KMX cadena de opciones CarMax, 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 ±10.5% (46.35–57.25) · ATM IV 44.0% · P/C interés abierto 0.72
| 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 | |
| 20.40 | 23.80 | 118.2% | 1.00 | 0.0009 | 0.000 | 30 | 0 | 0.2500 | 97.5% | -0.00 | 0.0009 | -0.002 | ||||
| 17.20 | 21.30 | 0.99 | 0.0018 | -0.000 | 32.5 | 0 | 1.00 | 112.9% | -0.01 | 0.0018 | -0.003 | |||||
| 16.00 | 18.80 | 104.0% | 0.99 | 0.0034 | -0.003 | 35 | 0 | 0.9500 | 38 | 96.9% | -0.01 | 0.0034 | -0.004 | |||
| 13.90 | 15.60 | 82.6% | 0.98 | 0.0063 | -0.006 | 37.5 | 0 | 1.15 | 2 | 52 | 53.2% | -0.02 | 0.0064 | -0.007 | ||
| 11.60 | 13.90 | 20 | 86.8% | 0.96 | 0.0114 | -0.010 | 40 | 0.0500 | 0.5000 | 61 | 61 | 51.4% | -0.04 | 0.0114 | -0.012 | |
| 9.10 | 10.90 | 64.6% | 0.92 | 0.0194 | -0.017 | 42.5 | 0.2000 | 0.3500 | 8 | 254 | 49.4% | -0.08 | 0.0195 | -0.018 | ||
| 6.90 | 8.70 | 16 | 58.7% | 0.86 | 0.0308 | -0.025 | 45 | 0.4500 | 1.05 | 18 | 400 | 52.8% | -0.14 | 0.0310 | -0.026 | |
| 5.10 | 5.60 | 45.1% | 0.76 | 0.0440 | -0.033 | 47.5 | 0.9000 | 1.45 | 22 | 337 | 48.3% | -0.24 | 0.0444 | -0.034 | ||
| 3.40 | 3.90 | 1 | 93 | 43.8% | 0.63 | 0.0552 | -0.040 | 50 | 1.70 | 2.05 | 86 | 333 | 44.8% | -0.37 | 0.0558 | -0.040 |
| 2.15 | 2.60 | 14 | 67 | 43.7% | 0.49 | 0.0595 | -0.042 | 52.5 | 2.85 | 3.30 | 3 | 798 | 44.3% | -0.52 | 0.0604 | -0.042 |
| 1.25 | 1.65 | 27 | 116 | 43.5% | 0.35 | 0.0553 | -0.038 | 55 | 4.40 | 4.90 | 17 | 142 | 44.0% | -0.66 | 0.0565 | -0.039 |
| 0.7500 | 1.00 | 14 | 119 | 44.3% | 0.24 | 0.0454 | -0.032 | 57.5 | 5.30 | 6.80 | 107 | 31.3% | -0.77 | 0.0469 | -0.033 | |
| 0.3500 | 0.6000 | 62 | 2,122 | 44.0% | 0.15 | 0.0342 | -0.025 | 60 | 8.40 | 9.10 | 32 | 46.2% | -0.86 | 0.0360 | -0.025 | |
| 0.2500 | 0.6000 | 1 | 66 | 45.0% | 0.10 | 0.0245 | -0.019 | 62.5 | 9.70 | 11.40 | 65 | -0.92 | 0.0265 | -0.019 | ||
| 0.1000 | 0.3000 | 5 | 86 | 48.3% | 0.06 | 0.0170 | -0.014 | 65 | 11.80 | 13.90 | 42 | -0.96 | 0.0189 | -0.014 | ||
| 0.0500 | 0.7500 | 120 | 63.4% | 0.04 | 0.0118 | -0.010 | 67.5 | 14.30 | 16.40 | -0.98 | 0.0143 | -0.009 | ||||
| 0 | 0.6000 | 456 | 65.3% | 0.03 | 0.0081 | -0.007 | 70 | 16.40 | 20.30 | -0.99 | 0.0069 | -0.007 | ||||
| 0 | 2.00 | 112 | 95.7% | 0.02 | 0.0056 | -0.005 | 72.5 | 18.80 | 22.20 | -1.00 | 0.0009 | -0.006 | ||||
| 0 | 2.15 | 77 | 104.2% | 0.01 | 0.0039 | -0.004 | 75 | 21.30 | 24.70 | -1.00 | 0.0000 | -0.006 | ||||
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.