PENN cadena de opciones PENN Entertainment, 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 ±13.0% (13.01–16.91) · ATM IV 55.8% · P/C interés abierto 0.70
| 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 | |
| 3.90 | 5.90 | 0.96 | 0.0230 | -0.004 | 10 | 0 | 0.9500 | 146.6% | -0.04 | 0.0231 | -0.005 | |||||
| 2.60 | 5.20 | 0.93 | 0.0386 | -0.006 | 11 | 0 | 0.7500 | 111.2% | -0.07 | 0.0387 | -0.007 | |||||
| 2.20 | 3.80 | 10 | 0.89 | 0.0634 | -0.009 | 12 | 0.1000 | 0.3000 | 1 | 50 | 71.2% | -0.11 | 0.0636 | -0.009 | ||
| 0.8000 | 3.70 | 16 | 56.5% | 0.81 | 0.0990 | -0.011 | 13 | 0 | 0.3500 | 83 | 50.0% | -0.19 | 0.0995 | -0.012 | ||
| 1.05 | 1.80 | 64 | 48.8% | 0.69 | 0.1398 | -0.014 | 14 | 0.5000 | 0.7000 | 4 | 299 | 60.8% | -0.31 | 0.1406 | -0.014 | |
| 0.8000 | 1.05 | 11 | 51 | 52.6% | 0.53 | 0.1673 | -0.015 | 15 | 0.8500 | 1.20 | 10 | 653 | 59.0% | -0.47 | 0.1687 | -0.015 |
| 0.5500 | 0.6000 | 95 | 254 | 54.9% | 0.37 | 0.1630 | -0.014 | 16 | 0.6000 | 3.40 | 120 | 80.6% | -0.63 | 0.1652 | -0.014 | |
| 0.1500 | 0.4500 | 798 | 53.3% | 0.24 | 0.1323 | -0.011 | 17 | 2.00 | 3.20 | 45 | 74.5% | -0.77 | 0.1354 | -0.011 | ||
| 0.0500 | 0.3500 | 427 | 57.8% | 0.14 | 0.0955 | -0.009 | 18 | 2.70 | 3.90 | 6 | 67.4% | -0.86 | 0.0990 | -0.008 | ||
| 0.0500 | 0.1000 | 90 | 53.3% | 0.09 | 0.0650 | -0.006 | 19 | 3.70 | 4.90 | 4 | 79.1% | -0.92 | 0.0691 | -0.006 | ||
| 0 | 0.4500 | 29 | 81.1% | 0.05 | 0.0434 | -0.004 | 20 | 4.70 | 5.90 | 89.8% | -0.96 | 0.0478 | -0.004 | |||
| 0 | 0.0500 | 60 | 57.4% | 0.03 | 0.0289 | -0.003 | 21 | 5.50 | 8.00 | 135.8% | -0.98 | 0.0331 | -0.003 | |||
| 0 | 0.7500 | 2 | 114.0% | 0.02 | 0.0194 | -0.002 | 22 | 5.30 | 9.00 | 91.0% | -0.99 | 0.0177 | -0.002 | |||
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.