NOW cadena de opciones ServiceNow, Inc.
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 ±27.2% (105.62–184.72) · ATM IV 53.4% · P/C interés abierto 1.26
| 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 | |
| 69.80 | 73.15 | 251 | 0.97 | 0.0011 | -0.001 | 75 | 0.5600 | 0.8100 | 3 | 2,512 | 61.3% | -0.03 | 0.0011 | -0.012 | ||
| 65.15 | 68.50 | 294 | 25.7% | 0.96 | 0.0014 | -0.004 | 80 | 0.8100 | 1.22 | 3,159 | 60.9% | -0.04 | 0.0014 | -0.015 | ||
| 60.60 | 63.85 | 209 | 44.4% | 0.95 | 0.0018 | -0.009 | 85 | 1.10 | 1.40 | 3 | 2,264 | 58.4% | -0.05 | 0.0018 | -0.018 | |
| 56.15 | 59.40 | 2 | 488 | 47.8% | 0.94 | 0.0023 | -0.013 | 90 | 1.49 | 2.02 | 5,396 | 57.9% | -0.06 | 0.0023 | -0.022 | |
| 51.80 | 55.05 | 1 | 317 | 49.1% | 0.92 | 0.0028 | -0.018 | 95 | 1.84 | 2.58 | 1,396 | 56.2% | -0.08 | 0.0029 | -0.026 | |
| 49.25 | 50.85 | 5 | 1,078 | 55.2% | 0.90 | 0.0034 | -0.023 | 100 | 2.63 | 3.05 | 2 | 3,812 | 55.1% | -0.10 | 0.0034 | -0.031 |
| 45.05 | 46.85 | 433 | 54.4% | 0.87 | 0.0040 | -0.029 | 105 | 3.60 | 4.25 | 7 | 1,166 | 55.7% | -0.13 | 0.0040 | -0.036 | |
| 41.35 | 42.90 | 2,809 | 54.2% | 0.84 | 0.0046 | -0.034 | 110 | 4.60 | 5.50 | 6,040 | 55.5% | -0.16 | 0.0047 | -0.040 | ||
| 37.65 | 39.20 | 580 | 53.7% | 0.81 | 0.0052 | -0.039 | 115 | 5.85 | 6.75 | 21 | 1,769 | 55.0% | -0.19 | 0.0053 | -0.045 | |
| 34.50 | 35.70 | 2 | 2,194 | 53.9% | 0.78 | 0.0058 | -0.044 | 120 | 7.40 | 8.25 | 20 | 1,127 | 54.8% | -0.22 | 0.0059 | -0.050 |
| 31.05 | 32.45 | 10 | 559 | 53.3% | 0.75 | 0.0063 | -0.049 | 125 | 9.10 | 9.80 | 8 | 491 | 54.3% | -0.26 | 0.0064 | -0.053 |
| 28.10 | 29.40 | 2 | 1,093 | 53.2% | 0.71 | 0.0068 | -0.053 | 130 | 10.95 | 11.70 | 14 | 1,362 | 54.0% | -0.30 | 0.0069 | -0.057 |
| 25.40 | 26.65 | 11 | 985 | 53.3% | 0.67 | 0.0072 | -0.056 | 135 | 13.15 | 13.85 | 4 | 996 | 53.9% | -0.33 | 0.0074 | -0.060 |
| 22.90 | 24.05 | 27 | 3,072 | 53.2% | 0.63 | 0.0075 | -0.059 | 140 | 15.45 | 16.45 | 38 | 1,150 | 54.0% | -0.37 | 0.0077 | -0.062 |
| 20.55 | 21.60 | 4 | 445 | 53.0% | 0.59 | 0.0077 | -0.061 | 145 | 18.10 | 18.85 | 9 | 520 | 53.8% | -0.41 | 0.0080 | -0.064 |
| 18.55 | 19.50 | 23 | 7,030 | 53.3% | 0.55 | 0.0079 | -0.063 | 150 | 20.85 | 21.65 | 2 | 695 | 53.7% | -0.45 | 0.0082 | -0.065 |
| 16.50 | 17.55 | 7 | 512 | 53.2% | 0.52 | 0.0080 | -0.063 | 155 | 23.75 | 24.80 | 1 | 152 | 53.8% | -0.49 | 0.0083 | -0.065 |
| 14.70 | 15.70 | 34 | 746 | 53.1% | 0.48 | 0.0080 | -0.064 | 160 | 26.95 | 28.15 | 54 | 54.0% | -0.53 | 0.0083 | -0.065 | |
| 13.00 | 14.10 | 4 | 454 | 53.0% | 0.44 | 0.0079 | -0.063 | 165 | 30.25 | 31.55 | 36 | 54.0% | -0.57 | 0.0083 | -0.064 | |
| 11.55 | 12.55 | 6 | 846 | 52.9% | 0.41 | 0.0078 | -0.062 | 170 | 33.60 | 35.15 | 129 | 53.9% | -0.60 | 0.0082 | -0.063 | |
| 10.80 | 11.15 | 16 | 1,919 | 53.6% | 0.38 | 0.0076 | -0.061 | 175 | 37.35 | 38.95 | 107 | 54.2% | -0.64 | 0.0081 | -0.061 | |
| 9.00 | 9.95 | 7 | 589 | 52.7% | 0.35 | 0.0074 | -0.059 | 180 | 41.20 | 42.85 | 3 | 16 | 54.4% | -0.67 | 0.0079 | -0.059 |
| 8.20 | 8.75 | 29 | 606 | 52.9% | 0.32 | 0.0071 | -0.057 | 185 | 45.20 | 46.95 | 1 | 54.8% | -0.70 | 0.0077 | -0.056 | |
| 7.05 | 7.80 | 18 | 582 | 52.6% | 0.29 | 0.0068 | -0.055 | 190 | 49.25 | 51.10 | 48 | 55.0% | -0.73 | 0.0075 | -0.054 | |
| 6.20 | 6.95 | 2 | 196 | 52.6% | 0.27 | 0.0066 | -0.053 | 195 | 53.35 | 55.35 | 8 | 55.2% | -0.76 | 0.0072 | -0.051 | |
| 5.75 | 6.20 | 31 | 625 | 53.1% | 0.24 | 0.0062 | -0.051 | 200 | 57.55 | 59.75 | 22 | 55.4% | -0.79 | 0.0070 | -0.049 | |
| 4.40 | 4.85 | 27 | 73 | 52.9% | 0.20 | 0.0056 | -0.046 | 210 | 66.40 | 68.65 | 56.1% | -0.83 | 0.0064 | -0.043 | ||
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 — Mar 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.