OKLO cadena de opciones Oklo 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 ±20.2% (31.82–47.89) · ATM IV 68.4% · P/C interés abierto —
| 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 | |
| 11.05 | 12.20 | 77.3% | 0.90 | 0.0156 | -0.013 | 29 | 0 | 2.62 | 100.0% | -0.10 | 0.0156 | -0.020 | ||||
| 9.75 | 11.80 | 76.2% | 0.88 | 0.0180 | -0.016 | 30 | 0 | 2.75 | 94.6% | -0.12 | 0.0181 | -0.022 | ||||
| 9.50 | 10.65 | 78.9% | 0.86 | 0.0205 | -0.019 | 31 | 0 | 2.93 | 89.9% | -0.14 | 0.0206 | -0.025 | ||||
| 8.50 | 9.90 | 75.5% | 0.83 | 0.0231 | -0.022 | 32 | 0 | 1.50 | 63.3% | -0.17 | 0.0232 | -0.027 | ||||
| 7.90 | 9.25 | 77.9% | 0.80 | 0.0257 | -0.025 | 33 | 0 | 3.35 | 80.7% | -0.20 | 0.0259 | -0.029 | ||||
| 6.80 | 9.40 | 82.3% | 0.77 | 0.0282 | -0.028 | 34 | 0 | 3.50 | 75.2% | -0.23 | 0.0284 | -0.032 | ||||
| 6.30 | 7.90 | 74.7% | 0.74 | 0.0305 | -0.030 | 35 | 0.0800 | 3.80 | 72.0% | -0.26 | 0.0307 | -0.034 | ||||
| 5.90 | 7.10 | 75.0% | 0.70 | 0.0326 | -0.033 | 36 | 0.7400 | 2.97 | 62.9% | -0.30 | 0.0328 | -0.035 | ||||
| 5.50 | 7.20 | 82.8% | 0.67 | 0.0343 | -0.035 | 37 | 1.16 | 3.60 | 65.5% | -0.33 | 0.0346 | -0.037 | ||||
| 4.75 | 5.75 | 72.5% | 0.63 | 0.0357 | -0.037 | 38 | 1.52 | 3.65 | 61.3% | -0.37 | 0.0360 | -0.038 | ||||
| 4.15 | 5.20 | 20 | 71.2% | 0.59 | 0.0367 | -0.038 | 39 | 2.00 | 4.40 | 63.7% | -0.41 | 0.0370 | -0.039 | |||
| 3.90 | 4.75 | 1 | 73.2% | 0.56 | 0.0373 | -0.039 | 40 | 2.87 | 4.55 | 2 | 63.5% | -0.45 | 0.0377 | -0.040 | ||
| 2.65 | 4.95 | 71.5% | 0.52 | 0.0375 | -0.040 | 41 | 4.30 | 5.15 | 71.2% | -0.48 | 0.0379 | -0.040 | ||||
| 3.15 | 3.95 | 3 | 74.0% | 0.48 | 0.0373 | -0.041 | 42 | 4.85 | 6.10 | 73.7% | -0.52 | 0.0378 | -0.040 | |||
| 2.41 | 3.70 | 71.7% | 0.45 | 0.0368 | -0.041 | 43 | 5.50 | 6.90 | 75.1% | -0.55 | 0.0374 | -0.039 | ||||
| 1.52 | 3.25 | 65.7% | 0.42 | 0.0361 | -0.040 | 44 | 5.90 | 7.20 | 1 | 69.6% | -0.59 | 0.0366 | -0.039 | |||
| 2.19 | 3.00 | 4 | 74.6% | 0.39 | 0.0352 | -0.040 | 45 | 6.90 | 8.85 | 80.6% | -0.62 | 0.0357 | -0.038 | |||
| 1.84 | 2.88 | 75.3% | 0.36 | 0.0340 | -0.040 | 46 | 7.80 | 8.50 | 72.6% | -0.65 | 0.0347 | -0.037 | ||||
| 1.50 | 2.65 | 2 | 74.6% | 0.33 | 0.0328 | -0.039 | 47 | 7.85 | 9.75 | 70.5% | -0.67 | 0.0335 | -0.035 | |||
| 0.7100 | 2.20 | 66.8% | 0.31 | 0.0315 | -0.038 | 48 | 8.40 | 11.10 | 1 | 73.9% | -0.70 | 0.0322 | -0.034 | |||
| 0.7500 | 1.93 | 68.2% | 0.29 | 0.0301 | -0.037 | 49 | 9.65 | 11.20 | 71.2% | -0.72 | 0.0308 | -0.033 | ||||
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 — Oct 23, 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.