KWEB cadena de opciones KraneShares CSI China Internet 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 ±7.2% (23.50–27.18) · ATM IV 27.7% · P/C interés abierto 23.05
| 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 | |
| 8.75 | 12.95 | 57.6% | 0.99 | 0.0048 | -0.002 | 15 | 0 | 0.7500 | 132.5% | -0.01 | 0.0048 | -0.003 | ||||
| 8.65 | 11.95 | 125.8% | 0.99 | 0.0063 | -0.002 | 16 | 0 | 0.7500 | 119.7% | -0.01 | 0.0063 | -0.003 | ||||
| 7.35 | 10.95 | 100.6% | 0.98 | 0.0082 | -0.002 | 17 | 0 | 0.7500 | 107.6% | -0.02 | 0.0082 | -0.003 | ||||
| 6.55 | 9.55 | 80.1% | 0.98 | 0.0108 | -0.003 | 18 | 0 | 0.7500 | 96.1% | -0.02 | 0.0109 | -0.003 | ||||
| 5.55 | 7.95 | 0.97 | 0.0146 | -0.003 | 19 | 0 | 0.7500 | 85.1% | -0.03 | 0.0146 | -0.004 | |||||
| 5.05 | 6.55 | 0.97 | 0.0200 | -0.003 | 20 | 0 | 0.7500 | 74.5% | -0.03 | 0.0202 | -0.004 | |||||
| 4.25 | 5.45 | 0.96 | 0.0285 | -0.004 | 21 | 0 | 0.7500 | 64.1% | -0.04 | 0.0287 | -0.004 | |||||
| 3.75 | 4.95 | 0.95 | 0.0347 | -0.004 | 21.5 | 0 | 0.7500 | 59.0% | -0.05 | 0.0350 | -0.004 | |||||
| 2.85 | 5.20 | 40.0% | 0.94 | 0.0429 | -0.004 | 22 | 0 | 0.7500 | 54.0% | -0.06 | 0.0433 | -0.004 | ||||
| 2.80 | 4.00 | 22.5% | 0.92 | 0.0544 | -0.005 | 22.5 | 0 | 0.1700 | 20 | 9 | 31.2% | -0.08 | 0.0550 | -0.005 | ||
| 2.35 | 3.55 | 25.6% | 0.90 | 0.0705 | -0.005 | 23 | 0.0500 | 0.2200 | 24 | 27 | 31.0% | -0.10 | 0.0714 | -0.006 | ||
| 2.00 | 3.20 | 31.2% | 0.87 | 0.0917 | -0.006 | 23.5 | 0.1100 | 0.2700 | 30.0% | -0.14 | 0.0929 | -0.007 | ||||
| 1.70 | 2.45 | 25.3% | 0.82 | 0.1162 | -0.008 | 24 | 0.1700 | 0.3400 | 466 | 498 | 28.5% | -0.19 | 0.1180 | -0.008 | ||
| 1.48 | 2.00 | 27.4% | 0.75 | 0.1406 | -0.009 | 24.5 | 0.2900 | 0.4500 | 2 | 2 | 28.1% | -0.25 | 0.1431 | -0.010 | ||
| 1.11 | 1.54 | 24.8% | 0.67 | 0.1619 | -0.011 | 25 | 0.3300 | 0.6400 | 304 | 311 | 26.5% | -0.33 | 0.1652 | -0.011 | ||
| 0.9800 | 1.31 | 28.7% | 0.59 | 0.1772 | -0.011 | 25.5 | 0.4500 | 0.9300 | 158 | 160 | 26.6% | -0.42 | 0.1815 | -0.012 | ||
| 0.7300 | 0.8800 | 1 | 7 | 26.0% | 0.50 | 0.1834 | -0.012 | 26 | 0.6900 | 1.04 | 3 | 24.4% | -0.51 | 0.1890 | -0.012 | |
| 0.4900 | 0.8300 | 7 | 28.0% | 0.41 | 0.1790 | -0.011 | 26.5 | 1.11 | 1.48 | 3 | 28.6% | -0.60 | 0.1857 | -0.012 | ||
| 0.3500 | 0.5100 | 9 | 26.0% | 0.33 | 0.1652 | -0.011 | 27 | 1.48 | 1.67 | 26.8% | -0.69 | 0.1730 | -0.011 | |||
| 0.0700 | 0.4100 | 2 | 2 | 23.6% | 0.26 | 0.1457 | -0.010 | 27.5 | 1.66 | 2.22 | 26.4% | -0.76 | 0.1544 | -0.010 | ||
| 0.1300 | 0.2400 | 16 | 16 | 25.0% | 0.20 | 0.1239 | -0.008 | 28 | 2.11 | 2.67 | 1 | 28.2% | -0.83 | 0.1328 | -0.009 | |
| 0.0100 | 0.3200 | 1 | 1 | 27.5% | 0.15 | 0.1025 | -0.007 | 28.5 | 2.30 | 3.50 | 32.5% | -0.88 | 0.1120 | -0.007 | ||
| 0.0300 | 0.4100 | 2 | 33.7% | 0.12 | 0.0833 | -0.006 | 29 | 2.75 | 3.95 | 33.3% | -0.91 | 0.0950 | -0.006 | |||
| 0 | 0.2000 | 29.7% | 0.09 | 0.0676 | -0.005 | 29.5 | 3.20 | 4.40 | 33.2% | -0.94 | 0.0847 | -0.006 | ||||
| 0 | 0.3400 | 37.3% | 0.07 | 0.0554 | -0.005 | 30 | 3.70 | 4.90 | 36.2% | -0.96 | 0.0728 | -0.006 | ||||
| 0 | 0.7500 | 51.1% | 0.06 | 0.0460 | -0.004 | 30.5 | 3.45 | 6.40 | 47.2% | -0.97 | 0.0591 | -0.007 | ||||
| 0 | 0.7500 | 54.3% | 0.05 | 0.0386 | -0.004 | 31 | 3.55 | 6.10 | -0.98 | 0.0425 | -0.005 | |||||
| 0 | 0.7500 | 57.4% | 0.05 | 0.0329 | -0.004 | 31.5 | 4.25 | 6.95 | -0.99 | 0.0310 | -0.004 | |||||
| 0 | 0.7500 | 60.3% | 0.04 | 0.0284 | -0.003 | 32 | 4.55 | 8.30 | 56.1% | -0.99 | 0.0214 | -0.003 | ||||
| 0 | 0.7500 | 66.0% | 0.03 | 0.0217 | -0.003 | 33 | 5.75 | 9.15 | 63.1% | -1.00 | 0.0085 | -0.003 | ||||
| 0 | 0.7500 | 71.3% | 0.03 | 0.0171 | -0.003 | 34 | 6.15 | 10.35 | 50.2% | -1.00 | 0.0021 | -0.003 | ||||
| 0 | 0.7500 | 76.4% | 0.02 | 0.0139 | -0.002 | 35 | 7.55 | 11.35 | 73.5% | -1.00 | 0.0000 | -0.003 | ||||
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 — Oct 09, 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.