EBAY cadena de opciones eBay Inc.

Vencimiento Cboe delayed options data · a fecha de 15:37 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 ±9.6% (108.19–131.25) · ATM IV 40.5% · 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
58.15	61.75			71.8%	1.00	0.0000	0.000	60	0	0.1000			94.6%	-0.00	0.0000	-0.000
53.75	56.50			97.9%	1.00	0.0001	0.000	65	0	0.3000			97.4%	-0.00	0.0001	-0.001
48.85	51.80			98.6%	1.00	0.0002	0.000	70	0	0.1000		10	75.1%	-0.00	0.0002	-0.001
43.60	46.85			81.1%	1.00	0.0004	0.000	75	0	0.1100		5	67.1%	-0.00	0.0004	-0.002
38.75	42.10			79.4%	1.00	0.0007	0.000	80	0	0.1400		10	60.6%	-0.01	0.0007	-0.004
33.85	36.95		1	67.6%	0.99	0.0015	-0.004	85	0	0.1900		38	54.7%	-0.01	0.0015	-0.008
29.20	31.70		3	59.1%	0.98	0.0029	-0.010	90	0.0100	0.2700		88	49.5%	-0.02	0.0029	-0.014
24.40	26.90	2	6	54.3%	0.96	0.0053	-0.020	95	0.2400	0.4800	1	237	49.4%	-0.04	0.0053	-0.023
19.60	22.15		145	48.6%	0.92	0.0090	-0.034	100	0.3700	0.6000	1	1,437	43.4%	-0.08	0.0090	-0.036
15.25	17.95		88	47.9%	0.86	0.0140	-0.051	105	1.06	1.20	3	361	43.8%	-0.14	0.0140	-0.053
11.80	14.45			44.1%	0.80	0.0185	-0.065	109	1.47	2.15			42.4%	-0.20	0.0186	-0.067
11.55	12.80		285	42.1%	0.78	0.0197	-0.069	110	1.93	2.17	1	360	42.4%	-0.22	0.0198	-0.070
10.80	13.10			46.5%	0.76	0.0208	-0.072	111	1.91	2.70			42.2%	-0.25	0.0210	-0.074
10.05	12.55			46.7%	0.73	0.0219	-0.075	112	2.17	2.92			41.7%	-0.27	0.0220	-0.077
9.75	10.55			42.7%	0.71	0.0229	-0.078	113	2.70	3.30			42.8%	-0.29	0.0231	-0.080
8.65	11.10			45.7%	0.69	0.0238	-0.080	114	3.00	3.60			42.4%	-0.32	0.0241	-0.082
8.20	9.50		492	42.5%	0.66	0.0247	-0.083	115	3.40	3.70		116	41.4%	-0.34	0.0250	-0.084
7.75	8.50			41.5%	0.64	0.0255	-0.085	116	3.40	4.35			40.9%	-0.37	0.0258	-0.086
6.90	8.10			41.2%	0.61	0.0262	-0.086	117	4.10	4.65			41.4%	-0.39	0.0265	-0.088
6.35	7.45			40.8%	0.58	0.0268	-0.087	118	3.80	5.20			39.1%	-0.42	0.0271	-0.089
5.95	6.95			41.3%	0.56	0.0272	-0.088	119	4.20	5.60			38.5%	-0.45	0.0276	-0.090
5.65	6.10	18	3,806	40.7%	0.53	0.0275	-0.089	120	5.45	5.85	49	95	40.2%	-0.47	0.0280	-0.090
4.80	5.75			39.8%	0.50	0.0277	-0.089	121	4.95	6.65			37.5%	-0.50	0.0282	-0.090
4.55	5.30			40.4%	0.48	0.0278	-0.088	122	6.25	7.00			39.4%	-0.53	0.0282	-0.089
4.00	4.85			39.8%	0.45	0.0276	-0.087	123	6.95	7.60			39.8%	-0.56	0.0282	-0.089
3.60	4.40			39.5%	0.42	0.0274	-0.086	124	6.65	8.50			37.5%	-0.59	0.0280	-0.087
3.50	3.90	4	266	39.9%	0.39	0.0270	-0.085	125	8.35	8.75		22	39.9%	-0.61	0.0276	-0.086
2.88	3.70			39.4%	0.37	0.0266	-0.083	126	8.85	9.80			40.7%	-0.64	0.0272	-0.084
2.57	3.40			39.4%	0.34	0.0260	-0.080	127	8.60	10.50			37.1%	-0.67	0.0266	-0.082
2.58	3.00			40.1%	0.32	0.0253	-0.078	128	10.20	11.15			40.3%	-0.69	0.0260	-0.079
2.31	2.83			40.4%	0.30	0.0245	-0.075	129	10.95	11.95			40.6%	-0.71	0.0252	-0.076
2.05	2.38	7	1,160	39.6%	0.27	0.0236	-0.072	130	10.75	12.75		16	36.6%	-0.74	0.0244	-0.073
1.56	2.27			38.9%	0.25	0.0226	-0.069	131	11.25	13.50			34.8%	-0.76	0.0235	-0.070
1.57	2.09	1		39.9%	0.23	0.0216	-0.066	132	11.90	14.35			34.0%	-0.78	0.0225	-0.067
1.22	1.95			39.4%	0.21	0.0206	-0.063	133	12.70	15.15			33.2%	-0.80	0.0215	-0.064
1.19	1.63	8		39.4%	0.19	0.0196	-0.059	134	13.90	16.45			37.8%	-0.82	0.0205	-0.060
1.14	1.40	9	1,334	39.5%	0.18	0.0185	-0.056	135	14.40	17.35			35.7%	-0.84	0.0194	-0.057
1.02	1.44			40.6%	0.16	0.0174	-0.053	136	15.60	18.30			38.2%	-0.85	0.0184	-0.054
0.3900	0.9700		55	39.3%	0.11	0.0132	-0.040	140	18.95	22.35			39.2%	-0.91	0.0145	-0.041
0.1500	0.5800		8	39.6%	0.06	0.0088	-0.027	145	23.70	26.75				-0.96	0.0104	-0.028
0.0700	0.3200	2	10	40.1%	0.04	0.0056	-0.017	150	28.60	31.60				-0.99	0.0050	-0.018
0	0.2300		13	41.3%	0.02	0.0034	-0.011	155	33.70	36.35				-1.00	0.0005	-0.015
0	0.1600		4	43.3%	0.01	0.0021	-0.006	160	38.50	41.95				-1.00	0.0000	-0.015

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

EBAY cadena de opciones eBay Inc.

Sonrisa de volatilidad — Nov 20, 2026

Consumo cíclico

ETF

Tecnología

Servicios Financieros

Industria

Consumo defensivo