NET cadena de opciones Cloudflare, Inc.
Cboe delayed options data · a fecha de 18:41 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 ±29.7% (209.84–387.29) · ATM IV 64.5% · P/C interés abierto 0.95
| 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 | |
| 151.55 | 155.15 | 2 | 76.5% | 0.97 | 0.0006 | -0.017 | 150 | 1.29 | 2.24 | 32 | 73.2% | -0.03 | 0.0006 | -0.035 | ||
| 147.20 | 150.55 | 3 | 76.5% | 0.96 | 0.0006 | -0.021 | 155 | 1.63 | 2.53 | 11 | 72.6% | -0.04 | 0.0006 | -0.040 | ||
| 142.10 | 146.00 | 2 | 74.0% | 0.96 | 0.0007 | -0.027 | 160 | 1.94 | 2.92 | 56 | 72.0% | -0.04 | 0.0007 | -0.044 | ||
| 138.00 | 141.45 | 1 | 74.3% | 0.95 | 0.0008 | -0.032 | 165 | 2.10 | 3.40 | 67 | 71.0% | -0.05 | 0.0008 | -0.049 | ||
| 133.55 | 137.00 | 2 | 73.7% | 0.95 | 0.0009 | -0.038 | 170 | 2.70 | 3.85 | 36 | 71.0% | -0.05 | 0.0009 | -0.055 | ||
| 129.00 | 132.60 | 3 | 72.7% | 0.94 | 0.0010 | -0.044 | 175 | 3.20 | 4.45 | 126 | 70.7% | -0.06 | 0.0010 | -0.060 | ||
| 124.60 | 128.25 | 1 | 72.0% | 0.93 | 0.0011 | -0.050 | 180 | 3.65 | 5.05 | 90 | 70.1% | -0.07 | 0.0011 | -0.066 | ||
| 120.60 | 123.95 | 5 | 72.0% | 0.92 | 0.0012 | -0.056 | 185 | 4.15 | 5.75 | 34 | 69.6% | -0.08 | 0.0012 | -0.071 | ||
| 116.15 | 119.80 | 27 | 71.2% | 0.91 | 0.0013 | -0.063 | 190 | 5.05 | 6.50 | 120 | 69.6% | -0.09 | 0.0013 | -0.077 | ||
| 112.25 | 115.55 | 2 | 71.0% | 0.90 | 0.0014 | -0.069 | 195 | 5.75 | 7.30 | 162 | 69.2% | -0.10 | 0.0014 | -0.083 | ||
| 108.05 | 111.45 | 8 | 70.3% | 0.89 | 0.0015 | -0.076 | 200 | 6.60 | 8.30 | 161 | 69.1% | -0.11 | 0.0016 | -0.089 | ||
| 100.10 | 103.50 | 9 | 69.5% | 0.87 | 0.0018 | -0.089 | 210 | 8.60 | 9.70 | 7 | 161 | 67.8% | -0.13 | 0.0018 | -0.102 | |
| 92.70 | 95.90 | 4 | 69.0% | 0.85 | 0.0020 | -0.102 | 220 | 10.65 | 11.95 | 99 | 67.1% | -0.16 | 0.0020 | -0.114 | ||
| 85.35 | 88.55 | 35 | 68.2% | 0.82 | 0.0023 | -0.115 | 230 | 13.60 | 14.55 | 5 | 121 | 67.0% | -0.18 | 0.0023 | -0.125 | |
| 78.70 | 81.65 | 12 | 67.9% | 0.79 | 0.0025 | -0.126 | 240 | 16.75 | 17.55 | 1 | 106 | 66.7% | -0.21 | 0.0025 | -0.136 | |
| 72.30 | 75.00 | 9 | 67.4% | 0.76 | 0.0027 | -0.137 | 250 | 19.70 | 20.90 | 95 | 66.0% | -0.25 | 0.0028 | -0.146 | ||
| 65.80 | 68.85 | 24 | 66.6% | 0.73 | 0.0029 | -0.147 | 260 | 23.00 | 24.65 | 6 | 232 | 65.2% | -0.28 | 0.0030 | -0.154 | |
| 60.50 | 63.05 | 27 | 66.6% | 0.69 | 0.0031 | -0.155 | 270 | 26.55 | 28.70 | 113 | 64.4% | -0.31 | 0.0032 | -0.162 | ||
| 54.75 | 56.55 | 27 | 65.1% | 0.66 | 0.0032 | -0.162 | 280 | 32.20 | 33.25 | 1 | 110 | 65.1% | -0.35 | 0.0033 | -0.168 | |
| 50.10 | 51.15 | 72 | 65.0% | 0.62 | 0.0034 | -0.167 | 290 | 35.95 | 38.05 | 50 | 21 | 63.9% | -0.38 | 0.0035 | -0.173 | |
| 45.40 | 46.80 | 263 | 64.7% | 0.59 | 0.0035 | -0.171 | 300 | 41.60 | 43.65 | 1 | 545 | 64.2% | -0.42 | 0.0036 | -0.176 | |
| 41.15 | 42.30 | 48 | 64.4% | 0.55 | 0.0035 | -0.174 | 310 | 46.80 | 49.05 | 66 | 63.5% | -0.45 | 0.0036 | -0.178 | ||
| 36.75 | 38.30 | 64 | 63.8% | 0.52 | 0.0036 | -0.175 | 320 | 52.85 | 55.05 | 45 | 63.4% | -0.49 | 0.0037 | -0.179 | ||
| 33.70 | 34.65 | 37 | 64.2% | 0.49 | 0.0036 | -0.175 | 330 | 59.15 | 61.40 | 46 | 63.2% | -0.52 | 0.0037 | -0.178 | ||
| 30.40 | 31.35 | 1 | 109 | 64.0% | 0.45 | 0.0036 | -0.174 | 340 | 65.80 | 68.55 | 47 | 63.4% | -0.56 | 0.0037 | -0.176 | |
| 27.30 | 28.35 | 2 | 47 | 63.8% | 0.42 | 0.0035 | -0.172 | 350 | 72.80 | 75.00 | 31 | 63.0% | -0.59 | 0.0037 | -0.174 | |
| 24.65 | 25.55 | 112 | 63.7% | 0.39 | 0.0035 | -0.169 | 360 | 80.05 | 82.25 | 20 | 62.9% | -0.62 | 0.0036 | -0.170 | ||
| 22.30 | 23.30 | 135 | 63.9% | 0.37 | 0.0034 | -0.166 | 370 | 87.55 | 90.20 | 46 | 63.2% | -0.65 | 0.0036 | -0.166 | ||
| 20.00 | 21.10 | 842 | 63.9% | 0.34 | 0.0033 | -0.161 | 380 | 95.30 | 97.65 | 76 | 62.9% | -0.68 | 0.0035 | -0.161 | ||
| 18.10 | 19.05 | 150 | 63.9% | 0.31 | 0.0032 | -0.156 | 390 | 103.30 | 105.70 | 7 | 62.9% | -0.70 | 0.0034 | -0.155 | ||
| 16.20 | 17.10 | 312 | 63.8% | 0.29 | 0.0031 | -0.151 | 400 | 111.45 | 114.05 | 10 | 62.9% | -0.73 | 0.0033 | -0.149 | ||
| 14.60 | 15.50 | 99 | 63.8% | 0.27 | 0.0030 | -0.145 | 410 | 119.90 | 122.50 | 3 | 63.0% | -0.75 | 0.0032 | -0.143 | ||
| 12.95 | 13.80 | 81 | 63.5% | 0.25 | 0.0028 | -0.139 | 420 | 128.45 | 131.00 | 51 | 63.0% | -0.78 | 0.0031 | -0.137 | ||
| 11.65 | 12.45 | 1 | 76 | 63.6% | 0.23 | 0.0027 | -0.133 | 430 | 137.15 | 140.35 | 26 | 63.6% | -0.80 | 0.0030 | -0.130 | |
| 10.65 | 11.25 | 70 | 63.8% | 0.21 | 0.0026 | -0.128 | 440 | 146.05 | 148.95 | 15 | 63.4% | -0.82 | 0.0029 | -0.124 | ||
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 — Feb 19, 2027
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.
callsputs