OKLO cadena de opciones Oklo Inc.
Cboe delayed options data · a fecha de 06:40 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 ±7.1% (25.37–29.23) · ATM IV 83.9% · P/C interés abierto 0.44
| 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 | |
| 6.75 | 8.00 | 2 | 2 | 199.8% | 0.99 | 0.0050 | -0.004 | 20 | 0 | 0.0800 | 11 | 13 | 153.9% | -0.01 | 0.0050 | -0.005 |
| 5.75 | 6.75 | 2 | 123.8% | 0.99 | 0.0100 | -0.009 | 21 | 0 | 0.2200 | 2 | 161.7% | -0.01 | 0.0101 | -0.010 | ||
| 4.75 | 5.80 | 4 | 1 | 117.2% | 0.97 | 0.0195 | -0.018 | 22 | 0 | 0.0500 | 28 | 2 | 103.8% | -0.03 | 0.0195 | -0.018 |
| 3.80 | 4.95 | 6 | 2 | 124.2% | 0.95 | 0.0360 | -0.032 | 23 | 0.0100 | 0.0900 | 33 | 10 | 96.5% | -0.05 | 0.0360 | -0.033 |
| 3.15 | 3.60 | 38 | 76 | 99.9% | 0.90 | 0.0624 | -0.054 | 24 | 0.1100 | 0.1500 | 410 | 62 | 96.2% | -0.10 | 0.0625 | -0.055 |
| 2.33 | 2.56 | 146 | 56 | 86.2% | 0.83 | 0.0986 | -0.083 | 25 | 0.2200 | 0.2700 | 478 | 850 | 89.9% | -0.17 | 0.0988 | -0.084 |
| 1.58 | 1.83 | 127 | 180 | 87.1% | 0.71 | 0.1371 | -0.112 | 26 | 0.4200 | 0.5200 | 262 | 282 | 86.3% | -0.29 | 0.1375 | -0.112 |
| 1.26 | 1.43 | 28 | 42 | 83.3% | 0.63 | 0.1524 | -0.122 | 26.5 | 0.5700 | 0.7000 | 180 | 192 | 87.2% | -0.37 | 0.1530 | -0.123 |
| 1.01 | 1.12 | 356 | 91 | 83.0% | 0.56 | 0.1622 | -0.128 | 27 | 0.8000 | 0.9000 | 602 | 244 | 84.5% | -0.45 | 0.1629 | -0.128 |
| 0.7900 | 0.8600 | 749 | 77 | 83.4% | 0.47 | 0.1649 | -0.127 | 27.5 | 1.07 | 1.14 | 342 | 386 | 84.4% | -0.53 | 0.1656 | -0.128 |
| 0.5800 | 0.6800 | 862 | 335 | 83.7% | 0.39 | 0.1601 | -0.122 | 28 | 1.34 | 1.45 | 293 | 646 | 82.8% | -0.61 | 0.1608 | -0.122 |
| 0.4300 | 0.4900 | 567 | 48 | 82.8% | 0.32 | 0.1487 | -0.111 | 28.5 | 1.67 | 1.82 | 54 | 388 | 83.8% | -0.68 | 0.1495 | -0.112 |
| 0.3000 | 0.3800 | 864 | 414 | 83.5% | 0.25 | 0.1328 | -0.098 | 29 | 2.03 | 2.25 | 44 | 519 | 86.1% | -0.75 | 0.1334 | -0.098 |
| 0.2200 | 0.2600 | 665 | 174 | 83.2% | 0.20 | 0.1144 | -0.083 | 29.5 | 2.28 | 2.67 | 8 | 53 | 77.5% | -0.81 | 0.1150 | -0.083 |
| 0.1500 | 0.1800 | 1,838 | 1,699 | 82.0% | 0.15 | 0.0958 | -0.069 | 30 | 2.86 | 3.10 | 37 | 584 | 88.4% | -0.85 | 0.0962 | -0.069 |
| 0.1000 | 0.1500 | 399 | 192 | 85.2% | 0.11 | 0.0782 | -0.056 | 30.5 | 3.20 | 3.60 | 9 | 93 | 84.4% | -0.89 | 0.0786 | -0.055 |
| 0.0600 | 0.0800 | 533 | 519 | 81.6% | 0.09 | 0.0628 | -0.044 | 31 | 3.75 | 4.00 | 27 | 277 | 87.5% | -0.92 | 0.0630 | -0.044 |
| 0.0500 | 0.0700 | 255 | 172 | 86.3% | 0.06 | 0.0497 | -0.035 | 31.5 | 4.20 | 4.55 | 10 | 396 | 95.4% | -0.94 | 0.0500 | -0.034 |
| 0.0200 | 0.0800 | 810 | 1,267 | 90.2% | 0.05 | 0.0390 | -0.027 | 32 | 4.55 | 5.15 | 60 | 691 | 96.1% | -0.96 | 0.0394 | -0.027 |
| 0.0100 | 0.0900 | 79 | 209 | 97.0% | 0.04 | 0.0304 | -0.021 | 32.5 | 5.20 | 5.80 | 24 | 163 | 136.7% | -0.97 | 0.0310 | -0.020 |
| 0.0200 | 0.0300 | 129 | 504 | 92.1% | 0.03 | 0.0236 | -0.016 | 33 | 5.70 | 5.95 | 29 | 354 | 110.1% | -0.98 | 0.0244 | -0.015 |
| 0 | 0.0300 | 55 | 162 | 91.0% | 0.02 | 0.0183 | -0.013 | 33.5 | 6.05 | 6.55 | 6 | 80 | 89.0% | -0.98 | 0.0190 | -0.012 |
| 0.0100 | 0.1200 | 56 | 221 | 122.1% | 0.02 | 0.0142 | -0.010 | 34 | 6.55 | 7.00 | 6 | 274 | -0.99 | 0.0146 | -0.009 | |
| 0 | 0.0500 | 20 | 602 | 109.5% | 0.01 | 0.0111 | -0.007 | 34.5 | 7.10 | 7.60 | 22 | 205 | 118.9% | -0.99 | 0.0110 | -0.007 |
| 0 | 0.1800 | 89 | 750 | 143.1% | 0.01 | 0.0086 | -0.006 | 35 | 7.55 | 8.00 | 66 | 287 | -0.99 | 0.0081 | -0.006 | |
| 0 | 0.0500 | 7 | 193 | 120.4% | 0.01 | 0.0068 | -0.005 | 35.5 | 7.95 | 8.80 | 2 | 64 | 150.9% | -1.00 | 0.0057 | -0.005 |
| 0 | 0.0200 | 18 | 280 | 111.4% | 0.01 | 0.0053 | -0.004 | 36 | 8.45 | 9.10 | 2 | 156 | -1.00 | 0.0039 | -0.004 | |
| 0 | 0.1100 | 10 | 130 | 147.9% | 0.00 | 0.0042 | -0.003 | 36.5 | 9.05 | 9.75 | 12 | 33 | 171.1% | -1.00 | 0.0026 | -0.004 |
| 0 | 0.0100 | 16 | 417 | 111.8% | 0.00 | 0.0033 | -0.002 | 37 | 9.55 | 10.40 | 5 | 230 | 196.8% | -1.00 | 0.0016 | -0.004 |
| 0 | 0.0100 | 1 | 172 | 116.1% | 0.00 | 0.0026 | -0.002 | 37.5 | 9.95 | 10.80 | 4 | 13 | 174.9% | -1.00 | 0.0010 | -0.004 |
| 0 | 0.0700 | 26 | 269 | 153.0% | 0.00 | 0.0021 | -0.001 | 38 | 10.55 | 11.15 | 14 | 175 | 170.5% | -1.00 | 0.0006 | -0.004 |
| 0 | 0.0200 | 13 | 70 | 134.2% | 0.00 | 0.0017 | -0.001 | 38.5 | 11.10 | 11.55 | 2 | 162.5% | -1.00 | 0.0004 | -0.004 | |
| 0 | 0.0500 | 10 | 306 | 155.3% | 0.00 | 0.0014 | -0.001 | 39 | 11.55 | 12.00 | 6 | 29 | -1.00 | 0.0002 | -0.004 | |
| 0 | 0.2500 | 84 | 159.9% | 0.00 | 0.0011 | -0.001 | 39.5 | 12.05 | 12.80 | 6 | 213.7% | -1.00 | 0.0001 | -0.004 | ||
| 0 | 0.0800 | 13 | 653 | 175.6% | 0.00 | 0.0009 | -0.001 | 40 | 12.65 | 13.15 | 2 | 40 | 211.2% | -1.00 | 0.0001 | -0.004 |
| 0 | 0.2500 | 13 | 217.8% | 0.00 | 0.0007 | -0.001 | 40.5 | 12.90 | 13.60 | 2 | 10 | -1.00 | 0.0000 | -0.004 | ||
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.
callsputs