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 ±33.5% (95.43–191.58) · ATM IV 77.7% · P/C interés abierto 0.92
| 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 | |
| 68.65 | 75.05 | 99 | 77.6% | 0.95 | 0.0015 | -0.010 | 75 | 1.43 | 1.66 | 46 | 2,986 | 86.0% | -0.05 | 0.0015 | -0.031 | |
| 65.80 | 69.55 | 6 | 125 | 81.2% | 0.94 | 0.0018 | -0.017 | 80 | 1.89 | 2.11 | 189 | 8,343 | 84.2% | -0.06 | 0.0018 | -0.036 |
| 59.75 | 65.15 | 2 | 119 | 71.1% | 0.93 | 0.0022 | -0.024 | 85 | 2.35 | 2.76 | 50 | 700 | 81.6% | -0.07 | 0.0022 | -0.041 |
| 57.65 | 60.45 | 37 | 190 | 79.1% | 0.91 | 0.0026 | -0.031 | 90 | 3.10 | 3.30 | 144 | 8,184 | 80.8% | -0.09 | 0.0026 | -0.048 |
| 52.85 | 57.00 | 94 | 190 | 78.2% | 0.89 | 0.0030 | -0.039 | 95 | 3.90 | 4.15 | 103 | 984 | 79.7% | -0.11 | 0.0030 | -0.054 |
| 49.65 | 51.90 | 48 | 2,830 | 76.3% | 0.87 | 0.0035 | -0.047 | 100 | 4.90 | 5.10 | 309 | 5,937 | 78.7% | -0.13 | 0.0035 | -0.061 |
| 44.30 | 48.35 | 5 | 340 | 72.1% | 0.84 | 0.0039 | -0.056 | 105 | 6.00 | 6.40 | 171 | 2,049 | 78.1% | -0.16 | 0.0040 | -0.068 |
| 41.95 | 44.95 | 53 | 1,401 | 75.6% | 0.82 | 0.0044 | -0.064 | 110 | 7.50 | 7.75 | 99 | 2,850 | 77.9% | -0.19 | 0.0044 | -0.075 |
| 40.35 | 40.95 | 20 | 425 | 77.9% | 0.79 | 0.0048 | -0.072 | 115 | 9.05 | 9.35 | 416 | 5,777 | 77.5% | -0.22 | 0.0049 | -0.081 |
| 36.90 | 37.75 | 51 | 1,165 | 76.7% | 0.76 | 0.0052 | -0.079 | 120 | 10.85 | 11.20 | 537 | 1,696 | 77.3% | -0.25 | 0.0052 | -0.087 |
| 34.15 | 34.85 | 248 | 784 | 77.2% | 0.72 | 0.0055 | -0.086 | 125 | 12.85 | 13.15 | 104 | 1,094 | 77.1% | -0.28 | 0.0056 | -0.093 |
| 31.40 | 32.05 | 98 | 1,413 | 77.0% | 0.69 | 0.0058 | -0.091 | 130 | 15.15 | 15.45 | 169 | 2,638 | 77.3% | -0.31 | 0.0059 | -0.097 |
| 29.15 | 29.50 | 315 | 791 | 77.5% | 0.66 | 0.0060 | -0.097 | 135 | 17.55 | 17.90 | 83 | 851 | 77.4% | -0.34 | 0.0061 | -0.101 |
| 26.55 | 27.00 | 218 | 1,262 | 77.0% | 0.63 | 0.0062 | -0.101 | 140 | 20.15 | 20.55 | 302 | 823 | 77.5% | -0.38 | 0.0063 | -0.104 |
| 24.50 | 25.20 | 184 | 908 | 77.5% | 0.60 | 0.0064 | -0.104 | 145 | 23.00 | 23.45 | 86 | 1,022 | 77.9% | -0.41 | 0.0065 | -0.107 |
| 22.50 | 22.90 | 1,659 | 3,496 | 77.5% | 0.56 | 0.0064 | -0.107 | 150 | 26.00 | 26.40 | 59 | 1,844 | 78.0% | -0.44 | 0.0066 | -0.108 |
| 20.65 | 21.50 | 247 | 810 | 77.8% | 0.53 | 0.0065 | -0.109 | 155 | 29.20 | 29.60 | 2 | 1,435 | 78.4% | -0.47 | 0.0066 | -0.109 |
| 19.15 | 19.55 | 376 | 12.1K | 78.3% | 0.51 | 0.0065 | -0.110 | 160 | 32.50 | 32.95 | 20 | 11.9K | 78.7% | -0.50 | 0.0066 | -0.109 |
| 17.60 | 18.10 | 151 | 1,477 | 78.6% | 0.48 | 0.0064 | -0.111 | 165 | 35.80 | 36.60 | 32 | 2,194 | 79.2% | -0.53 | 0.0066 | -0.108 |
| 16.25 | 16.65 | 279 | 1,164 | 78.9% | 0.45 | 0.0064 | -0.111 | 170 | 39.30 | 40.30 | 21 | 1,873 | 79.5% | -0.56 | 0.0066 | -0.107 |
| 15.00 | 15.35 | 52 | 750 | 79.3% | 0.42 | 0.0063 | -0.111 | 175 | 43.00 | 43.95 | 21 | 1,160 | 79.8% | -0.58 | 0.0065 | -0.106 |
| 13.95 | 14.20 | 137 | 7,046 | 79.9% | 0.40 | 0.0062 | -0.110 | 180 | 47.05 | 47.65 | 1 | 8,123 | 80.2% | -0.61 | 0.0064 | -0.104 |
| 12.80 | 13.15 | 27 | 572 | 80.1% | 0.38 | 0.0060 | -0.109 | 185 | 50.80 | 51.60 | 4 | 734 | 80.4% | -0.63 | 0.0062 | -0.102 |
| 11.85 | 12.25 | 78 | 586 | 80.5% | 0.36 | 0.0059 | -0.107 | 190 | 54.65 | 56.10 | 6 | 2,263 | 81.4% | -0.65 | 0.0061 | -0.099 |
| 10.95 | 11.35 | 59 | 2,004 | 80.8% | 0.34 | 0.0057 | -0.105 | 195 | 58.95 | 59.90 | 30 | 1,498 | 81.6% | -0.68 | 0.0060 | -0.096 |
| 10.20 | 10.45 | 424 | 7,541 | 81.2% | 0.32 | 0.0056 | -0.104 | 200 | 63.30 | 64.00 | 6 | 1,459 | 82.1% | -0.70 | 0.0058 | -0.093 |
| 9.45 | 9.85 | 49 | 285 | 81.6% | 0.30 | 0.0054 | -0.102 | 205 | 67.10 | 68.70 | 85 | 82.5% | -0.71 | 0.0056 | -0.090 | |
| 8.85 | 9.10 | 213 | 883 | 82.2% | 0.28 | 0.0052 | -0.100 | 210 | 71.45 | 73.00 | 648 | 82.9% | -0.73 | 0.0055 | -0.087 | |
| 8.15 | 8.55 | 179 | 476 | 82.6% | 0.27 | 0.0050 | -0.097 | 215 | 75.85 | 77.45 | 11 | 83.5% | -0.75 | 0.0053 | -0.084 | |
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.