HOOD cadena de opciones Robinhood Markets, Inc.
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 ±25.6% (91.85–154.90) · ATM IV 69.1% · P/C interés abierto 0.73
| 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 | |
| 58.65 | 60.05 | 111 | 76.9% | 0.97 | 0.0013 | 0.000 | 65 | 0.4200 | 0.4900 | 30 | 4,573 | 78.2% | -0.02 | 0.0013 | -0.016 | |
| 53.90 | 55.35 | 7 | 367 | 75.1% | 0.96 | 0.0018 | -0.000 | 70 | 0.6600 | 0.7900 | 98 | 7,837 | 77.0% | -0.04 | 0.0018 | -0.021 |
| 49.25 | 50.50 | 8 | 1,175 | 71.3% | 0.95 | 0.0024 | -0.008 | 75 | 0.9700 | 1.04 | 83 | 5,616 | 74.2% | -0.05 | 0.0024 | -0.027 |
| 44.75 | 46.00 | 23 | 1,441 | 70.6% | 0.93 | 0.0032 | -0.018 | 80 | 1.34 | 1.47 | 187 | 2,148 | 72.0% | -0.07 | 0.0032 | -0.035 |
| 40.40 | 41.65 | 32 | 1,206 | 69.8% | 0.90 | 0.0041 | -0.028 | 85 | 2.00 | 2.21 | 97 | 2,861 | 71.9% | -0.09 | 0.0041 | -0.043 |
| 36.30 | 37.40 | 49 | 1,501 | 68.9% | 0.87 | 0.0051 | -0.039 | 90 | 2.85 | 3.05 | 114 | 4,802 | 71.3% | -0.13 | 0.0051 | -0.052 |
| 32.45 | 33.75 | 251 | 1,424 | 69.7% | 0.84 | 0.0061 | -0.050 | 95 | 3.80 | 4.10 | 409 | 798 | 70.1% | -0.16 | 0.0061 | -0.061 |
| 28.95 | 30.00 | 187 | 2,913 | 69.5% | 0.80 | 0.0070 | -0.060 | 100 | 5.15 | 5.40 | 211 | 1,934 | 69.8% | -0.20 | 0.0071 | -0.070 |
| 25.50 | 26.35 | 1,108 | 3,430 | 68.2% | 0.75 | 0.0079 | -0.070 | 105 | 6.70 | 7.00 | 58 | 1,523 | 69.4% | -0.25 | 0.0080 | -0.078 |
| 22.75 | 23.25 | 411 | 4,432 | 68.9% | 0.71 | 0.0087 | -0.078 | 110 | 8.55 | 9.10 | 155 | 476 | 69.7% | -0.29 | 0.0088 | -0.084 |
| 19.85 | 20.45 | 300 | 1,609 | 68.6% | 0.66 | 0.0093 | -0.085 | 115 | 10.75 | 11.20 | 42 | 149 | 69.5% | -0.34 | 0.0094 | -0.090 |
| 17.55 | 17.90 | 852 | 9,957 | 69.1% | 0.61 | 0.0097 | -0.090 | 120 | 13.05 | 13.80 | 211 | 213 | 69.5% | -0.39 | 0.0098 | -0.093 |
| 15.05 | 15.75 | 640 | 1,714 | 68.8% | 0.56 | 0.0099 | -0.094 | 125 | 15.90 | 16.35 | 127 | 119 | 69.4% | -0.44 | 0.0101 | -0.095 |
| 13.25 | 13.65 | 560 | 3,608 | 69.2% | 0.51 | 0.0100 | -0.096 | 130 | 18.85 | 19.35 | 13 | 90 | 69.5% | -0.49 | 0.0102 | -0.096 |
| 11.40 | 11.95 | 573 | 835 | 69.2% | 0.47 | 0.0100 | -0.097 | 135 | 22.10 | 22.85 | 4 | 22 | 70.3% | -0.54 | 0.0101 | -0.095 |
| 9.90 | 10.40 | 978 | 1,014 | 69.4% | 0.42 | 0.0098 | -0.096 | 140 | 25.45 | 26.35 | 8 | 70.5% | -0.58 | 0.0100 | -0.092 | |
| 8.55 | 9.15 | 223 | 1,118 | 69.8% | 0.38 | 0.0095 | -0.094 | 145 | 29.20 | 29.95 | 1 | 71.1% | -0.63 | 0.0097 | -0.089 | |
| 7.50 | 7.90 | 374 | 4,176 | 70.2% | 0.34 | 0.0091 | -0.092 | 150 | 32.90 | 33.90 | 5 | 42 | 71.2% | -0.66 | 0.0093 | -0.085 |
| 6.45 | 6.90 | 61 | 2,127 | 70.4% | 0.31 | 0.0086 | -0.089 | 155 | 37.05 | 37.80 | 51 | 71.7% | -0.70 | 0.0089 | -0.080 | |
| 5.60 | 6.00 | 309 | 2,280 | 70.7% | 0.28 | 0.0082 | -0.085 | 160 | 41.15 | 41.90 | 3 | 15 | 72.0% | -0.73 | 0.0085 | -0.075 |
| 4.90 | 5.30 | 51 | 448 | 71.4% | 0.25 | 0.0077 | -0.081 | 165 | 45.15 | 46.15 | 16 | 71.7% | -0.76 | 0.0080 | -0.069 | |
| 4.35 | 4.65 | 335 | 295 | 72.1% | 0.23 | 0.0072 | -0.077 | 170 | 49.75 | 50.75 | 73.6% | -0.79 | 0.0076 | -0.063 | ||
| 3.75 | 4.25 | 90 | 1,393 | 72.9% | 0.20 | 0.0067 | -0.073 | 175 | 54.05 | 55.35 | 74.1% | -0.81 | 0.0071 | -0.058 | ||
| 3.25 | 3.60 | 172 | 477 | 72.7% | 0.18 | 0.0063 | -0.069 | 180 | 58.60 | 59.90 | 5 | 74.9% | -0.83 | 0.0066 | -0.052 | |
| 2.88 | 3.35 | 34 | 375 | 73.9% | 0.16 | 0.0058 | -0.065 | 185 | 63.15 | 64.45 | 1 | 75.1% | -0.85 | 0.0062 | -0.046 | |
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.