LRCX cadena de opciones Lam Research Corporation

Vencimiento Cboe delayed options data · a fecha de 18:36 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 ±8.1% (265.23–312.03) · ATM IV 49.9% · P/C interés abierto 1.13

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
141.90	145.15		274		1.00	0.0000	0.000	145	0	2.13		267	187.7%	-0.00	0.0000	-0.002
136.85	140.35		643		1.00	0.0000	0.000	150	0	0.0100		1,566	98.1%	-0.00	0.0000	-0.002
131.90	135.55		399		1.00	0.0000	0.000	155	0	1.18		526	155.2%	-0.00	0.0000	-0.003
126.95	130.60		162		1.00	0.0000	0.000	160	0	0.8300		1,221	140.3%	-0.00	0.0000	-0.003
121.95	125.25		207		1.00	0.0000	0.000	165	0	0.4700		930	123.4%	-0.00	0.0000	-0.004
116.65	120.70		307		1.00	0.0001	0.000	170	0	0.4700		874	117.4%	-0.00	0.0001	-0.005
111.95	115.00		193		1.00	0.0001	0.000	175	0	0.2800		749	104.4%	-0.00	0.0001	-0.006
106.90	110.30		452		1.00	0.0001	0.000	180	0.0100	0.2700	123	1,512	99.1%	-0.00	0.0001	-0.007
102.00	105.40	2	203		1.00	0.0001	0.000	185	0	0.2000		7,831	90.1%	-0.00	0.0001	-0.008
97.00	100.20	1	504		1.00	0.0002	0.000	190	0	0.3000		944	89.6%	-0.00	0.0002	-0.010
92.05	95.40		263		1.00	0.0002	0.000	195	0	0.1100	2	1,215	75.2%	-0.00	0.0002	-0.013
87.00	90.25	2	546		1.00	0.0003	0.000	200	0	0.2300		1,607	77.1%	-0.00	0.0003	-0.015
77.05	80.30	14	632		0.99	0.0005	0.000	210	0	0.1500	7	2,452	64.4%	-0.01	0.0005	-0.024
67.25	70.35	1	393		0.99	0.0009	-0.003	220	0.0700	0.1900	32	1,116	59.9%	-0.01	0.0009	-0.037
57.30	60.65	14	714	36.3%	0.98	0.0016	-0.029	230	0.2200	0.3400	42	1,986	57.4%	-0.02	0.0016	-0.058
47.55	50.70		1,531	43.0%	0.96	0.0028	-0.069	240	0.4300	0.7300	7	3,703	55.0%	-0.04	0.0028	-0.094
38.10	41.20	4	547	45.9%	0.92	0.0048	-0.130	250	1.10	1.31	69	2,439	53.2%	-0.08	0.0048	-0.150
29.45	32.35		601	47.9%	0.86	0.0075	-0.211	260	2.26	2.55	55	1,819	52.1%	-0.15	0.0075	-0.227
25.35	28.40		1	48.6%	0.81	0.0090	-0.256	265	3.10	3.50	10	271	51.5%	-0.19	0.0090	-0.269
22.55	24.55	2	1,866	51.4%	0.76	0.0104	-0.298	270	4.25	4.75	38	2,717	51.3%	-0.24	0.0104	-0.309
18.80	20.95			50.4%	0.70	0.0116	-0.335	275	5.65	6.20	20	124	50.8%	-0.30	0.0116	-0.344
16.40	17.05	174	2,343	50.5%	0.64	0.0125	-0.365	280	7.50	7.95	214	4,702	50.5%	-0.36	0.0126	-0.371
13.35	14.35	162	180	50.3%	0.58	0.0132	-0.384	285	9.50	10.10	171	169	50.3%	-0.43	0.0133	-0.388
12.10	12.85	6	7	50.0%	0.54	0.0133	-0.389	287.5	10.55	11.30	5	85	49.9%	-0.46	0.0134	-0.393
11.05	11.65	118	704	50.3%	0.51	0.0134	-0.392	290	11.85	12.60	253	2,769	49.9%	-0.49	0.0135	-0.394
9.55	10.50	7	38	49.5%	0.48	0.0134	-0.392	292.5	13.25	13.95		50	49.9%	-0.53	0.0135	-0.393
8.90	9.50	6	29	50.4%	0.44	0.0133	-0.389	295	14.65	15.95	2	351	50.9%	-0.56	0.0134	-0.389
7.50	8.50	28	47	49.4%	0.41	0.0131	-0.383	297.5	16.10	17.50	1	16	50.8%	-0.59	0.0132	-0.382
7.10	7.60	69	1,192	50.4%	0.38	0.0128	-0.375	300	18.00	19.00	36	2,943	51.2%	-0.62	0.0129	-0.373
5.95	6.80	16	30	49.7%	0.35	0.0124	-0.365	302.5	19.60	20.75	1	66	51.1%	-0.65	0.0126	-0.362
5.60	6.05	5	91	50.5%	0.32	0.0120	-0.353	305	21.45	22.45		45	51.2%	-0.68	0.0121	-0.349
4.55	5.65	30	19	50.3%	0.29	0.0115	-0.340	307.5	22.90	24.85	4	32	51.7%	-0.71	0.0116	-0.335
4.50	4.90	55	1,504	51.4%	0.27	0.0110	-0.325	310	24.95	27.40	7	953	53.8%	-0.74	0.0111	-0.319
3.55	4.40		193	50.5%	0.24	0.0104	-0.310	312.5	26.70	29.60		16	54.1%	-0.76	0.0106	-0.302
3.30	3.85	59	120	51.0%	0.22	0.0099	-0.294	315	28.85	31.60		43	54.6%	-0.78	0.0100	-0.285
2.99	3.45		26	51.5%	0.20	0.0093	-0.278	317.5	30.50	33.70	1	61	53.7%	-0.81	0.0094	-0.268
2.66	2.88	79	1,686	51.3%	0.18	0.0087	-0.261	320	32.60	34.95	3	1,470	51.1%	-0.83	0.0088	-0.250
2.27	2.73	3	30	51.9%	0.16	0.0081	-0.245	322.5	34.80	38.05		7	54.6%	-0.84	0.0082	-0.232
1.95	2.44	58	112	52.0%	0.15	0.0075	-0.229	325	37.10	40.15		12	54.9%	-0.86	0.0076	-0.215
1.69	2.12		46	52.0%	0.13	0.0070	-0.213	327.5	39.50	42.45			56.1%	-0.87	0.0071	-0.198
1.50	1.86	86	3,419	52.3%	0.12	0.0064	-0.198	330	41.80	44.35	5	1,923	55.1%	-0.89	0.0065	-0.181
1.30	1.67		10	52.6%	0.11	0.0059	-0.184	332.5	44.05	46.95			56.6%	-0.90	0.0060	-0.165
1.11	1.49	5	258	52.8%	0.10	0.0054	-0.170	335	46.20	49.25	4	1	56.2%	-0.91	0.0055	-0.150
0.9400	1.33		6	53.0%	0.09	0.0050	-0.157	337.5	48.55	51.70			57.2%	-0.92	0.0050	-0.135
0.8800	1.17	18	2,664	53.6%	0.08	0.0046	-0.145	340	50.50	54.00	20	1,703	54.9%	-0.93	0.0046	-0.121
0.6600	0.9800	3	109	54.5%	0.06	0.0038	-0.124	345	55.45	58.85		2	57.3%	-0.95	0.0040	-0.096
0.5000	0.7500	16	2,897	54.9%	0.05	0.0032	-0.105	350	60.25	63.70	8	1,611	58.2%	-0.96	0.0036	-0.075
0.1500	0.9200		39	56.5%	0.04	0.0026	-0.090	355	65.05	68.60		2	58.9%	-0.97	0.0033	-0.062
0.2100	0.6700	6	2,066	57.5%	0.03	0.0022	-0.077	360	70.30	73.45	1	421	63.0%	-0.98	0.0029	-0.056
0.1300	0.5000	220	2,437	60.0%	0.02	0.0016	-0.057	370	80.00	83.45	1	225	65.8%	-0.99	0.0018	-0.066
0.1000	0.5400	55	2,116	65.5%	0.02	0.0011	-0.043	380	90.45	93.45	23	201	76.7%	-1.00	0.0007	-0.095
0.1200	0.3800	13	2,932	68.2%	0.01	0.0008	-0.033	390	100.25	103.45	1	63	80.3%	-1.00	0.0002	-0.115
0.0700	0.1000	37	5,036	64.3%	0.01	0.0006	-0.026	400	110.10	113.45	2	22	83.9%	-1.00	0.0000	-0.128
0	0.1400	1	1,437	66.6%	0.01	0.0005	-0.021	410	120.00	123.45		8	87.6%	-1.00	0.0000	-0.136
0	0.1200	5	754	69.5%	0.01	0.0004	-0.017	420	130.05	133.45		14	93.4%	-1.00	0.0000	-0.141
0	0.0900	1	958	71.2%	0.00	0.0003	-0.014	430	140.15	143.45	2	36	99.8%	-1.00	0.0000	-0.144

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

LRCX cadena de opciones Lam Research Corporation

Sonrisa de volatilidad — Sep 18, 2026

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