NET cadena de opciones Cloudflare, Inc.
Cboe delayed options data · a fecha de 12:36 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 ±54.7% (126.03–429.83) · ATM IV 60.6% · P/C interés abierto 0.28
| 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 | |
| 152.00 | 156.50 | 300 | 487 | 64.6% | 0.91 | 0.0008 | -0.015 | 140 | 11.20 | 14.30 | 139 | 65.1% | -0.09 | 0.0008 | -0.033 | |
| 148.50 | 153.00 | 6 | 64.3% | 0.91 | 0.0008 | -0.017 | 145 | 12.35 | 15.70 | 10 | 64.8% | -0.10 | 0.0009 | -0.035 | ||
| 145.10 | 149.50 | 47 | 64.0% | 0.90 | 0.0009 | -0.019 | 150 | 13.50 | 16.25 | 246 | 63.8% | -0.11 | 0.0009 | -0.037 | ||
| 142.00 | 146.50 | 4 | 64.3% | 0.89 | 0.0009 | -0.022 | 155 | 15.00 | 18.70 | 13 | 64.5% | -0.12 | 0.0010 | -0.038 | ||
| 138.50 | 143.00 | 80 | 63.7% | 0.88 | 0.0010 | -0.024 | 160 | 16.50 | 20.10 | 51 | 64.3% | -0.12 | 0.0010 | -0.040 | ||
| 135.50 | 140.00 | 29 | 63.8% | 0.87 | 0.0010 | -0.026 | 165 | 18.00 | 21.35 | 1 | 271 | 63.9% | -0.13 | 0.0011 | -0.042 | |
| 132.50 | 136.50 | 52 | 63.5% | 0.87 | 0.0011 | -0.028 | 170 | 19.50 | 22.15 | 20 | 200 | 63.1% | -0.14 | 0.0011 | -0.044 | |
| 129.00 | 133.50 | 27 | 63.0% | 0.86 | 0.0011 | -0.030 | 175 | 21.00 | 24.50 | 28 | 63.3% | -0.15 | 0.0012 | -0.045 | ||
| 126.00 | 130.50 | 42 | 62.9% | 0.85 | 0.0012 | -0.032 | 180 | 23.00 | 26.20 | 149 | 63.2% | -0.16 | 0.0012 | -0.047 | ||
| 123.00 | 127.50 | 36 | 62.7% | 0.84 | 0.0012 | -0.034 | 185 | 24.50 | 28.00 | 29 | 62.9% | -0.17 | 0.0013 | -0.049 | ||
| 120.50 | 124.80 | 50 | 62.9% | 0.83 | 0.0013 | -0.036 | 190 | 27.15 | 29.40 | 98 | 63.0% | -0.18 | 0.0013 | -0.050 | ||
| 117.50 | 122.00 | 59 | 62.6% | 0.82 | 0.0013 | -0.038 | 195 | 28.50 | 32.15 | 67 | 62.9% | -0.19 | 0.0014 | -0.052 | ||
| 115.00 | 119.00 | 3 | 431 | 62.5% | 0.81 | 0.0014 | -0.040 | 200 | 30.45 | 33.15 | 407 | 62.2% | -0.20 | 0.0014 | -0.053 | |
| 109.50 | 113.85 | 1,334 | 62.3% | 0.80 | 0.0014 | -0.043 | 210 | 35.00 | 38.35 | 105 | 62.7% | -0.22 | 0.0015 | -0.056 | ||
| 104.50 | 108.50 | 753 | 61.9% | 0.78 | 0.0015 | -0.047 | 220 | 39.00 | 42.70 | 1 | 55 | 62.2% | -0.24 | 0.0016 | -0.059 | |
| 99.50 | 103.60 | 402 | 61.6% | 0.76 | 0.0016 | -0.050 | 230 | 44.00 | 47.65 | 97 | 62.3% | -0.26 | 0.0017 | -0.061 | ||
| 95.00 | 98.40 | 389 | 61.3% | 0.74 | 0.0016 | -0.053 | 240 | 49.00 | 52.50 | 21 | 62.0% | -0.28 | 0.0018 | -0.063 | ||
| 90.50 | 94.00 | 1 | 606 | 61.1% | 0.72 | 0.0017 | -0.055 | 250 | 54.20 | 57.50 | 248 | 61.8% | -0.30 | 0.0018 | -0.065 | |
| 86.00 | 90.30 | 862 | 61.0% | 0.70 | 0.0018 | -0.058 | 260 | 59.50 | 62.95 | 41 | 61.6% | -0.32 | 0.0019 | -0.067 | ||
| 82.00 | 86.30 | 1,375 | 60.9% | 0.68 | 0.0018 | -0.060 | 270 | 65.00 | 68.50 | 27 | 61.4% | -0.34 | 0.0020 | -0.068 | ||
| 78.50 | 81.50 | 1,510 | 60.5% | 0.66 | 0.0019 | -0.061 | 280 | 70.80 | 73.00 | 1 | 44 | 60.7% | -0.36 | 0.0020 | -0.069 | |
| 74.50 | 77.50 | 181 | 60.0% | 0.65 | 0.0019 | -0.063 | 290 | 76.00 | 80.50 | 41 | 60.9% | -0.38 | 0.0021 | -0.070 | ||
| 71.00 | 73.90 | 15 | 577 | 59.9% | 0.63 | 0.0020 | -0.065 | 300 | 82.50 | 86.50 | 68 | 60.8% | -0.40 | 0.0022 | -0.071 | |
| 67.50 | 71.50 | 14 | 100 | 60.0% | 0.61 | 0.0020 | -0.066 | 310 | 89.00 | 92.80 | 11 | 60.7% | -0.42 | 0.0022 | -0.072 | |
| 64.50 | 68.00 | 56 | 481 | 59.9% | 0.59 | 0.0020 | -0.067 | 320 | 95.50 | 99.50 | 164 | 60.6% | -0.44 | 0.0023 | -0.072 | |
| 61.00 | 65.00 | 15 | 26 | 59.6% | 0.57 | 0.0020 | -0.068 | 330 | 102.30 | 105.70 | 62 | 60.3% | -0.46 | 0.0023 | -0.073 | |
| 58.00 | 62.20 | 16 | 85 | 59.4% | 0.56 | 0.0020 | -0.068 | 340 | 108.80 | 112.30 | 152 | 59.9% | -0.48 | 0.0023 | -0.073 | |
| 55.50 | 59.50 | 11 | 405 | 59.4% | 0.54 | 0.0021 | -0.069 | 350 | 116.00 | 120.00 | 304 | 60.2% | -0.50 | 0.0024 | -0.073 | |
| 53.15 | 56.55 | 146 | 59.3% | 0.52 | 0.0021 | -0.069 | 360 | 123.00 | 127.00 | 3 | 59.9% | -0.51 | 0.0024 | -0.073 | ||
| 50.60 | 54.05 | 78 | 59.2% | 0.51 | 0.0021 | -0.069 | 370 | 130.50 | 134.00 | 501 | 59.8% | -0.53 | 0.0024 | -0.073 | ||
| 48.25 | 51.50 | 1,774 | 59.0% | 0.49 | 0.0021 | -0.070 | 380 | 138.00 | 141.50 | 130 | 59.7% | -0.55 | 0.0025 | -0.072 | ||
| 46.00 | 49.00 | 278 | 58.8% | 0.48 | 0.0021 | -0.070 | 390 | 145.50 | 149.00 | 152 | 59.5% | -0.57 | 0.0025 | -0.072 | ||
| 44.50 | 47.00 | 1 | 2,443 | 59.0% | 0.46 | 0.0021 | -0.069 | 400 | 153.00 | 157.00 | 7 | 12 | 59.5% | -0.59 | 0.0025 | -0.071 |
| 41.50 | 45.00 | 3 | 171 | 58.6% | 0.45 | 0.0021 | -0.069 | 410 | 160.80 | 164.50 | 59.2% | -0.61 | 0.0025 | -0.071 | ||
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 — Jan 21, 2028
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