GDX cadena de opciones VanEck Gold Miners 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 ±13.0% (88.27–114.72) · ATM IV 44.2% · 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 | |
| 12.85 | 14.10 | 57 | 46.4% | 0.78 | 0.0175 | -0.042 | 91 | 2.21 | 2.53 | 1 | 45.3% | -0.22 | 0.0176 | -0.049 | ||
| 11.85 | 13.90 | 43.8% | 0.77 | 0.0179 | -0.044 | 91.5 | 2.34 | 2.66 | 45.2% | -0.23 | 0.0181 | -0.050 | ||||
| 11.80 | 13.00 | 43.2% | 0.76 | 0.0184 | -0.045 | 92 | 2.42 | 2.81 | 25 | 45.0% | -0.24 | 0.0186 | -0.051 | |||
| 11.35 | 12.65 | 42.8% | 0.75 | 0.0188 | -0.046 | 92.5 | 2.65 | 2.94 | 45.2% | -0.25 | 0.0190 | -0.052 | ||||
| 10.85 | 12.35 | 42.4% | 0.74 | 0.0192 | -0.048 | 93 | 2.71 | 3.10 | 44.9% | -0.26 | 0.0194 | -0.053 | ||||
| 10.70 | 12.00 | 43.1% | 0.73 | 0.0196 | -0.049 | 93.5 | 2.91 | 3.25 | 45.0% | -0.27 | 0.0198 | -0.054 | ||||
| 10.40 | 11.60 | 43.0% | 0.72 | 0.0200 | -0.050 | 94 | 2.95 | 3.45 | 1 | 44.6% | -0.28 | 0.0202 | -0.056 | |||
| 10.05 | 11.30 | 43.0% | 0.71 | 0.0204 | -0.051 | 94.5 | 3.15 | 3.60 | 44.6% | -0.29 | 0.0206 | -0.056 | ||||
| 9.75 | 11.15 | 43.8% | 0.70 | 0.0207 | -0.052 | 95 | 2.70 | 3.80 | 2 | 44.6% | -0.31 | 0.0210 | -0.057 | |||
| 9.50 | 10.65 | 1 | 43.4% | 0.69 | 0.0211 | -0.053 | 95.5 | 3.55 | 3.95 | 44.7% | -0.32 | 0.0213 | -0.058 | |||
| 9.30 | 11.20 | 44.4% | 0.67 | 0.0214 | -0.054 | 96 | 3.70 | 4.15 | 44.6% | -0.33 | 0.0217 | -0.059 | ||||
| 8.85 | 11.10 | 43.1% | 0.66 | 0.0217 | -0.056 | 96.5 | 3.90 | 4.35 | 20 | 44.6% | -0.34 | 0.0220 | -0.059 | |||
| 8.60 | 9.90 | 44.0% | 0.65 | 0.0220 | -0.056 | 97 | 4.15 | 4.55 | 44.8% | -0.35 | 0.0223 | -0.060 | ||||
| 8.30 | 9.60 | 43.9% | 0.64 | 0.0223 | -0.057 | 97.5 | 4.40 | 4.75 | 44.9% | -0.36 | 0.0225 | -0.061 | ||||
| 8.50 | 9.10 | 44.9% | 0.63 | 0.0225 | -0.058 | 98 | 4.65 | 4.95 | 44.9% | -0.37 | 0.0228 | -0.061 | ||||
| 8.00 | 8.80 | 44.0% | 0.62 | 0.0227 | -0.059 | 98.5 | 3.55 | 5.15 | 44.8% | -0.39 | 0.0230 | -0.062 | ||||
| 7.75 | 8.55 | 44.2% | 0.61 | 0.0229 | -0.060 | 99 | 4.05 | 5.40 | 1 | 45.0% | -0.40 | 0.0232 | -0.062 | |||
| 7.50 | 8.25 | 44.1% | 0.59 | 0.0231 | -0.060 | 99.5 | 5.30 | 5.65 | 44.9% | -0.41 | 0.0234 | -0.063 | ||||
| 7.50 | 7.95 | 10 | 44.9% | 0.58 | 0.0233 | -0.061 | 100 | 3.55 | 5.85 | 102 | 44.8% | -0.42 | 0.0236 | -0.063 | ||
| 6.75 | 7.45 | 44.0% | 0.56 | 0.0235 | -0.062 | 101 | 5.90 | 6.35 | 44.3% | -0.45 | 0.0239 | -0.064 | ||||
| 6.30 | 6.95 | 44.0% | 0.53 | 0.0237 | -0.063 | 102 | 6.25 | 6.90 | 43.8% | -0.47 | 0.0240 | -0.064 | ||||
| 5.85 | 6.50 | 44.1% | 0.51 | 0.0237 | -0.063 | 103 | 7.00 | 7.45 | 44.5% | -0.49 | 0.0241 | -0.064 | ||||
| 5.45 | 6.10 | 44.3% | 0.49 | 0.0237 | -0.064 | 104 | 7.50 | 8.00 | 44.2% | -0.52 | 0.0241 | -0.064 | ||||
| 5.05 | 5.65 | 11 | 44.2% | 0.47 | 0.0236 | -0.064 | 105 | 8.10 | 8.65 | 4 | 44.5% | -0.54 | 0.0241 | -0.063 | ||
| 4.70 | 5.30 | 44.4% | 0.44 | 0.0234 | -0.063 | 106 | 8.75 | 9.25 | 4 | 44.5% | -0.56 | 0.0239 | -0.062 | |||
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.