ETSY cadena de opciones Etsy, Inc.
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 ±20.5% (67.95–103.05) · ATM IV 52.6% · P/C interés abierto 0.60
| 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 | |
| 39.85 | 42.25 | 1,154 | 66.8% | 0.99 | 0.0012 | 0.000 | 45 | 0.0200 | 0.4200 | 1,756 | 69.3% | -0.01 | 0.0012 | -0.005 | ||
| 36.85 | 40.45 | 65.5% | 0.98 | 0.0016 | 0.000 | 47.5 | 0 | 0.6500 | 8 | 68.8% | -0.02 | 0.0016 | -0.006 | |||
| 34.70 | 37.40 | 836 | 53.7% | 0.98 | 0.0022 | -0.001 | 50 | 0.0500 | 0.3500 | 1,142 | 58.4% | -0.02 | 0.0022 | -0.008 | ||
| 29.95 | 32.65 | 1,528 | 53.5% | 0.96 | 0.0037 | -0.007 | 55 | 0.1500 | 0.6200 | 1,538 | 55.8% | -0.04 | 0.0038 | -0.012 | ||
| 27.70 | 30.70 | 7 | 58.1% | 0.95 | 0.0047 | -0.010 | 57.5 | 0.4800 | 0.8200 | 92 | 57.3% | -0.06 | 0.0048 | -0.015 | ||
| 26.05 | 28.05 | 2,256 | 58.7% | 0.93 | 0.0059 | -0.013 | 60 | 0.6800 | 1.07 | 779 | 56.5% | -0.07 | 0.0059 | -0.018 | ||
| 23.45 | 26.55 | 142 | 59.4% | 0.91 | 0.0072 | -0.017 | 62.5 | 0.7400 | 1.18 | 131 | 52.8% | -0.09 | 0.0073 | -0.022 | ||
| 21.40 | 23.65 | 284 | 54.0% | 0.88 | 0.0086 | -0.021 | 65 | 1.24 | 1.67 | 1 | 207 | 54.3% | -0.12 | 0.0087 | -0.025 | |
| 19.65 | 22.40 | 19 | 59.0% | 0.86 | 0.0101 | -0.026 | 67.5 | 1.67 | 2.00 | 196 | 53.2% | -0.15 | 0.0102 | -0.029 | ||
| 17.30 | 19.85 | 2,096 | 53.4% | 0.82 | 0.0116 | -0.030 | 70 | 2.11 | 2.52 | 296 | 52.3% | -0.18 | 0.0117 | -0.033 | ||
| 16.15 | 18.30 | 18 | 57.0% | 0.79 | 0.0130 | -0.034 | 72.5 | 2.73 | 3.25 | 9 | 52.4% | -0.21 | 0.0132 | -0.036 | ||
| 14.45 | 16.25 | 2,913 | 55.3% | 0.75 | 0.0144 | -0.037 | 75 | 3.30 | 4.10 | 204 | 51.8% | -0.25 | 0.0147 | -0.040 | ||
| 12.25 | 14.50 | 18 | 52.3% | 0.71 | 0.0157 | -0.040 | 77.5 | 4.05 | 5.80 | 8 | 54.1% | -0.30 | 0.0160 | -0.043 | ||
| 11.30 | 12.85 | 441 | 53.4% | 0.67 | 0.0167 | -0.043 | 80 | 4.40 | 5.85 | 547 | 48.6% | -0.34 | 0.0171 | -0.045 | ||
| 9.40 | 11.65 | 2 | 52.0% | 0.62 | 0.0176 | -0.045 | 82.5 | 6.70 | 7.00 | 52.4% | -0.39 | 0.0180 | -0.047 | |||
| 8.45 | 10.50 | 4,085 | 53.1% | 0.58 | 0.0182 | -0.047 | 85 | 7.65 | 8.50 | 17 | 467 | 52.1% | -0.43 | 0.0186 | -0.048 | |
| 7.65 | 8.30 | 22 | 50.8% | 0.53 | 0.0185 | -0.047 | 87.5 | 8.80 | 9.70 | 11 | 11 | 50.9% | -0.48 | 0.0190 | -0.049 | |
| 6.55 | 7.65 | 5 | 1,169 | 51.6% | 0.49 | 0.0186 | -0.047 | 90 | 9.95 | 11.10 | 3 | 37 | 49.6% | -0.52 | 0.0192 | -0.048 |
| 5.00 | 5.45 | 3,240 | 50.5% | 0.40 | 0.0181 | -0.046 | 95 | 13.65 | 14.45 | 16 | 51.0% | -0.61 | 0.0188 | -0.046 | ||
| 2.95 | 4.10 | 262 | 48.1% | 0.32 | 0.0169 | -0.043 | 100 | 16.45 | 18.90 | 9 | 50.7% | -0.69 | 0.0178 | -0.043 | ||
| 2.54 | 2.99 | 10 | 234 | 49.9% | 0.26 | 0.0151 | -0.038 | 105 | 20.70 | 22.75 | 51.1% | -0.77 | 0.0162 | -0.038 | ||
| 1.78 | 2.19 | 1 | 237 | 49.7% | 0.20 | 0.0132 | -0.033 | 110 | 24.90 | 27.25 | 51.9% | -0.83 | 0.0145 | -0.032 | ||
| 1.23 | 1.66 | 277 | 50.0% | 0.15 | 0.0111 | -0.028 | 115 | 28.65 | 31.80 | 47.9% | -0.88 | 0.0127 | -0.027 | |||
| 0.7800 | 1.62 | 216 | 52.1% | 0.12 | 0.0092 | -0.023 | 120 | 33.90 | 35.95 | 47.2% | -0.92 | 0.0110 | -0.022 | |||
| 0.5300 | 0.9700 | 141 | 50.4% | 0.09 | 0.0075 | -0.019 | 125 | 38.10 | 40.90 | -0.96 | 0.0093 | -0.017 | ||||
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 — Jan 15, 2027
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.