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 ±20.9% (99.62–152.22) · ATM IV 24.4% · P/C interés abierto 1.14
| 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 | |
| 59.00 | 64.00 | 36.8% | 0.99 | 0.0010 | 0.000 | 65 | 0 | 2.85 | 42.5% | -0.03 | 0.0015 | -0.004 | ||||
| 54.50 | 58.50 | 31.2% | 0.98 | 0.0017 | 0.000 | 70 | 0 | 5.00 | 11 | 44.9% | -0.04 | 0.0020 | -0.005 | |||
| 50.20 | 52.90 | 3 | 28.0% | 0.96 | 0.0025 | 0.000 | 75 | 0 | 5.00 | 6 | 40.7% | -0.06 | 0.0025 | -0.005 | ||
| 45.00 | 48.20 | 23 | 24.8% | 0.94 | 0.0032 | -0.001 | 80 | 0 | 3.30 | 10 | 32.6% | -0.07 | 0.0032 | -0.006 | ||
| 40.50 | 44.10 | 3 | 28.1% | 0.92 | 0.0040 | -0.003 | 85 | 0.3000 | 3.50 | 18 | 30.4% | -0.09 | 0.0039 | -0.007 | ||
| 36.50 | 40.00 | 5 | 28.9% | 0.89 | 0.0048 | -0.004 | 90 | 1.70 | 3.80 | 22 | 30.4% | -0.12 | 0.0048 | -0.008 | ||
| 32.80 | 35.70 | 13 | 28.5% | 0.86 | 0.0058 | -0.006 | 95 | 2.25 | 3.50 | 5 | 27.4% | -0.14 | 0.0058 | -0.009 | ||
| 28.50 | 31.80 | 3 | 27.2% | 0.83 | 0.0068 | -0.007 | 100 | 3.00 | 4.40 | 10 | 26.5% | -0.18 | 0.0069 | -0.010 | ||
| 25.00 | 28.20 | 2 | 26.9% | 0.79 | 0.0079 | -0.009 | 105 | 4.10 | 5.60 | 508 | 26.0% | -0.22 | 0.0080 | -0.011 | ||
| 21.50 | 24.80 | 7 | 26.2% | 0.74 | 0.0090 | -0.010 | 110 | 6.50 | 7.00 | 108 | 26.8% | -0.26 | 0.0092 | -0.012 | ||
| 18.50 | 21.80 | 6 | 26.1% | 0.69 | 0.0100 | -0.011 | 115 | 6.60 | 8.60 | 117 | 24.6% | -0.31 | 0.0102 | -0.013 | ||
| 15.70 | 18.40 | 19 | 25.1% | 0.64 | 0.0109 | -0.012 | 120 | 8.80 | 10.40 | 66 | 24.4% | -0.37 | 0.0112 | -0.013 | ||
| 13.00 | 16.10 | 237 | 24.9% | 0.59 | 0.0116 | -0.013 | 125 | 10.90 | 12.60 | 24 | 23.9% | -0.42 | 0.0119 | -0.013 | ||
| 11.00 | 13.30 | 55 | 24.4% | 0.53 | 0.0120 | -0.013 | 130 | 14.00 | 15.10 | 710 | 24.1% | -0.48 | 0.0124 | -0.013 | ||
| 9.90 | 11.30 | 50 | 25.0% | 0.47 | 0.0121 | -0.013 | 135 | 16.20 | 19.70 | 42 | 25.0% | -0.54 | 0.0127 | -0.013 | ||
| 7.20 | 9.50 | 78 | 23.8% | 0.42 | 0.0119 | -0.013 | 140 | 19.40 | 22.90 | 198 | 24.9% | -0.60 | 0.0126 | -0.012 | ||
| 5.70 | 8.00 | 50 | 23.6% | 0.37 | 0.0115 | -0.013 | 145 | 22.50 | 26.40 | 147 | 24.6% | -0.65 | 0.0124 | -0.012 | ||
| 4.50 | 6.70 | 329 | 23.4% | 0.32 | 0.0109 | -0.012 | 150 | 26.30 | 30.00 | 7 | 24.6% | -0.71 | 0.0121 | -0.011 | ||
| 3.60 | 5.60 | 302 | 23.4% | 0.28 | 0.0102 | -0.012 | 155 | 30.50 | 34.00 | 1 | 25.0% | -0.75 | 0.0116 | -0.010 | ||
| 2.85 | 4.70 | 141 | 23.4% | 0.25 | 0.0095 | -0.011 | 160 | 34.30 | 37.20 | 1 | 23.4% | -0.80 | 0.0109 | -0.009 | ||
| 2.20 | 4.60 | 154 | 24.3% | 0.22 | 0.0087 | -0.010 | 165 | 39.00 | 41.90 | 1 | 24.6% | -0.83 | 0.0101 | -0.008 | ||
| 1.75 | 3.30 | 161 | 23.5% | 0.19 | 0.0080 | -0.010 | 170 | 43.50 | 47.00 | 25.9% | -0.87 | 0.0092 | -0.006 | |||
| 1.50 | 3.90 | 68 | 25.5% | 0.17 | 0.0073 | -0.009 | 175 | 48.50 | 51.50 | 26.9% | -0.90 | 0.0081 | -0.005 | |||
| 1.50 | 3.70 | 12 | 26.6% | 0.15 | 0.0066 | -0.008 | 180 | 53.10 | 56.50 | 27.9% | -0.92 | 0.0079 | -0.003 | |||
| 1.20 | 3.50 | 8 | 27.2% | 0.13 | 0.0060 | -0.008 | 185 | 58.10 | 61.50 | 29.6% | -0.95 | 0.0097 | -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 — 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.