ORCL cadena de opciones Oracle Corporation
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 ±21.6% (114.60–177.90) · ATM IV 58.9% · P/C interés abierto 0.87
| 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 | |
| 69.50 | 73.30 | 31 | 73.5% | 0.99 | 0.0007 | -0.002 | 75 | 0.1800 | 0.3500 | 3 | 927 | 71.1% | -0.01 | 0.0007 | -0.009 | |
| 64.65 | 68.45 | 66 | 73.5% | 0.98 | 0.0010 | -0.006 | 80 | 0.2800 | 0.4500 | 1,315 | 68.4% | -0.02 | 0.0010 | -0.012 | ||
| 60.20 | 63.55 | 58 | 71.0% | 0.98 | 0.0014 | -0.010 | 85 | 0.4300 | 0.5500 | 4 | 249 | 65.6% | -0.03 | 0.0014 | -0.016 | |
| 55.50 | 58.85 | 81 | 68.7% | 0.96 | 0.0018 | -0.016 | 90 | 0.4900 | 0.8200 | 101 | 4,265 | 63.0% | -0.04 | 0.0018 | -0.021 | |
| 51.40 | 54.20 | 43 | 69.7% | 0.95 | 0.0024 | -0.022 | 95 | 0.7900 | 1.05 | 31 | 1,072 | 61.4% | -0.05 | 0.0025 | -0.027 | |
| 47.05 | 48.90 | 1 | 357 | 64.3% | 0.93 | 0.0032 | -0.030 | 100 | 1.27 | 1.46 | 20 | 2,447 | 60.8% | -0.07 | 0.0032 | -0.034 |
| 41.95 | 44.50 | 76 | 59.7% | 0.91 | 0.0040 | -0.038 | 105 | 1.78 | 2.05 | 7 | 2,089 | 59.9% | -0.09 | 0.0041 | -0.042 | |
| 38.35 | 40.75 | 191 | 63.1% | 0.88 | 0.0050 | -0.047 | 110 | 2.50 | 2.92 | 45 | 4,665 | 59.7% | -0.12 | 0.0050 | -0.051 | |
| 33.90 | 36.50 | 188 | 60.0% | 0.85 | 0.0059 | -0.057 | 115 | 3.45 | 3.80 | 58 | 4,887 | 59.0% | -0.16 | 0.0060 | -0.060 | |
| 30.80 | 32.75 | 6 | 651 | 61.4% | 0.81 | 0.0068 | -0.066 | 120 | 4.60 | 4.95 | 87 | 7,075 | 58.5% | -0.19 | 0.0069 | -0.069 |
| 27.35 | 28.35 | 498 | 58.9% | 0.77 | 0.0077 | -0.075 | 125 | 6.10 | 6.60 | 212 | 5,449 | 58.9% | -0.24 | 0.0078 | -0.078 | |
| 24.10 | 25.10 | 4 | 1,390 | 58.6% | 0.72 | 0.0085 | -0.083 | 130 | 7.85 | 8.35 | 43 | 5,253 | 58.8% | -0.28 | 0.0086 | -0.085 |
| 21.25 | 22.10 | 23 | 651 | 58.7% | 0.67 | 0.0091 | -0.089 | 135 | 9.85 | 10.40 | 263 | 2,284 | 58.8% | -0.33 | 0.0092 | -0.091 |
| 18.80 | 19.20 | 143 | 1,677 | 58.7% | 0.62 | 0.0095 | -0.094 | 140 | 12.15 | 12.70 | 476 | 7,059 | 58.8% | -0.38 | 0.0097 | -0.096 |
| 16.35 | 16.95 | 134 | 4,594 | 59.0% | 0.57 | 0.0098 | -0.098 | 145 | 14.70 | 15.30 | 87 | 2,266 | 58.8% | -0.43 | 0.0100 | -0.099 |
| 14.35 | 14.80 | 367 | 11.3K | 59.3% | 0.52 | 0.0099 | -0.100 | 150 | 17.55 | 18.25 | 55 | 4,960 | 59.2% | -0.48 | 0.0101 | -0.101 |
| 12.35 | 12.80 | 40 | 729 | 59.1% | 0.48 | 0.0099 | -0.100 | 155 | 20.65 | 21.25 | 15 | 2,285 | 59.2% | -0.53 | 0.0101 | -0.101 |
| 10.75 | 11.25 | 1,527 | 5,353 | 59.6% | 0.43 | 0.0098 | -0.099 | 160 | 23.90 | 24.60 | 11 | 2,042 | 59.3% | -0.58 | 0.0100 | -0.100 |
| 9.30 | 9.80 | 124 | 4,291 | 59.9% | 0.39 | 0.0095 | -0.097 | 165 | 27.60 | 28.20 | 5 | 1,362 | 60.0% | -0.62 | 0.0097 | -0.097 |
| 8.05 | 8.50 | 66 | 5,645 | 60.1% | 0.35 | 0.0091 | -0.094 | 170 | 31.05 | 31.95 | 4,704 | 59.7% | -0.66 | 0.0093 | -0.094 | |
| 6.85 | 7.40 | 114 | 2,217 | 60.2% | 0.31 | 0.0087 | -0.090 | 175 | 34.85 | 35.85 | 960 | 59.8% | -0.70 | 0.0089 | -0.090 | |
| 5.95 | 6.40 | 1,954 | 6,729 | 60.5% | 0.28 | 0.0082 | -0.086 | 180 | 38.85 | 39.95 | 2 | 3,013 | 60.1% | -0.73 | 0.0084 | -0.085 |
| 5.15 | 5.60 | 91 | 1,934 | 61.0% | 0.25 | 0.0077 | -0.082 | 185 | 43.00 | 44.15 | 3 | 1,163 | 60.4% | -0.76 | 0.0079 | -0.080 |
| 4.50 | 4.85 | 65 | 996 | 61.4% | 0.22 | 0.0072 | -0.077 | 190 | 47.30 | 48.50 | 4 | 2,139 | 60.9% | -0.79 | 0.0073 | -0.074 |
| 3.80 | 4.25 | 49 | 1,125 | 61.5% | 0.20 | 0.0067 | -0.072 | 195 | 51.65 | 53.05 | 235 | 61.5% | -0.81 | 0.0068 | -0.069 | |
| 3.25 | 3.65 | 356 | 7,414 | 61.6% | 0.18 | 0.0062 | -0.068 | 200 | 55.70 | 57.85 | 1 | 1,568 | 61.5% | -0.84 | 0.0063 | -0.064 |
| 2.47 | 2.75 | 79 | 3,049 | 62.4% | 0.14 | 0.0053 | -0.059 | 210 | 64.95 | 66.95 | 1 | 1,216 | 62.2% | -0.87 | 0.0053 | -0.054 |
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.