800 | 750 | 8.7% | 0.05 | 0.1013 | -0.001 | 31 | 0.2200 | 4.20 | 18.4% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1000 | 99 | 12.0% | 0.03 | 0.0539 | -0.001 | 32 | 1.08 | 5.10 | 20.0% | -1.00 | 0.0000 | -0.003 | |||
| 0.0100 | 0.1000 | 1 | 2,437 | 15.4% | 0.03 | 0.0343 | -0.001 | 33 | 2.08 | 6.10 | 10 | 24.1% | -1.00 | 0.0000 | -0.003 | |
| 0 | 0.1000 | 4 | 18.0% | 0.02 | 0.0240 | -0.001 | 34 | 3.05 | 7.10 | 75 | 27.4% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.0100 | 3,879 | 14.8% | 0.02 | 0.0178 | -0.001 | 35 | 4.10 | 8.10 | 31.8% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 2.13 | 54.3% | 0.01 | 0.0137 | -0.001 | 36 | 5.10 | 9.10 | 35.2% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 2.13 | 1,532 | 58.1% | 0.01 | 0.0110 | -0.001 | 37 | 6.10 | 10.10 | 38.4% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 2.13 | 61.7% | 0.01 | 0.0089 | -0.001 | 38 | 7.10 | 11.10 | 41.5% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 2.13 | 1 | 65.1% | 0.01 | 0.0074 | -0.001 | 39 | 8.10 | 12.10 | 44.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 2.13 | 1,842 | 68.4% | 0.01 | 0.0062 | -0.001 | 40 | 9.10 | 13.10 | 47.3% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 2.13 | 71.5% | 0.01 | 0.0053 | -0.000 | 41 | 10.10 | 14.10 | 50.1% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 2.13 | 140 | 74.4% | 0.01 | 0.0046 | -0.000 | 42 | 11.10 | 15.10 | 52.7% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 2.13 | 77.3% | 0.01 | 0.0040 | -0.000 | 43 | 12.10 | 16.10 | 55.3% | -1.00 | 0.0000 | -0.003 | ||||
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 — Jan 15, 2027
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.