EFA cadena de opciones iShares MSCI EAFE ETF
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 ±1.2% (105.74–108.38) · ATM IV 9.7% · P/C interés abierto 1.02
| 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 | |
| 39.55 | 43.45 | 1.00 | 0.0002 | 0.000 | 65 | 0 | 2.00 | 207.3% | -0.00 | 0.0002 | -0.003 | |||||
| 34.70 | 38.15 | 1.00 | 0.0003 | 0.000 | 70 | 0 | 4.80 | 199.2% | -0.00 | 0.0003 | -0.004 | |||||
| 29.50 | 34.20 | 1.00 | 0.0005 | -0.001 | 75 | 0 | 4.80 | 172.2% | -0.00 | 0.0005 | -0.004 | |||||
| 24.90 | 29.20 | 87.7% | 1.00 | 0.0008 | -0.002 | 80 | 0 | 4.80 | 148.2% | -0.00 | 0.0008 | -0.005 | ||||
| 19.65 | 23.20 | 0.99 | 0.0015 | -0.004 | 85 | 0 | 0.0800 | 65.6% | -0.01 | 0.0015 | -0.007 | |||||
| 14.50 | 19.40 | 0.99 | 0.0031 | -0.007 | 90 | 0 | 0.6400 | 3 | 73.6% | -0.01 | 0.0031 | -0.009 | ||||
| 11.50 | 15.50 | 0.99 | 0.0050 | -0.010 | 93 | 0 | 0.2700 | 3 | 52.1% | -0.01 | 0.0050 | -0.012 | ||||
| 10.60 | 15.40 | 0.98 | 0.0059 | -0.011 | 94 | 0 | 0.0900 | 40.6% | -0.02 | 0.0059 | -0.013 | |||||
| 9.75 | 13.45 | 0.98 | 0.0071 | -0.012 | 95 | 0 | 0.6800 | 507 | 56.0% | -0.02 | 0.0071 | -0.014 | ||||
| 9.05 | 13.40 | 0.98 | 0.0086 | -0.014 | 96 | 0 | 0.8800 | 500 | 55.9% | -0.02 | 0.0087 | -0.015 | ||||
| 7.50 | 12.20 | 0.97 | 0.0106 | -0.015 | 97 | 0 | 1.08 | 55.2% | -0.03 | 0.0106 | -0.017 | |||||
| 6.75 | 11.40 | 0.97 | 0.0132 | -0.017 | 98 | 0 | 0.2800 | 2 | 36.2% | -0.03 | 0.0132 | -0.018 | ||||
| 6.15 | 10.90 | 0.97 | 0.0148 | -0.018 | 98.5 | 0 | 1.66 | 56.7% | -0.03 | 0.0149 | -0.019 | |||||
| 5.85 | 10.00 | 0.96 | 0.0167 | -0.019 | 99 | 0 | 1.09 | 16 | 47.1% | -0.04 | 0.0167 | -0.020 | ||||
| 5.00 | 9.05 | 0.96 | 0.0188 | -0.020 | 99.5 | 0 | 0.2900 | 2 | 31.5% | -0.04 | 0.0189 | -0.021 | ||||
| 4.65 | 9.35 | 0.95 | 0.0214 | -0.021 | 100 | 0 | 0.3000 | 1 | 30.1% | -0.05 | 0.0215 | -0.022 | ||||
| 4.10 | 8.95 | 0.95 | 0.0244 | -0.023 | 100.5 | 0 | 0.3000 | 10 | 28.4% | -0.05 | 0.0245 | -0.024 | ||||
| 4.00 | 8.20 | 0.94 | 0.0280 | -0.024 | 101 | 0 | 0.6400 | 32.7% | -0.06 | 0.0281 | -0.025 | |||||
| 3.50 | 7.05 | 0.93 | 0.0323 | -0.026 | 101.5 | 0 | 2.19 | 3 | 48.5% | -0.07 | 0.0324 | -0.026 | ||||
| 3.00 | 7.45 | 0.93 | 0.0374 | -0.027 | 102 | 0 | 0.5200 | 4 | 27.0% | -0.07 | 0.0377 | -0.028 | ||||
| 2.86 | 6.95 | 0.91 | 0.0437 | -0.029 | 102.5 | 0 | 0.3300 | 22.1% | -0.09 | 0.0439 | -0.030 | |||||
| 2.11 | 6.65 | 0.90 | 0.0513 | -0.031 | 103 | 0 | 0.3600 | 37 | 20.8% | -0.10 | 0.0516 | -0.032 | ||||
| 2.90 | 4.90 | 18.7% | 0.88 | 0.0606 | -0.033 | 103.5 | 0 | 0.3700 | 13 | 19.1% | -0.12 | 0.0611 | -0.034 | |||
| 1.87 | 4.50 | 1 | 0.86 | 0.0721 | -0.035 | 104 | 0.0500 | 0.3800 | 23 | 518 | 18.1% | -0.14 | 0.0727 | -0.036 | ||
| 1.43 | 3.50 | 7 | 0.84 | 0.0863 | -0.038 | 104.5 | 0 | 1.30 | 15 | 82 | 25.2% | -0.16 | 0.0871 | -0.038 | ||
| 0.9800 | 3.85 | 17 | 13.3% | 0.80 | 0.1036 | -0.040 | 105 | 0.0600 | 1.07 | 9 | 458 | 21.1% | -0.20 | 0.1047 | -0.041 | |
| 0.8000 | 3.55 | 16.5% | 0.76 | 0.1244 | -0.043 | 105.5 | 0.0900 | 0.6900 | 9 | 25 | 15.5% | -0.24 | 0.1258 | -0.043 | ||
| 0.2000 | 2.15 | 1,117 | 0.71 | 0.1479 | -0.045 | 106 | 0.1000 | 0.8800 | 70 | 1,770 | 14.7% | -0.30 | 0.1498 | -0.045 | ||
| 0.5200 | 1.68 | 229 | 2 | 10.0% | 0.64 | 0.1716 | -0.046 | 106.5 | 0.3000 | 2.78 | 5 | 9 | 28.1% | -0.37 | 0.1739 | -0.047 |
| 0.0900 | 1.18 | 325 | 164 | 7.6% | 0.55 | 0.1894 | -0.047 | 107 | 0 | 1.37 | 46 | 11.8% | -0.46 | 0.1921 | -0.048 | |
| 0 | 0.8700 | 326 | 1,416 | 11.2% | 0.36 | 0.1815 | -0.043 | 108 | 0.5000 | 3.30 | 85 | 194 | 21.9% | -0.65 | 0.1838 | -0.044 |
| 0 | 0.6600 | 4 | 1,277 | 14.3% | 0.22 | 0.1327 | -0.037 | 109 | 0.9300 | 3.75 | 59 | 18.4% | -0.79 | 0.1354 | -0.037 | |
| 0 | 0.7200 | 140 | 19.1% | 0.14 | 0.0891 | -0.030 | 110 | 0.9600 | 5.25 | 3 | 18.2% | -0.87 | 0.0935 | -0.031 | ||
| 0 | 0.2700 | 19 | 17.0% | 0.09 | 0.0602 | -0.025 | 111 | 1.90 | 6.50 | 24.4% | -0.92 | 0.0653 | -0.027 | |||
| 0 | 0.1100 | 10 | 15.2% | 0.07 | 0.0419 | -0.021 | 112 | 2.80 | 7.50 | 25.4% | -0.95 | 0.0473 | -0.023 | |||
| 0 | 0.1000 | 2 | 18.9% | 0.05 | 0.0300 | -0.017 | 113 | 4.65 | 8.50 | 31.7% | -0.97 | 0.0349 | -0.020 | |||
| 0 | 0.2600 | 2 | 25.9% | 0.04 | 0.0221 | -0.015 | 114 | 4.85 | 9.50 | 35.2% | -0.98 | 0.0255 | -0.016 | |||
| 0 | 0.0700 | 6 | 22.5% | 0.03 | 0.0166 | -0.013 | 115 | 5.95 | 10.50 | 34.7% | -0.99 | 0.0178 | -0.014 | |||
| 0 | 0.2600 | 31.4% | 0.02 | 0.0128 | -0.011 | 116 | 6.90 | 11.50 | 41.9% | -0.99 | 0.0126 | -0.011 | ||||
| 0 | 0.2600 | 34.1% | 0.02 | 0.0100 | -0.009 | 117 | 7.80 | 12.50 | 45.0% | -0.99 | 0.0084 | -0.010 | ||||
| 0 | 0.0800 | 29.9% | 0.01 | 0.0079 | -0.008 | 118 | 9.60 | 13.50 | 41.7% | -1.00 | 0.0055 | -0.009 | ||||
| 0 | 0.2600 | 39.2% | 0.01 | 0.0064 | -0.007 | 119 | 9.80 | 14.50 | 50.3% | -1.00 | 0.0036 | -0.008 | ||||
| 0 | 0.2600 | 41.7% | 0.01 | 0.0052 | -0.006 | 120 | 11.65 | 15.50 | 62.5% | -1.00 | 0.0022 | -0.008 | ||||
| 0 | 0.0700 | 35.7% | 0.01 | 0.0043 | -0.006 | 121 | 12.00 | 16.50 | 54.2% | -1.00 | 0.0014 | -0.008 | ||||
| 0 | 0.2500 | 46.3% | 0.01 | 0.0036 | -0.005 | 122 | 13.10 | 17.50 | 68.7% | -1.00 | 0.0008 | -0.008 | ||||
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 — Sep 11, 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.