IONQ cadena de opciones IonQ, 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 ±19.0% (26.22–38.52) · ATM IV 88.4% · P/C interés abierto 1.28
| 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 | |
| 10.65 | 13.45 | 145.7% | 0.96 | 0.0098 | -0.013 | 20 | 0 | 0.6300 | 66 | 65 | 118.6% | -0.04 | 0.0098 | -0.013 | ||
| 8.30 | 11.60 | 115.2% | 0.93 | 0.0161 | -0.019 | 22 | 0 | 2.35 | 150.4% | -0.07 | 0.0162 | -0.019 | ||||
| 7.30 | 10.70 | 107.1% | 0.91 | 0.0202 | -0.023 | 23 | 0 | 2.44 | 139.6% | -0.09 | 0.0202 | -0.023 | ||||
| 6.45 | 9.80 | 2 | 103.0% | 0.89 | 0.0248 | -0.027 | 24 | 0.2900 | 0.7000 | 18 | 20 | 90.6% | -0.12 | 0.0249 | -0.027 | |
| 5.75 | 9.00 | 2 | 2 | 103.6% | 0.86 | 0.0299 | -0.031 | 25 | 0.3400 | 0.8000 | 35 | 111 | 84.6% | -0.15 | 0.0300 | -0.031 |
| 5.30 | 8.20 | 107.3% | 0.82 | 0.0352 | -0.035 | 26 | 0.4900 | 1.01 | 6 | 9 | 82.8% | -0.18 | 0.0354 | -0.035 | ||
| 4.25 | 7.45 | 98.7% | 0.78 | 0.0404 | -0.039 | 27 | 0.8000 | 1.97 | 13 | 14 | 96.8% | -0.22 | 0.0407 | -0.040 | ||
| 3.95 | 6.75 | 103.2% | 0.73 | 0.0453 | -0.043 | 28 | 0.9200 | 1.45 | 7 | 19 | 77.5% | -0.27 | 0.0456 | -0.043 | ||
| 3.05 | 6.15 | 97.7% | 0.68 | 0.0495 | -0.046 | 29 | 1.36 | 2.56 | 89 | 81 | 90.7% | -0.32 | 0.0498 | -0.047 | ||
| 3.50 | 4.45 | 3 | 64 | 95.1% | 0.63 | 0.0526 | -0.049 | 30 | 1.83 | 2.50 | 63 | 493 | 83.2% | -0.38 | 0.0530 | -0.049 |
| 2.74 | 4.20 | 19 | 94.7% | 0.57 | 0.0546 | -0.051 | 31 | 2.53 | 3.00 | 19 | 186 | 86.3% | -0.43 | 0.0550 | -0.051 | |
| 2.30 | 3.00 | 32 | 103 | 85.2% | 0.52 | 0.0553 | -0.051 | 32 | 2.90 | 4.10 | 31 | 206 | 91.6% | -0.49 | 0.0558 | -0.052 |
| 2.15 | 2.64 | 60 | 249 | 87.9% | 0.46 | 0.0548 | -0.052 | 33 | 3.15 | 4.30 | 24 | 595 | 80.7% | -0.54 | 0.0554 | -0.052 |
| 1.58 | 2.40 | 58 | 146 | 86.2% | 0.41 | 0.0534 | -0.051 | 34 | 4.30 | 5.00 | 4 | 470 | 88.6% | -0.59 | 0.0540 | -0.051 |
| 1.30 | 2.06 | 217 | 311 | 86.1% | 0.37 | 0.0512 | -0.050 | 35 | 5.00 | 6.00 | 15 | 591 | 93.4% | -0.64 | 0.0519 | -0.050 |
| 1.14 | 2.06 | 314 | 389 | 91.9% | 0.33 | 0.0485 | -0.048 | 36 | 5.65 | 6.40 | 3 | 107 | 87.0% | -0.68 | 0.0493 | -0.049 |
| 1.00 | 1.55 | 47 | 125 | 89.0% | 0.29 | 0.0455 | -0.046 | 37 | 6.10 | 8.90 | 10 | 104 | 109.8% | -0.72 | 0.0463 | -0.047 |
| 0.7800 | 1.20 | 22 | 212 | 86.0% | 0.26 | 0.0423 | -0.044 | 38 | 6.25 | 9.75 | 61 | 100.9% | -0.75 | 0.0431 | -0.044 | |
| 0.5800 | 1.62 | 32 | 81 | 96.3% | 0.23 | 0.0391 | -0.041 | 39 | 7.20 | 9.40 | 147 | 81.2% | -0.78 | 0.0400 | -0.042 | |
| 0.5100 | 1.00 | 109 | 241 | 89.0% | 0.20 | 0.0360 | -0.039 | 40 | 8.35 | 11.25 | 12 | 259 | 106.8% | -0.81 | 0.0369 | -0.040 |
| 0.0100 | 1.30 | 26 | 90.1% | 0.18 | 0.0330 | -0.037 | 41 | 9.65 | 12.30 | 6 | 12 | 119.1% | -0.83 | 0.0339 | -0.038 | |
| 0.4100 | 0.7500 | 27 | 83 | 91.7% | 0.16 | 0.0302 | -0.034 | 42 | 9.95 | 13.25 | 3 | 75 | 110.6% | -0.85 | 0.0312 | -0.035 |
| 0.2900 | 0.7700 | 1 | 90 | 94.0% | 0.14 | 0.0276 | -0.032 | 43 | 10.75 | 14.15 | 2 | 20 | 109.5% | -0.87 | 0.0286 | -0.033 |
| 0.2200 | 1.13 | 12 | 107 | 105.8% | 0.13 | 0.0252 | -0.030 | 44 | 11.75 | 15.10 | 1 | 74 | 113.3% | -0.88 | 0.0262 | -0.031 |
| 0.1300 | 0.5800 | 91 | 242 | 92.8% | 0.11 | 0.0231 | -0.028 | 45 | 13.40 | 15.75 | 5 | 126 | 124.8% | -0.90 | 0.0240 | -0.029 |
| 0 | 0.6800 | 14 | 20 | 95.9% | 0.10 | 0.0211 | -0.026 | 46 | 13.60 | 17.05 | 35 | 116.6% | -0.91 | 0.0221 | -0.028 | |
| 0.1100 | 0.6500 | 2 | 18 | 102.4% | 0.09 | 0.0193 | -0.025 | 47 | 14.60 | 18.00 | 10 | 121.0% | -0.92 | 0.0202 | -0.026 | |
| 0 | 2.33 | 81 | 145.4% | 0.08 | 0.0176 | -0.023 | 48 | 15.55 | 18.95 | 1 | 34 | 122.5% | -0.93 | 0.0186 | -0.024 | |
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 13, 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.