FIVE cadena de opciones Five Below, 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 ±9.7% (202.51–245.91) · ATM IV 41.0% · P/C interés abierto 1.29
| 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 | |
| 107.70 | 111.80 | 1 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 3 | 134.1% | -0.00 | 0.0000 | -0.002 | |||
| 102.70 | 106.80 | 3 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.15 | 18 | 126.6% | -0.00 | 0.0001 | -0.002 | |||
| 97.90 | 101.80 | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.15 | 8 | 119.4% | -0.00 | 0.0001 | -0.003 | ||||
| 93.00 | 96.90 | 1 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 1.30 | 15 | 102.5% | -0.00 | 0.0001 | -0.004 | |||
| 88.20 | 91.90 | 1 | 67.4% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 0.7500 | 13 | 87.9% | -0.00 | 0.0002 | -0.005 | ||
| 83.80 | 86.90 | 80.6% | 1.00 | 0.0003 | 0.000 | 140 | 0 | 0.7500 | 8 | 82.4% | -0.00 | 0.0003 | -0.007 | |||
| 78.10 | 82.00 | 48.0% | 1.00 | 0.0004 | 0.000 | 145 | 0 | 1.75 | 4 | 89.4% | -0.01 | 0.0004 | -0.009 | |||
| 72.90 | 77.00 | 2 | 0.99 | 0.0005 | -0.002 | 150 | 0 | 1.20 | 5 | 77.8% | -0.01 | 0.0005 | -0.012 | |||
| 68.30 | 72.10 | 2 | 56.1% | 0.99 | 0.0007 | -0.006 | 155 | 0 | 0.9500 | 6 | 69.5% | -0.01 | 0.0007 | -0.015 | ||
| 63.50 | 67.10 | 1 | 55.7% | 0.99 | 0.0010 | -0.011 | 160 | 0 | 0.9000 | 208 | 63.8% | -0.01 | 0.0010 | -0.020 | ||
| 58.10 | 62.20 | 5 | 39.3% | 0.98 | 0.0013 | -0.018 | 165 | 0 | 1.75 | 21 | 66.9% | -0.02 | 0.0013 | -0.025 | ||
| 53.70 | 57.30 | 3 | 51.7% | 0.97 | 0.0018 | -0.025 | 170 | 0 | 2.00 | 70 | 63.4% | -0.03 | 0.0018 | -0.032 | ||
| 49.10 | 52.50 | 4 | 52.7% | 0.96 | 0.0024 | -0.034 | 175 | 0 | 2.20 | 46 | 59.4% | -0.04 | 0.0024 | -0.041 | ||
| 44.60 | 47.60 | 1 | 9 | 51.7% | 0.95 | 0.0032 | -0.045 | 180 | 0.2000 | 1.10 | 55 | 48.1% | -0.05 | 0.0032 | -0.051 | |
| 40.00 | 42.90 | 6 | 50.4% | 0.93 | 0.0042 | -0.058 | 185 | 0.6500 | 1.90 | 34 | 50.7% | -0.07 | 0.0042 | -0.063 | ||
| 35.40 | 38.30 | 7 | 48.5% | 0.91 | 0.0054 | -0.072 | 190 | 1.00 | 1.35 | 8 | 179 | 44.4% | -0.09 | 0.0054 | -0.077 | |
| 30.80 | 33.80 | 20 | 46.3% | 0.88 | 0.0068 | -0.088 | 195 | 1.50 | 1.95 | 3 | 71 | 43.8% | -0.12 | 0.0069 | -0.093 | |
| 26.70 | 29.50 | 85 | 45.5% | 0.84 | 0.0085 | -0.105 | 200 | 2.10 | 2.55 | 16 | 309 | 42.3% | -0.16 | 0.0086 | -0.110 | |
| 19.10 | 21.50 | 67 | 43.5% | 0.74 | 0.0120 | -0.139 | 210 | 4.00 | 5.00 | 5 | 242 | 41.1% | -0.26 | 0.0121 | -0.142 | |
| 12.70 | 14.80 | 1 | 122 | 42.0% | 0.61 | 0.0147 | -0.161 | 220 | 7.40 | 8.50 | 390 | 40.0% | -0.40 | 0.0149 | -0.164 | |
| 7.80 | 8.30 | 17 | 233 | 38.6% | 0.45 | 0.0154 | -0.164 | 230 | 12.80 | 13.40 | 3 | 130 | 39.8% | -0.55 | 0.0157 | -0.167 |
| 4.50 | 5.40 | 382 | 39.6% | 0.31 | 0.0137 | -0.147 | 240 | 18.70 | 20.70 | 39 | 39.5% | -0.70 | 0.0142 | -0.150 | ||
| 2.35 | 3.20 | 1 | 108 | 39.7% | 0.21 | 0.0108 | -0.119 | 250 | 25.50 | 28.30 | 4 | 30 | 35.0% | -0.81 | 0.0114 | -0.122 |
| 1.20 | 2.40 | 12 | 80 | 42.1% | 0.13 | 0.0078 | -0.090 | 260 | 34.60 | 37.30 | 50 | 33.6% | -0.89 | 0.0085 | -0.093 | |
| 0.6500 | 3.10 | 41 | 50.1% | 0.08 | 0.0054 | -0.066 | 270 | 43.90 | 46.80 | -0.94 | 0.0061 | -0.069 | ||||
| 0.1000 | 1.50 | 69 | 46.7% | 0.05 | 0.0037 | -0.048 | 280 | 53.70 | 57.10 | -0.98 | 0.0046 | -0.048 | ||||
| 0 | 2.10 | 7 | 55.4% | 0.03 | 0.0025 | -0.034 | 290 | 63.60 | 67.60 | -0.99 | 0.0019 | -0.035 | ||||
| 0.0500 | 0.7500 | 82 | 51.0% | 0.02 | 0.0017 | -0.025 | 300 | 73.60 | 77.70 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 0.7000 | 50 | 54.6% | 0.01 | 0.0012 | -0.018 | 310 | 83.70 | 87.60 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 1.15 | 34 | 63.9% | 0.01 | 0.0008 | -0.013 | 320 | 93.60 | 97.60 | -1.00 | 0.0000 | -0.035 | ||||
| 0 | 1.25 | 38 | 69.3% | 0.01 | 0.0006 | -0.010 | 330 | 103.60 | 107.50 | -1.00 | 0.0000 | -0.035 | ||||
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.