KWEB cadena de opciones KraneShares CSI China Internet ETF
Cboe delayed options data · a fecha de 18:40 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 ±6.5% (22.80–25.99) · ATM IV 27.8% · P/C interés abierto 0.34
| 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 | 10.45 | 5,222 | 102.9% | 0.99 | 0.0067 | -0.002 | 15 | 0 | 0.1300 | 1,077 | 91.5% | -0.02 | 0.0067 | -0.004 | ||
| 7.60 | 9.25 | 1 | 0.98 | 0.0088 | -0.003 | 16 | 0 | 0.1400 | 1,004 | 82.1% | -0.02 | 0.0088 | -0.004 | |||
| 5.80 | 9.45 | 82.7% | 0.98 | 0.0118 | -0.003 | 17 | 0 | 0.1400 | 3 | 72.0% | -0.02 | 0.0118 | -0.004 | |||
| 6.00 | 7.25 | 7 | 71.6% | 0.97 | 0.0160 | -0.004 | 18 | 0 | 0.1300 | 1 | 61.5% | -0.03 | 0.0161 | -0.004 | ||
| 5.00 | 6.10 | 50.6% | 0.96 | 0.0224 | -0.004 | 19 | 0 | 0.1600 | 2,431 | 54.7% | -0.04 | 0.0225 | -0.005 | |||
| 4.00 | 5.10 | 2,545 | 41.4% | 0.95 | 0.0324 | -0.004 | 20 | 0 | 0.1800 | 3,243 | 46.8% | -0.05 | 0.0326 | -0.005 | ||
| 3.55 | 4.45 | 0.94 | 0.0398 | -0.005 | 20.5 | 0 | 0.1700 | 41.7% | -0.06 | 0.0402 | -0.005 | |||||
| 3.05 | 4.10 | 4 | 35.7% | 0.93 | 0.0500 | -0.005 | 21 | 0.0500 | 0.1000 | 18 | 1,748 | 36.1% | -0.07 | 0.0505 | -0.005 | |
| 2.60 | 3.50 | 28.2% | 0.91 | 0.0646 | -0.006 | 21.5 | 0.0300 | 0.2300 | 36.6% | -0.09 | 0.0653 | -0.006 | ||||
| 2.14 | 3.15 | 433 | 32.4% | 0.89 | 0.0848 | -0.007 | 22 | 0.1100 | 0.1600 | 21 | 9,356 | 32.2% | -0.12 | 0.0858 | -0.007 | |
| 1.71 | 2.40 | 20.2% | 0.84 | 0.1105 | -0.008 | 22.5 | 0.1400 | 0.2300 | 3 | 30.4% | -0.16 | 0.1120 | -0.009 | |||
| 1.71 | 1.83 | 548 | 28.9% | 0.78 | 0.1391 | -0.010 | 23 | 0.2400 | 0.3000 | 14 | 6,916 | 29.3% | -0.22 | 0.1413 | -0.010 | |
| 1.34 | 1.49 | 1 | 29.0% | 0.71 | 0.1666 | -0.011 | 23.5 | 0.4000 | 0.4100 | 822 | 270 | 29.0% | -0.30 | 0.1696 | -0.012 | |
| 1.02 | 1.10 | 80 | 1,696 | 27.5% | 0.62 | 0.1885 | -0.012 | 24 | 0.5500 | 0.6000 | 113 | 16.4K | 28.4% | -0.39 | 0.1927 | -0.013 |
| 0.7500 | 0.8500 | 3 | 27.8% | 0.52 | 0.2002 | -0.013 | 24.5 | 0.7500 | 0.8400 | 27.9% | -0.49 | 0.2058 | -0.013 | |||
| 0.5600 | 0.5900 | 445 | 16.7K | 27.6% | 0.42 | 0.1979 | -0.012 | 25 | 1.04 | 1.12 | 12.4K | 27.9% | -0.59 | 0.2050 | -0.013 | |
| 0.3500 | 0.4500 | 4 | 27.4% | 0.33 | 0.1824 | -0.011 | 25.5 | 1.34 | 1.46 | 1 | 1 | 27.4% | -0.69 | 0.1911 | -0.012 | |
| 0.2800 | 0.2900 | 1,034 | 20.2K | 28.0% | 0.25 | 0.1591 | -0.010 | 26 | 1.73 | 1.88 | 10 | 5,192 | 28.6% | -0.77 | 0.1691 | -0.011 |
| 0.1900 | 0.2000 | 1 | 12 | 28.3% | 0.18 | 0.1325 | -0.009 | 26.5 | 2.04 | 2.97 | 42.4% | -0.84 | 0.1439 | -0.009 | ||
| 0.1200 | 0.1300 | 302 | 36.8K | 28.2% | 0.13 | 0.1052 | -0.007 | 27 | 2.60 | 2.73 | 5 | 7,633 | 29.2% | -0.90 | 0.1194 | -0.007 |
| 0.0300 | 0.1000 | 27 | 26.9% | 0.09 | 0.0807 | -0.005 | 27.5 | 2.98 | 3.90 | 48.8% | -0.95 | 0.0981 | -0.006 | |||
| 0.0500 | 0.0600 | 6 | 20.1K | 29.0% | 0.07 | 0.0613 | -0.004 | 28 | 3.55 | 3.75 | 7 | 5,901 | 35.0% | -0.97 | 0.0732 | -0.005 |
| 0 | 0.0400 | 26.5% | 0.05 | 0.0473 | -0.003 | 28.5 | 3.60 | 5.35 | 58.9% | -0.99 | 0.0420 | -0.004 | ||||
| 0.0200 | 0.0700 | 15.3K | 33.5% | 0.04 | 0.0373 | -0.003 | 29 | 2.63 | 6.10 | -1.00 | 0.0165 | -0.004 | ||||
| 0 | 0.1600 | 40.5% | 0.03 | 0.0300 | -0.003 | 29.5 | 4.30 | 6.35 | 58.2% | -1.00 | 0.0034 | -0.004 | ||||
| 0.0100 | 0.0300 | 5 | 25.8K | 33.9% | 0.03 | 0.0246 | -0.002 | 30 | 4.35 | 7.55 | 3 | 69.0% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.1300 | 44.2% | 0.02 | 0.0205 | -0.002 | 30.5 | 5.90 | 7.75 | 91.1% | -1.00 | 0.0000 | -0.004 | ||||
| 0.0100 | 0.1300 | 10.8K | 47.4% | 0.02 | 0.0174 | -0.002 | 31 | 4.60 | 8.70 | 53.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1400 | 26.4K | 52.4% | 0.01 | 0.0129 | -0.002 | 32 | 6.35 | 9.55 | 82.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1400 | 7,522 | 57.1% | 0.01 | 0.0099 | -0.001 | 33 | 6.60 | 9.85 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.1400 | 4,163 | 61.6% | 0.01 | 0.0078 | -0.001 | 34 | 7.80 | 11.70 | 79.7% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1000 | 13.4K | 62.3% | 0.01 | 0.0064 | -0.001 | 35 | 10.40 | 12.65 | 1 | 131.0% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0100 | 3,825 | 49.5% | 0.01 | 0.0053 | -0.001 | 36 | 10.55 | 13.70 | 116.2% | -1.00 | 0.0000 | -0.004 | |||
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.
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