ENPH cadena de opciones Enphase Energy, Inc.
Cboe delayed options data · a fecha de 03:36 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 ±18.9% (24.74–36.27) · ATM IV 79.9% · P/C interés abierto 0.66
| 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 | |
| 12.25 | 15.35 | 158.2% | 0.98 | 0.0054 | -0.005 | 17.5 | 0 | 0.1900 | 401 | 104.5% | -0.02 | 0.0054 | -0.007 | |||
| 10.05 | 12.40 | 20 | 122.2% | 0.97 | 0.0097 | -0.007 | 20 | 0.0500 | 0.1800 | 6 | 199 | 85.8% | -0.03 | 0.0097 | -0.009 | |
| 8.10 | 10.35 | 100.4% | 0.94 | 0.0170 | -0.013 | 22 | 0.0500 | 0.2600 | 15 | 74.0% | -0.06 | 0.0171 | -0.014 | |||
| 7.85 | 9.90 | 5 | 103.8% | 0.93 | 0.0195 | -0.015 | 22.5 | 0.0600 | 0.3000 | 5 | 308 | 72.4% | -0.07 | 0.0196 | -0.016 | |
| 7.15 | 9.45 | 94.4% | 0.91 | 0.0222 | -0.017 | 23 | 0.0700 | 0.4800 | 76.0% | -0.09 | 0.0222 | -0.018 | ||||
| 6.40 | 8.95 | 101.9% | 0.88 | 0.0278 | -0.021 | 24 | 0.1800 | 0.8400 | 81.3% | -0.12 | 0.0280 | -0.022 | ||||
| 5.90 | 8.10 | 163 | 103.8% | 0.84 | 0.0336 | -0.026 | 25 | 0.4100 | 0.7400 | 102 | 2,172 | 74.8% | -0.16 | 0.0338 | -0.027 | |
| 4.85 | 7.20 | 93.0% | 0.80 | 0.0392 | -0.031 | 26 | 0.7200 | 1.00 | 53 | 77.0% | -0.20 | 0.0394 | -0.032 | |||
| 4.60 | 6.85 | 94.1% | 0.77 | 0.0418 | -0.033 | 26.5 | 0.7100 | 1.38 | 12 | 78.6% | -0.23 | 0.0420 | -0.034 | |||
| 4.20 | 6.25 | 88.1% | 0.75 | 0.0443 | -0.035 | 27 | 1.03 | 1.43 | 2 | 79.6% | -0.25 | 0.0445 | -0.036 | |||
| 3.95 | 6.00 | 90.1% | 0.72 | 0.0466 | -0.037 | 27.5 | 0.7700 | 1.76 | 75.0% | -0.28 | 0.0469 | -0.037 | ||||
| 3.45 | 5.30 | 80.7% | 0.70 | 0.0488 | -0.038 | 28 | 1.17 | 1.96 | 78.8% | -0.30 | 0.0490 | -0.039 | ||||
| 3.45 | 5.00 | 85.1% | 0.67 | 0.0507 | -0.040 | 28.5 | 1.13 | 2.24 | 10 | 76.3% | -0.33 | 0.0510 | -0.040 | |||
| 3.55 | 5.05 | 95.5% | 0.65 | 0.0524 | -0.041 | 29 | 1.22 | 2.34 | 72.8% | -0.36 | 0.0527 | -0.041 | ||||
| 2.57 | 4.65 | 83.0% | 0.62 | 0.0538 | -0.042 | 29.5 | 1.39 | 2.61 | 72.7% | -0.38 | 0.0541 | -0.042 | ||||
| 2.80 | 3.45 | 39 | 956 | 76.4% | 0.59 | 0.0549 | -0.043 | 30 | 2.22 | 2.50 | 506 | 4,356 | 76.0% | -0.41 | 0.0553 | -0.043 |
| 2.09 | 4.05 | 7 | 81.6% | 0.56 | 0.0557 | -0.043 | 30.5 | 2.40 | 2.99 | 78.2% | -0.44 | 0.0561 | -0.044 | |||
| 2.42 | 3.00 | 77.8% | 0.53 | 0.0563 | -0.044 | 31 | 2.42 | 3.25 | 142 | 74.5% | -0.47 | 0.0567 | -0.044 | |||
| 2.13 | 3.40 | 85.2% | 0.51 | 0.0565 | -0.044 | 31.5 | 2.80 | 3.60 | 76.7% | -0.50 | 0.0570 | -0.044 | ||||
| 1.88 | 2.94 | 5 | 81.0% | 0.48 | 0.0564 | -0.044 | 32 | 2.95 | 3.90 | 74.6% | -0.52 | 0.0569 | -0.044 | |||
| 1.85 | 2.30 | 76.8% | 0.45 | 0.0560 | -0.043 | 32.5 | 2.83 | 4.30 | 4 | 69.8% | -0.55 | 0.0566 | -0.044 | |||
| 1.83 | 2.73 | 15 | 87.4% | 0.43 | 0.0554 | -0.043 | 33 | 3.65 | 4.65 | 2 | 77.0% | -0.58 | 0.0560 | -0.043 | ||
| 0.9500 | 2.69 | 79.1% | 0.40 | 0.0546 | -0.043 | 33.5 | 4.10 | 4.95 | 3 | 78.1% | -0.60 | 0.0552 | -0.043 | |||
| 1.35 | 1.83 | 3 | 76.9% | 0.38 | 0.0536 | -0.042 | 34 | 4.55 | 5.55 | 83.2% | -0.63 | 0.0542 | -0.042 | |||
| 0.9300 | 1.67 | 5 | 72.3% | 0.35 | 0.0524 | -0.041 | 34.5 | 4.45 | 5.80 | 74.8% | -0.65 | 0.0531 | -0.041 | |||
| 1.14 | 1.51 | 83 | 3,060 | 77.0% | 0.33 | 0.0510 | -0.040 | 35 | 5.15 | 6.20 | 48 | 5,240 | 80.2% | -0.67 | 0.0518 | -0.040 |
| 0.9600 | 1.50 | 10 | 77.7% | 0.31 | 0.0496 | -0.039 | 35.5 | 5.25 | 6.40 | 73.0% | -0.70 | 0.0503 | -0.039 | |||
| 0.8700 | 1.45 | 5 | 79.0% | 0.29 | 0.0480 | -0.038 | 36 | 5.25 | 7.10 | 71.4% | -0.72 | 0.0488 | -0.038 | |||
| 0.7600 | 1.45 | 13 | 80.6% | 0.27 | 0.0463 | -0.036 | 36.5 | 6.45 | 7.35 | 82.3% | -0.74 | 0.0472 | -0.036 | |||
| 0.8200 | 1.14 | 4 | 79.6% | 0.25 | 0.0446 | -0.035 | 37 | 6.45 | 7.90 | 77.9% | -0.76 | 0.0455 | -0.035 | |||
| 0.5200 | 0.8400 | 74.6% | 0.22 | 0.0410 | -0.032 | 38 | 7.70 | 8.60 | 1 | 83.2% | -0.79 | 0.0419 | -0.032 | |||
| 0.5100 | 0.8600 | 15 | 80.3% | 0.18 | 0.0373 | -0.029 | 39 | 8.55 | 9.50 | 1 | 84.1% | -0.82 | 0.0383 | -0.029 | ||
| 0.4800 | 0.6800 | 109 | 3,240 | 81.0% | 0.16 | 0.0336 | -0.026 | 40 | 9.10 | 10.00 | 16 | 1,908 | 66.0% | -0.85 | 0.0347 | -0.026 |
| 0.2100 | 0.8500 | 3 | 83.6% | 0.14 | 0.0302 | -0.024 | 41 | 10.35 | 11.60 | 92.5% | -0.87 | 0.0313 | -0.024 | |||
| 0.1700 | 0.3500 | 44 | 1,986 | 84.7% | 0.08 | 0.0194 | -0.017 | 45 | 14.05 | 15.05 | 640 | 86.7% | -0.93 | 0.0208 | -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