NU cadena de opciones Nu Holdings Ltd.
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 ±14.2% (13.04–17.37) · ATM IV 61.2% · P/C interés abierto 0.46
| 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 | |
| 7.15 | 7.40 | 2 | 118.4% | 0.99 | 0.0052 | -0.001 | 8 | 0 | 0.0300 | 400 | 674 | 100.0% | -0.01 | 0.0052 | -0.002 | |
| 6.15 | 6.40 | 40 | 97.5% | 0.98 | 0.0102 | -0.002 | 9 | 0 | 0.0400 | 503 | 86.9% | -0.02 | 0.0103 | -0.003 | ||
| 5.70 | 5.90 | 96.4% | 0.98 | 0.0141 | -0.003 | 9.5 | 0.0100 | 0.0500 | 84.1% | -0.02 | 0.0142 | -0.003 | ||||
| 5.20 | 5.45 | 16 | 311 | 93.2% | 0.97 | 0.0192 | -0.003 | 10 | 0.0200 | 0.0600 | 252 | 3,979 | 80.0% | -0.03 | 0.0193 | -0.004 |
| 4.70 | 4.95 | 83.8% | 0.96 | 0.0258 | -0.004 | 10.5 | 0.0300 | 0.0800 | 4 | 76.5% | -0.04 | 0.0259 | -0.005 | |||
| 4.25 | 4.45 | 496 | 79.5% | 0.94 | 0.0343 | -0.006 | 11 | 0.0500 | 0.1000 | 26.5K | 73.1% | -0.06 | 0.0344 | -0.006 | ||
| 3.75 | 4.00 | 74.5% | 0.92 | 0.0447 | -0.007 | 11.5 | 0.0800 | 0.1400 | 4 | 71.2% | -0.08 | 0.0449 | -0.008 | |||
| 3.35 | 3.55 | 3 | 2,182 | 75.0% | 0.89 | 0.0573 | -0.009 | 12 | 0.1300 | 0.1700 | 7 | 16.7K | 68.3% | -0.11 | 0.0575 | -0.009 |
| 2.92 | 3.10 | 71.6% | 0.86 | 0.0718 | -0.011 | 12.5 | 0.2000 | 0.2500 | 4 | 60 | 67.8% | -0.14 | 0.0721 | -0.011 | ||
| 2.51 | 2.67 | 2 | 6,792 | 68.7% | 0.82 | 0.0879 | -0.012 | 13 | 0.2900 | 0.3400 | 61 | 63.2K | 66.5% | -0.18 | 0.0883 | -0.013 |
| 2.13 | 2.27 | 66.6% | 0.77 | 0.1047 | -0.014 | 13.5 | 0.4000 | 0.4500 | 10 | 139 | 64.9% | -0.23 | 0.1052 | -0.014 | ||
| 1.78 | 1.90 | 5 | 117.3K | 64.8% | 0.71 | 0.1210 | -0.015 | 14 | 0.5400 | 0.6000 | 651 | 52.0K | 63.7% | -0.29 | 0.1216 | -0.015 |
| 1.46 | 1.54 | 21 | 58 | 62.5% | 0.65 | 0.1350 | -0.016 | 14.5 | 0.7100 | 0.7800 | 199 | 62.4% | -0.36 | 0.1358 | -0.016 | |
| 1.18 | 1.25 | 92 | 44.3K | 61.5% | 0.57 | 0.1453 | -0.017 | 15 | 0.9300 | 0.9700 | 208 | 9,528 | 60.9% | -0.43 | 0.1463 | -0.017 |
| 0.9300 | 0.9900 | 84 | 54 | 60.2% | 0.50 | 0.1504 | -0.017 | 15.5 | 1.16 | 1.24 | 200 | 6 | 60.0% | -0.50 | 0.1518 | -0.017 |
| 0.7200 | 0.7600 | 1,865 | 59.5K | 58.9% | 0.43 | 0.1499 | -0.016 | 16 | 1.45 | 1.53 | 2 | 11.2K | 59.2% | -0.58 | 0.1515 | -0.016 |
| 0.5400 | 0.6000 | 10 | 29 | 58.4% | 0.35 | 0.1438 | -0.015 | 16.5 | 1.74 | 1.86 | 14 | 57.6% | -0.65 | 0.1458 | -0.015 | |
| 0.4000 | 0.4600 | 582 | 48.3K | 57.9% | 0.29 | 0.1332 | -0.014 | 17 | 2.11 | 2.26 | 619 | 58.6% | -0.71 | 0.1356 | -0.014 | |
| 0.2900 | 0.3400 | 10 | 51 | 57.1% | 0.23 | 0.1195 | -0.012 | 17.5 | 2.43 | 2.61 | 54.0% | -0.77 | 0.1223 | -0.012 | ||
| 0.2000 | 0.2400 | 97 | 47.5K | 55.9% | 0.18 | 0.1043 | -0.011 | 18 | 2.82 | 3.55 | 67 | 73.0% | -0.82 | 0.1074 | -0.011 | |
| 0.1300 | 0.1900 | 55.9% | 0.14 | 0.0889 | -0.009 | 18.5 | 3.10 | 4.15 | 74.9% | -0.86 | 0.0922 | -0.009 | ||||
| 0.0900 | 0.1300 | 50 | 48.9K | 55.2% | 0.11 | 0.0744 | -0.008 | 19 | 3.70 | 4.60 | 7 | 82.9% | -0.90 | 0.0781 | -0.008 | |
| 0.0500 | 0.1000 | 54.8% | 0.09 | 0.0613 | -0.006 | 19.5 | 4.15 | 5.00 | 82.4% | -0.92 | 0.0653 | -0.006 | ||||
| 0.0300 | 0.0700 | 6 | 23.4K | 54.4% | 0.07 | 0.0500 | -0.005 | 20 | 4.65 | 5.50 | 2 | 87.7% | -0.95 | 0.0543 | -0.005 | |
| 0.0200 | 0.0600 | 55.9% | 0.05 | 0.0404 | -0.004 | 20.5 | 5.10 | 6.00 | 90.5% | -0.96 | 0.0457 | -0.004 | ||||
| 0.0100 | 0.0500 | 1,376 | 56.6% | 0.04 | 0.0325 | -0.004 | 21 | 4.10 | 7.80 | 84.8% | -0.98 | 0.0374 | -0.003 | |||
| 0 | 0.0300 | 354 | 57.1% | 0.02 | 0.0208 | -0.002 | 22 | 5.30 | 8.85 | 106.8% | -0.99 | 0.0189 | -0.002 | |||
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 — Nov 20, 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.