ITB cadena de opciones iShares U.S. Home Construction 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 ±8.2% (80.01–94.21) · ATM IV 32.9% · P/C interés abierto 2.29
| 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 | |
| 9.80 | 13.30 | 1 | 0.92 | 0.0162 | -0.021 | 75 | 0.3000 | 0.5000 | 12 | 35 | 36.2% | -0.09 | 0.0164 | -0.022 | ||
| 8.60 | 12.10 | 32.5% | 0.88 | 0.0215 | -0.028 | 77 | 0.4000 | 0.7500 | 7 | 21 | 34.8% | -0.13 | 0.0218 | -0.028 | ||
| 7.60 | 11.10 | 29.8% | 0.85 | 0.0245 | -0.031 | 78 | 0.5500 | 1.15 | 1 | 203 | 36.6% | -0.15 | 0.0249 | -0.031 | ||
| 6.70 | 10.30 | 29.9% | 0.83 | 0.0276 | -0.034 | 79 | 0.5500 | 1.10 | 8,302 | 33.4% | -0.18 | 0.0280 | -0.035 | |||
| 5.80 | 9.60 | 8 | 30.1% | 0.80 | 0.0306 | -0.037 | 80 | 0.9000 | 1.35 | 13 | 163 | 34.5% | -0.21 | 0.0312 | -0.038 | |
| 6.40 | 8.90 | 1 | 38.9% | 0.77 | 0.0336 | -0.040 | 81 | 1.05 | 1.85 | 2 | 195 | 35.4% | -0.24 | 0.0343 | -0.041 | |
| 4.40 | 8.10 | 3 | 30.9% | 0.73 | 0.0365 | -0.043 | 82 | 0.7500 | 2.90 | 408 | 36.2% | -0.28 | 0.0372 | -0.044 | ||
| 5.00 | 6.20 | 2 | 3 | 31.3% | 0.69 | 0.0391 | -0.046 | 83 | 1.65 | 2.25 | 2 | 20 | 33.9% | -0.32 | 0.0400 | -0.047 |
| 4.60 | 6.10 | 250 | 176 | 35.2% | 0.65 | 0.0414 | -0.048 | 84 | 2.05 | 2.65 | 9 | 1,219 | 34.2% | -0.36 | 0.0423 | -0.049 |
| 2.40 | 6.50 | 3 | 32.1% | 0.61 | 0.0432 | -0.049 | 85 | 2.65 | 3.10 | 1,662 | 5,046 | 35.2% | -0.40 | 0.0443 | -0.050 | |
| 3.60 | 4.10 | 2 | 27 | 31.6% | 0.56 | 0.0444 | -0.050 | 86 | 3.00 | 3.50 | 10 | 83 | 34.3% | -0.45 | 0.0457 | -0.052 |
| 3.10 | 3.60 | 13 | 28 | 31.6% | 0.52 | 0.0452 | -0.051 | 87 | 3.50 | 4.00 | 5 | 20 | 34.2% | -0.49 | 0.0466 | -0.052 |
| 2.60 | 3.10 | 27 | 1,997 | 31.1% | 0.47 | 0.0452 | -0.050 | 88 | 4.10 | 4.80 | 6 | 36 | 35.6% | -0.54 | 0.0468 | -0.052 |
| 1.20 | 3.10 | 532 | 28.3% | 0.43 | 0.0448 | -0.049 | 89 | 3.20 | 5.60 | 13 | 29.4% | -0.58 | 0.0466 | -0.051 | ||
| 1.95 | 2.30 | 9 | 630 | 31.6% | 0.39 | 0.0437 | -0.048 | 90 | 3.70 | 6.70 | 7 | 37 | 30.9% | -0.63 | 0.0457 | -0.050 |
| 1.65 | 2.00 | 13 | 188 | 31.8% | 0.35 | 0.0422 | -0.046 | 91 | 4.40 | 8.00 | 12 | 34.1% | -0.67 | 0.0443 | -0.048 | |
| 1.35 | 1.70 | 2 | 1,203 | 31.6% | 0.31 | 0.0402 | -0.044 | 92 | 5.10 | 7.50 | 9 | 27.0% | -0.71 | 0.0426 | -0.046 | |
| 1.15 | 1.50 | 11 | 1,028 | 32.1% | 0.27 | 0.0378 | -0.041 | 93 | 5.80 | 8.50 | 2 | 27.5% | -0.75 | 0.0404 | -0.044 | |
| 0.7500 | 1.25 | 550 | 30.8% | 0.24 | 0.0353 | -0.038 | 94 | 6.60 | 10.20 | 7 | 33.3% | -0.79 | 0.0381 | -0.041 | ||
| 0.7500 | 1.00 | 3 | 32 | 31.5% | 0.21 | 0.0325 | -0.035 | 95 | 7.60 | 10.60 | 6 | 13 | 31.5% | -0.82 | 0.0355 | -0.039 |
| 0.3000 | 1.40 | 4 | 25 | 33.4% | 0.18 | 0.0297 | -0.032 | 96 | 8.30 | 10.80 | 4 | -0.85 | 0.0328 | -0.036 | ||
| 0.2500 | 1.20 | 221 | 33.7% | 0.15 | 0.0269 | -0.029 | 97 | 9.80 | 11.70 | 1 | 28.7% | -0.88 | 0.0301 | -0.033 | ||
| 0.1500 | 1.05 | 6 | 33.7% | 0.13 | 0.0242 | -0.026 | 98 | 10.20 | 13.70 | 35.2% | -0.90 | 0.0271 | -0.030 | |||
| 0.3000 | 0.6000 | 2 | 26 | 32.9% | 0.11 | 0.0216 | -0.024 | 99 | 11.50 | 14.50 | 38.1% | -0.93 | 0.0240 | -0.027 | ||
| 0.1000 | 0.8500 | 22 | 35.2% | 0.10 | 0.0191 | -0.021 | 100 | 12.60 | 14.80 | 4 | 32.2% | -0.94 | 0.0208 | -0.024 | ||
| 0.1500 | 0.6000 | 182 | 34.8% | 0.08 | 0.0168 | -0.019 | 101 | 13.30 | 15.60 | -0.96 | 0.0172 | -0.020 | ||||
| 0.0500 | 0.3000 | 7 | 24 | 35.2% | 0.04 | 0.0097 | -0.011 | 105 | 16.90 | 20.70 | 43.9% | -0.99 | 0.0053 | -0.005 | ||
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.