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 ±46.3% (82.67–225.12) · ATM IV 58.5% · P/C interés abierto 1.25
| 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 | |
| 80.00 | 82.55 | 4 | 679 | 63.4% | 0.93 | 0.0015 | -0.008 | 80 | 3.65 | 4.70 | 3 | 550 | 60.2% | -0.08 | 0.0016 | -0.018 |
| 75.85 | 78.65 | 100 | 61.8% | 0.92 | 0.0018 | -0.011 | 85 | 4.75 | 5.70 | 10 | 227 | 60.1% | -0.09 | 0.0018 | -0.020 | |
| 72.25 | 74.30 | 1 | 145 | 60.3% | 0.90 | 0.0020 | -0.014 | 90 | 5.65 | 6.80 | 3 | 667 | 59.4% | -0.11 | 0.0020 | -0.022 |
| 68.70 | 70.75 | 11 | 45 | 59.9% | 0.88 | 0.0022 | -0.016 | 95 | 7.10 | 8.00 | 14 | 214 | 59.4% | -0.12 | 0.0023 | -0.024 |
| 65.50 | 67.35 | 212 | 59.9% | 0.87 | 0.0024 | -0.019 | 100 | 8.25 | 9.50 | 4 | 1,225 | 59.0% | -0.14 | 0.0025 | -0.026 | |
| 62.40 | 64.10 | 59 | 59.9% | 0.85 | 0.0026 | -0.022 | 105 | 9.70 | 11.05 | 2 | 142 | 58.7% | -0.16 | 0.0027 | -0.029 | |
| 59.10 | 60.95 | 3 | 80 | 59.4% | 0.83 | 0.0029 | -0.024 | 110 | 11.80 | 12.75 | 6 | 1,510 | 59.1% | -0.18 | 0.0029 | -0.031 |
| 56.15 | 57.95 | 3 | 243 | 59.3% | 0.81 | 0.0031 | -0.027 | 115 | 13.30 | 14.55 | 3 | 755 | 58.6% | -0.20 | 0.0031 | -0.033 |
| 53.30 | 55.10 | 2 | 184 | 59.1% | 0.79 | 0.0032 | -0.029 | 120 | 15.10 | 16.60 | 8 | 1,981 | 58.4% | -0.22 | 0.0033 | -0.035 |
| 50.65 | 52.40 | 8 | 326 | 59.1% | 0.77 | 0.0034 | -0.031 | 125 | 17.20 | 18.75 | 9 | 253 | 58.4% | -0.24 | 0.0035 | -0.036 |
| 48.10 | 49.85 | 12 | 516 | 59.1% | 0.75 | 0.0036 | -0.033 | 130 | 19.45 | 21.00 | 10 | 658 | 58.3% | -0.27 | 0.0037 | -0.038 |
| 45.95 | 47.40 | 8 | 993 | 59.3% | 0.73 | 0.0037 | -0.035 | 135 | 21.80 | 23.45 | 11 | 502 | 58.3% | -0.29 | 0.0038 | -0.039 |
| 43.40 | 45.05 | 12 | 456 | 59.0% | 0.70 | 0.0038 | -0.037 | 140 | 24.80 | 26.00 | 15 | 2,155 | 58.8% | -0.31 | 0.0040 | -0.041 |
| 41.20 | 42.85 | 16 | 445 | 58.9% | 0.68 | 0.0040 | -0.038 | 145 | 26.90 | 28.70 | 1,281 | 58.4% | -0.33 | 0.0041 | -0.042 | |
| 39.35 | 40.70 | 26 | 430 | 59.1% | 0.66 | 0.0040 | -0.040 | 150 | 29.65 | 31.50 | 22 | 1,853 | 58.4% | -0.35 | 0.0042 | -0.043 |
| 37.15 | 38.70 | 4 | 210 | 58.8% | 0.64 | 0.0041 | -0.041 | 155 | 32.50 | 34.10 | 4 | 157 | 58.1% | -0.37 | 0.0043 | -0.043 |
| 35.35 | 36.85 | 42 | 432 | 58.9% | 0.62 | 0.0042 | -0.042 | 160 | 35.70 | 37.40 | 693 | 58.6% | -0.39 | 0.0044 | -0.044 | |
| 33.60 | 35.05 | 3 | 64 | 58.9% | 0.60 | 0.0042 | -0.043 | 165 | 38.55 | 40.55 | 1 | 382 | 58.5% | -0.41 | 0.0045 | -0.045 |
| 31.95 | 33.35 | 4 | 112 | 58.9% | 0.58 | 0.0043 | -0.043 | 170 | 41.95 | 43.80 | 260 | 58.7% | -0.44 | 0.0046 | -0.045 | |
| 30.50 | 31.75 | 6 | 313 | 59.1% | 0.57 | 0.0043 | -0.044 | 175 | 44.95 | 47.10 | 189 | 58.5% | -0.46 | 0.0046 | -0.045 | |
| 28.90 | 30.25 | 6 | 563 | 59.0% | 0.55 | 0.0044 | -0.045 | 180 | 48.35 | 50.50 | 388 | 58.6% | -0.48 | 0.0046 | -0.045 | |
| 27.65 | 28.85 | 137 | 59.2% | 0.53 | 0.0044 | -0.045 | 185 | 51.80 | 54.05 | 230 | 58.7% | -0.49 | 0.0047 | -0.045 | ||
| 26.15 | 27.50 | 453 | 59.1% | 0.51 | 0.0044 | -0.045 | 190 | 55.30 | 57.60 | 82 | 58.7% | -0.51 | 0.0047 | -0.045 | ||
| 24.90 | 26.25 | 37 | 60 | 59.2% | 0.49 | 0.0044 | -0.045 | 195 | 58.90 | 61.30 | 304 | 58.8% | -0.53 | 0.0047 | -0.045 | |
| 23.70 | 25.05 | 33 | 1,002 | 59.2% | 0.48 | 0.0044 | -0.045 | 200 | 62.60 | 64.60 | 357 | 58.5% | -0.55 | 0.0048 | -0.045 | |
| 21.50 | 22.80 | 7 | 227 | 59.3% | 0.45 | 0.0043 | -0.045 | 210 | 70.15 | 72.70 | 2 | 187 | 58.9% | -0.59 | 0.0048 | -0.044 |
| 19.50 | 20.85 | 26 | 452 | 59.5% | 0.42 | 0.0042 | -0.045 | 220 | 78.00 | 80.70 | 108 | 59.1% | -0.62 | 0.0048 | -0.044 | |
| 17.90 | 19.05 | 1 | 169 | 59.7% | 0.39 | 0.0042 | -0.045 | 230 | 86.05 | 88.30 | 74 | 58.7% | -0.65 | 0.0047 | -0.043 | |
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.