DKNG cadena de opciones DraftKings 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 ±16.3% (16.53–22.97) · ATM IV 68.3% · P/C interés abierto 0.10
| 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 | |
| 8.40 | 10.45 | 0.98 | 0.0057 | -0.003 | 10 | 0 | 0.2500 | 141.4% | -0.02 | 0.0058 | -0.004 | |||||
| 7.55 | 9.45 | 0.98 | 0.0088 | -0.004 | 11 | 0 | 0.2100 | 119.8% | -0.02 | 0.0088 | -0.005 | |||||
| 6.80 | 8.20 | 0.96 | 0.0131 | -0.006 | 12 | 0 | 0.2900 | 112.0% | -0.04 | 0.0131 | -0.007 | |||||
| 6.35 | 7.75 | 1 | 0.96 | 0.0158 | -0.007 | 12.5 | 0.0100 | 0.2500 | 313 | 101.8% | -0.04 | 0.0158 | -0.008 | |||
| 5.95 | 7.55 | 0.95 | 0.0189 | -0.008 | 13 | 0.0300 | 0.2200 | 93.8% | -0.05 | 0.0190 | -0.009 | |||||
| 4.90 | 6.50 | 0.93 | 0.0267 | -0.010 | 14 | 0.0700 | 0.2900 | 87.6% | -0.07 | 0.0267 | -0.011 | |||||
| 4.60 | 5.25 | 122 | 65.4% | 0.90 | 0.0371 | -0.013 | 15 | 0.1900 | 0.2800 | 20 | 4,230 | 79.5% | -0.10 | 0.0372 | -0.013 | |
| 3.20 | 4.35 | 0.86 | 0.0508 | -0.015 | 16 | 0.3100 | 0.4300 | 66 | 76.3% | -0.15 | 0.0510 | -0.016 | ||||
| 2.62 | 3.65 | 57.6% | 0.79 | 0.0667 | -0.018 | 17 | 0.4900 | 0.6600 | 16 | 74.1% | -0.21 | 0.0670 | -0.019 | |||
| 2.70 | 3.15 | 5 | 2,694 | 67.4% | 0.76 | 0.0746 | -0.020 | 17.5 | 0.6500 | 0.7000 | 82 | 7,702 | 71.4% | -0.24 | 0.0749 | -0.020 |
| 2.54 | 2.74 | 70.0% | 0.71 | 0.0818 | -0.022 | 18 | 0.7600 | 1.13 | 76.4% | -0.29 | 0.0822 | -0.022 | ||||
| 1.74 | 2.42 | 58.0% | 0.67 | 0.0880 | -0.023 | 18.5 | 0.9700 | 1.10 | 71.2% | -0.33 | 0.0886 | -0.023 | ||||
| 1.91 | 2.16 | 1 | 69.2% | 0.62 | 0.0930 | -0.024 | 19 | 1.15 | 1.38 | 18 | 71.7% | -0.38 | 0.0936 | -0.024 | ||
| 1.64 | 1.85 | 1 | 67.8% | 0.57 | 0.0965 | -0.025 | 19.5 | 1.38 | 1.59 | 6 | 70.7% | -0.43 | 0.0972 | -0.025 | ||
| 1.49 | 1.56 | 159 | 5,479 | 68.4% | 0.52 | 0.0985 | -0.025 | 20 | 1.66 | 1.73 | 460 | 5,038 | 68.3% | -0.48 | 0.0993 | -0.025 |
| 1.19 | 1.40 | 4 | 67.5% | 0.48 | 0.0990 | -0.025 | 20.5 | 1.87 | 2.68 | 80.7% | -0.53 | 0.0999 | -0.025 | |||
| 1.08 | 1.13 | 40 | 67.3% | 0.43 | 0.0981 | -0.024 | 21 | 2.16 | 2.47 | 69.0% | -0.57 | 0.0991 | -0.024 | |||
| 0.8600 | 1.01 | 20 | 67.0% | 0.38 | 0.0958 | -0.023 | 21.5 | 2.52 | 2.80 | 1 | 69.4% | -0.62 | 0.0970 | -0.024 | ||
| 0.7900 | 0.8400 | 29 | 68.1% | 0.34 | 0.0924 | -0.022 | 22 | 2.85 | 3.75 | 82.4% | -0.66 | 0.0936 | -0.022 | |||
| 0.6400 | 0.7100 | 340 | 5,540 | 67.3% | 0.30 | 0.0878 | -0.021 | 22.5 | 3.25 | 3.55 | 2,384 | 70.0% | -0.71 | 0.0892 | -0.021 | |
| 0.4600 | 0.6000 | 7 | 65.4% | 0.26 | 0.0824 | -0.020 | 23 | 3.50 | 5.00 | 92.4% | -0.74 | 0.0840 | -0.020 | |||
| 0.4000 | 0.5300 | 66.8% | 0.23 | 0.0765 | -0.018 | 23.5 | 4.00 | 5.25 | 92.1% | -0.78 | 0.0782 | -0.018 | ||||
| 0.3400 | 0.4500 | 3 | 67.3% | 0.20 | 0.0703 | -0.017 | 24 | 4.40 | 5.85 | 97.4% | -0.81 | 0.0721 | -0.017 | |||
| 0.1800 | 0.3600 | 1 | 63.3% | 0.17 | 0.0639 | -0.015 | 24.5 | 4.75 | 6.35 | 98.7% | -0.84 | 0.0659 | -0.015 | |||
| 0.2500 | 0.3000 | 404 | 8,775 | 67.6% | 0.14 | 0.0577 | -0.014 | 25 | 5.35 | 6.45 | 11 | 3,986 | 95.6% | -0.86 | 0.0598 | -0.013 |
| 0.1100 | 0.2500 | 67.0% | 0.11 | 0.0461 | -0.011 | 26 | 6.20 | 7.75 | 108.5% | -0.90 | 0.0485 | -0.011 | ||||
| 0.0400 | 0.2600 | 70.5% | 0.08 | 0.0362 | -0.009 | 27 | 7.15 | 8.65 | 112.6% | -0.93 | 0.0389 | -0.009 | ||||
| 0.0900 | 0.1400 | 57 | 4,178 | 69.4% | 0.07 | 0.0320 | -0.008 | 27.5 | 7.50 | 8.60 | 589 | 93.7% | -0.95 | 0.0348 | -0.008 | |
| 0.0200 | 0.1700 | 69.6% | 0.06 | 0.0283 | -0.007 | 28 | 8.15 | 9.65 | 120.2% | -0.96 | 0.0310 | -0.007 | ||||
| 0.0200 | 0.1300 | 71.7% | 0.04 | 0.0222 | -0.006 | 29 | 9.05 | 10.60 | 122.9% | -0.97 | 0.0257 | -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 — 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.