NET cadena de opciones Cloudflare, Inc.

Vencimiento Cboe delayed options data · a fecha de 00:36 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 ±9.0% (250.75–300.25) · ATM IV 53.9% · P/C interés abierto 0.86

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
131.00	134.60		26		1.00	0.0000	0.000	140	0	1.21		329	162.4%	-0.00	0.0000	-0.005
126.10	129.45		13		1.00	0.0001	0.000	145	0	1.15		218	153.5%	-0.00	0.0001	-0.006
121.75	124.05	1	158		1.00	0.0001	0.000	150	0	0.4600		440	127.8%	-0.00	0.0001	-0.007
116.15	119.45	1	177		1.00	0.0001	0.000	155	0	0.4200		554	120.0%	-0.00	0.0001	-0.008
111.15	114.45		1,746		1.00	0.0001	0.000	160	0	0.4200		1,029	113.9%	-0.00	0.0001	-0.010
106.10	109.15		24		1.00	0.0002	0.000	165	0	0.4300		215	108.3%	-0.00	0.0002	-0.011
101.10	104.10		28		1.00	0.0002	-0.001	170	0	0.4400		2,080	102.8%	-0.00	0.0002	-0.013
96.15	99.55		32		1.00	0.0002	-0.004	175	0	0.4500		1,152	97.5%	-0.00	0.0002	-0.015
91.15	94.55		75		1.00	0.0003	-0.007	180	0	0.4700		1,018	92.5%	-0.00	0.0003	-0.017
86.25	89.55		97		0.99	0.0004	-0.010	185	0.0100	0.4800	509	445	87.6%	-0.01	0.0004	-0.020
81.20	84.35		227		0.99	0.0005	-0.014	190	0	0.5100		362	82.8%	-0.01	0.0005	-0.024
76.25	79.65		636		0.99	0.0006	-0.020	195	0	0.1300	170	949	64.9%	-0.01	0.0006	-0.029
71.25	74.50	1	242		0.99	0.0008	-0.027	200	0	0.3000	3	2,358	67.2%	-0.01	0.0008	-0.036
61.50	64.80		335	55.8%	0.98	0.0014	-0.048	210	0.0800	0.4500	9	1,059	62.8%	-0.02	0.0014	-0.056
51.70	55.05		146	54.8%	0.96	0.0024	-0.082	220	0.3100	0.6400	1	388	59.1%	-0.04	0.0024	-0.088
42.20	45.45	1	1,104	53.4%	0.93	0.0041	-0.132	230	0.7900	1.72	16	549	60.3%	-0.07	0.0041	-0.138
37.75	41.00			54.8%	0.91	0.0052	-0.165	235	0.8200	2.08	1	227	56.5%	-0.10	0.0052	-0.170
33.20	36.70		581	54.4%	0.87	0.0064	-0.201	240	1.91	2.45	32	1,197	57.1%	-0.13	0.0064	-0.206
29.10	32.55	20		54.8%	0.84	0.0077	-0.240	245	2.66	3.20	18	86	56.2%	-0.16	0.0077	-0.244
25.20	27.95	16	900	52.8%	0.79	0.0090	-0.279	250	3.55	4.20	39	1,277	55.3%	-0.21	0.0091	-0.283
21.40	24.10		1	52.2%	0.74	0.0102	-0.315	255	4.70	5.95	55	95	55.9%	-0.26	0.0103	-0.319
19.65	22.45			52.4%	0.72	0.0108	-0.331	257.5	5.20	7.30	2	7	56.6%	-0.29	0.0109	-0.335
17.95	21.15		5,280	53.3%	0.69	0.0113	-0.346	260	6.25	7.75	45	2,475	56.0%	-0.31	0.0114	-0.350
16.45	18.90		2	51.9%	0.66	0.0118	-0.359	262.5	6.85	8.85	4	12	55.6%	-0.34	0.0118	-0.362
14.95	17.85	107	117	53.0%	0.63	0.0122	-0.370	265	8.05	10.10	10	58	56.6%	-0.38	0.0122	-0.373
13.55	16.00		1	52.0%	0.60	0.0125	-0.378	267.5	8.95	10.95	6	21	55.6%	-0.41	0.0126	-0.381
12.25	14.70	13	1,157	52.2%	0.56	0.0127	-0.384	270	10.10	12.35	81	1,891	56.1%	-0.44	0.0128	-0.387
11.35	13.35	1	2	52.8%	0.53	0.0128	-0.388	272.5	11.20	13.35	1	203	55.2%	-0.47	0.0129	-0.390
9.80	12.20	5	6	52.0%	0.50	0.0129	-0.388	275	12.50	15.00	21	72	55.8%	-0.50	0.0130	-0.391
9.10	11.10	21	14	52.9%	0.47	0.0129	-0.387	277.5	13.70	16.20	7	71	54.9%	-0.54	0.0130	-0.389
7.70	9.85	36	572	51.5%	0.44	0.0127	-0.383	280	15.10	17.95	70	1,377	55.3%	-0.57	0.0128	-0.385
7.00	9.25	8	52	52.8%	0.41	0.0126	-0.377	282.5	16.90	19.40		30	55.6%	-0.60	0.0127	-0.379
6.10	8.35	16	59	52.6%	0.38	0.0123	-0.368	285	18.60	21.15	1	32	56.0%	-0.63	0.0124	-0.370
5.65	7.45	5	18	53.1%	0.35	0.0120	-0.358	287.5	20.05	22.40	1	53	54.4%	-0.66	0.0121	-0.360
5.00	6.70	16	1,283	53.2%	0.32	0.0116	-0.346	290	21.55	24.60	20	487	54.8%	-0.68	0.0117	-0.347
4.50	6.20		13	54.0%	0.29	0.0111	-0.332	292.5	23.30	26.75	1	5	55.4%	-0.71	0.0113	-0.334
3.80	5.30	10	28	53.0%	0.27	0.0107	-0.317	295	25.60	27.90		26	54.5%	-0.74	0.0108	-0.319
3.45	5.00		28	54.2%	0.24	0.0102	-0.301	297.5	27.60	30.45		22	56.3%	-0.76	0.0103	-0.302
3.40	3.80	111	1,905	53.5%	0.22	0.0096	-0.285	300	29.70	32.45		710	56.6%	-0.78	0.0097	-0.286
2.51	3.85	1	15	53.6%	0.20	0.0091	-0.268	302.5	31.60	33.85		8	54.2%	-0.81	0.0092	-0.269
2.35	3.15	7	233	53.4%	0.18	0.0085	-0.251	305	33.80	36.70	1	8	57.0%	-0.83	0.0086	-0.251
1.87	2.92	6	18	53.3%	0.16	0.0079	-0.234	307.5	35.55	38.85			55.8%	-0.84	0.0081	-0.233
1.79	2.34	138	2,296	53.2%	0.15	0.0074	-0.217	310	37.95	41.05	12	226	56.7%	-0.86	0.0075	-0.216
1.32	2.32	9	4	53.4%	0.13	0.0068	-0.200	312.5	40.50	42.60			55.5%	-0.88	0.0070	-0.199
1.19	2.04	17	57	53.8%	0.12	0.0063	-0.185	315	42.40	45.55	2	50	57.1%	-0.89	0.0064	-0.183
0.8800	1.50	246	2,411	53.7%	0.09	0.0053	-0.155	320	47.00	49.55	1	201	54.3%	-0.92	0.0055	-0.154
0.6700	1.15	237	184	54.1%	0.07	0.0044	-0.130	325	51.35	54.85		1	56.0%	-0.94	0.0047	-0.129
0.3600	1.00	68	1,939	54.3%	0.06	0.0036	-0.108	330	56.35	59.70		86	58.6%	-0.95	0.0040	-0.114
0.1400	0.4700	91	1,784	53.0%	0.04	0.0025	-0.075	340	66.10	69.35		2	60.1%	-0.98	0.0030	-0.084
0.1200	0.3400	15	788	56.3%	0.02	0.0017	-0.053	350	75.95	79.25		108	63.0%	-0.99	0.0020	-0.051
0.1000	0.5700	106	1,912	65.1%	0.02	0.0012	-0.039	360	86.00	89.25		4	69.6%	-1.00	0.0008	-0.037
0	0.5000	1	1,140	67.5%	0.01	0.0008	-0.029	370	95.95	99.25		101	74.4%	-1.00	0.0002	-0.034
0.0100	0.4100	9	2,395	70.7%	0.01	0.0006	-0.022	380	105.85	109.30			78.8%	-1.00	0.0000	-0.034
0	0.4800	2	106	76.8%	0.01	0.0004	-0.017	390	115.85	119.25			82.7%	-1.00	0.0000	-0.034
0	0.3800		1,082	78.9%	0.00	0.0003	-0.013	400	126.15	129.30			94.3%	-1.00	0.0000	-0.034
0	0.5200		53	86.7%	0.00	0.0002	-0.011	410	135.85	139.30			93.8%	-1.00	0.0000	-0.034

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 — Sep 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.

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NET cadena de opciones Cloudflare, Inc.

Sonrisa de volatilidad — Sep 18, 2026

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