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 ±22.1% (112.41–176.06) · ATM IV 68.6% · 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 | |
| 68.90 | 73.40 | 97 | 107.2% | 0.97 | 0.0011 | -0.017 | 75 | 0.5300 | 0.7700 | 1 | 2,906 | 94.8% | -0.03 | 0.0011 | -0.026 | |
| 64.20 | 68.70 | 113 | 102.8% | 0.97 | 0.0014 | -0.023 | 80 | 0.6700 | 0.7800 | 2 | 8,295 | 88.5% | -0.03 | 0.0014 | -0.031 | |
| 59.15 | 64.05 | 198 | 115 | 95.8% | 0.96 | 0.0018 | -0.029 | 85 | 0.8100 | 1.01 | 5 | 2,070 | 84.6% | -0.04 | 0.0018 | -0.036 |
| 54.55 | 59.20 | 1 | 153 | 90.6% | 0.95 | 0.0023 | -0.035 | 90 | 1.07 | 1.27 | 1 | 8,107 | 81.4% | -0.05 | 0.0023 | -0.043 |
| 49.75 | 54.65 | 7 | 202 | 85.7% | 0.93 | 0.0028 | -0.043 | 95 | 1.40 | 1.61 | 2 | 1,312 | 78.5% | -0.07 | 0.0028 | -0.050 |
| 46.00 | 50.05 | 222 | 2,828 | 85.6% | 0.91 | 0.0035 | -0.052 | 100 | 1.85 | 2.06 | 359 | 7,621 | 76.2% | -0.09 | 0.0035 | -0.058 |
| 41.50 | 45.45 | 2 | 350 | 80.8% | 0.89 | 0.0043 | -0.062 | 105 | 2.46 | 2.66 | 17 | 2,631 | 74.3% | -0.11 | 0.0043 | -0.068 |
| 37.15 | 39.40 | 123 | 1,410 | 70.5% | 0.86 | 0.0051 | -0.073 | 110 | 3.20 | 3.50 | 30 | 3,585 | 72.9% | -0.14 | 0.0052 | -0.078 |
| 33.60 | 35.25 | 14 | 408 | 70.6% | 0.83 | 0.0060 | -0.084 | 115 | 4.20 | 4.45 | 42 | 6,414 | 71.6% | -0.17 | 0.0061 | -0.088 |
| 29.90 | 31.35 | 27 | 1,073 | 69.5% | 0.79 | 0.0069 | -0.095 | 120 | 5.45 | 5.70 | 17 | 3,783 | 70.9% | -0.21 | 0.0070 | -0.099 |
| 26.60 | 27.85 | 20 | 693 | 69.4% | 0.75 | 0.0078 | -0.105 | 125 | 6.85 | 7.20 | 37 | 4,301 | 70.0% | -0.25 | 0.0078 | -0.109 |
| 23.50 | 24.50 | 77 | 1,246 | 68.9% | 0.71 | 0.0085 | -0.115 | 130 | 8.60 | 9.00 | 37 | 3,253 | 69.6% | -0.30 | 0.0086 | -0.118 |
| 20.85 | 21.45 | 24 | 963 | 69.1% | 0.66 | 0.0091 | -0.122 | 135 | 10.75 | 11.05 | 173 | 2,768 | 69.4% | -0.34 | 0.0092 | -0.125 |
| 18.20 | 18.80 | 153 | 1,430 | 68.9% | 0.61 | 0.0096 | -0.128 | 140 | 13.05 | 13.30 | 122 | 3,064 | 69.0% | -0.39 | 0.0097 | -0.130 |
| 15.85 | 16.25 | 77 | 1,660 | 68.4% | 0.56 | 0.0098 | -0.131 | 145 | 15.65 | 15.90 | 159 | 1,539 | 68.9% | -0.44 | 0.0100 | -0.133 |
| 13.80 | 14.10 | 402 | 4,536 | 68.5% | 0.51 | 0.0100 | -0.133 | 150 | 18.45 | 18.75 | 519 | 3,547 | 68.7% | -0.49 | 0.0101 | -0.134 |
| 11.90 | 12.15 | 91 | 1,284 | 68.4% | 0.47 | 0.0100 | -0.132 | 155 | 21.45 | 21.80 | 40 | 1,618 | 68.3% | -0.54 | 0.0101 | -0.133 |
| 10.25 | 10.50 | 157 | 12.5K | 68.3% | 0.42 | 0.0098 | -0.130 | 160 | 24.70 | 25.20 | 43 | 11.9K | 68.4% | -0.59 | 0.0100 | -0.130 |
| 8.75 | 9.00 | 257 | 2,376 | 68.3% | 0.38 | 0.0095 | -0.126 | 165 | 28.15 | 28.70 | 47 | 2,811 | 68.2% | -0.63 | 0.0097 | -0.126 |
| 7.50 | 7.70 | 298 | 2,190 | 68.2% | 0.34 | 0.0091 | -0.121 | 170 | 31.90 | 32.60 | 41 | 2,131 | 68.2% | -0.67 | 0.0094 | -0.121 |
| 6.30 | 6.60 | 65 | 1,397 | 68.0% | 0.30 | 0.0087 | -0.116 | 175 | 35.60 | 37.30 | 1,326 | 70.3% | -0.71 | 0.0089 | -0.115 | |
| 5.35 | 5.70 | 103 | 7,948 | 68.2% | 0.27 | 0.0082 | -0.110 | 180 | 39.45 | 41.20 | 8,226 | 69.6% | -0.74 | 0.0084 | -0.109 | |
| 4.60 | 4.90 | 28 | 924 | 68.6% | 0.24 | 0.0076 | -0.103 | 185 | 43.10 | 45.60 | 789 | 68.8% | -0.77 | 0.0079 | -0.102 | |
| 3.95 | 4.15 | 59 | 1,726 | 68.7% | 0.21 | 0.0071 | -0.096 | 190 | 46.65 | 49.85 | 1 | 2,361 | 66.3% | -0.80 | 0.0074 | -0.095 |
| 3.35 | 3.65 | 46 | 2,195 | 69.2% | 0.18 | 0.0066 | -0.090 | 195 | 52.60 | 54.15 | 1 | 1,517 | 71.2% | -0.83 | 0.0069 | -0.088 |
| 2.93 | 3.15 | 998 | 7,414 | 69.8% | 0.16 | 0.0060 | -0.084 | 200 | 55.05 | 59.20 | 1,535 | 65.6% | -0.85 | 0.0064 | -0.082 | |
| 2.52 | 2.75 | 384 | 1,257 | 70.2% | 0.15 | 0.0055 | -0.078 | 205 | 59.60 | 63.90 | 74 | 65.6% | -0.87 | 0.0059 | -0.075 | |
| 2.18 | 2.37 | 116 | 1,274 | 70.7% | 0.13 | 0.0051 | -0.072 | 210 | 65.85 | 68.40 | 653 | 72.4% | -0.89 | 0.0055 | -0.069 | |
| 1.89 | 2.09 | 45 | 1,237 | 71.2% | 0.11 | 0.0046 | -0.067 | 215 | 69.00 | 73.40 | 23 | 65.7% | -0.90 | 0.0050 | -0.064 | |
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.