PLTR cadena de opciones Palantir Technologies Inc.
Cboe delayed options data · a fecha de 00:43 UTC
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 ±27.9% (140.06–248.56) · ATM IV 54.7% · P/C interés abierto 1.89
| 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 | |
| 96.40 | 99.00 | 153 | 525 | 68.7% | 0.96 | 0.0010 | -0.008 | 100 | 1.41 | 1.53 | 21 | 25.3K | 67.7% | -0.04 | 0.0010 | -0.023 |
| 92.25 | 94.05 | 119 | 67.5% | 0.96 | 0.0011 | -0.011 | 105 | 1.70 | 1.92 | 3 | 3,556 | 66.5% | -0.05 | 0.0012 | -0.025 | |
| 87.30 | 89.65 | 2,818 | 65.0% | 0.95 | 0.0013 | -0.015 | 110 | 2.04 | 2.15 | 29 | 7,624 | 64.5% | -0.05 | 0.0014 | -0.029 | |
| 82.65 | 85.30 | 1 | 275 | 63.6% | 0.94 | 0.0016 | -0.019 | 115 | 2.44 | 2.58 | 17 | 2,645 | 63.3% | -0.06 | 0.0016 | -0.032 |
| 78.25 | 80.50 | 1 | 992 | 61.4% | 0.93 | 0.0018 | -0.024 | 120 | 2.96 | 3.10 | 67 | 9,358 | 62.3% | -0.07 | 0.0018 | -0.036 |
| 74.85 | 75.60 | 27 | 852 | 61.4% | 0.91 | 0.0021 | -0.028 | 125 | 3.50 | 3.70 | 3 | 3,161 | 61.2% | -0.09 | 0.0021 | -0.040 |
| 70.30 | 71.70 | 23 | 835 | 60.4% | 0.90 | 0.0023 | -0.033 | 130 | 4.25 | 4.35 | 23 | 4,440 | 60.4% | -0.10 | 0.0024 | -0.044 |
| 65.75 | 68.15 | 4 | 708 | 59.9% | 0.88 | 0.0026 | -0.038 | 135 | 5.05 | 5.15 | 1,776 | 59.6% | -0.12 | 0.0027 | -0.048 | |
| 61.60 | 64.15 | 5 | 2,691 | 58.9% | 0.87 | 0.0030 | -0.043 | 140 | 5.90 | 6.10 | 64 | 3,522 | 58.8% | -0.14 | 0.0030 | -0.053 |
| 58.10 | 59.75 | 2 | 864 | 58.0% | 0.85 | 0.0033 | -0.048 | 145 | 7.00 | 7.25 | 5 | 1,864 | 58.5% | -0.16 | 0.0033 | -0.057 |
| 54.55 | 56.05 | 8 | 1,986 | 57.7% | 0.82 | 0.0036 | -0.053 | 150 | 8.20 | 8.35 | 183 | 5,364 | 57.8% | -0.18 | 0.0036 | -0.061 |
| 50.60 | 52.95 | 2 | 1,108 | 57.4% | 0.80 | 0.0039 | -0.058 | 155 | 9.45 | 9.70 | 13 | 2,461 | 57.2% | -0.20 | 0.0040 | -0.066 |
| 47.00 | 49.05 | 5 | 1,756 | 56.2% | 0.78 | 0.0042 | -0.063 | 160 | 10.95 | 11.30 | 229 | 2,578 | 57.0% | -0.23 | 0.0043 | -0.070 |
| 44.20 | 45.45 | 4 | 6,934 | 56.0% | 0.75 | 0.0045 | -0.067 | 165 | 12.55 | 12.95 | 7 | 2,334 | 56.6% | -0.25 | 0.0046 | -0.074 |
| 40.85 | 43.00 | 3 | 1,701 | 56.3% | 0.73 | 0.0047 | -0.071 | 170 | 14.40 | 14.75 | 112 | 5,494 | 56.3% | -0.28 | 0.0048 | -0.077 |
| 37.95 | 40.10 | 2 | 1,952 | 56.1% | 0.70 | 0.0050 | -0.075 | 175 | 16.30 | 16.70 | 8 | 3,407 | 55.9% | -0.30 | 0.0051 | -0.080 |
| 34.90 | 36.85 | 5 | 2,653 | 55.1% | 0.67 | 0.0052 | -0.078 | 180 | 18.45 | 18.85 | 74 | 890 | 55.7% | -0.33 | 0.0053 | -0.083 |
| 32.20 | 34.55 | 1 | 1,348 | 55.2% | 0.64 | 0.0054 | -0.081 | 185 | 20.35 | 21.00 | 54 | 1,051 | 54.9% | -0.36 | 0.0055 | -0.085 |
| 30.35 | 31.35 | 18 | 3,032 | 55.0% | 0.62 | 0.0055 | -0.083 | 190 | 22.80 | 23.60 | 31 | 1,232 | 54.9% | -0.39 | 0.0057 | -0.086 |
| 28.00 | 29.00 | 136 | 1,992 | 54.8% | 0.59 | 0.0056 | -0.084 | 195 | 25.30 | 26.20 | 11 | 546 | 54.6% | -0.42 | 0.0058 | -0.088 |
| 25.75 | 26.65 | 70 | 9,629 | 54.5% | 0.56 | 0.0058 | -0.086 | 200 | 28.15 | 28.95 | 62 | 984 | 54.5% | -0.45 | 0.0060 | -0.088 |
| 22.10 | 22.55 | 208 | 2,714 | 54.4% | 0.50 | 0.0058 | -0.087 | 210 | 34.00 | 34.95 | 3 | 737 | 54.2% | -0.51 | 0.0061 | -0.088 |
| 18.35 | 19.05 | 212 | 2,434 | 53.9% | 0.45 | 0.0058 | -0.086 | 220 | 40.30 | 41.85 | 439 | 54.2% | -0.56 | 0.0061 | -0.087 | |
| 15.40 | 16.15 | 158 | 2,700 | 53.8% | 0.40 | 0.0057 | -0.084 | 230 | 46.80 | 48.85 | 1 | 121 | 53.5% | -0.62 | 0.0061 | -0.084 |
| 12.90 | 13.60 | 17 | 2,787 | 53.7% | 0.35 | 0.0055 | -0.080 | 240 | 54.55 | 56.35 | 80 | 53.8% | -0.67 | 0.0059 | -0.080 | |
| 10.75 | 11.25 | 71 | 2,176 | 53.4% | 0.31 | 0.0052 | -0.076 | 250 | 62.05 | 64.55 | 126 | 53.7% | -0.71 | 0.0057 | -0.075 | |
| 9.00 | 9.60 | 58 | 2,761 | 53.6% | 0.27 | 0.0049 | -0.071 | 260 | 70.35 | 72.40 | 39 | 53.2% | -0.76 | 0.0054 | -0.069 | |
| 7.50 | 8.05 | 125 | 1,232 | 53.5% | 0.24 | 0.0046 | -0.066 | 270 | 78.95 | 81.40 | 76 | 52.4% | -0.80 | 0.0052 | -0.064 | |
| 6.30 | 6.95 | 12 | 308 | 54.0% | 0.20 | 0.0042 | -0.061 | 280 | 87.90 | 89.95 | 55 | 53.6% | -0.83 | 0.0048 | -0.058 | |
| 5.20 | 5.70 | 5 | 690 | 53.6% | 0.18 | 0.0039 | -0.056 | 290 | 97.05 | 98.45 | 71 | 52.7% | -0.86 | 0.0046 | -0.052 | |
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 — Mar 19, 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.
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