FXI cadena de opciones iShares China Large-Cap ETF
Cboe delayed options data · a fecha de 03:37 UTC
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 ±10.2% (30.11–36.95) · ATM IV 42.4% · P/C interés abierto 1.51
| 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 | |
| 11.50 | 16.45 | 185 | 122.3% | 0.99 | 0.0032 | -0.001 | 20 | 0 | 5.00 | 1,010 | 242.7% | -0.01 | 0.0032 | -0.003 | ||
| 6.35 | 11.30 | 64.4% | 0.98 | 0.0099 | -0.003 | 25 | 0 | 0.0700 | 8 | 50.2% | -0.02 | 0.0100 | -0.004 | |||
| 5.30 | 10.25 | 51.7% | 0.98 | 0.0127 | -0.003 | 26 | 0 | 1.05 | 5 | 82.3% | -0.03 | 0.0128 | -0.004 | |||
| 4.30 | 9.25 | 44.9% | 0.97 | 0.0166 | -0.003 | 27 | 0 | 0.0900 | 14 | 40.6% | -0.03 | 0.0167 | -0.004 | |||
| 3.05 | 7.95 | 6 | 16 | 0.96 | 0.0223 | -0.004 | 28 | 0 | 0.1000 | 3,905 | 35.6% | -0.04 | 0.0225 | -0.004 | ||
| 2.61 | 7.55 | 50.2% | 0.95 | 0.0314 | -0.004 | 29 | 0 | 0.2900 | 1 | 56.0K | 37.9% | -0.05 | 0.0318 | -0.005 | ||
| 1.56 | 6.50 | 516 | 40.0% | 0.93 | 0.0484 | -0.005 | 30 | 0 | 0.3100 | 2 | 35.1K | 29.4% | -0.07 | 0.0491 | -0.005 | |
| 0.7600 | 5.70 | 17.7% | 0.91 | 0.0620 | -0.006 | 30.5 | 0 | 5.00 | 101.9% | -0.09 | 0.0629 | -0.006 | ||||
| 2.25 | 3.00 | 20.0K | 0.89 | 0.0799 | -0.007 | 31 | 0 | 0.3500 | 316 | 32.3K | 24.3% | -0.12 | 0.0813 | -0.007 | ||
| 0 | 4.10 | 0.85 | 0.1022 | -0.008 | 31.5 | 0 | 0.4100 | 19.2% | -0.16 | 0.1042 | -0.009 | |||||
| 0 | 4.40 | 47 | 29.5% | 0.80 | 0.1280 | -0.009 | 32 | 0.1700 | 0.3000 | 26 | 7,737 | 21.2% | -0.21 | 0.1308 | -0.010 | |
| 0 | 2.83 | 16.0% | 0.73 | 0.1553 | -0.011 | 32.5 | 0 | 0.3800 | 31 | 15.7% | -0.28 | 0.1594 | -0.011 | |||
| 0 | 1.71 | 1 | 8,783 | 10.0% | 0.65 | 0.1805 | -0.012 | 33 | 0.3400 | 1.14 | 223 | 18.4K | 26.8% | -0.36 | 0.1863 | -0.012 |
| 0 | 1.85 | 8 | 20.4% | 0.56 | 0.1978 | -0.012 | 33.5 | 0 | 5.00 | 30 | 64.5% | -0.46 | 0.2059 | -0.013 | ||
| 0.6400 | 0.8800 | 139 | 11.3K | 22.3% | 0.46 | 0.2020 | -0.012 | 34 | 0.9500 | 1.25 | 139 | 25.5K | 23.5% | -0.56 | 0.2130 | -0.013 |
| 0 | 0.5000 | 9 | 13.7% | 0.36 | 0.1914 | -0.011 | 34.5 | 0 | 5.00 | 50.4% | -0.66 | 0.2052 | -0.012 | |||
| 0.2500 | 0.3800 | 257 | 16.2K | 19.6% | 0.27 | 0.1697 | -0.010 | 35 | 0.2000 | 1.75 | 2 | 17.0K | -0.76 | 0.1863 | -0.011 | |
| 0 | 0.2500 | 117 | 16.4% | 0.20 | 0.1422 | -0.009 | 35.5 | 0 | 5.00 | 33.2% | -0.84 | 0.1620 | -0.009 | |||
| 0.0900 | 0.2100 | 69 | 11.1K | 20.2% | 0.14 | 0.1132 | -0.007 | 36 | 1.96 | 2.94 | 6,006 | -0.91 | 0.1340 | -0.008 | ||
| 0 | 0.2000 | 20.7% | 0.10 | 0.0860 | -0.005 | 36.5 | 0.2100 | 5.15 | -0.96 | 0.1103 | -0.006 | |||||
| 0.0200 | 0.0700 | 1 | 3,053 | 19.4% | 0.07 | 0.0633 | -0.004 | 37 | 0.8100 | 5.75 | 4,044 | -0.99 | 0.0426 | -0.005 | ||
| 0 | 0.6700 | 36.7% | 0.05 | 0.0467 | -0.003 | 37.5 | 1.21 | 6.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.2400 | 13.7K | 25.5% | 0.04 | 0.0358 | -0.003 | 38 | 1.85 | 6.75 | 4 | -1.00 | 0.0000 | -0.005 | |||
| 0 | 1.27 | 53.3% | 0.03 | 0.0290 | -0.002 | 38.5 | 2.16 | 7.10 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1500 | 2,852 | 30.6% | 0.03 | 0.0245 | -0.002 | 39 | 2.75 | 7.65 | 1 | -1.00 | 0.0000 | -0.005 | |||
| 0 | 1.29 | 59.5% | 0.02 | 0.0213 | -0.002 | 39.5 | 3.10 | 8.00 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1500 | 17.3K | 34.7% | 0.02 | 0.0188 | -0.002 | 40 | 3.75 | 8.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1000 | 20.8K | 35.8% | 0.02 | 0.0152 | -0.002 | 41 | 4.75 | 9.75 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.2600 | 94 | 47.2% | 0.02 | 0.0126 | -0.002 | 42 | 5.65 | 10.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.2400 | 8,692 | 50.2% | 0.02 | 0.0106 | -0.002 | 43 | 6.65 | 11.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.2400 | 956 | 53.8% | 0.01 | 0.0091 | -0.002 | 44 | 7.65 | 12.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.2400 | 574 | 57.3% | 0.01 | 0.0079 | -0.002 | 45 | 8.65 | 13.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.2500 | 14 | 47.2% | 0.01 | 0.0070 | -0.002 | 46 | 9.65 | 14.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0600 | 245 | 51.2% | 0.01 | 0.0062 | -0.002 | 47 | 10.70 | 15.70 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0500 | 66 | 52.7% | 0.01 | 0.0055 | -0.002 | 48 | 11.65 | 16.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1800 | 80 | 66.8% | 0.01 | 0.0050 | -0.002 | 49 | 12.65 | 17.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0600 | 128 | 59.2% | 0.01 | 0.0045 | -0.002 | 50 | 13.70 | 18.70 | -1.00 | 0.0000 | -0.005 | ||||
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.
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