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 ±4.2% (131.55–143.00) · ATM IV 22.5% · P/C interés abierto 0.72
| 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 | |
| 66.70 | 67.70 | 2 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.7500 | 28 | 167.6% | 0.00 | 0.0000 | 0.000 | |||
| 61.80 | 62.70 | 2 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.7500 | 40 | 152.2% | 0.00 | 0.0000 | 0.000 | |||
| 56.20 | 59.40 | 135.6% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.7500 | 73 | 137.7% | 0.00 | 0.0000 | 0.000 | |||
| 51.40 | 54.40 | 129.0% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.7500 | 142 | 124.1% | -0.00 | 0.0000 | -0.000 | |||
| 46.40 | 49.30 | 2 | 111.9% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.7500 | 58 | 111.1% | -0.00 | 0.0000 | -0.000 | ||
| 41.40 | 44.50 | 1 | 104.8% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.7500 | 19 | 98.7% | -0.00 | 0.0001 | -0.000 | ||
| 36.60 | 39.30 | 1 | 92.1% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.7500 | 308 | 86.8% | -0.00 | 0.0002 | -0.001 | ||
| 31.60 | 34.30 | 7 | 80.0% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.7500 | 163 | 75.4% | -0.00 | 0.0004 | -0.002 | ||
| 26.50 | 29.30 | 32 | 66.3% | 1.00 | 0.0004 | 0.000 | 110 | 0 | 0.7500 | 249 | 64.2% | -0.00 | 0.0010 | -0.003 | ||
| 22.00 | 24.30 | 283 | 63.1% | 1.00 | 0.0013 | -0.001 | 115 | 0 | 0.2500 | 714 | 43.3% | -0.01 | 0.0025 | -0.007 | ||
| 16.70 | 19.40 | 144 | 48.7% | 0.99 | 0.0037 | -0.007 | 120 | 0 | 0.5500 | 235 | 39.8% | -0.02 | 0.0062 | -0.015 | ||
| 11.90 | 13.70 | 452 | 30.4% | 0.96 | 0.0110 | -0.019 | 125 | 0.0500 | 0.7500 | 1,081 | 32.5% | -0.06 | 0.0153 | -0.030 | ||
| 7.40 | 8.70 | 109 | 25.6% | 0.89 | 0.0296 | -0.045 | 130 | 0.4000 | 0.7500 | 20 | 1,631 | 24.1% | -0.16 | 0.0348 | -0.055 | |
| 3.30 | 5.10 | 72 | 25.2% | 0.68 | 0.0605 | -0.077 | 135 | 1.15 | 1.90 | 2 | 2,218 | 19.9% | -0.39 | 0.0603 | -0.077 | |
| 1.00 | 1.45 | 1 | 2,032 | 20.4% | 0.35 | 0.0648 | -0.074 | 140 | 3.40 | 5.10 | 728 | 18.8% | -0.70 | 0.0580 | -0.066 | |
| 0.1500 | 0.3500 | 4 | 2,840 | 20.2% | 0.11 | 0.0326 | -0.038 | 145 | 7.50 | 9.40 | 2 | 740 | 16.6% | -0.90 | 0.0282 | -0.032 |
| 0 | 0.1500 | 1 | 1,531 | 22.8% | 0.03 | 0.0114 | -0.015 | 150 | 11.60 | 14.30 | 275 | -0.97 | 0.0098 | -0.011 | ||
| 0 | 0.4000 | 2,905 | 35.0% | 0.01 | 0.0038 | -0.005 | 155 | 17.20 | 20.10 | 9 | 38.7% | -0.99 | 0.0032 | -0.003 | ||
| 0 | 0.2000 | 950 | 37.3% | 0.00 | 0.0014 | -0.002 | 160 | 21.50 | 25.50 | 5 | 40.8% | -1.00 | 0.0011 | 0.000 | ||
| 0 | 0.0500 | 506 | 36.1% | 0.00 | 0.0005 | -0.001 | 165 | 26.40 | 30.50 | 44.8% | -1.00 | 0.0004 | 0.000 | |||
| 0 | 0.7500 | 171 | 61.4% | 0.00 | 0.0002 | -0.001 | 170 | 31.40 | 35.30 | 40.5% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.1500 | 126 | 52.5% | 0.00 | 0.0001 | -0.000 | 175 | 36.40 | 40.30 | 46.9% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.3000 | 25 | 63.4% | 0.00 | 0.0000 | -0.000 | 180 | 41.40 | 45.30 | 53.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.7500 | 79.7% | 0.00 | 0.0000 | -0.000 | 185 | 46.40 | 50.30 | 58.9% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.2000 | 11 | 69.6% | 0.00 | 0.0000 | 0.000 | 190 | 51.40 | 55.40 | 70.3% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.7500 | 90.5% | 0.00 | 0.0000 | 0.000 | 195 | 56.40 | 60.30 | 70.1% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.7500 | 95.6% | 0.00 | 0.0000 | 0.000 | 200 | 61.40 | 65.30 | 75.4% | -1.00 | 0.0000 | 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 — Sep 18, 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.