MDB cadena de opciones MongoDB, Inc.

Vencimiento Cboe delayed options data · a fecha de 12:36 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 ±39.1% (233.30–532.70) · ATM IV 59.6% · 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
187.65	200.45			61.8%	0.94	0.0006	-0.021	195	6.30	8.20		1	65.2%	-0.06	0.0006	-0.049
182.30	196.40		11	60.3%	0.94	0.0006	-0.025	200	6.05	10.00		1	65.1%	-0.07	0.0007	-0.052
174.10	188.25			60.2%	0.93	0.0007	-0.032	210	8.90	10.45		12	64.7%	-0.08	0.0007	-0.058
166.75	180.30		3	60.8%	0.91	0.0008	-0.039	220	10.40	12.20		8	63.9%	-0.09	0.0008	-0.064
159.90	172.55		1	61.4%	0.90	0.0009	-0.046	230	11.40	14.25		5	62.7%	-0.11	0.0009	-0.070
152.25	162.75			59.2%	0.89	0.0010	-0.053	240	14.10	16.50		1	62.8%	-0.12	0.0010	-0.076
144.90	155.50	2	13	59.2%	0.87	0.0011	-0.060	250	16.70	18.95		2	62.6%	-0.14	0.0011	-0.082
138.35	148.50			59.5%	0.85	0.0012	-0.068	260	19.25	21.85		7	62.3%	-0.15	0.0012	-0.088
129.80	143.90	4	17	59.7%	0.84	0.0013	-0.074	270	22.10	24.70		12	61.9%	-0.17	0.0013	-0.093
124.95	135.25			59.4%	0.82	0.0014	-0.081	280	25.05	27.80		3	61.5%	-0.19	0.0014	-0.099
118.95	128.90			59.4%	0.80	0.0015	-0.087	290	27.00	33.10	20	7	61.5%	-0.21	0.0015	-0.104
113.30	123.10	18	18	59.7%	0.78	0.0016	-0.093	300	30.40	36.60	20	13	61.1%	-0.23	0.0016	-0.109
107.85	117.15		1	59.7%	0.76	0.0016	-0.099	310	33.95	40.65	22	15	60.8%	-0.25	0.0017	-0.114
102.10	111.85			59.7%	0.74	0.0017	-0.104	320	37.85	44.80	30	16	60.5%	-0.27	0.0018	-0.118
97.40	105.35		2	59.3%	0.72	0.0018	-0.109	330	43.75	48.00		16	60.5%	-0.29	0.0018	-0.122
92.40	98.65		19	58.6%	0.70	0.0018	-0.114	340	47.45	52.90		6	60.0%	-0.31	0.0019	-0.126
87.00	95.50	4	35	59.1%	0.68	0.0019	-0.118	350	53.55	58.00		1	60.5%	-0.33	0.0020	-0.129
83.40	89.20		36	58.8%	0.66	0.0019	-0.122	360	57.20	65.35		2	60.7%	-0.35	0.0020	-0.132
79.20	84.85		19	58.9%	0.64	0.0020	-0.125	370	61.80	70.50	2	6	60.2%	-0.37	0.0021	-0.135
74.90	80.85	1	5	58.9%	0.62	0.0020	-0.128	380	67.50	76.15	6	16	60.2%	-0.39	0.0021	-0.137
71.05	76.95	2	1	59.0%	0.60	0.0020	-0.131	390	73.90	81.05	2	6	60.0%	-0.41	0.0022	-0.138
67.30	73.30	2	2	59.0%	0.58	0.0021	-0.133	400	79.70	87.00		70	59.9%	-0.44	0.0022	-0.140
63.95	69.90		1	59.2%	0.56	0.0021	-0.135	410	86.00	93.10		23	59.8%	-0.46	0.0022	-0.141
60.45	66.60		12	59.2%	0.55	0.0021	-0.136	420	92.35	101.25		3	60.5%	-0.48	0.0022	-0.141
57.20	63.50		3	59.3%	0.53	0.0021	-0.137	430	99.40	106.95		63	60.2%	-0.49	0.0022	-0.142
54.60	60.50	2	13	59.5%	0.51	0.0021	-0.138	440	105.45	113.50		12	59.8%	-0.51	0.0023	-0.142
51.40	58.25	6	7	59.7%	0.49	0.0021	-0.139	450	111.85	122.55		8	60.4%	-0.53	0.0023	-0.141
49.30	55.15		3	59.8%	0.48	0.0021	-0.139	460	119.65	128.20		2	60.1%	-0.55	0.0023	-0.141
46.60	52.70	2	5	59.9%	0.46	0.0021	-0.139	470	126.85	135.45		1	60.1%	-0.57	0.0023	-0.140
44.40	50.35			60.0%	0.44	0.0021	-0.139	480	135.40	142.90		1	60.6%	-0.59	0.0023	-0.139
41.55	48.35		165	60.0%	0.43	0.0020	-0.138	490	141.95	151.30			60.5%	-0.60	0.0022	-0.138
39.75	46.00		3	60.2%	0.41	0.0020	-0.138	500	149.70	159.15		1	60.6%	-0.62	0.0022	-0.137
37.55	44.05		4	60.2%	0.40	0.0020	-0.137	510	159.15	166.90			61.3%	-0.64	0.0022	-0.135
35.80	42.10		64	60.4%	0.38	0.0020	-0.136	520	167.25	175.35			61.6%	-0.65	0.0022	-0.133
34.05	40.35		16	60.6%	0.37	0.0020	-0.134	530	173.65	183.30			60.8%	-0.67	0.0022	-0.132
32.40	38.60			60.7%	0.36	0.0019	-0.133	540	181.85	191.75			61.0%	-0.68	0.0022	-0.130
30.70	36.95		3	60.7%	0.34	0.0019	-0.132	550	190.15	199.95			61.0%	-0.70	0.0022	-0.127
29.00	35.70		166	60.9%	0.33	0.0019	-0.130	560	198.60	208.80			61.2%	-0.71	0.0021	-0.125
27.85	34.00		1	61.1%	0.32	0.0018	-0.129	570	207.10	217.45			61.4%	-0.72	0.0021	-0.123

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 — May 21, 2027

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

MDB cadena de opciones MongoDB, Inc.

Sonrisa de volatilidad — May 21, 2027

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