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Cboe delayed options data · a fecha de 12:42 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 ±15.6% (18.78–25.74) · ATM IV 65.7% · P/C interés abierto 0.75
| 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 | |
| 9.60 | 12.30 | 2 | 188.0% | 0.99 | 0.0027 | -0.000 | 12 | 0 | 1.00 | 18 | 179.4% | -0.01 | 0.0027 | -0.001 | ||
| 8.70 | 10.70 | 24 | 142.5% | 0.99 | 0.0048 | -0.001 | 13 | 0.0100 | 0.0700 | 1 | 279 | 92.4% | -0.01 | 0.0048 | -0.002 | |
| 7.90 | 9.70 | 5 | 136.4% | 0.98 | 0.0081 | -0.002 | 14 | 0 | 0.0800 | 4 | 378 | 81.2% | -0.02 | 0.0081 | -0.003 | |
| 7.05 | 7.70 | 92 | 0.97 | 0.0133 | -0.004 | 15 | 0.0400 | 0.0900 | 100 | 906 | 77.0% | -0.03 | 0.0133 | -0.005 | ||
| 6.00 | 6.65 | 66 | 0.95 | 0.0209 | -0.007 | 16 | 0.0900 | 0.1400 | 5 | 726 | 74.6% | -0.05 | 0.0209 | -0.007 | ||
| 5.05 | 5.75 | 38 | 42.0% | 0.92 | 0.0312 | -0.010 | 17 | 0.1600 | 0.3500 | 35 | 988 | 78.1% | -0.08 | 0.0313 | -0.011 | |
| 4.55 | 5.40 | 54.2% | 0.90 | 0.0373 | -0.012 | 17.5 | 0.1800 | 0.2600 | 68.9% | -0.10 | 0.0374 | -0.012 | ||||
| 4.15 | 5.05 | 293 | 61.9% | 0.88 | 0.0439 | -0.014 | 18 | 0.2500 | 0.3500 | 5 | 2,535 | 69.3% | -0.12 | 0.0441 | -0.014 | |
| 3.85 | 4.45 | 59.9% | 0.85 | 0.0509 | -0.016 | 18.5 | 0.3300 | 0.4300 | 68.5% | -0.15 | 0.0511 | -0.016 | ||||
| 3.80 | 4.05 | 6 | 1,537 | 70.8% | 0.82 | 0.0581 | -0.018 | 19 | 0.3000 | 0.5500 | 28 | 1,508 | 64.7% | -0.18 | 0.0583 | -0.018 |
| 3.25 | 3.65 | 3 | 3 | 65.0% | 0.79 | 0.0651 | -0.020 | 19.5 | 0.4700 | 0.6500 | 80 | 78 | 65.4% | -0.21 | 0.0654 | -0.020 |
| 2.93 | 3.30 | 21 | 661 | 66.0% | 0.75 | 0.0718 | -0.022 | 20 | 0.6600 | 0.7600 | 31 | 4,564 | 65.7% | -0.25 | 0.0721 | -0.022 |
| 2.75 | 2.94 | 2 | 1 | 68.6% | 0.71 | 0.0778 | -0.023 | 20.5 | 0.7600 | 1.01 | 66.0% | -0.29 | 0.0782 | -0.024 | ||
| 2.28 | 2.65 | 115 | 464 | 65.4% | 0.67 | 0.0829 | -0.025 | 21 | 1.00 | 1.12 | 108 | 784 | 65.3% | -0.34 | 0.0834 | -0.025 |
| 2.12 | 2.36 | 67.8% | 0.62 | 0.0871 | -0.026 | 21.5 | 1.16 | 1.44 | 22 | 22 | 66.3% | -0.38 | 0.0876 | -0.026 | ||
| 1.77 | 2.04 | 5 | 1,991 | 64.8% | 0.58 | 0.0900 | -0.026 | 22 | 1.39 | 1.56 | 40 | 1,082 | 63.8% | -0.43 | 0.0907 | -0.027 |
| 1.60 | 1.78 | 19 | 18 | 65.6% | 0.53 | 0.0917 | -0.027 | 22.5 | 1.68 | 1.90 | 4 | 1 | 65.8% | -0.47 | 0.0924 | -0.027 |
| 1.40 | 1.60 | 108 | 1,401 | 66.6% | 0.49 | 0.0922 | -0.027 | 23 | 1.94 | 2.11 | 3 | 372 | 63.9% | -0.52 | 0.0930 | -0.027 |
| 1.21 | 1.52 | 46 | 44 | 68.8% | 0.44 | 0.0914 | -0.026 | 23.5 | 2.24 | 2.47 | 64.8% | -0.56 | 0.0924 | -0.027 | ||
| 1.04 | 1.16 | 687 | 2,438 | 65.3% | 0.40 | 0.0896 | -0.026 | 24 | 2.51 | 2.74 | 6 | 701 | 62.6% | -0.60 | 0.0906 | -0.026 |
| 0.8800 | 1.02 | 6 | 6 | 65.4% | 0.36 | 0.0867 | -0.025 | 24.5 | 2.83 | 3.15 | 63.2% | -0.65 | 0.0879 | -0.025 | ||
| 0.7500 | 1.00 | 65 | 1,510 | 67.9% | 0.32 | 0.0831 | -0.024 | 25 | 3.20 | 4.05 | 231 | 74.4% | -0.69 | 0.0843 | -0.024 | |
| 0.6000 | 0.9000 | 13 | 13 | 67.8% | 0.28 | 0.0788 | -0.022 | 25.5 | 3.60 | 3.90 | 63.6% | -0.72 | 0.0801 | -0.022 | ||
| 0.5000 | 0.6500 | 66 | 4,966 | 64.6% | 0.25 | 0.0740 | -0.021 | 26 | 4.00 | 4.60 | 588 | 70.7% | -0.76 | 0.0754 | -0.021 | |
| 0.4100 | 0.5200 | 19 | 15 | 63.5% | 0.22 | 0.0688 | -0.020 | 26.5 | 4.40 | 5.55 | 83.3% | -0.79 | 0.0704 | -0.020 | ||
| 0.3500 | 0.5000 | 42 | 2,499 | 65.4% | 0.19 | 0.0636 | -0.018 | 27 | 4.80 | 6.00 | 44 | 84.5% | -0.81 | 0.0652 | -0.018 | |
| 0.2800 | 0.5400 | 3 | 3 | 68.5% | 0.17 | 0.0582 | -0.017 | 27.5 | 5.25 | 6.40 | 85.3% | -0.84 | 0.0600 | -0.017 | ||
| 0.2100 | 0.3900 | 18 | 383 | 65.4% | 0.15 | 0.0530 | -0.015 | 28 | 5.70 | 6.95 | 5 | 89.4% | -0.86 | 0.0550 | -0.015 | |
| 0.1200 | 0.6900 | 75.5% | 0.13 | 0.0480 | -0.014 | 28.5 | 6.15 | 7.45 | 92.1% | -0.88 | 0.0501 | -0.014 | ||||
| 0.1000 | 0.6200 | 12 | 175 | 76.2% | 0.11 | 0.0433 | -0.013 | 29 | 6.60 | 7.85 | 3 | 92.0% | -0.90 | 0.0454 | -0.012 | |
| 0.1400 | 0.2200 | 51 | 1,552 | 68.9% | 0.08 | 0.0348 | -0.010 | 30 | 7.55 | 8.80 | 96.4% | -0.93 | 0.0372 | -0.010 | ||
| 0.0300 | 0.4800 | 11 | 61 | 81.0% | 0.06 | 0.0278 | -0.008 | 31 | 8.55 | 9.75 | 101.6% | -0.95 | 0.0304 | -0.008 | ||
| 0.0200 | 0.1600 | 19 | 191 | 69.2% | 0.05 | 0.0221 | -0.007 | 32 | 9.50 | 10.70 | 2 | 104.8% | -0.97 | 0.0243 | -0.006 | |
| 0.0200 | 0.0600 | 3 | 150 | 64.4% | 0.04 | 0.0176 | -0.005 | 33 | 10.35 | 11.70 | 105.7% | -0.98 | 0.0208 | -0.005 | ||
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.
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