OKLO cadena de opciones Oklo 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 ±10.8% (35.42–44.04) · ATM IV 66.8% · P/C interés abierto 0.86
| 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 | |
| 19.45 | 21.00 | 1 | 231.9% | 1.00 | 0.0004 | 0.000 | 20 | 0 | 0.1000 | 8 | 157.9% | -0.00 | 0.0004 | -0.001 | ||
| 17.00 | 18.50 | 2 | 200.2% | 1.00 | 0.0010 | 0.000 | 22.5 | 0 | 0.1000 | 24 | 133.3% | -0.00 | 0.0010 | -0.002 | ||
| 14.65 | 15.60 | 39 | 155.4% | 0.99 | 0.0023 | 0.000 | 25 | 0.0100 | 0.0300 | 104 | 14.3K | 98.1% | -0.01 | 0.0023 | -0.004 | |
| 9.65 | 10.60 | 1 | 128 | 103.3% | 0.97 | 0.0118 | -0.011 | 30 | 0.0500 | 0.1100 | 17 | 2,641 | 78.1% | -0.03 | 0.0118 | -0.016 |
| 8.65 | 10.10 | 111.9% | 0.95 | 0.0159 | -0.016 | 31 | 0.0100 | 0.1500 | 47 | 70.5% | -0.05 | 0.0159 | -0.020 | |||
| 7.60 | 9.25 | 33 | 104.5% | 0.93 | 0.0211 | -0.021 | 32 | 0.1200 | 0.1600 | 130 | 151 | 70.6% | -0.07 | 0.0211 | -0.025 | |
| 6.80 | 7.65 | 82.0% | 0.91 | 0.0275 | -0.028 | 33 | 0.1600 | 0.2500 | 3 | 197 | 68.6% | -0.09 | 0.0276 | -0.031 | ||
| 5.95 | 6.35 | 2 | 8 | 67.7% | 0.88 | 0.0351 | -0.035 | 34 | 0.2900 | 0.3600 | 14 | 578 | 68.6% | -0.12 | 0.0352 | -0.038 |
| 5.20 | 5.60 | 21 | 258 | 71.9% | 0.84 | 0.0436 | -0.043 | 35 | 0.4400 | 0.5000 | 592 | 9,240 | 67.4% | -0.16 | 0.0438 | -0.045 |
| 4.40 | 4.75 | 5 | 35 | 69.2% | 0.79 | 0.0525 | -0.051 | 36 | 0.6600 | 0.7000 | 44 | 793 | 67.0% | -0.21 | 0.0527 | -0.053 |
| 4.05 | 4.35 | 68.7% | 0.76 | 0.0569 | -0.054 | 36.5 | 0.7900 | 0.8600 | 12 | 391 | 67.4% | -0.24 | 0.0571 | -0.056 | ||
| 3.70 | 3.95 | 67.7% | 0.73 | 0.0610 | -0.058 | 37 | 0.9300 | 1.01 | 42 | 514 | 67.2% | -0.27 | 0.0613 | -0.060 | ||
| 3.35 | 3.65 | 11 | 67.9% | 0.70 | 0.0648 | -0.061 | 37.5 | 1.10 | 1.23 | 9 | 317 | 68.1% | -0.30 | 0.0651 | -0.063 | |
| 3.00 | 3.25 | 16 | 23 | 65.8% | 0.66 | 0.0680 | -0.064 | 38 | 1.28 | 1.39 | 18 | 330 | 67.5% | -0.34 | 0.0684 | -0.065 |
| 2.75 | 3.05 | 63 | 62 | 68.1% | 0.63 | 0.0707 | -0.067 | 38.5 | 1.49 | 1.59 | 198 | 242 | 67.5% | -0.38 | 0.0711 | -0.068 |
| 2.52 | 2.66 | 204 | 1,556 | 67.0% | 0.59 | 0.0727 | -0.068 | 39 | 1.71 | 1.82 | 36 | 121 | 67.6% | -0.41 | 0.0732 | -0.069 |
| 2.22 | 2.39 | 58 | 50 | 66.2% | 0.55 | 0.0740 | -0.070 | 39.5 | 1.95 | 2.06 | 53 | 466 | 67.5% | -0.45 | 0.0744 | -0.070 |
| 2.03 | 2.18 | 132 | 1,831 | 67.4% | 0.52 | 0.0745 | -0.070 | 40 | 2.22 | 2.35 | 1,180 | 4,400 | 68.1% | -0.49 | 0.0750 | -0.071 |
| 1.83 | 1.93 | 104 | 1,081 | 67.3% | 0.48 | 0.0743 | -0.071 | 40.5 | 2.49 | 2.62 | 34 | 186 | 67.8% | -0.52 | 0.0748 | -0.071 |
| 1.62 | 1.74 | 172 | 103 | 67.4% | 0.44 | 0.0734 | -0.070 | 41 | 2.70 | 2.92 | 2 | 386 | 66.5% | -0.56 | 0.0739 | -0.070 |
| 1.45 | 1.55 | 85 | 148 | 67.6% | 0.41 | 0.0719 | -0.070 | 41.5 | 3.00 | 3.30 | 156 | 141 | 67.3% | -0.59 | 0.0725 | -0.069 |
| 1.28 | 1.41 | 189 | 249 | 68.2% | 0.38 | 0.0698 | -0.068 | 42 | 3.35 | 3.60 | 31 | 155 | 67.2% | -0.63 | 0.0704 | -0.068 |
| 1.16 | 1.28 | 47 | 116 | 69.2% | 0.35 | 0.0674 | -0.067 | 42.5 | 3.70 | 3.95 | 210 | 27 | 67.3% | -0.66 | 0.0680 | -0.066 |
| 1.03 | 1.10 | 37 | 821 | 68.7% | 0.32 | 0.0646 | -0.065 | 43 | 4.00 | 4.35 | 11 | 86 | 66.9% | -0.69 | 0.0652 | -0.064 |
| 0.9000 | 1.03 | 8 | 75 | 69.8% | 0.29 | 0.0616 | -0.063 | 43.5 | 4.40 | 4.70 | 27 | 9 | 66.9% | -0.71 | 0.0622 | -0.062 |
| 0.8000 | 0.9000 | 45 | 1,165 | 69.8% | 0.26 | 0.0584 | -0.060 | 44 | 4.80 | 5.20 | 8 | 23 | 69.3% | -0.74 | 0.0590 | -0.059 |
| 0.7100 | 0.7800 | 14 | 96 | 69.7% | 0.24 | 0.0552 | -0.058 | 44.5 | 5.05 | 5.65 | 1 | 9 | 67.3% | -0.76 | 0.0558 | -0.056 |
| 0.6400 | 0.7000 | 381 | 4,068 | 70.5% | 0.22 | 0.0519 | -0.056 | 45 | 5.80 | 5.95 | 37 | 4,086 | 72.2% | -0.79 | 0.0525 | -0.054 |
| 0.5100 | 0.6400 | 122 | 1,046 | 70.1% | 0.20 | 0.0487 | -0.053 | 45.5 | 5.80 | 6.40 | 6 | 63.2% | -0.80 | 0.0493 | -0.051 | |
| 0.5000 | 0.5700 | 20 | 122 | 71.7% | 0.18 | 0.0456 | -0.051 | 46 | 6.25 | 6.95 | 2 | 10 | 66.5% | -0.82 | 0.0461 | -0.048 |
| 0.4500 | 0.5000 | 35 | 54 | 72.1% | 0.17 | 0.0425 | -0.048 | 46.5 | 6.65 | 7.30 | 1 | 62.6% | -0.84 | 0.0431 | -0.045 | |
| 0.3900 | 0.4700 | 72 | 1,106 | 73.0% | 0.15 | 0.0396 | -0.046 | 47 | 7.05 | 7.85 | 1 | 9 | 63.9% | -0.85 | 0.0402 | -0.043 |
| 0.3500 | 0.4200 | 1 | 25 | 73.6% | 0.14 | 0.0369 | -0.043 | 47.5 | 7.80 | 8.20 | 3 | 70.1% | -0.87 | 0.0374 | -0.040 | |
| 0.2900 | 0.3800 | 11 | 223 | 73.6% | 0.13 | 0.0343 | -0.041 | 48 | 7.95 | 8.75 | 19 | 61.5% | -0.88 | 0.0348 | -0.037 | |
| 0.2200 | 0.3100 | 9 | 124 | 74.6% | 0.11 | 0.0296 | -0.037 | 49 | 9.20 | 9.60 | 1 | 32 | 71.2% | -0.90 | 0.0300 | -0.033 |
| 0.2200 | 0.2300 | 296 | 9,150 | 76.7% | 0.09 | 0.0256 | -0.033 | 50 | 10.10 | 10.55 | 52 | 6,719 | 68.7% | -0.92 | 0.0258 | -0.028 |
| 0.1500 | 0.2800 | 4 | 106 | 80.8% | 0.08 | 0.0220 | -0.029 | 51 | 10.40 | 11.65 | 9 | -0.93 | 0.0222 | -0.024 | ||
| 0.1000 | 0.2200 | 110 | 80.3% | 0.06 | 0.0190 | -0.026 | 52 | 11.30 | 12.65 | 27 | -0.94 | 0.0194 | -0.020 | |||
| 0.0400 | 0.2300 | 2 | 135 | 82.0% | 0.05 | 0.0165 | -0.023 | 53 | 12.30 | 13.55 | 1 | 14 | -0.95 | 0.0174 | -0.017 | |
| 0.0500 | 0.2700 | 102 | 89.0% | 0.05 | 0.0143 | -0.021 | 54 | 12.95 | 14.70 | 11 | -0.96 | 0.0155 | -0.014 | |||
| 0.0800 | 0.1000 | 52 | 1,809 | 83.9% | 0.04 | 0.0124 | -0.019 | 55 | 14.90 | 15.45 | 38 | 2,345 | -0.97 | 0.0144 | -0.012 | |
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 18, 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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