MSTR cadena de opciones Strategy 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 ±21.6% (106.51–165.31) · ATM IV 67.1% · 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 | |
| 63.55 | 71.15 | 187 | 97.4% | 0.98 | 0.0011 | -0.016 | 70 | 0.5100 | 0.6200 | 262 | 2,355 | 94.1% | -0.03 | 0.0011 | -0.025 | |
| 58.75 | 66.45 | 97 | 94.8% | 0.97 | 0.0015 | -0.021 | 75 | 0.6000 | 0.8100 | 3 | 2,905 | 88.5% | -0.03 | 0.0015 | -0.029 | |
| 53.95 | 60.95 | 113 | 81.0% | 0.96 | 0.0019 | -0.027 | 80 | 0.8100 | 1.00 | 355 | 8,089 | 85.2% | -0.04 | 0.0019 | -0.035 | |
| 49.25 | 56.95 | 115 | 84.9% | 0.95 | 0.0024 | -0.034 | 85 | 1.11 | 1.24 | 77 | 2,060 | 81.8% | -0.05 | 0.0024 | -0.041 | |
| 46.00 | 51.00 | 153 | 80.8% | 0.93 | 0.0031 | -0.042 | 90 | 1.44 | 1.61 | 14 | 8,104 | 78.8% | -0.07 | 0.0031 | -0.048 | |
| 40.10 | 47.80 | 1 | 202 | 78.1% | 0.91 | 0.0039 | -0.051 | 95 | 1.88 | 2.03 | 51 | 1,292 | 75.7% | -0.09 | 0.0039 | -0.056 |
| 37.90 | 42.00 | 2 | 2,828 | 78.1% | 0.89 | 0.0048 | -0.060 | 100 | 2.49 | 2.71 | 596 | 7,487 | 73.9% | -0.12 | 0.0048 | -0.065 |
| 31.85 | 39.30 | 1 | 350 | 75.0% | 0.86 | 0.0057 | -0.071 | 105 | 3.25 | 3.50 | 129 | 2,614 | 71.9% | -0.15 | 0.0058 | -0.075 |
| 30.35 | 33.65 | 3 | 1,408 | 74.9% | 0.82 | 0.0067 | -0.082 | 110 | 4.25 | 4.55 | 1,958 | 3,804 | 70.6% | -0.18 | 0.0068 | -0.086 |
| 27.05 | 29.30 | 1 | 408 | 72.5% | 0.78 | 0.0077 | -0.092 | 115 | 5.45 | 5.95 | 192 | 6,369 | 69.6% | -0.22 | 0.0078 | -0.096 |
| 22.85 | 26.00 | 2 | 1,072 | 69.6% | 0.73 | 0.0086 | -0.102 | 120 | 7.05 | 7.40 | 119 | 3,680 | 68.6% | -0.27 | 0.0087 | -0.105 |
| 19.85 | 22.95 | 693 | 69.4% | 0.68 | 0.0094 | -0.110 | 125 | 9.00 | 9.25 | 272 | 4,187 | 68.2% | -0.32 | 0.0095 | -0.112 | |
| 18.00 | 20.05 | 67 | 1,240 | 71.1% | 0.63 | 0.0100 | -0.116 | 130 | 11.10 | 11.75 | 120 | 3,265 | 68.5% | -0.37 | 0.0102 | -0.118 |
| 15.10 | 16.10 | 41 | 954 | 66.5% | 0.58 | 0.0104 | -0.120 | 135 | 13.55 | 14.05 | 1,608 | 2,270 | 67.8% | -0.43 | 0.0106 | -0.122 |
| 13.35 | 13.65 | 216 | 1,365 | 66.9% | 0.53 | 0.0107 | -0.122 | 140 | 16.40 | 16.65 | 271 | 3,002 | 67.5% | -0.48 | 0.0108 | -0.124 |
| 11.45 | 11.85 | 524 | 1,532 | 67.3% | 0.48 | 0.0107 | -0.122 | 145 | 19.25 | 19.75 | 180 | 1,494 | 67.2% | -0.53 | 0.0109 | -0.123 |
| 9.70 | 10.15 | 303 | 4,537 | 67.3% | 0.43 | 0.0105 | -0.120 | 150 | 22.15 | 23.60 | 79 | 3,538 | 67.6% | -0.58 | 0.0107 | -0.121 |
| 8.30 | 8.65 | 167 | 1,228 | 67.5% | 0.38 | 0.0102 | -0.117 | 155 | 24.30 | 27.05 | 3 | 1,619 | 64.2% | -0.63 | 0.0105 | -0.117 |
| 6.95 | 7.35 | 429 | 12.5K | 67.3% | 0.34 | 0.0098 | -0.112 | 160 | 29.05 | 30.80 | 66 | 11.8K | 66.8% | -0.67 | 0.0101 | -0.112 |
| 5.85 | 6.25 | 298 | 2,343 | 67.4% | 0.30 | 0.0093 | -0.106 | 165 | 33.00 | 34.50 | 62 | 2,779 | 66.4% | -0.71 | 0.0096 | -0.106 |
| 5.00 | 5.25 | 537 | 2,116 | 67.3% | 0.26 | 0.0087 | -0.100 | 170 | 37.00 | 38.75 | 69 | 2,083 | 66.8% | -0.75 | 0.0090 | -0.099 |
| 4.20 | 4.50 | 208 | 1,319 | 67.9% | 0.23 | 0.0081 | -0.093 | 175 | 39.80 | 44.65 | 18 | 1,312 | 67.7% | -0.78 | 0.0084 | -0.093 |
| 3.55 | 3.85 | 558 | 7,810 | 68.2% | 0.20 | 0.0074 | -0.087 | 180 | 43.80 | 48.80 | 1 | 8,225 | 66.0% | -0.81 | 0.0078 | -0.086 |
| 3.00 | 3.30 | 77 | 898 | 68.6% | 0.18 | 0.0068 | -0.081 | 185 | 47.05 | 53.75 | 789 | 61.9% | -0.84 | 0.0072 | -0.079 | |
| 2.57 | 2.76 | 400 | 1,653 | 68.8% | 0.16 | 0.0062 | -0.074 | 190 | 51.65 | 58.15 | 82 | 2,391 | 60.3% | -0.86 | 0.0067 | -0.073 |
| 2.20 | 2.40 | 63 | 2,200 | 69.4% | 0.14 | 0.0057 | -0.069 | 195 | 56.30 | 62.75 | 1,517 | 58.7% | -0.88 | 0.0061 | -0.067 | |
| 1.90 | 2.02 | 1,407 | 7,417 | 69.7% | 0.12 | 0.0052 | -0.064 | 200 | 62.10 | 66.85 | 3 | 1,535 | 63.4% | -0.90 | 0.0056 | -0.061 |
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 — Dec 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.