PLD cadena de opciones Prologis, 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 ±18.8% (100.71–147.31) · ATM IV 25.0% · P/C interés abierto 4.02
| 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 | |
| 47.60 | 51.50 | 0.98 | 0.0018 | 0.000 | 75 | 0.3000 | 0.6500 | 31.4% | -0.03 | 0.0020 | -0.004 | |||||
| 44.40 | 47.00 | 34.1% | 0.96 | 0.0026 | 0.000 | 80 | 0.4500 | 0.8500 | 1 | 1 | 29.8% | -0.05 | 0.0028 | -0.005 | ||
| 39.10 | 42.50 | 29.9% | 0.94 | 0.0035 | -0.001 | 85 | 0.3500 | 2.20 | 31.1% | -0.07 | 0.0038 | -0.006 | ||||
| 34.90 | 38.00 | 29.1% | 0.92 | 0.0046 | -0.003 | 90 | 1.40 | 2.00 | 12 | 3 | 29.8% | -0.09 | 0.0049 | -0.008 | ||
| 31.40 | 34.00 | 30.3% | 0.89 | 0.0060 | -0.005 | 95 | 1.80 | 2.60 | 66 | 28.3% | -0.12 | 0.0063 | -0.009 | |||
| 26.50 | 30.50 | 28.6% | 0.85 | 0.0074 | -0.007 | 100 | 2.35 | 3.40 | 4 | 27.1% | -0.16 | 0.0078 | -0.011 | |||
| 22.30 | 26.50 | 26.9% | 0.81 | 0.0090 | -0.009 | 105 | 3.20 | 4.50 | 2 | 26.3% | -0.21 | 0.0093 | -0.013 | |||
| 19.50 | 23.00 | 27.4% | 0.76 | 0.0105 | -0.011 | 110 | 4.10 | 6.20 | 21 | 25.8% | -0.26 | 0.0109 | -0.014 | |||
| 16.10 | 19.10 | 25.8% | 0.70 | 0.0120 | -0.013 | 115 | 5.80 | 7.30 | 33 | 24.8% | -0.32 | 0.0124 | -0.015 | |||
| 13.90 | 16.10 | 3 | 26.1% | 0.64 | 0.0131 | -0.014 | 120 | 8.40 | 9.20 | 6 | 25.1% | -0.38 | 0.0136 | -0.016 | ||
| 11.60 | 12.40 | 2 | 1 | 24.8% | 0.57 | 0.0140 | -0.015 | 125 | 10.50 | 12.10 | 2 | 25.2% | -0.45 | 0.0145 | -0.016 | |
| 9.40 | 10.00 | 56 | 24.4% | 0.50 | 0.0144 | -0.015 | 130 | 13.50 | 14.40 | 1 | 20 | 24.9% | -0.53 | 0.0150 | -0.016 | |
| 7.40 | 8.10 | 126 | 3 | 24.1% | 0.44 | 0.0144 | -0.015 | 135 | 15.10 | 17.90 | 23.5% | -0.60 | 0.0152 | -0.015 | ||
| 5.80 | 6.50 | 82 | 5 | 23.8% | 0.37 | 0.0139 | -0.015 | 140 | 18.40 | 21.40 | 160 | 23.4% | -0.67 | 0.0150 | -0.014 | |
| 3.80 | 5.30 | 24 | 23.0% | 0.31 | 0.0131 | -0.014 | 145 | 22.00 | 25.10 | 142 | 23.1% | -0.73 | 0.0145 | -0.013 | ||
| 2.80 | 4.20 | 38 | 22.8% | 0.26 | 0.0121 | -0.013 | 150 | 25.90 | 29.10 | 32 | 22.7% | -0.79 | 0.0135 | -0.011 | ||
| 2.10 | 3.40 | 27 | 23.0% | 0.21 | 0.0108 | -0.011 | 155 | 30.10 | 33.50 | 8 | 22.7% | -0.85 | 0.0120 | -0.009 | ||
| 1.55 | 2.70 | 12 | 23.0% | 0.17 | 0.0096 | -0.010 | 160 | 34.60 | 37.90 | 22.3% | -0.89 | 0.0101 | -0.006 | |||
| 1.15 | 2.10 | 23.1% | 0.14 | 0.0083 | -0.009 | 165 | 39.50 | 43.00 | 24.5% | -0.94 | 0.0115 | -0.003 | ||||
| 0.5000 | 2.30 | 1 | 23.8% | 0.11 | 0.0072 | -0.007 | 170 | 44.00 | 47.60 | -0.98 | 0.0096 | -0.012 | ||||
| 0.2500 | 1.95 | 9 | 24.0% | 0.09 | 0.0061 | -0.006 | 175 | 48.60 | 53.20 | -1.00 | 0.0003 | -0.020 | ||||
| 0.0500 | 1.75 | 24.3% | 0.07 | 0.0051 | -0.005 | 180 | 53.80 | 58.10 | 28.0% | -1.00 | 0.0000 | -0.020 | ||||
| 0.0500 | 1.60 | 25.2% | 0.06 | 0.0043 | -0.005 | 185 | 58.70 | 63.00 | -1.00 | 0.0000 | -0.020 | |||||
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.