KWEB cadena de opciones KraneShares CSI China Internet ETF
Cboe delayed options data · a fecha de 21:51 UTC
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 ±4.2% (24.52–26.68) · ATM IV 23.6% · P/C interés abierto 0.36
| 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 | |
| 10.30 | 10.75 | 3,499 | 0.99 | 0.0040 | 0.000 | 15 | 0 | 0.0700 | 50 | 127.8% | -0.01 | 0.0040 | -0.004 | |||
| 9.35 | 9.75 | 0.99 | 0.0052 | 0.000 | 16 | 0 | 0.0700 | 9 | 114.1% | -0.01 | 0.0052 | -0.005 | ||||
| 8.05 | 8.80 | 0.99 | 0.0068 | -0.001 | 17 | 0 | 0.0700 | 21 | 101.0% | -0.01 | 0.0068 | -0.005 | ||||
| 7.05 | 7.85 | 0.98 | 0.0091 | -0.002 | 18 | 0 | 0.0700 | 326 | 88.6% | -0.02 | 0.0091 | -0.005 | ||||
| 6.05 | 6.80 | 1 | 0.98 | 0.0123 | -0.002 | 19 | 0 | 0.0700 | 1,659 | 76.8% | -0.02 | 0.0124 | -0.006 | |||
| 5.25 | 5.90 | 393 | 0.98 | 0.0173 | -0.003 | 20 | 0 | 0.0700 | 8,605 | 65.4% | -0.02 | 0.0173 | -0.006 | |||
| 4.10 | 4.80 | 122 | 0.97 | 0.0250 | -0.004 | 21 | 0 | 0.0800 | 8,579 | 55.7% | -0.03 | 0.0251 | -0.006 | |||
| 3.60 | 4.30 | 0.96 | 0.0308 | -0.004 | 21.5 | 0 | 0.0800 | 50.2% | -0.04 | 0.0309 | -0.006 | |||||
| 3.40 | 3.80 | 10 | 31 | 0.96 | 0.0384 | -0.005 | 22 | 0 | 0.0800 | 66 | 2,626 | 44.7% | -0.04 | 0.0386 | -0.007 | |
| 2.64 | 3.30 | 0.95 | 0.0491 | -0.005 | 22.5 | 0 | 0.0900 | 40.2% | -0.05 | 0.0494 | -0.007 | |||||
| 2.15 | 2.78 | 782 | 0.94 | 0.0647 | -0.006 | 23 | 0.0200 | 0.0500 | 11.1K | 32.9% | -0.06 | 0.0651 | -0.007 | |||
| 1.66 | 2.37 | 0.92 | 0.0899 | -0.006 | 23.5 | 0 | 0.1300 | 9 | 31.9% | -0.08 | 0.0906 | -0.007 | ||||
| 1.40 | 1.81 | 25 | 2,693 | 0.89 | 0.1340 | -0.008 | 24 | 0.0400 | 0.1000 | 32 | 27.3K | 26.5% | -0.11 | 0.1353 | -0.009 | |
| 1.08 | 1.42 | 23.5% | 0.81 | 0.1984 | -0.012 | 24.5 | 0.1200 | 0.1700 | 85 | 26.2% | -0.19 | 0.2006 | -0.012 | |||
| 0.7900 | 0.9500 | 18 | 7,246 | 23.6% | 0.70 | 0.2645 | -0.015 | 25 | 0.1000 | 0.2900 | 5 | 43.6K | 21.6% | -0.31 | 0.2678 | -0.015 |
| 0.4400 | 0.8000 | 7 | 26.4% | 0.55 | 0.3061 | -0.017 | 25.5 | 0.2300 | 0.7000 | 19 | 1,201 | 20.8% | -0.45 | 0.3108 | -0.017 | |
| 0.2700 | 0.4400 | 60 | 5,521 | 24.6% | 0.40 | 0.2979 | -0.017 | 26 | 0.5100 | 0.7800 | 64 | 37.7K | 20.9% | -0.60 | 0.3038 | -0.017 |
| 0.2000 | 0.2400 | 27 | 7,667 | 25.8% | 0.27 | 0.2498 | -0.015 | 26.5 | 0.9600 | 1.16 | 20 | 54 | 24.2% | -0.74 | 0.2560 | -0.015 |
| 0.0900 | 0.1400 | 238 | 46.6K | 25.6% | 0.17 | 0.1885 | -0.011 | 27 | 1.36 | 1.71 | 120 | 16.6K | 29.3% | -0.84 | 0.1936 | -0.011 |
| 0.0400 | 0.0800 | 17 | 718 | 26.0% | 0.10 | 0.1278 | -0.008 | 27.5 | 1.82 | 2.47 | 43.1% | -0.92 | 0.1389 | -0.007 | ||
| 0.0300 | 0.0500 | 191 | 47.9K | 28.1% | 0.06 | 0.0854 | -0.006 | 28 | 2.32 | 2.66 | 57 | 23.6K | 36.9% | -0.96 | 0.1138 | -0.005 |
| 0 | 0.0800 | 2 | 61 | 32.4% | 0.04 | 0.0604 | -0.005 | 28.5 | 2.80 | 3.45 | 53.6% | -0.98 | 0.0766 | -0.006 | ||
| 0 | 0.0600 | 100 | 32.7K | 34.5% | 0.03 | 0.0449 | -0.004 | 29 | 3.30 | 3.80 | 1 | 20.2K | 52.8% | -0.99 | 0.0515 | -0.007 |
| 0 | 0.2500 | 62 | 52.2% | 0.03 | 0.0348 | -0.004 | 29.5 | 3.60 | 4.45 | 1 | 55.2% | -0.99 | 0.0311 | -0.008 | ||
| 0.0100 | 0.0200 | 41 | 57.2K | 37.6% | 0.02 | 0.0278 | -0.003 | 30 | 4.30 | 4.70 | 1,846 | 1,230 | 57.0% | -1.00 | 0.0191 | -0.009 |
| 0 | 0.0800 | 47.9% | 0.02 | 0.0228 | -0.003 | 30.5 | 4.75 | 5.45 | 71.9% | -1.00 | 0.0117 | -0.009 | ||||
| 0 | 0.0300 | 71.2K | 44.1% | 0.02 | 0.0190 | -0.003 | 31 | 5.30 | 5.95 | 520 | 453 | 78.9% | -1.00 | 0.0079 | -0.010 | |
| 0 | 0.0700 | 53.8% | 0.02 | 0.0162 | -0.003 | 31.5 | 4.80 | 6.45 | -1.00 | 0.0054 | -0.010 | |||||
| 0 | 0.0100 | 46.4K | 43.8% | 0.01 | 0.0139 | -0.003 | 32 | 6.25 | 6.95 | 85.3% | -1.00 | 0.0037 | -0.011 | |||
| 0 | 0.0100 | 16 | 74.0K | 49.0% | 0.01 | 0.0106 | -0.002 | 33 | 7.30 | 7.95 | 18.1K | 7,004 | 96.2% | -1.00 | 0.0015 | -0.011 |
| 0 | 0.0300 | 51.7K | 61.7% | 0.01 | 0.0084 | -0.002 | 34 | 8.30 | 8.95 | 158 | 105 | 104.1% | -1.00 | 0.0002 | -0.011 | |
| 0 | 0.0300 | 40.0K | 67.0% | 0.01 | 0.0068 | -0.002 | 35 | 9.25 | 9.95 | 108.9% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.0700 | 21.5K | 81.1% | 0.01 | 0.0057 | -0.002 | 36 | 10.30 | 10.95 | 16.1K | 6,000 | 118.9% | -1.00 | 0.0000 | -0.012 | |
| 0 | 0.0700 | 40.1K | 86.5% | 0.01 | 0.0048 | -0.002 | 37 | 11.25 | 11.95 | 122.8% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.0500 | 27.3K | 87.4% | 0.01 | 0.0041 | -0.002 | 38 | 12.25 | 12.95 | 129.4% | -1.00 | 0.0000 | -0.012 | |||
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 18, 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.
callsputs