OKTA cadena de opciones Okta, 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 ±48.7% (97.51–283.01) · ATM IV 65.6% · P/C interés abierto 1.35
| 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 | |
| 99.15 | 103.00 | 12 | 68.6% | 0.92 | 0.0012 | -0.015 | 100 | 5.75 | 7.35 | 3 | 68.6% | -0.09 | 0.0013 | -0.028 | ||
| 95.35 | 99.35 | 8 | 68.2% | 0.91 | 0.0014 | -0.018 | 105 | 6.90 | 7.95 | 20 | 5 | 67.2% | -0.10 | 0.0014 | -0.031 | |
| 91.75 | 95.50 | 7 | 67.5% | 0.89 | 0.0015 | -0.021 | 110 | 7.85 | 9.20 | 9 | 67.0% | -0.11 | 0.0016 | -0.034 | ||
| 88.45 | 92.00 | 2 | 17 | 67.5% | 0.88 | 0.0016 | -0.025 | 115 | 9.35 | 11.40 | 11 | 68.3% | -0.12 | 0.0017 | -0.037 | |
| 84.85 | 88.95 | 18 | 67.5% | 0.87 | 0.0018 | -0.028 | 120 | 10.20 | 12.35 | 1 | 1 | 66.7% | -0.14 | 0.0018 | -0.039 | |
| 81.65 | 85.50 | 10 | 67.1% | 0.85 | 0.0019 | -0.031 | 125 | 11.70 | 14.30 | 38 | 67.0% | -0.15 | 0.0020 | -0.042 | ||
| 78.40 | 82.45 | 67.0% | 0.84 | 0.0020 | -0.034 | 130 | 13.90 | 16.00 | 11 | 67.5% | -0.17 | 0.0021 | -0.044 | |||
| 75.60 | 79.35 | 67.0% | 0.82 | 0.0021 | -0.037 | 135 | 15.50 | 17.80 | 4 | 67.2% | -0.18 | 0.0022 | -0.047 | |||
| 72.60 | 76.45 | 4 | 66.9% | 0.81 | 0.0022 | -0.040 | 140 | 17.30 | 19.85 | 2 | 3 | 67.1% | -0.20 | 0.0023 | -0.049 | |
| 70.35 | 73.40 | 9 | 67.1% | 0.79 | 0.0024 | -0.042 | 145 | 18.40 | 21.85 | 14 | 66.1% | -0.21 | 0.0024 | -0.051 | ||
| 67.55 | 70.75 | 2 | 67.0% | 0.78 | 0.0025 | -0.045 | 150 | 20.75 | 23.85 | 40 | 66.2% | -0.23 | 0.0026 | -0.053 | ||
| 64.05 | 68.00 | 66.0% | 0.76 | 0.0026 | -0.047 | 155 | 22.50 | 26.55 | 16 | 66.2% | -0.24 | 0.0027 | -0.055 | |||
| 61.75 | 65.50 | 2 | 66.2% | 0.75 | 0.0026 | -0.049 | 160 | 24.50 | 28.85 | 83 | 65.8% | -0.26 | 0.0028 | -0.057 | ||
| 59.60 | 63.00 | 3 | 66.3% | 0.73 | 0.0027 | -0.051 | 165 | 27.30 | 30.65 | 7 | 65.6% | -0.28 | 0.0029 | -0.059 | ||
| 57.55 | 60.70 | 1 | 9 | 66.5% | 0.72 | 0.0028 | -0.053 | 170 | 29.65 | 33.70 | 3 | 65.9% | -0.29 | 0.0030 | -0.060 | |
| 55.15 | 58.45 | 5 | 66.3% | 0.70 | 0.0029 | -0.055 | 175 | 32.65 | 36.15 | 21 | 66.0% | -0.31 | 0.0031 | -0.062 | ||
| 53.00 | 56.30 | 1 | 5 | 66.3% | 0.68 | 0.0030 | -0.057 | 180 | 35.20 | 38.25 | 13 | 65.4% | -0.33 | 0.0031 | -0.063 | |
| 50.70 | 54.05 | 6 | 66.0% | 0.67 | 0.0030 | -0.058 | 185 | 38.05 | 40.80 | 11 | 65.3% | -0.34 | 0.0032 | -0.064 | ||
| 48.75 | 51.95 | 34 | 65.9% | 0.65 | 0.0031 | -0.060 | 190 | 40.50 | 44.30 | 137 | 8 | 65.4% | -0.36 | 0.0033 | -0.065 | |
| 46.85 | 50.00 | 11 | 7 | 65.8% | 0.64 | 0.0031 | -0.061 | 195 | 43.75 | 46.80 | 5 | 186 | 65.3% | -0.38 | 0.0034 | -0.066 |
| 44.95 | 48.40 | 27 | 66.0% | 0.62 | 0.0032 | -0.062 | 200 | 46.70 | 50.20 | 5 | 65.4% | -0.39 | 0.0034 | -0.066 | ||
| 41.35 | 44.75 | 7 | 65.7% | 0.59 | 0.0033 | -0.064 | 210 | 52.60 | 56.25 | 1 | 45 | 64.9% | -0.43 | 0.0035 | -0.068 | |
| 37.60 | 41.05 | 14 | 36 | 64.9% | 0.56 | 0.0033 | -0.065 | 220 | 59.25 | 62.50 | 20 | 64.7% | -0.46 | 0.0036 | -0.068 | |
| 35.65 | 38.30 | 82 | 65.7% | 0.54 | 0.0033 | -0.066 | 230 | 66.10 | 69.65 | 2 | 64.9% | -0.49 | 0.0037 | -0.068 | ||
| 32.75 | 35.75 | 1 | 2 | 65.6% | 0.51 | 0.0034 | -0.067 | 240 | 73.30 | 76.70 | 16 | 64.8% | -0.52 | 0.0037 | -0.068 | |
| 30.25 | 33.20 | 5 | 65.6% | 0.48 | 0.0034 | -0.067 | 250 | 80.65 | 83.95 | 32 | 64.7% | -0.55 | 0.0037 | -0.068 | ||
| 27.05 | 30.40 | 7 | 64.6% | 0.46 | 0.0033 | -0.067 | 260 | 88.30 | 92.05 | 7 | 65.1% | -0.58 | 0.0038 | -0.067 | ||
| 26.05 | 29.05 | 10 | 65.9% | 0.43 | 0.0033 | -0.066 | 270 | 96.00 | 99.80 | 63 | 65.0% | -0.60 | 0.0038 | -0.066 | ||
| 23.85 | 26.75 | 13 | 65.5% | 0.41 | 0.0033 | -0.066 | 280 | 104.05 | 107.80 | 5 | 65.1% | -0.63 | 0.0038 | -0.065 | ||
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 17, 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.