DASH cadena de opciones DoorDash, Inc.

Vencimiento Cboe delayed options data · a fecha de 06:36 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 ±14.1% (166.56–221.41) · ATM IV 59.8% · P/C interés abierto 0.57

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
92.60	95.65		53	111.5%	0.99	0.0003	-0.002	100	0	1.15		106	119.7%	-0.01	0.0003	-0.013
87.85	90.65		39	108.3%	0.99	0.0004	-0.005	105	0	1.15		98	111.9%	-0.01	0.0004	-0.016
82.90	85.70		44	102.0%	0.99	0.0005	-0.009	110	0	1.15		120	104.4%	-0.01	0.0005	-0.019
77.95	81.20		50	102.3%	0.99	0.0007	-0.013	115	0	1.35		69	100.1%	-0.01	0.0007	-0.023
73.05	75.80		50	90.6%	0.98	0.0009	-0.019	120	0	0.9500		195	87.3%	-0.02	0.0009	-0.028
68.15	70.90		43	86.0%	0.98	0.0011	-0.025	125	0	2.34		206	96.4%	-0.02	0.0011	-0.034
63.25	66.05		48	81.7%	0.97	0.0015	-0.033	130	0.0900	1.69		71	84.2%	-0.03	0.0015	-0.041
58.45	61.70		34	82.4%	0.96	0.0019	-0.042	135	0.1500	1.16		91	72.8%	-0.04	0.0019	-0.050
53.65	56.90		33	78.2%	0.95	0.0024	-0.053	140	0.2700	1.60	40	632	71.8%	-0.05	0.0024	-0.060
49.00	51.80		43	72.8%	0.94	0.0031	-0.067	145	0.3700	1.66	10	88	66.7%	-0.06	0.0031	-0.073
44.45	47.70		71	73.2%	0.92	0.0039	-0.082	150	0.9500	2.05	2	2,173	66.6%	-0.08	0.0039	-0.087
39.40	43.20		56	68.1%	0.90	0.0048	-0.099	155	0.5800	3.30		216	64.6%	-0.10	0.0048	-0.104
35.55	38.50		44	66.8%	0.87	0.0058	-0.118	160	2.15	3.70	24	573	66.0%	-0.13	0.0059	-0.122
31.30	34.85		22	66.6%	0.83	0.0069	-0.137	165	2.64	4.70	17	609	64.0%	-0.17	0.0070	-0.141
28.95	32.35			63.1%	0.81	0.0075	-0.147	167.5	2.80	5.50	2		63.3%	-0.19	0.0075	-0.151
27.50	30.90		83	65.5%	0.79	0.0080	-0.156	170	3.45	6.05		560	63.1%	-0.21	0.0081	-0.160
25.20	28.55			62.4%	0.77	0.0086	-0.165	172.5	3.70	6.65			61.5%	-0.23	0.0086	-0.169
23.35	27.20	1	114	63.0%	0.74	0.0091	-0.174	175	4.45	7.30		1,164	61.2%	-0.26	0.0091	-0.177
22.15	25.50			64.1%	0.72	0.0096	-0.182	177.5	5.20	8.40	4		61.7%	-0.28	0.0096	-0.185
20.40	23.85	14	4,121	63.5%	0.69	0.0100	-0.189	180	5.55	9.20	3	510	60.1%	-0.31	0.0101	-0.192
19.05	21.60			62.1%	0.67	0.0104	-0.195	182.5	6.90	9.55			59.6%	-0.33	0.0105	-0.198
17.50	20.05	1	1,020	61.6%	0.64	0.0108	-0.200	185	8.85	10.00	5	822	60.3%	-0.36	0.0108	-0.203
15.75	19.20			62.0%	0.61	0.0111	-0.205	187.5	8.20	11.70	5		57.7%	-0.39	0.0112	-0.207
14.60	16.00	59	227	58.1%	0.58	0.0113	-0.208	190	10.65	11.60	74	1,097	57.8%	-0.42	0.0114	-0.210
13.05	15.80	24		59.7%	0.55	0.0115	-0.210	192.5	11.15	14.00	17		58.6%	-0.45	0.0116	-0.211
12.15	15.00	33	375	61.1%	0.53	0.0117	-0.210	195	12.40	15.30	12	186	58.4%	-0.48	0.0118	-0.212
10.65	13.55	4		59.5%	0.50	0.0117	-0.210	197.5	13.75	16.65			58.2%	-0.51	0.0118	-0.211
9.50	11.80	13	1,511	57.6%	0.47	0.0118	-0.209	200	14.60	18.05		583	56.7%	-0.53	0.0119	-0.210
9.15	11.05	10		59.4%	0.44	0.0117	-0.206	202.5	16.95	20.00			59.4%	-0.56	0.0118	-0.207
7.25	10.50			57.9%	0.41	0.0116	-0.202	205	17.60	21.00			55.9%	-0.59	0.0117	-0.203
6.40	10.20			59.1%	0.38	0.0114	-0.198	207.5	19.20	23.10			56.6%	-0.62	0.0116	-0.198
5.85	9.35	12	644	59.3%	0.36	0.0112	-0.192	210	21.45	24.80		136	57.7%	-0.65	0.0114	-0.193
5.50	8.05	1		58.9%	0.33	0.0109	-0.186	212.5	22.65	26.10			55.0%	-0.67	0.0111	-0.186
4.00	7.60	154		57.3%	0.30	0.0106	-0.179	215	25.05	27.90			56.2%	-0.70	0.0108	-0.179
4.00	5.50	21	1,407	57.7%	0.26	0.0098	-0.163	220	28.20	31.60		369	53.5%	-0.75	0.0100	-0.163
2.20	5.10	2		56.7%	0.21	0.0090	-0.146	225	33.00	36.20			57.0%	-0.79	0.0092	-0.146
2.46	3.50	9	791	57.3%	0.18	0.0080	-0.130	230	37.10	39.95		114	54.7%	-0.83	0.0082	-0.129
0.9800	3.75	5		57.4%	0.15	0.0070	-0.113	235	40.95	44.85			54.2%	-0.86	0.0073	-0.112
1.59	2.00	5	4,994	56.9%	0.12	0.0061	-0.098	240	45.85	49.40		30	55.7%	-0.89	0.0064	-0.097
0.2600	1.92	23	2,009	57.0%	0.08	0.0045	-0.071	250	54.80	58.10		320		-0.93	0.0048	-0.070
0.2200	1.09		372	57.3%	0.05	0.0032	-0.051	260	64.65	68.45		1	51.7%	-0.96	0.0035	-0.050
0.1100	1.08		165	62.0%	0.03	0.0022	-0.037	270	74.45	77.60				-0.98	0.0027	-0.034
0	1.16		52	67.0%	0.02	0.0016	-0.027	280	84.40	88.45				-0.99	0.0015	-0.024
0	0.7500		124	67.2%	0.02	0.0011	-0.020	290	94.45	97.60				-1.00	0.0004	-0.018

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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DASH cadena de opciones DoorDash, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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