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 ±11.5% (29.68–37.38) · ATM IV 31.5% · P/C interés abierto 1.06
| 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 | |
| 11.30 | 16.25 | 49.5% | 0.99 | 0.0032 | 0.000 | 20 | 0 | 5.00 | 11 | 176.3% | -0.01 | 0.0043 | -0.002 | |||
| 10.40 | 15.35 | 2 | 67.7% | 0.99 | 0.0040 | -0.000 | 21 | 0 | 0.7500 | 80 | 82.5% | -0.02 | 0.0053 | -0.002 | ||
| 9.40 | 14.35 | 61.2% | 0.99 | 0.0050 | -0.001 | 22 | 0 | 5.00 | 31 | 153.8% | -0.02 | 0.0065 | -0.003 | |||
| 8.60 | 13.55 | 70.8% | 0.99 | 0.0062 | -0.001 | 23 | 0 | 5.00 | 80 | 143.2% | -0.02 | 0.0081 | -0.003 | |||
| 7.60 | 12.55 | 64.1% | 0.98 | 0.0078 | -0.001 | 24 | 0 | 5.00 | 7 | 133.1% | -0.03 | 0.0102 | -0.003 | |||
| 6.50 | 11.45 | 11 | 51.7% | 0.98 | 0.0100 | -0.001 | 25 | 0 | 1.05 | 1,042 | 65.5% | -0.03 | 0.0129 | -0.003 | ||
| 5.45 | 10.40 | 13 | 42.2% | 0.98 | 0.0128 | -0.002 | 26 | 0 | 1.05 | 9 | 59.0% | -0.04 | 0.0167 | -0.003 | ||
| 4.65 | 9.60 | 47.7% | 0.97 | 0.0172 | -0.002 | 27 | 0 | 1.05 | 20.8K | 52.6% | -0.05 | 0.0223 | -0.004 | |||
| 3.50 | 8.40 | 26 | 33.2% | 0.96 | 0.0242 | -0.002 | 28 | 0 | 0.9100 | 14.9K | 44.0% | -0.06 | 0.0309 | -0.004 | ||
| 2.76 | 7.70 | 251 | 39.4% | 0.94 | 0.0356 | -0.003 | 29 | 0 | 0.5000 | 49 | 17.4K | 31.1% | -0.09 | 0.0443 | -0.005 | |
| 1.91 | 6.85 | 4,974 | 37.6% | 0.90 | 0.0533 | -0.004 | 30 | 0 | 0.8000 | 20 | 42.1K | 30.3% | -0.13 | 0.0638 | -0.006 | |
| 0.3600 | 5.30 | 1,503 | 0.84 | 0.0780 | -0.006 | 31 | 0 | 0.6300 | 17 | 70.7K | 22.1% | -0.20 | 0.0889 | -0.007 | ||
| 0.2000 | 4.55 | 20 | 23.6% | 0.76 | 0.1077 | -0.008 | 32 | 0.5500 | 4.95 | 1,342 | 49.2K | 65.2% | -0.30 | 0.1164 | -0.009 | |
| 0 | 3.90 | 2 | 6,084 | 28.5% | 0.64 | 0.1354 | -0.009 | 33 | 0.5400 | 1.33 | 2,007 | 24.9K | 21.4% | -0.42 | 0.1383 | -0.009 |
| 0 | 2.70 | 288 | 17.2K | 23.1% | 0.50 | 0.1491 | -0.009 | 34 | 0 | 5.00 | 75 | 41.1K | 39.9% | -0.56 | 0.1439 | -0.009 |
| 0 | 1.03 | 90 | 89.9K | 18.3% | 0.35 | 0.1408 | -0.009 | 35 | 0 | 2.36 | 11 | 93.9K | -0.70 | 0.1293 | -0.008 | |
| 0 | 2.54 | 100 | 46.6K | 39.8% | 0.23 | 0.1156 | -0.007 | 36 | 0.2600 | 5.20 | 65.2K | 17.4% | -0.81 | 0.1020 | -0.006 | |
| 0.0100 | 0.4000 | 20 | 79.2K | 22.3% | 0.14 | 0.0842 | -0.005 | 37 | 1.01 | 5.95 | 18.1K | -0.89 | 0.0720 | -0.004 | ||
| 0 | 0.1400 | 6 | 70.7K | 19.1% | 0.08 | 0.0554 | -0.003 | 38 | 2.01 | 6.95 | 17.8K | -0.94 | 0.0463 | -0.002 | ||
| 0 | 0.2500 | 65.5K | 25.1% | 0.04 | 0.0344 | -0.002 | 39 | 2.91 | 7.85 | 13.1K | -0.97 | 0.0283 | -0.001 | |||
| 0 | 0.0300 | 3 | 34.0K | 20.4% | 0.03 | 0.0220 | -0.002 | 40 | 4.00 | 8.95 | 5,904 | -0.98 | 0.0182 | -0.000 | ||
| 0 | 2.14 | 10.4K | 60.6% | 0.02 | 0.0157 | -0.001 | 41 | 4.95 | 9.95 | 41 | -0.99 | 0.0132 | -0.000 | |||
| 0 | 0.0200 | 14.0K | 23.2% | 0.02 | 0.0123 | -0.001 | 42 | 5.95 | 10.95 | 1 | -0.99 | 0.0105 | 0.000 | |||
| 0 | 2.13 | 7,623 | 68.3% | 0.01 | 0.0101 | -0.001 | 43 | 7.00 | 11.95 | -0.99 | 0.0088 | 0.000 | ||||
| 0 | 0.2500 | 6,268 | 40.1% | 0.01 | 0.0085 | -0.001 | 44 | 8.15 | 13.10 | 41.5% | -0.99 | 0.0075 | 0.000 | |||
| 0 | 0.0400 | 8,008 | 31.9% | 0.01 | 0.0073 | -0.001 | 45 | 8.85 | 13.85 | -0.99 | 0.0065 | 0.000 | ||||
| 0 | 1.25 | 2,733 | 66.4% | 0.01 | 0.0063 | -0.001 | 46 | 9.80 | 14.80 | -0.99 | 0.0057 | 0.000 | ||||
| 0 | 2.13 | 1,004 | 82.2% | 0.01 | 0.0056 | -0.001 | 47 | 11.05 | 16.00 | 42.2% | -0.99 | 0.0050 | 0.000 | |||
| 0 | 2.13 | 357 | 85.3% | 0.01 | 0.0049 | -0.001 | 48 | 11.95 | 16.95 | -0.99 | 0.0045 | 0.000 | ||||
| 0 | 2.13 | 6 | 88.3% | 0.01 | 0.0044 | -0.001 | 49 | 12.70 | 17.70 | -1.00 | 0.0040 | 0.000 | ||||
| 0 | 1.00 | 41 | 73.4% | 0.01 | 0.0039 | -0.001 | 50 | 13.75 | 18.75 | -1.00 | 0.0036 | 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 — Dec 18, 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.