FXI cadena de opciones iShares China Large-Cap 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 ±5.4% (32.02–35.66) · ATM IV 21.6% · P/C interés abierto 1.61
| 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 | |
| 13.65 | 14.25 | 185 | 82.5% | 0.99 | 0.0031 | -0.003 | 20 | 0 | 0.0800 | 1,010 | 81.0% | -0.01 | 0.0031 | -0.003 | ||
| 8.55 | 9.50 | 58.6% | 0.98 | 0.0095 | -0.004 | 25 | 0 | 0.0700 | 8 | 48.9% | -0.02 | 0.0095 | -0.004 | |||
| 7.40 | 8.75 | 56.7% | 0.98 | 0.0121 | -0.004 | 26 | 0 | 0.0800 | 5 | 44.4% | -0.02 | 0.0122 | -0.004 | |||
| 6.70 | 7.60 | 55.3% | 0.97 | 0.0157 | -0.004 | 27 | 0 | 0.0800 | 14 | 39.0% | -0.03 | 0.0158 | -0.004 | |||
| 5.30 | 6.30 | 16 | 0.96 | 0.0209 | -0.004 | 28 | 0 | 0.0800 | 3,905 | 33.7% | -0.04 | 0.0211 | -0.004 | |||
| 4.70 | 5.20 | 21.2% | 0.96 | 0.0291 | -0.004 | 29 | 0 | 0.1000 | 5 | 56.0K | 29.6% | -0.04 | 0.0294 | -0.004 | ||
| 3.55 | 4.20 | 50 | 491 | 0.94 | 0.0439 | -0.005 | 30 | 0.0500 | 0.1100 | 1 | 35.1K | 26.9% | -0.06 | 0.0445 | -0.005 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.80 | 3.25 | 20.0K | 20.7% | 0.89 | 0.0718 | -0.007 | 31 | 0.1000 | 0.2700 | 3 | 32.4K | 25.3% | -0.11 | 0.0730 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.95 | 2.40 | 47 | 21.3% | 0.81 | 0.1137 | -0.009 | 32 | 0.1700 | 0.3500 | 9 | 8,104 | 22.8% | -0.19 | 0.1158 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.19 | 1.63 | 11 | 8,784 | 20.4% | 0.68 | 0.1591 | -0.011 | 33 | 0.3500 | 0.6700 | 33 | 18.3K | 21.9% | -0.33 | 0.1633 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8100 | 1.01 | 8 | 11.3K | 22.1% | 0.51 | 0.1848 | -0.012 | 34 | 0.7500 | 1.08 | 604 | 25.3K | 21.1% | -0.51 | 0.1924 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3000 | 0.6700 | 2,266 | 14.8K | 21.4% | 0.33 | 0.1688 | -0.011 | 35 | 1.27 | 1.71 | 2 | 17.0K | 19.8% | -0.69 | 0.1804 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1600 | 0.2600 | 7,965 | 4,586 | 20.3% | 0.19 | 0.1258 | -0.008 | 36 | 2.02 | 2.57 | 6,006 | 20.2% | -0.84 | 0.1407 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0200 | 0.2200 | 24 | 3,054 | 22.0% | 0.10 | 0.0792 | -0.005 | 37 | 2.90 | 3.45 | 3 | 4,044 | -0.95 | 0.0853 | -0.006 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0700 | 2 | 13.7K | 20.5% | 0.05 | 0.0467 | -0.003 | 38 | 3.30 | 5.05 | 3 | 1 | -0.99 | 0.0315 | -0.002 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0600 | 14 | 2,852 | 23.7% | 0.04 | 0.0314 | -0.003 | 39 | 4.75 | 5.75 | 1 | 32.6% | -0.99 | 0.0142 | -0.001 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.0700 | 17.3K | 27.9% | 0.03 | 0.0239 | -0.003 | 40 | 5.25 | 6.80 | -1.00 | 0.0097 | -0.001 | ||||
| 0 | 0.1000 | 1 | 20.8K | 33.2% | 0.03 | 0.0193 | -0.003 | 41 | 6.45 | 7.80 | -1.00 | 0.0074 | -0.001 | |||
| 0 | 4.90 | 94 | 120.0% | 0.02 | 0.0160 | -0.003 | 42 | 7.25 | 8.80 | -1.00 | 0.0059 | -0.001 | ||||
| 0 | 4.90 | 8,692 | 125.6% | 0.02 | 0.0135 | -0.003 | 43 | 8.40 | 9.65 | -1.00 | 0.0048 | -0.001 | ||||
| 0 | 0.0600 | 956 | 39.8% | 0.02 | 0.0116 | -0.003 | 44 | 9.30 | 10.75 | -1.00 | 0.0040 | -0.001 | ||||
| 0 | 0.0600 | 50 | 533 | 42.6% | 0.02 | 0.0102 | -0.003 | 45 | 10.30 | 11.70 | -1.00 | 0.0033 | -0.001 | |||
| 0 | 4.90 | 14 | 141.0% | 0.02 | 0.0090 | -0.003 | 46 | 11.25 | 12.65 | -1.00 | 0.0028 | -0.001 | ||||
| 0 | 0.0600 | 245 | 48.1% | 0.02 | 0.0080 | -0.003 | 47 | 12.45 | 13.60 | -1.00 | 0.0024 | -0.000 | ||||
| 0 | 0.0600 | 66 | 50.7% | 0.01 | 0.0072 | -0.003 | 48 | 13.20 | 14.90 | -1.00 | 0.0020 | -0.000 | ||||
| 0 | 0.0600 | 80 | 53.2% | 0.01 | 0.0065 | -0.003 | 49 | 14.25 | 15.90 | -1.00 | 0.0017 | -0.000 | ||||
| 0 | 0.0600 | 128 | 55.7% | 0.01 | 0.0059 | -0.003 | 50 | 15.25 | 16.85 | -1.00 | 0.0015 | -0.000 | ||||
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.