MP cadena de opciones MP Materials Corp.
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 ±9.8% (49.38–60.12) · ATM IV 58.6% · P/C interés abierto 0.94
| 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 | |
| 22.85 | 26.00 | 145 | 1.00 | 0.0010 | -0.002 | 30 | 0 | 0.2500 | 1 | 4,107 | 148.7% | -0.00 | 0.0010 | -0.005 | ||
| 17.85 | 20.55 | 1 | 149 | 0.99 | 0.0021 | -0.005 | 35 | 0.0100 | 0.2500 | 2 | 3,133 | 115.4% | -0.01 | 0.0021 | -0.007 | |
| 13.60 | 15.15 | 488 | 0.98 | 0.0051 | -0.009 | 40 | 0.0100 | 0.1100 | 231 | 6,748 | 74.8% | -0.02 | 0.0051 | -0.011 | ||
| 8.35 | 11.65 | 4 | 852 | 66.2% | 0.94 | 0.0165 | -0.025 | 45 | 0.1500 | 0.4000 | 12 | 8,242 | 68.3% | -0.06 | 0.0166 | -0.026 |
| 7.10 | 9.55 | 2 | 2 | 69.8% | 0.89 | 0.0259 | -0.039 | 47 | 0.0900 | 0.6600 | 80 | 61.5% | -0.11 | 0.0260 | -0.040 | |
| 6.35 | 8.70 | 3 | 2 | 70.3% | 0.86 | 0.0313 | -0.047 | 48 | 0.3000 | 0.5400 | 14 | 130 | 57.2% | -0.14 | 0.0314 | -0.048 |
| 5.75 | 8.10 | 1 | 1 | 75.5% | 0.82 | 0.0367 | -0.056 | 49 | 0.1900 | 0.8200 | 6 | 28 | 54.1% | -0.18 | 0.0369 | -0.057 |
| 5.45 | 6.30 | 13 | 1,814 | 66.1% | 0.78 | 0.0418 | -0.065 | 50 | 0.7800 | 1.14 | 523 | 7,015 | 61.8% | -0.22 | 0.0420 | -0.066 |
| 4.85 | 5.50 | 3 | 13 | 66.0% | 0.73 | 0.0463 | -0.073 | 51 | 0.7200 | 1.41 | 9 | 17 | 56.9% | -0.27 | 0.0465 | -0.074 |
| 4.20 | 4.85 | 4 | 65.9% | 0.68 | 0.0499 | -0.081 | 52 | 1.19 | 1.90 | 38 | 126 | 60.7% | -0.32 | 0.0502 | -0.081 | |
| 3.55 | 4.90 | 12 | 35 | 72.6% | 0.62 | 0.0526 | -0.086 | 53 | 1.37 | 2.54 | 22 | 106 | 61.1% | -0.38 | 0.0528 | -0.086 |
| 3.05 | 3.60 | 8 | 112 | 62.2% | 0.57 | 0.0542 | -0.089 | 54 | 2.19 | 2.88 | 12 | 72 | 63.9% | -0.43 | 0.0544 | -0.090 |
| 2.22 | 3.00 | 162 | 3,201 | 59.4% | 0.51 | 0.0548 | -0.091 | 55 | 2.48 | 3.05 | 45 | 9,194 | 57.8% | -0.49 | 0.0551 | -0.092 |
| 1.74 | 3.15 | 13 | 37 | 65.3% | 0.46 | 0.0544 | -0.091 | 56 | 2.87 | 4.80 | 2 | 39 | 68.8% | -0.54 | 0.0548 | -0.091 |
| 1.51 | 2.55 | 13 | 258 | 64.6% | 0.41 | 0.0532 | -0.089 | 57 | 3.50 | 4.80 | 7 | 57 | 62.1% | -0.59 | 0.0535 | -0.089 |
| 1.19 | 2.19 | 14 | 167 | 64.5% | 0.36 | 0.0511 | -0.086 | 58 | 3.45 | 5.55 | 2 | 33 | 54.5% | -0.64 | 0.0515 | -0.086 |
| 1.20 | 1.55 | 41 | 46 | 63.9% | 0.31 | 0.0484 | -0.081 | 59 | 4.80 | 6.45 | 2 | 42 | 64.3% | -0.69 | 0.0488 | -0.082 |
| 1.03 | 1.25 | 215 | 6,114 | 64.1% | 0.27 | 0.0451 | -0.076 | 60 | 5.85 | 6.60 | 15 | 2,694 | 60.2% | -0.73 | 0.0455 | -0.076 |
| 0.4300 | 1.53 | 33 | 969 | 65.6% | 0.23 | 0.0414 | -0.070 | 61 | 6.85 | 8.05 | 29 | 72.1% | -0.77 | 0.0419 | -0.070 | |
| 0.5300 | 1.01 | 5 | 126 | 64.7% | 0.20 | 0.0377 | -0.065 | 62 | 6.60 | 9.80 | 23 | 70.6% | -0.80 | 0.0381 | -0.065 | |
| 0.1600 | 0.8000 | 42 | 202 | 59.6% | 0.17 | 0.0339 | -0.059 | 63 | 7.60 | 9.45 | 15 | 33 | 50.8% | -0.83 | 0.0343 | -0.059 |
| 0.1000 | 0.9300 | 9 | 31 | 65.4% | 0.15 | 0.0303 | -0.054 | 64 | 8.35 | 10.10 | 2 | 151 | -0.86 | 0.0307 | -0.053 | |
| 0.4100 | 0.6000 | 84 | 5,311 | 69.3% | 0.13 | 0.0269 | -0.049 | 65 | 9.75 | 11.40 | 55 | 647 | 61.5% | -0.88 | 0.0273 | -0.048 |
| 0.1200 | 0.9400 | 3 | 93 | 74.5% | 0.11 | 0.0239 | -0.044 | 66 | 11.00 | 13.00 | 83.4% | -0.90 | 0.0243 | -0.044 | ||
| 0.0100 | 0.7300 | 14 | 54 | 71.4% | 0.09 | 0.0212 | -0.041 | 67 | 11.15 | 14.50 | 81.0% | -0.91 | 0.0217 | -0.040 | ||
| 0.2200 | 0.3100 | 22 | 79 | 69.4% | 0.08 | 0.0188 | -0.037 | 68 | 12.15 | 14.65 | 60.6% | -0.92 | 0.0193 | -0.036 | ||
| 0.0100 | 0.5400 | 1 | 15 | 73.5% | 0.07 | 0.0167 | -0.034 | 69 | 13.10 | 15.60 | 57.4% | -0.93 | 0.0173 | -0.033 | ||
| 0.1700 | 0.2900 | 48 | 7,202 | 74.0% | 0.06 | 0.0149 | -0.031 | 70 | 14.80 | 15.75 | 10 | 686 | -0.94 | 0.0156 | -0.031 | |
| 0.1500 | 0.2800 | 12 | 55 | 76.2% | 0.06 | 0.0134 | -0.029 | 71 | 15.75 | 18.35 | 105.9% | -0.95 | 0.0141 | -0.028 | ||
| 0.0700 | 0.1500 | 69 | 3,340 | 80.0% | 0.04 | 0.0090 | -0.022 | 75 | 18.90 | 22.30 | 44 | 98.3% | -0.97 | 0.0099 | -0.023 | |
| 0.0500 | 0.1000 | 16 | 3,088 | 86.0% | 0.03 | 0.0059 | -0.018 | 80 | 24.05 | 27.25 | 167 | 116.6% | -0.98 | 0.0070 | -0.018 | |
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.