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 ±13.6% (16.73–21.98) · ATM IV 49.6% · P/C interés abierto 0.17
| 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 | |
| 8.75 | 9.75 | 80 | 0.99 | 0.0045 | 0.000 | 10 | 0.0100 | 0.0300 | 13 | 256 | 88.2% | -0.01 | 0.0045 | -0.002 | ||
| 7.50 | 8.90 | 6 | 0.99 | 0.0067 | 0.000 | 11 | 0 | 0.2800 | 107.7% | -0.01 | 0.0067 | -0.002 | ||||
| 6.00 | 8.60 | 4 | 0.98 | 0.0099 | 0.000 | 12 | 0 | 1.56 | 7 | 154.9% | -0.02 | 0.0099 | -0.003 | |||
| 6.10 | 6.60 | 285 | 0.97 | 0.0147 | 0.000 | 13 | 0 | 0.2100 | 2,021 | 75.6% | -0.03 | 0.0148 | -0.003 | |||
| 5.15 | 5.65 | 152 | 253 | 0.96 | 0.0226 | 0.000 | 14 | 0.0100 | 0.1100 | 264 | 56.9% | -0.04 | 0.0227 | -0.004 | ||
| 4.20 | 4.65 | 132 | 3,301 | 0.94 | 0.0357 | -0.002 | 15 | 0.0700 | 0.1200 | 200 | 1,024 | 51.8% | -0.07 | 0.0359 | -0.005 | |
| 3.30 | 3.80 | 5 | 518 | 41.8% | 0.89 | 0.0565 | -0.005 | 16 | 0.1500 | 0.2400 | 1 | 1,180 | 50.4% | -0.11 | 0.0569 | -0.007 |
| 2.64 | 2.89 | 43 | 1,601 | 46.0% | 0.81 | 0.0827 | -0.008 | 17 | 0.3500 | 0.4100 | 125 | 1,890 | 49.9% | -0.19 | 0.0834 | -0.010 |
| 2.00 | 2.18 | 1,525 | 12.9K | 47.9% | 0.71 | 0.1052 | -0.011 | 18 | 0.6100 | 0.7300 | 211 | 4,350 | 49.6% | -0.29 | 0.1063 | -0.013 |
| 1.52 | 1.60 | 1,680 | 9,859 | 50.1% | 0.59 | 0.1162 | -0.014 | 19 | 0.9900 | 1.15 | 324 | 3,124 | 49.0% | -0.41 | 0.1177 | -0.015 |
| 1.10 | 1.15 | 2,385 | 17.6K | 51.1% | 0.48 | 0.1142 | -0.015 | 20 | 1.63 | 1.77 | 111 | 8,057 | 52.4% | -0.53 | 0.1160 | -0.015 |
| 0.8200 | 0.9100 | 457 | 4,871 | 54.7% | 0.38 | 0.1031 | -0.016 | 21 | 2.26 | 2.56 | 30 | 3,830 | 54.9% | -0.62 | 0.1051 | -0.015 |
| 0.6600 | 0.7200 | 1,085 | 18.8K | 58.7% | 0.31 | 0.0893 | -0.016 | 22 | 3.15 | 3.50 | 60 | 2,208 | 62.7% | -0.70 | 0.0914 | -0.014 |
| 0.5400 | 0.5900 | 1,616 | 9,951 | 62.5% | 0.26 | 0.0764 | -0.015 | 23 | 4.00 | 4.20 | 7 | 2,857 | 62.2% | -0.75 | 0.0785 | -0.013 |
| 0.4500 | 0.5000 | 315 | 6,038 | 66.4% | 0.22 | 0.0654 | -0.015 | 24 | 4.90 | 5.20 | 1,561 | 68.2% | -0.79 | 0.0674 | -0.012 | |
| 0.4200 | 0.4300 | 1,410 | 26.9K | 71.2% | 0.19 | 0.0563 | -0.014 | 25 | 5.80 | 6.25 | 1,724 | 74.5% | -0.82 | 0.0583 | -0.011 | |
| 0.3300 | 0.4000 | 150 | 5,029 | 74.4% | 0.17 | 0.0491 | -0.014 | 26 | 6.75 | 7.30 | 908 | 81.5% | -0.84 | 0.0510 | -0.010 | |
| 0.3500 | 0.3700 | 67 | 3,840 | 80.2% | 0.15 | 0.0433 | -0.014 | 27 | 7.80 | 8.35 | 1,008 | 91.1% | -0.86 | 0.0451 | -0.009 | |
| 0.3200 | 0.3500 | 183 | 2,219 | 84.4% | 0.14 | 0.0387 | -0.014 | 28 | 8.80 | 9.25 | 166 | 94.4% | -0.87 | 0.0404 | -0.009 | |
| 0.2400 | 0.4000 | 118 | 1,480 | 88.8% | 0.13 | 0.0349 | -0.014 | 29 | 9.70 | 10.40 | 25 | 101.9% | -0.88 | 0.0365 | -0.008 | |
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 16, 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.