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 ±11.3% (33.80–42.45) · ATM IV 38.3% · P/C interés abierto —
| 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 | |
| 4.15 | 7.65 | 43.8% | 0.87 | 0.0386 | -0.008 | 33 | 0 | 2.47 | 10 | 61.8% | -0.13 | 0.0390 | -0.011 | |||
| 3.70 | 7.25 | 42.9% | 0.85 | 0.0433 | -0.009 | 33.5 | 0 | 2.53 | 59.0% | -0.15 | 0.0437 | -0.013 | ||||
| 3.80 | 6.95 | 2 | 49.7% | 0.82 | 0.0479 | -0.011 | 34 | 0 | 1.22 | 39.8% | -0.18 | 0.0484 | -0.014 | |||
| 2.90 | 6.45 | 41.6% | 0.79 | 0.0523 | -0.013 | 34.5 | 0 | 2.70 | 53.8% | -0.21 | 0.0529 | -0.015 | ||||
| 3.80 | 5.50 | 48.8% | 0.76 | 0.0565 | -0.014 | 35 | 0 | 1.12 | 4 | 32.5% | -0.24 | 0.0572 | -0.016 | |||
| 2.15 | 5.75 | 41.0% | 0.73 | 0.0605 | -0.015 | 35.5 | 0 | 2.94 | 49.0% | -0.27 | 0.0613 | -0.018 | ||||
| 2.81 | 5.40 | 50.5% | 0.70 | 0.0641 | -0.017 | 36 | 0 | 3.10 | 42 | 46.9% | -0.30 | 0.0650 | -0.018 | |||
| 1.46 | 5.10 | 40.3% | 0.67 | 0.0673 | -0.018 | 36.5 | 0 | 3.25 | 44.5% | -0.34 | 0.0683 | -0.019 | ||||
| 0.9600 | 4.15 | 32.1% | 0.63 | 0.0700 | -0.019 | 37 | 0.6800 | 3.45 | 48.6% | -0.37 | 0.0712 | -0.020 | ||||
| 0.8500 | 4.55 | 40.0% | 0.59 | 0.0721 | -0.019 | 37.5 | 0.0300 | 3.65 | 40.3% | -0.41 | 0.0734 | -0.020 | ||||
| 0.3900 | 4.40 | 39.1% | 0.56 | 0.0736 | -0.020 | 38 | 0.0100 | 3.85 | 4 | 37.5% | -0.45 | 0.0750 | -0.020 | |||
| 0.4300 | 4.10 | 41.1% | 0.52 | 0.0743 | -0.020 | 38.5 | 0.2900 | 4.10 | 37.6% | -0.49 | 0.0759 | -0.020 | ||||
| 0.2100 | 3.85 | 40.8% | 0.48 | 0.0744 | -0.020 | 39 | 0.5000 | 4.40 | 37.2% | -0.52 | 0.0761 | -0.020 | ||||
| 0.0400 | 3.70 | 41.6% | 0.45 | 0.0737 | -0.020 | 39.5 | 0.8300 | 4.95 | 39.8% | -0.56 | 0.0756 | -0.020 | ||||
| 0 | 3.50 | 42.9% | 0.41 | 0.0725 | -0.020 | 40 | 1.16 | 5.25 | 39.8% | -0.60 | 0.0745 | -0.020 | ||||
| 0 | 3.35 | 44.7% | 0.38 | 0.0707 | -0.020 | 40.5 | 1.38 | 5.60 | 39.0% | -0.63 | 0.0728 | -0.019 | ||||
| 0 | 3.20 | 46.4% | 0.35 | 0.0684 | -0.019 | 41 | 1.86 | 5.95 | 40.3% | -0.66 | 0.0707 | -0.018 | ||||
| 0 | 3.45 | 2 | 51.6% | 0.32 | 0.0658 | -0.019 | 41.5 | 2.06 | 6.30 | 38.6% | -0.69 | 0.0682 | -0.017 | |||
| 0 | 3.30 | 84 | 53.0% | 0.29 | 0.0628 | -0.018 | 42 | 2.53 | 6.65 | 39.4% | -0.72 | 0.0654 | -0.017 | |||
| 0 | 3.15 | 292 | 54.2% | 0.26 | 0.0597 | -0.017 | 42.5 | 2.81 | 6.95 | 37.1% | -0.75 | 0.0624 | -0.015 | |||
| 0 | 3.05 | 55.8% | 0.24 | 0.0564 | -0.016 | 43 | 3.20 | 7.40 | 296 | 37.5% | -0.78 | 0.0592 | -0.014 | |||
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 — Oct 23, 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.