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 ±22.1% (96.56–151.46) · ATM IV 25.5% · P/C interés abierto 1.15
| 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 | |
| 57.50 | 62.00 | 32.6% | 0.99 | 0.0010 | 0.000 | 65 | 0.1500 | 0.5500 | 31.8% | -0.02 | 0.0013 | -0.003 | ||||
| 52.50 | 57.00 | 26.5% | 0.98 | 0.0015 | 0.000 | 70 | 0.6000 | 0.6500 | 1 | 11 | 31.9% | -0.03 | 0.0018 | -0.003 | ||
| 49.00 | 52.00 | 3 | 31.9% | 0.96 | 0.0022 | 0.000 | 75 | 0.2500 | 1.10 | 2 | 4 | 29.1% | -0.05 | 0.0024 | -0.004 | |
| 44.50 | 47.30 | 23 | 29.8% | 0.95 | 0.0029 | 0.000 | 80 | 0.1000 | 3.30 | 10 | 32.6% | -0.06 | 0.0031 | -0.005 | ||
| 40.00 | 43.00 | 3 | 28.5% | 0.93 | 0.0038 | -0.001 | 85 | 0.4500 | 3.50 | 18 | 30.5% | -0.08 | 0.0040 | -0.006 | ||
| 36.00 | 39.00 | 5 | 28.6% | 0.90 | 0.0048 | -0.003 | 90 | 1.60 | 3.10 | 22 | 28.7% | -0.11 | 0.0050 | -0.007 | ||
| 32.30 | 34.50 | 13 | 27.5% | 0.87 | 0.0059 | -0.005 | 95 | 1.75 | 3.70 | 5 | 26.6% | -0.14 | 0.0061 | -0.009 | ||
| 28.40 | 31.00 | 3 | 27.3% | 0.84 | 0.0070 | -0.007 | 100 | 3.30 | 4.70 | 1 | 9 | 27.1% | -0.18 | 0.0073 | -0.010 | |
| 24.80 | 27.50 | 2 | 26.8% | 0.79 | 0.0082 | -0.008 | 105 | 4.00 | 5.90 | 508 | 26.0% | -0.22 | 0.0085 | -0.011 | ||
| 21.60 | 24.00 | 7 | 26.3% | 0.75 | 0.0094 | -0.010 | 110 | 5.50 | 9.00 | 108 | 27.6% | -0.27 | 0.0097 | -0.012 | ||
| 18.30 | 21.00 | 6 | 25.7% | 0.70 | 0.0104 | -0.011 | 115 | 6.80 | 8.80 | 117 | 24.6% | -0.32 | 0.0108 | -0.013 | ||
| 16.10 | 17.20 | 2 | 20 | 25.0% | 0.64 | 0.0112 | -0.012 | 120 | 9.20 | 11.20 | 43 | 29 | 25.1% | -0.38 | 0.0117 | -0.013 |
| 13.60 | 15.80 | 92 | 253 | 25.8% | 0.59 | 0.0118 | -0.013 | 125 | 10.90 | 14.60 | 2 | 24 | 25.3% | -0.44 | 0.0124 | -0.014 |
| 11.40 | 13.40 | 24 | 70 | 25.3% | 0.53 | 0.0122 | -0.013 | 130 | 14.60 | 16.30 | 710 | 25.2% | -0.50 | 0.0130 | -0.014 | |
| 9.50 | 11.40 | 46 | 14 | 25.1% | 0.47 | 0.0123 | -0.013 | 135 | 16.00 | 19.30 | 42 | 23.6% | -0.56 | 0.0133 | -0.013 | |
| 6.50 | 9.70 | 43 | 44 | 23.7% | 0.42 | 0.0121 | -0.013 | 140 | 19.50 | 22.40 | 198 | 23.5% | -0.62 | 0.0135 | -0.013 | |
| 5.50 | 7.40 | 50 | 23.1% | 0.37 | 0.0117 | -0.013 | 145 | 23.00 | 26.10 | 147 | 23.5% | -0.68 | 0.0134 | -0.012 | ||
| 4.30 | 7.40 | 329 | 24.2% | 0.32 | 0.0112 | -0.012 | 150 | 26.50 | 30.10 | 7 | 23.2% | -0.74 | 0.0132 | -0.012 | ||
| 3.30 | 7.20 | 302 | 25.1% | 0.28 | 0.0105 | -0.011 | 155 | 30.50 | 33.90 | 1 | 22.5% | -0.79 | 0.0125 | -0.011 | ||
| 2.30 | 6.40 | 141 | 25.0% | 0.24 | 0.0097 | -0.010 | 160 | 35.00 | 38.70 | 1 | 23.5% | -0.84 | 0.0115 | -0.009 | ||
| 2.05 | 4.20 | 154 | 23.8% | 0.21 | 0.0089 | -0.010 | 165 | 39.50 | 42.90 | 1 | 22.7% | -0.88 | 0.0104 | -0.007 | ||
| 0.6500 | 3.10 | 161 | 21.6% | 0.18 | 0.0081 | -0.009 | 170 | 44.00 | 48.00 | 23.2% | -0.93 | 0.0126 | -0.005 | |||
| 1.50 | 3.80 | 68 | 25.6% | 0.15 | 0.0073 | -0.008 | 175 | 49.00 | 53.00 | 25.1% | -0.97 | 0.0105 | -0.013 | |||
| 1.50 | 3.60 | 12 | 26.7% | 0.13 | 0.0065 | -0.007 | 180 | 54.00 | 57.70 | -0.99 | 0.0019 | -0.018 | ||||
| 1.20 | 2.10 | 2 | 6 | 24.9% | 0.11 | 0.0058 | -0.006 | 185 | 58.50 | 63.00 | -1.00 | 0.0000 | -0.018 | |||
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.