ENPH cadena de opciones Enphase Energy, Inc.
Cboe delayed options data · a fecha de 18:34 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 ±10.1% (32.45–39.71) · ATM IV 62.0% · P/C interés abierto 0.82
| 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 | |
| 14.60 | 16.45 | 1 | 71 | 0.99 | 0.0022 | 0.000 | 20 | 0 | 0.1400 | 505 | 147.1% | -0.01 | 0.0022 | -0.006 | ||
| 12.15 | 14.00 | 66 | 0.99 | 0.0038 | -0.001 | 22.5 | 0 | 0.1400 | 1,232 | 120.9% | -0.01 | 0.0038 | -0.007 | |||
| 10.45 | 11.40 | 1 | 135 | 0.98 | 0.0067 | -0.004 | 25 | 0 | 0.0700 | 3 | 2,083 | 87.1% | -0.02 | 0.0067 | -0.009 | |
| 5.75 | 7.60 | 0.96 | 0.0194 | -0.011 | 29 | 0 | 0.1400 | 3 | 62.9% | -0.05 | 0.0194 | -0.015 | ||||
| 5.35 | 6.50 | 1 | 205 | 0.94 | 0.0270 | -0.015 | 30 | 0.1000 | 0.1400 | 15 | 5,611 | 61.4% | -0.06 | 0.0272 | -0.019 | |
| 4.00 | 5.75 | 1 | 0.90 | 0.0380 | -0.022 | 31 | 0.1900 | 0.2400 | 6 | 195 | 61.3% | -0.10 | 0.0382 | -0.025 | ||
| 3.40 | 4.70 | 16 | 0.86 | 0.0514 | -0.031 | 32 | 0.2900 | 0.4300 | 6 | 543 | 61.1% | -0.14 | 0.0516 | -0.033 | ||
| 3.10 | 3.90 | 2 | 48.8% | 0.79 | 0.0651 | -0.040 | 33 | 0.5000 | 0.6800 | 22 | 78 | 61.9% | -0.21 | 0.0655 | -0.042 | |
| 3.05 | 3.50 | 56.6% | 0.76 | 0.0714 | -0.044 | 33.5 | 0.6400 | 0.8400 | 35 | 347 | 62.5% | -0.25 | 0.0718 | -0.046 | ||
| 2.75 | 3.15 | 4 | 57.7% | 0.72 | 0.0769 | -0.049 | 34 | 0.7600 | 0.9500 | 51 | 267 | 60.8% | -0.29 | 0.0774 | -0.050 | |
| 2.42 | 2.80 | 12 | 11 | 57.3% | 0.67 | 0.0815 | -0.052 | 34.5 | 0.9300 | 1.18 | 3 | 189 | 61.7% | -0.33 | 0.0820 | -0.053 |
| 2.31 | 2.49 | 240 | 2,139 | 60.7% | 0.63 | 0.0850 | -0.055 | 35 | 1.13 | 1.32 | 25 | 8,578 | 60.6% | -0.37 | 0.0855 | -0.056 |
| 2.04 | 2.23 | 15 | 38 | 61.2% | 0.59 | 0.0873 | -0.057 | 35.5 | 1.36 | 1.63 | 54 | 62.3% | -0.42 | 0.0879 | -0.058 | |
| 1.78 | 1.99 | 45 | 14 | 61.4% | 0.54 | 0.0884 | -0.059 | 36 | 1.60 | 1.89 | 7 | 150 | 62.5% | -0.46 | 0.0891 | -0.059 |
| 1.56 | 1.73 | 32 | 13 | 61.2% | 0.50 | 0.0884 | -0.060 | 36.5 | 1.87 | 2.18 | 4 | 69 | 62.9% | -0.51 | 0.0891 | -0.060 |
| 1.36 | 1.51 | 24 | 146 | 61.3% | 0.45 | 0.0874 | -0.060 | 37 | 2.18 | 2.47 | 7 | 1,088 | 63.3% | -0.55 | 0.0880 | -0.060 |
| 1.18 | 1.31 | 8 | 98 | 61.4% | 0.41 | 0.0853 | -0.059 | 37.5 | 2.50 | 2.79 | 4 | 163 | 63.8% | -0.59 | 0.0860 | -0.059 |
| 1.01 | 1.15 | 10 | 836 | 61.6% | 0.37 | 0.0825 | -0.058 | 38 | 2.83 | 3.15 | 1 | 36 | 64.4% | -0.63 | 0.0832 | -0.057 |
| 0.8900 | 1.02 | 3 | 155 | 62.6% | 0.34 | 0.0790 | -0.056 | 38.5 | 3.15 | 3.50 | 4 | 36 | 64.0% | -0.67 | 0.0798 | -0.055 |
| 0.7600 | 0.8900 | 7 | 41 | 62.9% | 0.30 | 0.0750 | -0.054 | 39 | 3.45 | 3.90 | 19 | 63.5% | -0.70 | 0.0758 | -0.053 | |
| 0.6600 | 0.7700 | 19 | 22 | 63.3% | 0.27 | 0.0706 | -0.051 | 39.5 | 3.85 | 4.30 | 1 | 5 | 64.4% | -0.73 | 0.0715 | -0.050 |
| 0.5900 | 0.6700 | 275 | 3,186 | 64.3% | 0.24 | 0.0661 | -0.049 | 40 | 4.25 | 4.95 | 32 | 4,744 | 70.0% | -0.76 | 0.0669 | -0.047 |
| 0.4900 | 0.6200 | 9 | 65.2% | 0.22 | 0.0614 | -0.046 | 40.5 | 4.60 | 6.00 | 1 | 82.9% | -0.79 | 0.0623 | -0.044 | ||
| 0.4300 | 0.5400 | 93 | 65.9% | 0.19 | 0.0568 | -0.043 | 41 | 5.05 | 5.95 | 2 | 1 | 74.4% | -0.81 | 0.0576 | -0.041 | |
| 0.3600 | 0.4700 | 11 | 66.1% | 0.17 | 0.0523 | -0.040 | 41.5 | 5.55 | 6.55 | 1 | 80.8% | -0.83 | 0.0531 | -0.038 | ||
| 0.2400 | 0.4200 | 7 | 162 | 64.9% | 0.15 | 0.0480 | -0.038 | 42 | 5.95 | 7.60 | 1 | 94.9% | -0.85 | 0.0487 | -0.035 | |
| 0.2100 | 0.3600 | 27 | 61 | 65.4% | 0.14 | 0.0439 | -0.035 | 42.5 | 6.45 | 7.70 | 10 | 89.8% | -0.87 | 0.0446 | -0.033 | |
| 0.1800 | 0.3100 | 144 | 255 | 65.9% | 0.12 | 0.0401 | -0.033 | 43 | 6.95 | 8.20 | 1 | 93.6% | -0.89 | 0.0407 | -0.030 | |
| 0.0700 | 0.3400 | 13 | 65.9% | 0.11 | 0.0366 | -0.031 | 43.5 | 7.25 | 9.00 | 1 | 99.8% | -0.90 | 0.0371 | -0.028 | ||
| 0.0500 | 0.3100 | 19 | 66.8% | 0.10 | 0.0334 | -0.029 | 44 | 7.70 | 9.45 | 101.0% | -0.91 | 0.0339 | -0.025 | |||
| 0.0300 | 0.2900 | 3 | 67.8% | 0.09 | 0.0305 | -0.027 | 44.5 | 8.15 | 9.95 | 4 | 103.3% | -0.92 | 0.0309 | -0.023 | ||
| 0.1300 | 0.2300 | 46 | 3,661 | 72.4% | 0.08 | 0.0279 | -0.025 | 45 | 8.85 | 9.65 | 6 | 2,004 | 89.5% | -0.93 | 0.0282 | -0.021 |
| 0.1100 | 0.2400 | 6 | 77.3% | 0.07 | 0.0235 | -0.022 | 46 | 9.65 | 11.45 | 6 | 113.4% | -0.94 | 0.0240 | -0.018 | ||
| 0.0100 | 0.2300 | 19 | 76.4% | 0.06 | 0.0199 | -0.020 | 47 | 10.60 | 12.40 | 1 | 116.9% | -0.95 | 0.0210 | -0.015 | ||
| 0 | 0.2200 | 49 | 79.8% | 0.05 | 0.0170 | -0.018 | 48 | 11.60 | 13.45 | 10 | 124.4% | -0.96 | 0.0185 | -0.012 | ||
| 0 | 0.2200 | 42 | 84.3% | 0.04 | 0.0146 | -0.016 | 49 | 12.55 | 14.45 | 128.8% | -0.97 | 0.0170 | -0.011 | |||
| 0.0600 | 0.1000 | 47 | 4,691 | 84.0% | 0.04 | 0.0126 | -0.015 | 50 | 13.75 | 14.60 | 2 | 3,087 | 111.9% | -0.97 | 0.0156 | -0.009 |
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 18, 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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