LYFT cadena de opciones Lyft, Inc.
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 ±14.3% (14.90–19.87) · ATM IV 61.2% · P/C interés abierto 1.14
| 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 | |
| 7.60 | 9.85 | 10 | 179.9% | 0.99 | 0.0062 | -0.002 | 9 | 0 | 0.1400 | 127.8% | -0.01 | 0.0062 | -0.003 | |||
| 7.05 | 8.05 | 45 | 126.4% | 0.98 | 0.0088 | -0.002 | 10 | 0 | 0.1300 | 3,703 | 108.3% | -0.02 | 0.0088 | -0.003 | ||
| 5.80 | 6.95 | 1 | 0.98 | 0.0127 | -0.003 | 11 | 0 | 0.0900 | 455 | 86.1% | -0.02 | 0.0127 | -0.004 | |||
| 5.35 | 6.10 | 0.97 | 0.0156 | -0.003 | 11.5 | 0.0100 | 0.0500 | 5 | 73.6% | -0.03 | 0.0156 | -0.004 | ||||
| 4.85 | 5.60 | 49 | 0.97 | 0.0196 | -0.004 | 12 | 0.0400 | 0.0600 | 2 | 461 | 73.4% | -0.03 | 0.0197 | -0.004 | ||
| 4.40 | 5.20 | 0.96 | 0.0254 | -0.004 | 12.5 | 0 | 0.1200 | 68.9% | -0.04 | 0.0255 | -0.005 | |||||
| 3.90 | 4.75 | 26 | 0.94 | 0.0333 | -0.006 | 13 | 0.0600 | 0.1200 | 4,282 | 67.8% | -0.06 | 0.0334 | -0.006 | |||
| 3.45 | 4.30 | 0.92 | 0.0434 | -0.007 | 13.5 | 0.1100 | 0.1600 | 67.2% | -0.08 | 0.0436 | -0.008 | |||||
| 3.50 | 3.70 | 1 | 58 | 64.0% | 0.89 | 0.0554 | -0.009 | 14 | 0.1800 | 0.2200 | 3 | 1,518 | 67.1% | -0.11 | 0.0556 | -0.010 |
| 3.05 | 3.25 | 61.1% | 0.86 | 0.0683 | -0.012 | 14.5 | 0.2500 | 0.3100 | 2 | 66.4% | -0.14 | 0.0686 | -0.012 | |||
| 2.67 | 2.85 | 8 | 256 | 61.8% | 0.81 | 0.0814 | -0.014 | 15 | 0.3400 | 0.4100 | 43 | 2,745 | 65.3% | -0.19 | 0.0818 | -0.014 |
| 1.97 | 2.54 | 1 | 52.6% | 0.76 | 0.0941 | -0.016 | 15.5 | 0.4600 | 0.5400 | 8 | 7 | 64.6% | -0.24 | 0.0945 | -0.016 | |
| 2.00 | 2.13 | 16 | 4,314 | 62.6% | 0.71 | 0.1057 | -0.017 | 16 | 0.5900 | 0.6500 | 3 | 5,884 | 62.1% | -0.29 | 0.1062 | -0.018 |
| 1.67 | 1.85 | 1 | 62.7% | 0.65 | 0.1156 | -0.019 | 16.5 | 0.8100 | 0.8800 | 4 | 2 | 63.8% | -0.35 | 0.1162 | -0.019 | |
| 1.38 | 1.49 | 37 | 5,252 | 60.2% | 0.59 | 0.1228 | -0.019 | 17 | 1.00 | 1.06 | 268 | 1,409 | 61.8% | -0.41 | 0.1235 | -0.020 |
| 1.17 | 1.24 | 28 | 113 | 60.9% | 0.53 | 0.1266 | -0.020 | 17.5 | 1.26 | 1.30 | 1 | 61.5% | -0.47 | 0.1275 | -0.020 | |
| 1.00 | 1.03 | 306 | 6,478 | 62.0% | 0.47 | 0.1267 | -0.020 | 18 | 1.54 | 1.58 | 1,278 | 3,199 | 61.2% | -0.54 | 0.1278 | -0.020 |
| 0.7800 | 0.8500 | 36 | 14 | 61.1% | 0.41 | 0.1235 | -0.019 | 18.5 | 1.80 | 1.91 | 60.0% | -0.60 | 0.1248 | -0.019 | ||
| 0.6400 | 0.7200 | 592 | 871 | 62.1% | 0.35 | 0.1176 | -0.019 | 19 | 2.16 | 2.37 | 96 | 63.4% | -0.65 | 0.1190 | -0.019 | |
| 0.5000 | 0.6100 | 17 | 1 | 62.5% | 0.30 | 0.1098 | -0.018 | 19.5 | 2.58 | 2.75 | 65.3% | -0.70 | 0.1114 | -0.018 | ||
| 0.4200 | 0.4500 | 22 | 761 | 61.9% | 0.26 | 0.1010 | -0.016 | 20 | 2.91 | 3.10 | 1 | 20 | 62.4% | -0.75 | 0.1027 | -0.016 |
| 0.3500 | 0.3800 | 63.2% | 0.22 | 0.0915 | -0.015 | 20.5 | 3.30 | 4.20 | 83.2% | -0.79 | 0.0935 | -0.015 | ||||
| 0.2600 | 0.3200 | 25 | 273 | 63.2% | 0.18 | 0.0820 | -0.014 | 21 | 3.75 | 4.65 | 7 | 86.3% | -0.82 | 0.0840 | -0.013 | |
| 0.1800 | 0.3100 | 3 | 64.6% | 0.15 | 0.0727 | -0.012 | 21.5 | 4.15 | 5.10 | 87.3% | -0.85 | 0.0749 | -0.012 | |||
| 0.1700 | 0.2100 | 5 | 829 | 64.3% | 0.13 | 0.0641 | -0.011 | 22 | 4.50 | 5.60 | 87.6% | -0.88 | 0.0664 | -0.011 | ||
| 0.1400 | 0.2100 | 2 | 67.0% | 0.11 | 0.0564 | -0.010 | 22.5 | 5.10 | 6.05 | 94.3% | -0.90 | 0.0587 | -0.010 | |||
| 0 | 0.2300 | 1,077 | 64.1% | 0.10 | 0.0497 | -0.009 | 23 | 5.50 | 6.55 | 95.6% | -0.91 | 0.0520 | -0.009 | |||
| 0.0500 | 0.1300 | 1 | 27 | 67.7% | 0.07 | 0.0388 | -0.008 | 24 | 6.50 | 7.50 | 102.6% | -0.94 | 0.0412 | -0.007 | ||
| 0.0300 | 0.1000 | 8 | 56 | 69.7% | 0.06 | 0.0308 | -0.007 | 25 | 7.50 | 8.50 | 1 | 110.9% | -0.95 | 0.0335 | -0.006 | |
| 0 | 0.1700 | 109 | 79.5% | 0.05 | 0.0248 | -0.006 | 26 | 8.40 | 9.50 | 114.4% | -0.97 | 0.0274 | -0.005 | |||
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.