EWZ cadena de opciones iShares MSCI Brazil 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 ±6.1% (35.91–40.60) · ATM IV 28.0% · P/C interés abierto 1.14
| 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 | |
| 14.40 | 18.40 | 103.0% | 1.00 | 0.0010 | 0.000 | 22 | 0 | 0.4700 | 1 | 127.9% | -0.00 | 0.0010 | -0.001 | |||
| 13.40 | 17.45 | 100.0% | 1.00 | 0.0012 | 0.000 | 23 | 0 | 0.4700 | 119.2% | -0.00 | 0.0012 | -0.001 | ||||
| 12.40 | 16.45 | 40 | 92.1% | 1.00 | 0.0016 | 0.000 | 24 | 0 | 0.4700 | 110.8% | -0.00 | 0.0016 | -0.001 | |||
| 12.05 | 15.45 | 5 | 117.5% | 1.00 | 0.0021 | 0.000 | 25 | 0 | 0.7100 | 113.1% | -0.00 | 0.0021 | -0.002 | |||
| 10.40 | 14.45 | 10 | 77.3% | 0.99 | 0.0027 | 0.000 | 26 | 0 | 0.4700 | 10 | 94.9% | -0.01 | 0.0027 | -0.002 | ||
| 9.50 | 13.45 | 5 | 77.0% | 0.99 | 0.0036 | 0.000 | 27 | 0 | 0.6700 | 10 | 95.1% | -0.01 | 0.0036 | -0.002 | ||
| 8.50 | 12.40 | 10 | 67.0% | 0.99 | 0.0048 | 0.000 | 28 | 0 | 0.4700 | 503 | 79.9% | -0.01 | 0.0048 | -0.002 | ||
| 7.40 | 11.45 | 3 | 57.1% | 0.99 | 0.0066 | 0.000 | 29 | 0 | 0.6000 | 261 | 77.3% | -0.01 | 0.0066 | -0.003 | ||
| 6.40 | 10.45 | 4 | 50.8% | 0.98 | 0.0091 | 0.000 | 30 | 0 | 0.6000 | 868 | 70.0% | -0.02 | 0.0091 | -0.003 | ||
| 7.10 | 7.60 | 47 | 0.98 | 0.0128 | 0.000 | 31 | 0 | 0.4700 | 521 | 58.8% | -0.02 | 0.0128 | -0.004 | |||
| 5.25 | 8.45 | 4 | 64.9% | 0.97 | 0.0185 | -0.001 | 32 | 0 | 0.6700 | 42.5K | 57.5% | -0.03 | 0.0186 | -0.005 | ||
| 5.35 | 5.45 | 1,189 | 29.9% | 0.95 | 0.0275 | -0.003 | 33 | 0.0400 | 0.0800 | 2,288 | 32.8% | -0.05 | 0.0276 | -0.006 | ||
| 4.40 | 4.50 | 469 | 29.4% | 0.93 | 0.0420 | -0.006 | 34 | 0.0800 | 0.1200 | 20 | 556 | 30.7% | -0.07 | 0.0422 | -0.008 | |
| 2.97 | 5.30 | 2,672 | 50.7% | 0.88 | 0.0642 | -0.009 | 35 | 0.1700 | 0.2000 | 100 | 778 | 29.5% | -0.12 | 0.0646 | -0.011 | |
| 2.68 | 2.81 | 18 | 5,305 | 29.8% | 0.80 | 0.0923 | -0.014 | 36 | 0.3200 | 0.3600 | 2 | 711 | 28.7% | -0.20 | 0.0931 | -0.015 |
| 1.94 | 1.98 | 1 | 1,042 | 27.9% | 0.70 | 0.1182 | -0.018 | 37 | 0.5700 | 0.6300 | 2 | 143 | 28.3% | -0.31 | 0.1195 | -0.019 |
| 1.32 | 1.38 | 26 | 4,606 | 27.7% | 0.57 | 0.1336 | -0.021 | 38 | 0.9600 | 1.03 | 1 | 79 | 28.2% | -0.44 | 0.1356 | -0.021 |
| 0.8700 | 0.9000 | 5 | 5,730 | 27.8% | 0.43 | 0.1336 | -0.021 | 39 | 1.50 | 1.55 | 48 | 28.1% | -0.57 | 0.1363 | -0.021 | |
| 0.5400 | 0.5700 | 48 | 10.2K | 28.0% | 0.31 | 0.1191 | -0.019 | 40 | 2.06 | 2.22 | 25.7% | -0.70 | 0.1228 | -0.019 | ||
| 0.3200 | 0.3600 | 17 | 3,841 | 28.5% | 0.21 | 0.0964 | -0.016 | 41 | 2.83 | 3.10 | 28.0% | -0.80 | 0.1007 | -0.015 | ||
| 0.1900 | 0.2200 | 692 | 29.2% | 0.14 | 0.0723 | -0.012 | 42 | 2.85 | 4.70 | 24.6% | -0.88 | 0.0763 | -0.011 | |||
| 0.1100 | 0.1300 | 1,845 | 29.7% | 0.09 | 0.0512 | -0.009 | 43 | 3.10 | 5.60 | -0.93 | 0.0568 | -0.007 | ||||
| 0.0600 | 0.0900 | 958 | 30.8% | 0.06 | 0.0353 | -0.006 | 44 | 4.05 | 6.50 | -0.97 | 0.0461 | -0.005 | ||||
| 0.0400 | 0.0500 | 159 | 2,543 | 31.6% | 0.04 | 0.0244 | -0.005 | 45 | 4.65 | 8.40 | -0.99 | 0.0240 | -0.009 | |||
| 0 | 0.7000 | 50 | 55.1% | 0.03 | 0.0173 | -0.004 | 46 | 5.65 | 9.30 | -1.00 | 0.0079 | -0.014 | ||||
| 0 | 0.7500 | 45 | 60.7% | 0.02 | 0.0129 | -0.003 | 47 | 6.65 | 10.25 | -1.00 | 0.0004 | -0.017 | ||||
| 0 | 0.6100 | 1,054 | 61.6% | 0.02 | 0.0100 | -0.003 | 48 | 7.65 | 11.60 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.4800 | 258 | 61.9% | 0.01 | 0.0081 | -0.002 | 49 | 8.65 | 12.50 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.6100 | 751 | 69.4% | 0.01 | 0.0067 | -0.002 | 50 | 9.65 | 13.70 | -1.00 | 0.0000 | -0.019 | ||||
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 30, 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.