MSTR cadena de opciones Strategy Inc

Vencimiento Cboe delayed options data · a fecha de 12:40 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 ±16.7% (111.19–155.74) · ATM IV 69.6% · P/C interés abierto 0.68

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
63.25	70.65		34	132.4%	0.99	0.0008	-0.016	70	0.1900	0.3600	186	1,519	113.2%	-0.01	0.0008	-0.024
58.35	65.75		18	123.1%	0.98	0.0011	-0.021	75	0.2000	0.4300		1,816	104.9%	-0.02	0.0011	-0.029
53.50	60.85		63	114.7%	0.98	0.0014	-0.028	80	0.3800	0.5300	75	5,188	101.2%	-0.02	0.0014	-0.035
48.60	56.00		72	106.3%	0.97	0.0019	-0.036	85	0.4900	0.6400	27	2,051	95.0%	-0.03	0.0019	-0.042
46.30	51.30	1	257	121.1%	0.96	0.0026	-0.045	90	0.6800	0.7800	397	4,937	89.9%	-0.04	0.0026	-0.051
41.05	46.55	1	535	108.7%	0.94	0.0034	-0.056	95	0.8700	1.00	180	2,831	84.8%	-0.06	0.0034	-0.061
36.75	39.65	2	886	88.3%	0.92	0.0045	-0.069	100	1.18	1.32	322	4,310	80.7%	-0.08	0.0045	-0.074
31.95	35.55		480	84.6%	0.90	0.0058	-0.084	105	1.65	1.80	67	1,921	77.7%	-0.10	0.0058	-0.088
27.95	30.80	4	1,085	80.4%	0.86	0.0073	-0.100	110	2.33	2.44	402	4,626	75.2%	-0.14	0.0074	-0.104
22.80	27.00	1	575	74.0%	0.82	0.0090	-0.118	115	3.20	3.35	51	2,100	73.1%	-0.18	0.0091	-0.121
20.35	22.05	10	1,764	73.0%	0.76	0.0107	-0.136	120	4.30	4.60	295	6,858	71.4%	-0.24	0.0108	-0.138
16.70	18.65	15	1,061	71.1%	0.70	0.0122	-0.151	125	5.90	6.10	528	3,360	70.2%	-0.30	0.0123	-0.154
14.75	16.85	16	16	70.7%	0.66	0.0130	-0.159	128	6.95	7.25	61	32	69.7%	-0.34	0.0130	-0.161
14.15	16.05			69.7%	0.65	0.0132	-0.162	129	7.35	7.70	30	20	69.7%	-0.35	0.0133	-0.164
13.55	15.15	36	2,189	68.4%	0.64	0.0134	-0.164	130	7.90	8.05	681	4,673	69.7%	-0.37	0.0135	-0.166
13.10	15.15			70.7%	0.62	0.0136	-0.166	131	8.20	8.50	1,106	1,062	69.2%	-0.38	0.0136	-0.167
12.55	14.55	7	7	70.2%	0.61	0.0137	-0.167	132	8.65	8.95	23	13	69.1%	-0.40	0.0138	-0.169
12.00	14.05	5	5	70.3%	0.59	0.0139	-0.169	133	9.10	9.40	1,043	1,037	68.9%	-0.41	0.0140	-0.170
12.10	12.55			68.9%	0.58	0.0140	-0.170	134	9.60	9.90	133	51	69.0%	-0.42	0.0141	-0.171
11.65	12.00	57	42.3K	68.8%	0.56	0.0141	-0.171	135	10.10	10.40	654	2,358	68.9%	-0.44	0.0142	-0.172
11.20	11.55	37	33	69.0%	0.55	0.0142	-0.172	136	10.60	11.25	70	19	68.7%	-0.45	0.0143	-0.173
10.60	11.10	12	10	69.0%	0.54	0.0143	-0.172	137	11.15	11.45	37	24	68.8%	-0.47	0.0144	-0.173
10.25	10.65	4	2	69.0%	0.52	0.0143	-0.172	138	11.65	12.00	50	45	68.6%	-0.48	0.0144	-0.174
9.85	10.20	51	37	68.9%	0.51	0.0143	-0.172	139	12.25	12.60	29	16	68.8%	-0.50	0.0145	-0.174
9.45	9.65	417	12.6K	68.5%	0.49	0.0144	-0.172	140	12.80	13.15	577	2,820	68.6%	-0.51	0.0145	-0.174
9.00	9.35	63	53	68.7%	0.48	0.0143	-0.172	141	13.40	13.75	16	12	68.6%	-0.52	0.0145	-0.173
8.60	8.95	45	20	68.7%	0.47	0.0143	-0.172	142	14.00	14.35	23	22	68.6%	-0.54	0.0145	-0.173
8.20	8.60	78	43	68.8%	0.45	0.0143	-0.171	143	14.60	15.00	47	47	68.6%	-0.55	0.0144	-0.172
7.85	8.20	56	52	68.6%	0.44	0.0142	-0.170	144	15.20	15.65	37	33	68.5%	-0.56	0.0144	-0.171
7.50	7.80	418	3,295	68.5%	0.43	0.0142	-0.169	145	15.85	16.35	520	3,280	68.7%	-0.58	0.0143	-0.170
7.10	7.45	101	64	68.2%	0.41	0.0141	-0.168	146	16.50	17.10	89	81	69.0%	-0.59	0.0142	-0.168
6.80	7.15	75	37	68.6%	0.40	0.0140	-0.166	147	17.20	18.00	1	1	69.8%	-0.61	0.0141	-0.167
6.50	6.85	81	28	68.7%	0.39	0.0138	-0.165	148	16.80	18.95			66.8%	-0.62	0.0140	-0.165
6.20	6.50	125	59	68.4%	0.37	0.0137	-0.163	149	17.50	19.15	3	3	65.5%	-0.63	0.0139	-0.164
5.85	6.15	1,162	4,204	68.5%	0.36	0.0135	-0.161	150	19.25	19.85	62	3,471	68.9%	-0.64	0.0137	-0.162
5.25	5.55	95	56	68.5%	0.33	0.0131	-0.156	152.5	20.35	22.00	15	15	67.6%	-0.67	0.0133	-0.156
4.65	4.95	362	2,524	68.6%	0.30	0.0126	-0.150	155	22.75	23.55	4	3,122	68.2%	-0.70	0.0128	-0.150
4.10	4.35	21	18	68.5%	0.28	0.0121	-0.143	157.5	23.95	26.05	1	1	67.0%	-0.73	0.0123	-0.144
3.60	3.85	1,982	3,844	68.5%	0.25	0.0115	-0.137	160	26.45	28.20	92	4,280	67.1%	-0.76	0.0117	-0.137
3.15	3.40	57	35	68.5%	0.23	0.0109	-0.130	162.5	28.20	30.10			68.0%	-0.78	0.0112	-0.130
2.83	2.98	304	3,574	68.8%	0.21	0.0103	-0.123	165	30.30	32.35	92	2,801	68.6%	-0.80	0.0105	-0.123
2.20	2.38	808	2,977	69.3%	0.17	0.0090	-0.109	170	34.50	37.20	66	2,242	70.4%	-0.84	0.0093	-0.109
1.69	1.88	318	1,954	70.0%	0.14	0.0078	-0.097	175	38.60	41.70	8	1,179	68.4%	-0.87	0.0082	-0.096
1.33	1.46	494	8,764	70.7%	0.12	0.0068	-0.085	180	42.00	46.50		1,647	58.7%	-0.90	0.0071	-0.084
1.08	1.20	225	1,262	71.5%	0.10	0.0058	-0.075	185	46.80	52.95		557	74.9%	-0.92	0.0062	-0.073
0.8800	0.9500	789	1,602	72.3%	0.08	0.0050	-0.066	190	51.85	57.75		919	78.5%	-0.93	0.0054	-0.064
0.6900	0.8000	502	2,242	73.4%	0.07	0.0043	-0.058	195	55.25	62.70		91		-0.95	0.0047	-0.057
0.5900	0.6500	768	5,404	74.6%	0.06	0.0037	-0.051	200	60.15	67.60	1	614		-0.96	0.0040	-0.049

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 — Nov 20, 2026

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Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.

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Sonrisa de volatilidad — Nov 20, 2026

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