KKR cadena de opciones KKR & Co. 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 ±31.9% (72.53–140.33) · ATM IV 39.6% · P/C interés abierto 11.42
| 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 | |
| 53.50 | 56.30 | 44.5% | 0.96 | 0.0019 | -0.000 | 55 | 0.9000 | 1.55 | 5 | 48.3% | -0.05 | 0.0019 | -0.007 | |||
| 49.40 | 52.20 | 45.7% | 0.94 | 0.0024 | -0.002 | 60 | 1.30 | 1.90 | 46.2% | -0.06 | 0.0025 | -0.008 | ||||
| 45.60 | 48.10 | 46.1% | 0.93 | 0.0031 | -0.004 | 65 | 1.70 | 2.85 | 45.6% | -0.08 | 0.0032 | -0.010 | ||||
| 41.50 | 44.00 | 44.6% | 0.90 | 0.0038 | -0.006 | 70 | 2.50 | 3.30 | 42 | 43.9% | -0.11 | 0.0039 | -0.011 | |||
| 37.60 | 40.10 | 43.5% | 0.87 | 0.0046 | -0.009 | 75 | 3.10 | 4.40 | 40 | 42.8% | -0.14 | 0.0047 | -0.013 | |||
| 34.00 | 36.40 | 4 | 42.8% | 0.84 | 0.0054 | -0.011 | 80 | 4.60 | 5.50 | 194 | 42.7% | -0.17 | 0.0056 | -0.015 | ||
| 29.70 | 32.50 | 40.0% | 0.81 | 0.0062 | -0.013 | 85 | 5.70 | 7.00 | 3 | 41.9% | -0.20 | 0.0064 | -0.017 | |||
| 27.30 | 29.60 | 41.4% | 0.77 | 0.0070 | -0.015 | 90 | 7.40 | 8.40 | 3 | 41.2% | -0.24 | 0.0073 | -0.018 | |||
| 24.40 | 26.30 | 40.6% | 0.73 | 0.0077 | -0.016 | 95 | 9.00 | 10.30 | 137 | 40.5% | -0.29 | 0.0081 | -0.019 | |||
| 21.30 | 24.00 | 40.4% | 0.69 | 0.0083 | -0.018 | 100 | 10.20 | 12.50 | 15 | 39.2% | -0.33 | 0.0089 | -0.020 | |||
| 18.90 | 20.90 | 39.5% | 0.64 | 0.0088 | -0.019 | 105 | 13.10 | 14.90 | 1,029 | 39.6% | -0.38 | 0.0096 | -0.021 | |||
| 16.60 | 19.00 | 2 | 39.7% | 0.60 | 0.0092 | -0.020 | 110 | 15.80 | 17.50 | 39.5% | -0.43 | 0.0101 | -0.022 | |||
| 14.50 | 16.80 | 9 | 39.3% | 0.56 | 0.0095 | -0.020 | 115 | 17.50 | 20.40 | 38.0% | -0.48 | 0.0106 | -0.022 | |||
| 12.60 | 14.20 | 6 | 38.2% | 0.51 | 0.0096 | -0.020 | 120 | 20.50 | 23.60 | 37.8% | -0.53 | 0.0109 | -0.022 | |||
| 11.10 | 13.00 | 45 | 38.7% | 0.47 | 0.0097 | -0.020 | 125 | 23.80 | 26.60 | 37.2% | -0.58 | 0.0111 | -0.022 | |||
| 9.60 | 11.50 | 40 | 38.6% | 0.43 | 0.0096 | -0.020 | 130 | 27.70 | 30.00 | 37.4% | -0.63 | 0.0112 | -0.022 | |||
| 7.40 | 9.80 | 22 | 36.9% | 0.39 | 0.0094 | -0.020 | 135 | 31.60 | 34.00 | 37.8% | -0.67 | 0.0113 | -0.021 | |||
| 6.20 | 9.10 | 37.2% | 0.35 | 0.0091 | -0.019 | 140 | 35.50 | 37.60 | 37.2% | -0.72 | 0.0113 | -0.021 | ||||
| 5.30 | 8.10 | 37.3% | 0.32 | 0.0088 | -0.018 | 145 | 39.30 | 41.70 | 36.5% | -0.76 | 0.0113 | -0.020 | ||||
| 5.50 | 6.90 | 38.2% | 0.29 | 0.0084 | -0.018 | 150 | 43.80 | 45.90 | 36.6% | -0.80 | 0.0112 | -0.019 | ||||
| 3.60 | 6.20 | 36.7% | 0.26 | 0.0080 | -0.017 | 155 | 47.90 | 51.00 | 37.2% | -0.84 | 0.0113 | -0.019 | ||||
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 — Sep 17, 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.