ORCL cadena de opciones Oracle Corporation

Vencimiento Cboe delayed options data · a fecha de 15:36 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 ±12.7% (132.82–171.32) · ATM IV 77.6% · P/C interés abierto 0.63

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
72.00	73.00		32	160.9%	1.00	0.0002	0.000	80	0.0100	0.0500	2	2,669	118.3%	-0.00	0.0002	-0.010
67.05	68.00		27	146.6%	1.00	0.0003	0.000	85	0.0100	0.0300	20	2,383	103.6%	-0.00	0.0003	-0.011
62.05	63.00		327	133.1%	0.99	0.0004	0.000	90	0.0300	0.0900	9	3,166	105.9%	-0.01	0.0004	-0.014
56.55	57.95		113	71.1%	0.99	0.0006	0.000	95	0.0300	0.1000	61	3,761	96.9%	-0.01	0.0006	-0.017
52.25	52.90		466	111.2%	0.99	0.0009	0.000	100	0.0700	0.1000	219	6,382	90.3%	-0.01	0.0009	-0.021
47.25	48.15		196	106.5%	0.99	0.0013	-0.005	105	0.1100	0.1400	51	6,316	85.2%	-0.01	0.0013	-0.029
42.25	43.15	3	636	93.8%	0.98	0.0020	-0.020	110	0.2000	0.2400	83	8,562	82.7%	-0.02	0.0020	-0.041
37.45	38.30	41	3,688	88.6%	0.96	0.0031	-0.042	115	0.3500	0.3900	112	8,227	80.0%	-0.04	0.0031	-0.060
32.35	33.50	5	2,240	78.7%	0.94	0.0048	-0.073	120	0.6000	0.6400	175	18.1K	77.8%	-0.06	0.0048	-0.089
28.20	29.15	72	3,127	83.0%	0.91	0.0069	-0.114	125	1.02	1.12	411	18.2K	76.9%	-0.09	0.0069	-0.127
23.95	24.85	42	6,607	81.3%	0.86	0.0092	-0.161	130	1.75	1.82	252	11.9K	76.7%	-0.14	0.0093	-0.173
22.25	23.20		4	80.5%	0.84	0.0102	-0.181	132	2.09	2.21	7	188	76.5%	-0.16	0.0102	-0.191
21.45	22.25		18	79.0%	0.83	0.0107	-0.191	133	2.29	2.41	21	183	76.4%	-0.17	0.0107	-0.201
20.70	21.45	6	7	78.9%	0.81	0.0112	-0.200	134	2.51	2.65	36	113	76.5%	-0.19	0.0112	-0.210
20.05	20.65	55	10.3K	79.2%	0.80	0.0116	-0.210	135	2.79	2.86	177	7,227	76.6%	-0.20	0.0117	-0.219
19.20	19.90	1	4	78.5%	0.79	0.0121	-0.219	136	2.97	3.15	13	57	76.7%	-0.21	0.0121	-0.228
18.45	19.20		9	78.5%	0.77	0.0126	-0.228	137	3.20	3.40	3	152	76.1%	-0.23	0.0126	-0.236
17.75	18.45		10	78.4%	0.76	0.0130	-0.237	138	3.50	3.75	7	229	76.6%	-0.24	0.0130	-0.245
17.05	17.75	2	28	78.3%	0.75	0.0134	-0.245	139	3.85	4.05	5	135	76.9%	-0.26	0.0134	-0.253
16.40	17.00	430	9,774	78.1%	0.73	0.0138	-0.254	140	4.15	4.30	2,240	22.3K	76.5%	-0.27	0.0138	-0.260
15.70	16.40	12	110	78.3%	0.72	0.0142	-0.261	141	4.45	4.65	9	236	76.4%	-0.29	0.0142	-0.268
15.10	15.85	21	93	78.9%	0.70	0.0145	-0.269	142	4.80	5.00	33	4,872	76.5%	-0.30	0.0146	-0.275
14.60	14.95	27	119	78.3%	0.68	0.0148	-0.275	143	5.15	5.40	19	125	76.6%	-0.32	0.0149	-0.281
13.95	14.35	1	985	78.2%	0.67	0.0151	-0.282	144	5.55	5.75	17	307	76.5%	-0.33	0.0152	-0.287
13.40	13.75	250	12.2K	78.4%	0.65	0.0154	-0.288	145	5.90	6.15	142	11.3K	76.3%	-0.35	0.0154	-0.292
12.80	13.15	31	109	78.2%	0.64	0.0156	-0.293	146	6.35	6.60	36	276	76.6%	-0.36	0.0157	-0.297
12.30	12.60	56	157	78.6%	0.62	0.0158	-0.298	147	6.80	7.05	26	398	76.8%	-0.38	0.0159	-0.302
11.75	12.05	118	282	78.5%	0.60	0.0160	-0.302	148	7.20	7.50	40	1,288	76.6%	-0.40	0.0161	-0.305
11.20	11.55	12	661	78.6%	0.59	0.0162	-0.306	149	7.70	7.95	49	307	76.6%	-0.41	0.0162	-0.309
10.70	11.00	1,222	17.1K	78.5%	0.57	0.0163	-0.309	150	8.20	8.50	2,285	15.4K	77.0%	-0.43	0.0164	-0.312
9.50	9.75	288	665	78.4%	0.53	0.0164	-0.315	152.5	9.45	9.80	25	35	76.9%	-0.47	0.0165	-0.316
8.40	8.75	381	16.0K	78.9%	0.49	0.0164	-0.318	155	10.85	11.20	70	4,956	77.0%	-0.51	0.0165	-0.318
7.45	7.70	22	162	79.0%	0.45	0.0162	-0.317	157.5	12.40	12.70	3	32	77.3%	-0.55	0.0163	-0.316
6.55	6.75	1,794	21.2K	79.1%	0.41	0.0159	-0.313	160	13.95	14.40	60	6,489	77.6%	-0.59	0.0159	-0.311
5.75	5.95	28	322	79.4%	0.38	0.0154	-0.307	162.5	15.70	16.05		8	77.8%	-0.63	0.0155	-0.303
5.05	5.35	1,560	17.1K	80.0%	0.34	0.0148	-0.298	165	17.35	17.85	2	9,643	77.5%	-0.66	0.0149	-0.294
4.40	4.70	24	547	80.2%	0.31	0.0142	-0.287	167.5	19.20	19.75	4	345	77.8%	-0.69	0.0142	-0.282
3.85	4.00	713	14.0K	80.0%	0.28	0.0135	-0.275	170	21.15	21.80	364	6,389	78.7%	-0.72	0.0136	-0.268
2.95	3.10	468	14.3K	81.1%	0.23	0.0119	-0.246	175	24.95	25.80	15	6,813	77.3%	-0.78	0.0120	-0.237
2.24	2.32	1,089	25.6K	81.6%	0.18	0.0103	-0.215	180	29.50	30.10	16	8,612	79.4%	-0.82	0.0104	-0.204
1.69	1.80	90	8,638	82.7%	0.14	0.0088	-0.185	185	33.85	34.75	5	3,651	80.5%	-0.86	0.0089	-0.171
1.28	1.36	310	22.0K	83.5%	0.11	0.0074	-0.158	190	38.45	39.15	2	5,688	79.3%	-0.89	0.0075	-0.142
0.9800	1.06	276	9,595	84.7%	0.09	0.0062	-0.135	195	42.85	44.00	1	4,175	77.7%	-0.91	0.0062	-0.116
0.7600	0.8100	3,788	35.8K	85.8%	0.07	0.0051	-0.115	200	47.90	48.80	19	6,532	81.6%	-0.93	0.0052	-0.093
0.4200	0.5100	149	8,114	87.9%	0.05	0.0036	-0.085	210	57.65	58.50		4,522	82.3%	-0.96	0.0037	-0.057
0.3000	0.3300	175	9,494	91.7%	0.03	0.0025	-0.063	220	67.45	68.35	40	2,327		-0.97	0.0028	-0.032

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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ORCL cadena de opciones Oracle Corporation

Sonrisa de volatilidad — Sep 18, 2026

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