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 ±22.8% (105.92–168.32) · ATM IV 25.3% · P/C interés abierto 0.79
| 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 | |
| 64.50 | 69.50 | 0.98 | 0.0014 | 0.000 | 70 | 0 | 3.20 | 41.6% | -0.04 | 0.0014 | -0.004 | |||||
| 60.70 | 64.50 | 3 | 33.9% | 0.97 | 0.0016 | 0.000 | 75 | 0 | 3.30 | 4 | 38.4% | -0.05 | 0.0018 | -0.005 | ||
| 56.10 | 59.30 | 23 | 30.3% | 0.95 | 0.0021 | 0.000 | 80 | 0.2500 | 3.50 | 10 | 36.2% | -0.06 | 0.0022 | -0.006 | ||
| 51.50 | 55.50 | 31.6% | 0.94 | 0.0026 | 0.000 | 85 | 0.5500 | 3.70 | 18 | 34.1% | -0.07 | 0.0027 | -0.007 | |||
| 47.40 | 51.00 | 5 | 30.8% | 0.92 | 0.0032 | -0.000 | 90 | 1.00 | 3.90 | 21 | 32.3% | -0.09 | 0.0033 | -0.008 | ||
| 43.20 | 46.30 | 13 | 29.0% | 0.90 | 0.0038 | -0.002 | 95 | 2.25 | 4.30 | 5 | 32.1% | -0.11 | 0.0040 | -0.009 | ||
| 39.20 | 42.80 | 6 | 29.3% | 0.87 | 0.0045 | -0.004 | 100 | 3.00 | 4.30 | 7 | 30.1% | -0.14 | 0.0047 | -0.009 | ||
| 35.00 | 38.80 | 2 | 28.0% | 0.85 | 0.0053 | -0.005 | 105 | 3.60 | 5.20 | 24 | 29.0% | -0.16 | 0.0055 | -0.010 | ||
| 32.00 | 35.10 | 7 | 28.4% | 0.82 | 0.0061 | -0.007 | 110 | 4.50 | 6.30 | 107 | 28.3% | -0.19 | 0.0063 | -0.011 | ||
| 28.40 | 31.50 | 6 | 27.6% | 0.78 | 0.0070 | -0.008 | 115 | 5.60 | 7.60 | 2 | 27.7% | -0.23 | 0.0072 | -0.012 | ||
| 25.10 | 28.20 | 22 | 27.1% | 0.75 | 0.0078 | -0.009 | 120 | 6.90 | 9.00 | 29 | 27.0% | -0.27 | 0.0080 | -0.013 | ||
| 21.70 | 24.90 | 256 | 26.2% | 0.70 | 0.0086 | -0.011 | 125 | 8.20 | 10.70 | 24 | 26.2% | -0.31 | 0.0089 | -0.013 | ||
| 19.00 | 22.00 | 100 | 25.9% | 0.66 | 0.0093 | -0.012 | 130 | 10.10 | 12.60 | 459 | 25.8% | -0.36 | 0.0096 | -0.013 | ||
| 16.20 | 19.40 | 11 | 25.4% | 0.61 | 0.0099 | -0.012 | 135 | 12.10 | 14.70 | 42 | 25.2% | -0.41 | 0.0104 | -0.014 | ||
| 13.60 | 16.10 | 41 | 24.2% | 0.56 | 0.0104 | -0.013 | 140 | 14.40 | 17.10 | 198 | 24.8% | -0.46 | 0.0109 | -0.013 | ||
| 11.70 | 13.90 | 59 | 24.1% | 0.51 | 0.0106 | -0.013 | 145 | 16.90 | 19.70 | 147 | 24.3% | -0.51 | 0.0114 | -0.013 | ||
| 10.50 | 12.00 | 131 | 24.4% | 0.46 | 0.0107 | -0.013 | 150 | 19.50 | 23.20 | 7 | 24.2% | -0.57 | 0.0116 | -0.013 | ||
| 8.10 | 10.30 | 304 | 23.6% | 0.41 | 0.0106 | -0.013 | 155 | 22.70 | 26.30 | 1 | 23.8% | -0.62 | 0.0117 | -0.012 | ||
| 6.50 | 8.80 | 141 | 23.2% | 0.37 | 0.0104 | -0.013 | 160 | 26.10 | 29.80 | 1 | 23.6% | -0.68 | 0.0117 | -0.011 | ||
| 5.30 | 7.40 | 39 | 23.0% | 0.33 | 0.0100 | -0.012 | 165 | 30.00 | 33.50 | 1 | 23.6% | -0.73 | 0.0117 | -0.010 | ||
| 4.10 | 6.30 | 162 | 22.7% | 0.29 | 0.0094 | -0.011 | 170 | 34.00 | 37.40 | 23.4% | -0.78 | 0.0119 | -0.010 | |||
| 3.30 | 5.30 | 37 | 22.6% | 0.25 | 0.0089 | -0.011 | 175 | 38.00 | 42.50 | 24.3% | -0.83 | 0.0121 | -0.010 | |||
| 3.50 | 4.60 | 13 | 23.6% | 0.22 | 0.0082 | -0.010 | 180 | 42.50 | 46.30 | 23.6% | -0.88 | 0.0116 | -0.009 | |||
| 2.00 | 3.80 | 6 | 22.4% | 0.19 | 0.0076 | -0.009 | 185 | 47.00 | 51.50 | 24.8% | -0.92 | 0.0101 | -0.007 | |||
| 1.50 | 4.10 | 11 | 23.4% | 0.17 | 0.0069 | -0.009 | 190 | 52.00 | 56.00 | 3 | 25.3% | -0.95 | 0.0078 | -0.003 | ||
| 1.20 | 3.80 | 6 | 23.9% | 0.15 | 0.0063 | -0.008 | 195 | 56.50 | 61.00 | 25.3% | -0.97 | 0.0052 | 0.000 | |||
| 1.00 | 3.40 | 3 | 24.2% | 0.13 | 0.0057 | -0.007 | 200 | 61.50 | 66.00 | 26.8% | -0.99 | 0.0031 | 0.000 | |||
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 — Jan 21, 2028
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.