PINS cadena de opciones Pinterest, 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 ±10.7% (18.86–23.39) · ATM IV 42.1% · P/C interés abierto 0.55
| 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 | |
| 6.05 | 7.10 | 10 | 97.7% | 0.97 | 0.0156 | -0.003 | 15 | 0 | 2.16 | 146.4% | -0.03 | 0.0157 | -0.003 | |||
| 5.05 | 5.80 | 4 | 4 | 71.1% | 0.96 | 0.0236 | -0.003 | 16 | 0 | 0.7500 | 84.8% | -0.04 | 0.0237 | -0.004 | ||
| 4.15 | 4.85 | 2 | 1 | 64.8% | 0.94 | 0.0378 | -0.005 | 17 | 0 | 2.23 | 113.4% | -0.06 | 0.0380 | -0.005 | ||
| 3.25 | 3.90 | 1 | 57.1% | 0.89 | 0.0618 | -0.007 | 18 | 0 | 2.30 | 2 | 98.3% | -0.11 | 0.0624 | -0.007 | ||
| 2.60 | 3.35 | 44.7% | 0.86 | 0.0773 | -0.009 | 18.5 | 0.1800 | 0.2600 | 2 | 14 | 42.8% | -0.14 | 0.0780 | -0.009 | ||
| 1.43 | 3.85 | 47.7% | 0.81 | 0.0938 | -0.010 | 19 | 0.2700 | 0.3700 | 42.8% | -0.19 | 0.0947 | -0.011 | ||||
| 2.08 | 2.28 | 42.9% | 0.76 | 0.1096 | -0.012 | 19.5 | 0.3800 | 0.4700 | 12 | 1 | 41.7% | -0.24 | 0.1109 | -0.012 | ||
| 1.75 | 1.94 | 1 | 43.0% | 0.70 | 0.1235 | -0.013 | 20 | 0.5200 | 0.6300 | 1 | 13 | 41.3% | -0.31 | 0.1250 | -0.013 | |
| 1.42 | 1.64 | 4 | 42.5% | 0.63 | 0.1340 | -0.014 | 20.5 | 0.7000 | 0.8700 | 2 | 42.0% | -0.37 | 0.1359 | -0.015 | ||
| 1.16 | 1.37 | 42.7% | 0.56 | 0.1402 | -0.015 | 21 | 0.9200 | 1.08 | 6 | 41.4% | -0.44 | 0.1425 | -0.015 | |||
| 0.9300 | 1.08 | 3 | 10 | 41.8% | 0.49 | 0.1419 | -0.015 | 21.5 | 1.18 | 1.34 | 9 | 41.2% | -0.52 | 0.1446 | -0.015 | |
| 0.7200 | 0.9300 | 2 | 42.6% | 0.42 | 0.1391 | -0.015 | 22 | 1.48 | 1.63 | 1 | 41.0% | -0.59 | 0.1422 | -0.015 | ||
| 0.5800 | 0.6800 | 10 | 33 | 41.6% | 0.36 | 0.1325 | -0.014 | 22.5 | 1.82 | 2.05 | 5 | 42.9% | -0.65 | 0.1360 | -0.014 | |
| 0.4500 | 0.6200 | 43.5% | 0.30 | 0.1229 | -0.013 | 23 | 2.20 | 2.33 | 41.5% | -0.71 | 0.1268 | -0.013 | ||||
| 0.3400 | 0.4500 | 2 | 2 | 42.4% | 0.25 | 0.1113 | -0.012 | 23.5 | 2.37 | 2.78 | 37.4% | -0.77 | 0.1157 | -0.012 | ||
| 0.2600 | 0.3700 | 3 | 21 | 43.1% | 0.20 | 0.0987 | -0.011 | 24 | 2.50 | 3.70 | 43.3% | -0.81 | 0.1034 | -0.011 | ||
| 0.1800 | 0.3100 | 2 | 11 | 43.4% | 0.16 | 0.0860 | -0.009 | 24.5 | 3.35 | 3.65 | 8 | 2 | 41.3% | -0.85 | 0.0907 | -0.010 |
| 0.1300 | 0.2000 | 70 | 42.0% | 0.13 | 0.0738 | -0.008 | 25 | 3.80 | 4.15 | 14 | 5 | 43.2% | -0.89 | 0.0783 | -0.008 | |
| 0 | 0.2500 | 1 | 42.3% | 0.11 | 0.0627 | -0.007 | 25.5 | 4.00 | 5.05 | 8 | 50.6% | -0.91 | 0.0678 | -0.007 | ||
| 0 | 1.20 | 74.2% | 0.09 | 0.0530 | -0.006 | 26 | 4.35 | 5.50 | 6 | 45.4% | -0.94 | 0.0596 | -0.006 | |||
| 0 | 2.21 | 101.2% | 0.07 | 0.0449 | -0.005 | 26.5 | 4.85 | 6.00 | 7 | 48.6% | -0.95 | 0.0540 | -0.005 | |||
| 0.0100 | 0.2400 | 1 | 3 | 51.6% | 0.06 | 0.0381 | -0.005 | 27 | 5.15 | 6.65 | 1 | 48.2% | -0.97 | 0.0484 | -0.006 | |
| 0 | 1.09 | 82.7% | 0.05 | 0.0325 | -0.004 | 27.5 | 5.05 | 6.85 | 1 | 2 | -0.98 | 0.0422 | -0.006 | |||
| 0 | 0.8500 | 79.4% | 0.04 | 0.0279 | -0.004 | 28 | 6.15 | 8.00 | 1 | 3 | 71.1% | -0.99 | 0.0315 | -0.005 | ||
| 0 | 0.6000 | 74.6% | 0.04 | 0.0241 | -0.003 | 28.5 | 6.65 | 8.15 | 1 | 2 | 56.4% | -0.99 | 0.0232 | -0.004 | ||
| 0 | 0.7500 | 82.6% | 0.03 | 0.0210 | -0.003 | 29 | 6.95 | 8.85 | 59.0% | -1.00 | 0.0157 | -0.003 | ||||
| 0 | 0.8000 | 90.2% | 0.02 | 0.0162 | -0.003 | 30 | 7.95 | 10.80 | 102.8% | -1.00 | 0.0050 | -0.003 | ||||
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 — Oct 09, 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.