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 ±8.1% (26.72–31.42) · ATM IV 58.4% · P/C interés abierto 0.03
| 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 | |
| 7.95 | 12.00 | 0.97 | 0.0087 | -0.015 | 19 | 0 | 2.13 | 269.2% | -0.02 | 0.0087 | -0.016 | |||||
| 7.15 | 11.20 | 131.5% | 0.97 | 0.0110 | -0.016 | 20 | 0 | 2.13 | 44 | 245.9% | -0.03 | 0.0111 | -0.017 | |||
| 6.00 | 10.20 | 95.9% | 0.96 | 0.0141 | -0.017 | 21 | 0 | 2.13 | 19 | 223.5% | -0.04 | 0.0141 | -0.018 | |||
| 5.05 | 9.20 | 91.1% | 0.96 | 0.0183 | -0.018 | 22 | 0 | 2.13 | 25 | 201.9% | -0.04 | 0.0183 | -0.019 | |||
| 3.95 | 8.15 | 0.95 | 0.0240 | -0.019 | 23 | 0 | 2.13 | 13 | 180.8% | -0.05 | 0.0240 | -0.020 | ||||
| 2.97 | 7.20 | 54.2% | 0.94 | 0.0323 | -0.019 | 24 | 0 | 2.13 | 160.3% | -0.06 | 0.0324 | -0.020 | ||||
| 2.60 | 6.75 | 68.8% | 0.93 | 0.0380 | -0.020 | 24.5 | 0 | 2.13 | 150.1% | -0.07 | 0.0380 | -0.020 | ||||
| 2.25 | 6.25 | 71.6% | 0.92 | 0.0451 | -0.020 | 25 | 0 | 2.13 | 140.0% | -0.08 | 0.0452 | -0.020 | ||||
| 1.63 | 5.75 | 57.7% | 0.91 | 0.0542 | -0.020 | 25.5 | 0 | 2.13 | 129.9% | -0.09 | 0.0544 | -0.020 | ||||
| 1.83 | 5.25 | 81.1% | 0.90 | 0.0664 | -0.019 | 26 | 0 | 2.13 | 119.8% | -0.10 | 0.0666 | -0.020 | ||||
| 0.5000 | 4.75 | 36.3% | 0.89 | 0.0832 | -0.019 | 26.5 | 0 | 2.13 | 109.6% | -0.11 | 0.0835 | -0.019 | ||||
| 0.1700 | 4.25 | 39.6% | 0.87 | 0.1075 | -0.018 | 27 | 0 | 2.13 | 99.3% | -0.13 | 0.1080 | -0.019 | ||||
| 0 | 3.75 | 44.6% | 0.84 | 0.1455 | -0.017 | 27.5 | 0 | 2.14 | 89.1% | -0.16 | 0.1464 | -0.018 | ||||
| 0.2600 | 3.25 | 9 | 57.7% | 0.81 | 0.2115 | -0.016 | 28 | 0 | 0.1100 | 4 | 18.5% | -0.19 | 0.2131 | -0.016 | ||
| 0 | 2.79 | 54.4% | 0.73 | 0.3457 | -0.014 | 28.5 | 0 | 2.19 | 68.3% | -0.27 | 0.3496 | -0.014 | ||||
| 0 | 2.40 | 57.8% | 0.55 | 0.6276 | -0.011 | 29 | 0 | 2.30 | 3 | 58.9% | -0.46 | 0.6387 | -0.012 | |||
| 0 | 0.1000 | 9.5% | 0.21 | 0.5548 | -0.007 | 29.5 | 0 | 2.58 | 52.3% | -0.80 | 0.5807 | -0.007 | ||||
| 0 | 0.0700 | 11 | 3,223 | 14.2% | 0.09 | 0.2453 | -0.005 | 30 | 0 | 2.29 | 6 | 27.3% | -0.92 | 0.2641 | -0.005 | |
| 0 | 2.13 | 81.6% | 0.07 | 0.1450 | -0.005 | 30.5 | 0 | 3.60 | 44.1% | -0.94 | 0.1553 | -0.006 | ||||
| 0 | 0.0900 | 160 | 25.7% | 0.06 | 0.0990 | -0.006 | 31 | 0.1000 | 4.10 | 37.5% | -0.95 | 0.1058 | -0.006 | |||
| 0 | 2.13 | 98.1% | 0.05 | 0.0731 | -0.006 | 31.5 | 1.52 | 4.60 | 74.0% | -0.96 | 0.0782 | -0.006 | ||||
| 0 | 0.0400 | 1 | 29.9% | 0.04 | 0.0569 | -0.006 | 32 | 0.8300 | 5.10 | 30.9% | -0.97 | 0.0610 | -0.006 | |||
| 0 | 2.13 | 112.8% | 0.04 | 0.0459 | -0.006 | 32.5 | 1.50 | 5.60 | 49.0% | -0.97 | 0.0494 | -0.006 | ||||
| 0 | 2.13 | 119.6% | 0.03 | 0.0380 | -0.006 | 33 | 1.83 | 6.10 | 38.7% | -0.97 | 0.0410 | -0.006 | ||||
| 0 | 2.13 | 126.2% | 0.03 | 0.0321 | -0.006 | 33.5 | 2.33 | 6.50 | -0.98 | 0.0348 | -0.006 | |||||
| 0 | 2.13 | 132.5% | 0.03 | 0.0276 | -0.006 | 34 | 2.83 | 7.10 | 46.2% | -0.98 | 0.0301 | -0.006 | ||||
| 0 | 2.13 | 144.5% | 0.02 | 0.0212 | -0.006 | 35 | 4.15 | 8.10 | 80.8% | -0.98 | 0.0233 | -0.006 | ||||
| 0 | 2.13 | 155.8% | 0.02 | 0.0169 | -0.006 | 36 | 4.85 | 9.00 | -0.98 | 0.0186 | -0.006 | |||||
| 0 | 2.13 | 166.4% | 0.02 | 0.0138 | -0.006 | 37 | 5.85 | 10.10 | 70.7% | -0.99 | 0.0152 | -0.005 | ||||
| 0 | 2.13 | 176.5% | 0.02 | 0.0116 | -0.006 | 38 | 6.85 | 11.10 | 77.1% | -0.99 | 0.0126 | -0.005 | ||||
| 0 | 2.13 | 186.0% | 0.01 | 0.0098 | -0.006 | 39 | 8.80 | 12.10 | 146.6% | -0.99 | 0.0107 | -0.005 | ||||
| 0 | 0.0500 | 84.1% | 0.01 | 0.0085 | -0.005 | 40 | 9.10 | 13.10 | 117.0% | -0.99 | 0.0092 | -0.005 | ||||
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 — Oct 30, 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.