EBAY cadena de opciones eBay Inc.
Cboe delayed options data · a fecha de 09:36 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 ±9.7% (108.82–132.12) · ATM IV 40.8% · P/C interés abierto 0.36
| 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 | |
| 53.80 | 57.05 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 2.13 | 140.2% | -0.00 | 0.0001 | -0.001 | |||||
| 48.70 | 52.15 | 1.00 | 0.0002 | 0.000 | 70 | 0 | 0.6800 | 10 | 100.1% | -0.00 | 0.0002 | -0.001 | ||||
| 43.85 | 47.10 | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.3100 | 5 | 78.3% | -0.00 | 0.0004 | -0.003 | ||||
| 39.40 | 41.95 | 1.00 | 0.0008 | 0.000 | 80 | 0 | 0.5400 | 10 | 75.4% | -0.01 | 0.0008 | -0.005 | ||||
| 33.95 | 37.30 | 1 | 0.99 | 0.0015 | -0.004 | 85 | 0 | 0.3900 | 38 | 62.2% | -0.01 | 0.0015 | -0.008 | |||
| 29.55 | 32.75 | 3 | 54.9% | 0.98 | 0.0028 | -0.010 | 90 | 0 | 0.4500 | 1 | 88 | 54.8% | -0.02 | 0.0028 | -0.014 | |
| 24.05 | 27.85 | 2 | 6 | 28.4% | 0.96 | 0.0050 | -0.020 | 95 | 0 | 0.6800 | 1 | 237 | 50.1% | -0.04 | 0.0050 | -0.023 |
| 19.35 | 23.20 | 145 | 40.5% | 0.93 | 0.0084 | -0.033 | 100 | 0.3500 | 0.9100 | 13 | 1,437 | 47.7% | -0.07 | 0.0084 | -0.035 | |
| 14.85 | 18.70 | 88 | 40.7% | 0.87 | 0.0131 | -0.049 | 105 | 0.8000 | 1.14 | 9 | 361 | 43.2% | -0.13 | 0.0132 | -0.051 | |
| 12.00 | 15.20 | 42.1% | 0.81 | 0.0175 | -0.063 | 109 | 0.8200 | 2.55 | 1 | 42.9% | -0.19 | 0.0177 | -0.065 | |||
| 10.80 | 14.40 | 285 | 39.8% | 0.79 | 0.0187 | -0.067 | 110 | 1.21 | 2.13 | 4 | 360 | 40.4% | -0.21 | 0.0189 | -0.069 | |
| 10.15 | 13.60 | 40.1% | 0.77 | 0.0198 | -0.070 | 111 | 1.11 | 3.15 | 42.5% | -0.23 | 0.0200 | -0.072 | ||||
| 9.30 | 12.85 | 39.5% | 0.75 | 0.0209 | -0.073 | 112 | 1.29 | 3.45 | 42.1% | -0.25 | 0.0212 | -0.075 | ||||
| 8.60 | 12.15 | 39.6% | 0.73 | 0.0220 | -0.076 | 113 | 0.9400 | 4.35 | 41.9% | -0.27 | 0.0222 | -0.078 | ||||
| 7.95 | 11.50 | 39.9% | 0.71 | 0.0230 | -0.079 | 114 | 1.70 | 4.20 | 41.7% | -0.30 | 0.0233 | -0.081 | ||||
| 7.20 | 10.85 | 492 | 39.5% | 0.68 | 0.0240 | -0.081 | 115 | 2.95 | 3.70 | 3 | 116 | 41.9% | -0.32 | 0.0243 | -0.083 | |
| 6.65 | 10.20 | 39.8% | 0.66 | 0.0249 | -0.084 | 116 | 2.22 | 5.15 | 41.8% | -0.34 | 0.0252 | -0.085 | ||||
| 6.35 | 9.40 | 40.2% | 0.63 | 0.0256 | -0.086 | 117 | 2.12 | 5.55 | 39.9% | -0.37 | 0.0260 | -0.087 | ||||
| 5.95 | 8.70 | 40.3% | 0.61 | 0.0263 | -0.087 | 118 | 2.52 | 6.20 | 40.6% | -0.40 | 0.0267 | -0.088 | ||||
| 5.45 | 8.25 | 40.9% | 0.58 | 0.0269 | -0.088 | 119 | 4.05 | 5.65 | 41.0% | -0.42 | 0.0273 | -0.090 | ||||
| 4.90 | 7.55 | 26 | 3,806 | 40.1% | 0.55 | 0.0273 | -0.089 | 120 | 5.20 | 5.65 | 144 | 95 | 41.5% | -0.45 | 0.0278 | -0.090 |
| 4.35 | 7.00 | 39.7% | 0.53 | 0.0276 | -0.089 | 121 | 5.00 | 6.95 | 41.8% | -0.48 | 0.0281 | -0.091 | ||||
| 3.70 | 6.00 | 5 | 37.1% | 0.50 | 0.0278 | -0.089 | 122 | 4.85 | 8.20 | 41.8% | -0.51 | 0.0283 | -0.090 | |||
| 3.40 | 6.10 | 39.5% | 0.47 | 0.0278 | -0.088 | 123 | 5.20 | 8.80 | 41.2% | -0.54 | 0.0283 | -0.090 | ||||
| 2.80 | 5.80 | 39.2% | 0.44 | 0.0277 | -0.088 | 124 | 5.80 | 9.40 | 41.3% | -0.56 | 0.0282 | -0.089 | ||||
| 3.40 | 5.30 | 4 | 266 | 42.3% | 0.42 | 0.0274 | -0.086 | 125 | 6.90 | 9.50 | 22 | 41.1% | -0.59 | 0.0280 | -0.088 | |
| 1.72 | 5.35 | 39.0% | 0.39 | 0.0270 | -0.085 | 126 | 8.25 | 10.35 | 44.5% | -0.62 | 0.0277 | -0.086 | ||||
| 1.76 | 5.05 | 40.4% | 0.36 | 0.0265 | -0.083 | 127 | 7.90 | 11.30 | 41.8% | -0.64 | 0.0272 | -0.084 | ||||
| 1.13 | 4.65 | 38.9% | 0.34 | 0.0259 | -0.080 | 128 | 8.90 | 11.65 | 41.7% | -0.67 | 0.0266 | -0.082 | ||||
| 1.15 | 4.15 | 1 | 39.2% | 0.31 | 0.0252 | -0.078 | 129 | 9.15 | 12.80 | 41.6% | -0.70 | 0.0260 | -0.079 | |||
| 1.92 | 2.64 | 12 | 1,160 | 38.3% | 0.29 | 0.0243 | -0.075 | 130 | 10.40 | 12.95 | 16 | 41.3% | -0.72 | 0.0252 | -0.076 | |
| 0.7700 | 3.80 | 40.3% | 0.27 | 0.0234 | -0.072 | 131 | 10.70 | 14.30 | 41.9% | -0.74 | 0.0243 | -0.074 | ||||
| 0.5600 | 3.70 | 1 | 40.9% | 0.25 | 0.0225 | -0.069 | 132 | 11.95 | 14.65 | 42.1% | -0.76 | 0.0234 | -0.070 | |||
| 0.3600 | 3.05 | 39.0% | 0.23 | 0.0215 | -0.066 | 133 | 12.30 | 15.95 | 42.4% | -0.79 | 0.0224 | -0.067 | ||||
| 0.4000 | 2.68 | 11 | 39.1% | 0.21 | 0.0204 | -0.062 | 134 | 12.90 | 16.70 | 41.1% | -0.81 | 0.0214 | -0.064 | |||
| 0.2700 | 1.75 | 11 | 1,334 | 35.2% | 0.19 | 0.0194 | -0.059 | 135 | 13.75 | 17.65 | 41.8% | -0.82 | 0.0204 | -0.061 | ||
| 0.7800 | 1.82 | 40.0% | 0.17 | 0.0183 | -0.056 | 136 | 14.70 | 18.55 | 42.7% | -0.84 | 0.0194 | -0.057 | ||||
| 0.2200 | 1.32 | 55 | 39.4% | 0.12 | 0.0141 | -0.043 | 140 | 18.65 | 21.95 | 45.1% | -0.90 | 0.0154 | -0.045 | |||
| 0.1000 | 0.7800 | 3 | 8 | 40.2% | 0.07 | 0.0096 | -0.029 | 145 | 23.45 | 26.10 | 43.4% | -0.95 | 0.0108 | -0.031 | ||
| 0.1100 | 0.3200 | 2 | 10 | 39.9% | 0.04 | 0.0062 | -0.019 | 150 | 28.10 | 31.00 | 41.3% | -0.99 | 0.0063 | -0.020 | ||
| 0 | 0.4500 | 2 | 13 | 45.1% | 0.02 | 0.0039 | -0.013 | 155 | 33.30 | 36.20 | 54.2% | -1.00 | 0.0004 | -0.016 | ||
| 0 | 0.2500 | 4 | 45.3% | 0.01 | 0.0024 | -0.008 | 160 | 38.30 | 40.90 | 54.2% | -1.00 | 0.0000 | -0.016 | |||
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.
callsputs