LVS cadena de opciones Las Vegas Sands Corp.
Cboe delayed options data · a fecha de 06:39 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 ±9.7% (34.33–41.70) · ATM IV 41.0% · P/C interés abierto 0.41
| 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 | |
| 11.90 | 14.35 | 3 | 88.9% | 0.99 | 0.0025 | -0.000 | 25 | 0 | 0.1200 | 71.3% | -0.01 | 0.0046 | -0.004 | |||
| 9.85 | 11.85 | 1 | 89.4% | 0.99 | 0.0060 | -0.002 | 27.5 | 0 | 0.1200 | 12 | 56.9% | -0.02 | 0.0090 | -0.005 | ||
| 8.10 | 9.55 | 0.98 | 0.0107 | -0.004 | 29 | 0.0400 | 0.1500 | 52.9% | -0.04 | 0.0140 | -0.007 | |||||
| 7.00 | 9.25 | 44 | 54.9% | 0.97 | 0.0158 | -0.006 | 30 | 0.1000 | 0.2600 | 214 | 3,160 | 54.3% | -0.05 | 0.0189 | -0.009 | |
| 6.35 | 8.00 | 52.6% | 0.95 | 0.0230 | -0.009 | 31 | 0 | 0.2900 | 45.8% | -0.07 | 0.0255 | -0.011 | ||||
| 5.30 | 7.30 | 53.3% | 0.92 | 0.0328 | -0.013 | 32 | 0.0400 | 0.3300 | 4 | 42.4% | -0.10 | 0.0340 | -0.014 | |||
| 5.00 | 6.50 | 3 | 47.2% | 0.90 | 0.0385 | -0.015 | 32.5 | 0.1300 | 0.4000 | 24 | 551 | 43.5% | -0.12 | 0.0389 | -0.016 | |
| 4.45 | 5.65 | 28.1% | 0.88 | 0.0446 | -0.017 | 33 | 0.2000 | 0.3900 | 76 | 41.6% | -0.14 | 0.0441 | -0.018 | |||
| 4.05 | 5.25 | 35.0% | 0.86 | 0.0508 | -0.019 | 33.5 | 0.1800 | 0.6600 | 43.3% | -0.17 | 0.0496 | -0.019 | ||||
| 3.65 | 5.35 | 46.8% | 0.83 | 0.0573 | -0.021 | 34 | 0.3000 | 0.6400 | 2 | 41.5% | -0.19 | 0.0552 | -0.021 | |||
| 3.20 | 4.40 | 35.7% | 0.80 | 0.0635 | -0.023 | 34.5 | 0.4000 | 0.8300 | 42.4% | -0.22 | 0.0608 | -0.023 | ||||
| 3.35 | 3.80 | 387 | 41.4% | 0.77 | 0.0694 | -0.025 | 35 | 0.5100 | 0.9000 | 26 | 4,218 | 41.2% | -0.25 | 0.0663 | -0.024 | |
| 3.10 | 3.40 | 42.3% | 0.73 | 0.0751 | -0.027 | 35.5 | 0.6400 | 1.03 | 27 | 40.6% | -0.29 | 0.0716 | -0.026 | |||
| 2.80 | 3.15 | 2 | 43.7% | 0.69 | 0.0800 | -0.028 | 36 | 0.8000 | 1.19 | 5 | 40.3% | -0.33 | 0.0765 | -0.027 | ||
| 2.43 | 2.76 | 42.0% | 0.65 | 0.0842 | -0.029 | 36.5 | 1.12 | 1.41 | 42.2% | -0.37 | 0.0809 | -0.028 | ||||
| 2.00 | 2.41 | 39.6% | 0.61 | 0.0875 | -0.029 | 37 | 1.33 | 1.61 | 41.9% | -0.41 | 0.0845 | -0.028 | ||||
| 1.90 | 2.12 | 1 | 16.3K | 41.3% | 0.56 | 0.0897 | -0.029 | 37.5 | 1.54 | 1.94 | 1 | 911 | 42.6% | -0.45 | 0.0872 | -0.029 |
| 1.60 | 1.91 | 64 | 41.0% | 0.52 | 0.0908 | -0.029 | 38 | 1.80 | 2.06 | 4 | 41.0% | -0.49 | 0.0889 | -0.028 | ||
| 1.20 | 1.77 | 45 | 39.9% | 0.47 | 0.0907 | -0.029 | 38.5 | 2.06 | 2.36 | 41.0% | -0.54 | 0.0894 | -0.028 | |||
| 1.14 | 1.39 | 2 | 39.5% | 0.43 | 0.0895 | -0.028 | 39 | 2.35 | 2.62 | 40.4% | -0.58 | 0.0886 | -0.027 | |||
| 0.8200 | 1.39 | 8 | 39.9% | 0.38 | 0.0870 | -0.027 | 39.5 | 2.45 | 2.92 | 37.4% | -0.63 | 0.0867 | -0.026 | |||
| 0.8900 | 1.00 | 665 | 1,034 | 39.8% | 0.34 | 0.0838 | -0.025 | 40 | 2.90 | 3.45 | 6 | 603 | 40.9% | -0.67 | 0.0838 | -0.025 |
| 0.5500 | 1.06 | 5 | 39.8% | 0.30 | 0.0796 | -0.024 | 40.5 | 3.25 | 3.60 | 38.1% | -0.71 | 0.0799 | -0.024 | |||
| 0.5800 | 0.7000 | 4 | 38.7% | 0.27 | 0.0748 | -0.023 | 41 | 3.70 | 4.40 | 44.7% | -0.74 | 0.0753 | -0.022 | |||
| 0.3000 | 0.7000 | 10 | 37.6% | 0.23 | 0.0696 | -0.021 | 41.5 | 3.95 | 4.75 | 42.3% | -0.78 | 0.0702 | -0.021 | |||
| 0.2200 | 0.7200 | 5 | 39.4% | 0.20 | 0.0642 | -0.019 | 42 | 3.60 | 5.50 | 35.5% | -0.81 | 0.0647 | -0.019 | |||
| 0.2000 | 0.5000 | 111 | 2,011 | 38.0% | 0.18 | 0.0586 | -0.018 | 42.5 | 4.80 | 5.90 | 464 | 48.0% | -0.83 | 0.0590 | -0.017 | |
| 0.1000 | 0.5600 | 9 | 39.7% | 0.15 | 0.0531 | -0.016 | 43 | 5.25 | 6.50 | 51.5% | -0.86 | 0.0533 | -0.015 | |||
| 0 | 0.4600 | 7 | 40.0% | 0.11 | 0.0427 | -0.013 | 44 | 5.95 | 7.45 | 51.0% | -0.90 | 0.0425 | -0.012 | |||
| 0.0100 | 0.4000 | 5 | 880 | 42.9% | 0.08 | 0.0337 | -0.010 | 45 | 7.10 | 8.40 | 121 | 57.5% | -0.93 | 0.0331 | -0.009 | |
| 0.0600 | 0.5600 | 2 | 52.0% | 0.06 | 0.0263 | -0.008 | 46 | 7.85 | 9.55 | 60.3% | -0.95 | 0.0254 | -0.007 | |||
| 0 | 0.1500 | 41.0% | 0.05 | 0.0207 | -0.007 | 47 | 8.80 | 10.50 | 62.6% | -0.96 | 0.0195 | -0.005 | ||||
| 0.0100 | 0.1000 | 3 | 701 | 40.4% | 0.04 | 0.0184 | -0.006 | 47.5 | 9.10 | 11.60 | 24 | 72.5% | -0.97 | 0.0172 | -0.005 | |
| 0 | 0.3000 | 50.5% | 0.04 | 0.0164 | -0.006 | 48 | 9.80 | 11.50 | 66.7% | -0.97 | 0.0153 | -0.004 | ||||
| 0.0100 | 0.0300 | 27 | 3,080 | 41.2% | 0.02 | 0.0112 | -0.004 | 50 | 10.90 | 13.50 | 72 | -0.98 | 0.0100 | -0.003 | ||
| 0 | 0.2600 | 10 | 62.9% | 0.02 | 0.0078 | -0.004 | 52.5 | 13.40 | 16.00 | -0.99 | 0.0068 | -0.001 | ||||
| 0 | 0.3900 | 18 | 75.4% | 0.01 | 0.0057 | -0.003 | 55 | 16.55 | 19.25 | 103.2% | -0.99 | 0.0049 | -0.001 | |||
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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