GME cadena de opciones GameStop Corp.
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 ±23.0% (14.75–23.56) · ATM IV 47.7% · P/C interés abierto 0.26
| 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 | |
| 9.15 | 9.50 | 1 | 3,140 | 0.98 | 0.0083 | 0.000 | 10 | 0.0300 | 0.1200 | 30 | 1,241 | 61.8% | -0.03 | 0.0084 | -0.002 | |
| 8.10 | 8.65 | 0.97 | 0.0116 | 0.000 | 11 | 0.0300 | 0.1500 | 22 | 55.9% | -0.04 | 0.0117 | -0.002 | ||||
| 7.15 | 7.85 | 64 | 50.1% | 0.95 | 0.0163 | -0.001 | 12 | 0.0700 | 0.1900 | 41 | 52.4% | -0.05 | 0.0165 | -0.002 | ||
| 6.20 | 6.75 | 284 | 38.9% | 0.93 | 0.0229 | -0.001 | 13 | 0.1400 | 0.2600 | 5,596 | 50.1% | -0.07 | 0.0232 | -0.003 | ||
| 5.35 | 6.05 | 25 | 46.8% | 0.90 | 0.0315 | -0.002 | 14 | 0.2400 | 0.3800 | 220 | 48.5% | -0.10 | 0.0319 | -0.004 | ||
| 4.90 | 5.05 | 3,074 | 48.8% | 0.86 | 0.0414 | -0.004 | 15 | 0.4000 | 0.5700 | 1 | 7,374 | 47.8% | -0.15 | 0.0421 | -0.005 | |
| 3.95 | 4.30 | 459 | 45.6% | 0.80 | 0.0514 | -0.005 | 16 | 0.6500 | 0.8400 | 512 | 47.9% | -0.20 | 0.0524 | -0.006 | ||
| 3.30 | 3.65 | 238 | 46.1% | 0.74 | 0.0600 | -0.006 | 17 | 0.7900 | 1.19 | 612 | 45.6% | -0.27 | 0.0615 | -0.007 | ||
| 2.80 | 3.00 | 2 | 3,620 | 46.5% | 0.67 | 0.0663 | -0.007 | 18 | 1.41 | 1.58 | 43 | 1,280 | 48.1% | -0.34 | 0.0682 | -0.007 |
| 2.31 | 2.52 | 2,127 | 47.0% | 0.60 | 0.0698 | -0.007 | 19 | 1.88 | 2.10 | 916 | 48.3% | -0.41 | 0.0722 | -0.008 | ||
| 1.95 | 2.10 | 378 | 37.2K | 48.1% | 0.53 | 0.0705 | -0.008 | 20 | 2.52 | 2.71 | 10.4K | 49.7% | -0.49 | 0.0734 | -0.008 | |
| 1.50 | 1.77 | 1 | 1,185 | 47.6% | 0.47 | 0.0690 | -0.008 | 21 | 3.10 | 3.40 | 4 | 2,782 | 49.9% | -0.55 | 0.0724 | -0.008 |
| 1.20 | 1.58 | 25 | 5,200 | 49.1% | 0.41 | 0.0658 | -0.008 | 22 | 3.85 | 4.25 | 1,177 | 52.5% | -0.61 | 0.0696 | -0.008 | |
| 1.14 | 1.37 | 1 | 6,970 | 52.1% | 0.36 | 0.0617 | -0.008 | 23 | 4.50 | 5.05 | 2,495 | 52.3% | -0.66 | 0.0657 | -0.008 | |
| 1.05 | 1.20 | 1 | 2,010 | 54.4% | 0.32 | 0.0571 | -0.008 | 24 | 5.50 | 5.90 | 503 | 56.0% | -0.70 | 0.0614 | -0.008 | |
| 0.9600 | 1.04 | 84 | 49.3K | 56.5% | 0.29 | 0.0526 | -0.008 | 25 | 6.45 | 6.70 | 2 | 6,810 | 57.8% | -0.74 | 0.0570 | -0.007 |
| 0.7200 | 0.9500 | 17 | 2,123 | 56.1% | 0.26 | 0.0485 | -0.008 | 26 | 7.25 | 7.75 | 195 | 60.4% | -0.76 | 0.0529 | -0.007 | |
| 0.7200 | 0.8600 | 1 | 6,043 | 58.9% | 0.24 | 0.0447 | -0.008 | 27 | 8.15 | 8.65 | 665 | 61.8% | -0.79 | 0.0492 | -0.007 | |
| 0.6600 | 0.7500 | 15 | 2,084 | 60.1% | 0.22 | 0.0413 | -0.008 | 28 | 9.10 | 9.60 | 716 | 64.2% | -0.81 | 0.0458 | -0.007 | |
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 — Jan 15, 2027
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.