NKE cadena de opciones NIKE, Inc.
Cboe delayed options data · a fecha de 18:36 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 ±1.6% (38.06–39.30) · ATM IV 35.2% · P/C interés abierto 0.72
| 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 | |
| 12.80 | 14.85 | 1 | 10 | 457.0% | 1.00 | 0.0002 | 0.000 | 25 | 0 | 0.0100 | 15 | 295.8% | -0.00 | 0.0002 | -0.000 | |
| 8.75 | 9.95 | 1 | 3 | 1.00 | 0.0007 | 0.000 | 29 | 0 | 0.4400 | 365.6% | -0.00 | 0.0007 | -0.001 | |||
| 7.85 | 9.15 | 2 | 9 | 1.00 | 0.0009 | 0.000 | 30 | 0 | 0.0500 | 25 | 220.6% | -0.00 | 0.0009 | -0.001 | ||
| 7.10 | 7.90 | 5 | 4 | 1.00 | 0.0014 | 0.000 | 31 | 0 | 0.4400 | 14 | 297.2% | -0.00 | 0.0014 | -0.001 | ||
| 6.15 | 7.35 | 11 | 7 | 188.3% | 1.00 | 0.0021 | 0.000 | 32 | 0 | 0.0100 | 22 | 358.8% | -0.00 | 0.0022 | -0.001 | |
| 5.35 | 6.15 | 7 | 162.1% | 1.00 | 0.0035 | 0.000 | 33 | 0 | 0.0200 | 24 | 129.0% | -0.00 | 0.0035 | -0.002 | ||
| 4.45 | 5.60 | 5 | 42 | 221.8% | 1.00 | 0.0063 | -0.000 | 34 | 0 | 0.0100 | 73 | 98.5% | -0.00 | 0.0063 | -0.002 | |
| 3.30 | 4.90 | 4 | 26 | 201.2% | 0.99 | 0.0124 | -0.002 | 35 | 0 | 0.0100 | 10 | 3,117 | 78.7% | -0.01 | 0.0124 | -0.004 |
| 2.81 | 3.50 | 50 | 5 | 0.99 | 0.0182 | -0.003 | 35.5 | 0 | 0.0100 | 5 | 15 | 68.9% | -0.01 | 0.0182 | -0.005 | |
| 2.67 | 2.83 | 41 | 91 | 84.7% | 0.99 | 0.0281 | -0.005 | 36 | 0 | 0.0100 | 21 | 2,987 | 59.0% | -0.01 | 0.0281 | -0.006 |
| 1.64 | 2.25 | 2 | 106 | 0.98 | 0.0457 | -0.008 | 36.5 | 0 | 0.0200 | 1,739 | 834 | 54.4% | -0.02 | 0.0457 | -0.009 | |
| 1.55 | 1.79 | 68 | 149 | 0.96 | 0.0810 | -0.013 | 37 | 0.0100 | 0.0200 | 474 | 2,044 | 46.8% | -0.04 | 0.0810 | -0.014 | |
| 1.19 | 1.26 | 436 | 387 | 36.2% | 0.93 | 0.1631 | -0.027 | 37.5 | 0.0200 | 0.0300 | 1,175 | 2,762 | 39.2% | -0.07 | 0.1631 | -0.027 |
| 0.7400 | 0.8000 | 7,755 | 1,229 | 34.4% | 0.82 | 0.3341 | -0.073 | 38 | 0.0700 | 0.0800 | 3,302 | 6,849 | 36.8% | -0.18 | 0.3344 | -0.073 |
| 0.4000 | 0.4200 | 3,485 | 2,992 | 35.0% | 0.61 | 0.5144 | -0.183 | 38.5 | 0.2000 | 0.2200 | 1,955 | 4,946 | 35.4% | -0.39 | 0.5197 | -0.183 |
| 0.1700 | 0.1800 | 5,947 | 6,510 | 35.2% | 0.35 | 0.4953 | -0.167 | 39 | 0.4500 | 0.4900 | 897 | 5,028 | 35.4% | -0.65 | 0.5145 | -0.169 |
| 0.0600 | 0.0800 | 2,962 | 6,773 | 37.9% | 0.17 | 0.3124 | -0.069 | 39.5 | 0.8400 | 0.9000 | 79 | 1,507 | 38.2% | -0.85 | 0.3269 | -0.075 |
| 0.0200 | 0.0300 | 3,364 | 18.5K | 40.0% | 0.08 | 0.1649 | -0.031 | 40 | 1.30 | 1.40 | 150 | 12.7K | 47.3% | -0.94 | 0.1632 | -0.043 |
| 0.0100 | 0.0200 | 832 | 5,283 | 46.5% | 0.04 | 0.0898 | -0.017 | 40.5 | 1.78 | 1.99 | 60 | 470 | 69.8% | -0.97 | 0.0816 | -0.032 |
| 0.0100 | 0.0200 | 173 | 6,268 | 56.6% | 0.03 | 0.0525 | -0.011 | 41 | 2.24 | 2.47 | 43 | 1,045 | 73.4% | -0.98 | 0.0437 | -0.028 |
| 0 | 0.0100 | 239 | 3,733 | 56.4% | 0.02 | 0.0327 | -0.007 | 41.5 | 2.72 | 3.15 | 5 | 17 | 108.2% | -0.99 | 0.0249 | -0.026 |
| 0 | 0.0100 | 30 | 1,996 | 64.8% | 0.01 | 0.0215 | -0.005 | 42 | 3.20 | 3.70 | 17 | 316 | 124.6% | -0.99 | 0.0150 | -0.025 |
| 0 | 0.0100 | 1,745 | 72.8% | 0.01 | 0.0149 | -0.004 | 42.5 | 3.65 | 4.35 | 18 | 55 | 149.0% | -1.00 | 0.0098 | -0.025 | |
| 0 | 0.0100 | 8 | 1,630 | 80.7% | 0.01 | 0.0108 | -0.003 | 43 | 4.15 | 5.80 | 3 | 246.8% | -1.00 | 0.0066 | -0.024 | |
| 0 | 0.0100 | 711 | 88.4% | 0.00 | 0.0082 | -0.003 | 43.5 | 4.70 | 5.40 | 185.4% | -1.00 | 0.0048 | -0.024 | |||
| 0 | 0.0100 | 1 | 612 | 96.0% | 0.00 | 0.0064 | -0.002 | 44 | 5.15 | 6.80 | 1 | 1 | 276.2% | -1.00 | 0.0036 | -0.024 |
| 0 | 0.0100 | 85 | 103.3% | 0.00 | 0.0052 | -0.002 | 44.5 | 5.70 | 6.40 | 2 | 209.6% | -1.00 | 0.0028 | -0.024 | ||
| 0 | 0.0100 | 2 | 1,087 | 110.6% | 0.00 | 0.0043 | -0.002 | 45 | 6.15 | 6.90 | 14 | 215.0% | -1.00 | 0.0023 | -0.024 | |
| 0 | 0.0100 | 99 | 303.4% | 0.00 | 0.0036 | -0.002 | 45.5 | 6.65 | 8.20 | 2 | 308.5% | -1.00 | 0.0019 | -0.024 | ||
| 0 | 0.0100 | 657 | 124.6% | 0.00 | 0.0031 | -0.002 | 46 | 7.15 | 8.80 | 1 | 1 | 330.0% | -1.00 | 0.0016 | -0.024 | |
| 0 | 0.0100 | 55 | 131.5% | 0.00 | 0.0027 | -0.001 | 46.5 | 7.70 | 8.45 | 2 | 1 | 260.9% | -1.00 | 0.0014 | -0.024 | |
| 0 | 0.0100 | 201 | 138.3% | 0.00 | 0.0024 | -0.001 | 47 | 8.20 | 8.95 | 1 | 1 | 271.7% | -1.00 | 0.0012 | -0.024 | |
| 0 | 0.0100 | 302 | 234.4% | 0.00 | 0.0019 | -0.001 | 48 | 9.15 | 10.80 | 378.8% | -1.00 | 0.0010 | -0.024 | |||
| 0 | 0.0100 | 146 | 164.2% | 0.00 | 0.0016 | -0.001 | 49 | 10.00 | 11.80 | 387.1% | -1.00 | 0.0008 | -0.024 | |||
| 0 | 0.0100 | 215 | 176.5% | 0.00 | 0.0014 | -0.001 | 50 | 11.10 | 12.80 | 1 | 418.7% | -1.00 | 0.0007 | -0.024 | ||
| 0 | 0.0100 | 12 | 188.6% | 0.00 | 0.0012 | -0.001 | 51 | 12.00 | 13.80 | 5 | 1 | 429.4% | -1.00 | 0.0006 | -0.024 | |
| 0 | 0.0100 | 124 | 300.9% | 0.00 | 0.0010 | -0.001 | 52 | 13.20 | 14.80 | 6 | 470.2% | -1.00 | 0.0005 | -0.024 | ||
| 0 | 0.0100 | 15 | 211.7% | 0.00 | 0.0009 | -0.001 | 53 | 14.25 | 15.75 | 8 | 490.0% | -1.00 | 0.0004 | -0.024 | ||
| 0 | 0.0100 | 8 | 233.6% | 0.00 | 0.0007 | -0.001 | 55 | 16.10 | 17.80 | 517.1% | -1.00 | 0.0003 | -0.024 | |||
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 04, 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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