PYPL cadena de opciones PayPal Holdings, Inc.
Cboe delayed options data · a fecha de 09:38 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 ±6.9% (50.83–58.31) · ATM IV 29.7% · P/C interés abierto 0.25
| 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 | |
| 22.60 | 26.60 | 15 | 15 | 0.99 | 0.0013 | -0.001 | 30 | 0 | 2.13 | 1 | 172.6% | -0.01 | 0.0013 | -0.004 | ||
| 17.65 | 21.65 | 0.99 | 0.0025 | -0.002 | 35 | 0 | 2.13 | 1 | 136.6% | -0.01 | 0.0025 | -0.005 | ||||
| 12.90 | 16.65 | 59.0% | 0.98 | 0.0055 | -0.005 | 40 | 0 | 0.5000 | 3 | 70.9% | -0.02 | 0.0055 | -0.007 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.75 | 11.50 | 6 | 38.0% | 0.96 | 0.0144 | -0.009 | 45 | 0 | 0.1900 | 24 | 36.9% | -0.04 | 0.0145 | -0.010 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.00 | 9.60 | 1 | 32.1% | 0.93 | 0.0229 | -0.012 | 47 | 0.0500 | 1.09 | 29 | 51.0% | -0.07 | 0.0231 | -0.013 | ||
| 4.90 | 8.65 | 202 | 26.5% | 0.91 | 0.0293 | -0.014 | 48 | 0 | 0.5000 | 9 | 35 | 35.8% | -0.09 | 0.0296 | -0.015 | |
| 4.00 | 7.95 | 11 | 32.0% | 0.88 | 0.0374 | -0.017 | 49 | 0.0300 | 0.5200 | 1 | 84 | 32.4% | -0.12 | 0.0378 | -0.018 | |
| 3.15 | 6.00 | 1 | 18 | 0.84 | 0.0467 | -0.021 | 50 | 0.3000 | 0.6500 | 28 | 222 | 33.7% | -0.16 | 0.0472 | -0.021 | |
| 2.34 | 6.30 | 216 | 30.6% | 0.78 | 0.0563 | -0.025 | 51 | 0.6100 | 1.15 | 26 | 46 | 37.6% | -0.22 | 0.0569 | -0.025 | |
| 1.59 | 5.55 | 1 | 23 | 31.3% | 0.72 | 0.0652 | -0.028 | 52 | 0.5100 | 2.09 | 31 | 25 | 39.7% | -0.28 | 0.0660 | -0.029 |
| 2.31 | 4.60 | 31 | 42 | 40.7% | 0.65 | 0.0728 | -0.031 | 53 | 0.7200 | 1.73 | 10 | 31.9% | -0.35 | 0.0739 | -0.032 | |
| 1.97 | 2.98 | 65 | 108 | 33.7% | 0.58 | 0.0782 | -0.033 | 54 | 0.5900 | 2.15 | 135 | 27.4% | -0.43 | 0.0795 | -0.033 | |
| 1.34 | 2.16 | 48 | 102 | 30.0% | 0.50 | 0.0804 | -0.033 | 55 | 1.61 | 2.38 | 92 | 29.4% | -0.51 | 0.0820 | -0.034 | |
| 0.6700 | 3.50 | 2 | 59 | 42.3% | 0.42 | 0.0790 | -0.032 | 56 | 0.8500 | 4.85 | 10 | 104 | 33.8% | -0.59 | 0.0810 | -0.033 |
| 0.1000 | 3.15 | 20 | 50 | 40.8% | 0.35 | 0.0744 | -0.030 | 57 | 1.56 | 5.40 | 4 | 152 | 33.4% | -0.67 | 0.0766 | -0.031 |
| 0.3700 | 2.98 | 19 | 276 | 47.1% | 0.28 | 0.0673 | -0.028 | 58 | 2.30 | 6.20 | 36 | 34.3% | -0.73 | 0.0698 | -0.028 | |
| 0.3700 | 2.73 | 27 | 185 | 50.1% | 0.22 | 0.0591 | -0.025 | 59 | 3.20 | 7.00 | 8 | 35.9% | -0.79 | 0.0617 | -0.026 | |
| 0 | 0.5500 | 50 | 321 | 27.6% | 0.18 | 0.0506 | -0.022 | 60 | 4.45 | 7.85 | 40 | 248 | 41.3% | -0.84 | 0.0532 | -0.023 |
| 0.2000 | 0.4000 | 16 | 374 | 31.8% | 0.14 | 0.0427 | -0.019 | 61 | 4.95 | 8.70 | 233 | 37.4% | -0.88 | 0.0449 | -0.020 | |
| 0.1900 | 0.4000 | 15 | 651 | 34.9% | 0.11 | 0.0357 | -0.017 | 62 | 5.90 | 9.65 | 93 | 39.5% | -0.90 | 0.0374 | -0.017 | |
| 0.0500 | 0.3200 | 88 | 1,255 | 33.8% | 0.09 | 0.0298 | -0.015 | 63 | 6.90 | 10.60 | 148 | 42.0% | -0.93 | 0.0308 | -0.015 | |
| 0 | 2.22 | 594 | 62.4% | 0.08 | 0.0250 | -0.013 | 64 | 7.90 | 11.60 | 6 | 45.2% | -0.94 | 0.0254 | -0.013 | ||
| 0.0100 | 1.30 | 12 | 413 | 55.0% | 0.06 | 0.0211 | -0.012 | 65 | 8.70 | 12.55 | 43.4% | -0.95 | 0.0209 | -0.011 | ||
| 0.0100 | 1.47 | 10 | 813 | 59.7% | 0.05 | 0.0180 | -0.011 | 66 | 9.70 | 13.55 | 1 | 46.2% | -0.96 | 0.0173 | -0.009 | |
| 0 | 1.06 | 352 | 56.7% | 0.05 | 0.0154 | -0.010 | 67 | 10.70 | 14.55 | 48.9% | -0.97 | 0.0144 | -0.008 | |||
| 0 | 1.01 | 147 | 59.7% | 0.04 | 0.0134 | -0.009 | 68 | 11.70 | 15.50 | 50.2% | -0.98 | 0.0121 | -0.007 | |||
| 0 | 2.17 | 236 | 78.6% | 0.04 | 0.0117 | -0.009 | 69 | 12.70 | 16.50 | 52.8% | -0.98 | 0.0103 | -0.006 | |||
| 0 | 0.7000 | 114 | 59.5% | 0.03 | 0.0104 | -0.008 | 70 | 13.70 | 17.50 | 55.3% | -0.98 | 0.0089 | -0.005 | |||
| 0 | 2.16 | 50 | 84.5% | 0.03 | 0.0092 | -0.008 | 71 | 14.65 | 18.50 | 56.2% | -0.98 | 0.0077 | -0.004 | |||
| 0 | 2.16 | 1 | 87.4% | 0.03 | 0.0083 | -0.007 | 72 | 15.85 | 19.50 | 64.2% | -0.99 | 0.0067 | -0.004 | |||
| 0 | 1.02 | 11 | 73.1% | 0.02 | 0.0075 | -0.007 | 73 | 16.65 | 20.50 | 60.8% | -0.99 | 0.0059 | -0.003 | |||
| 0 | 2.16 | 92.9% | 0.02 | 0.0068 | -0.007 | 74 | 17.65 | 21.50 | 63.1% | -0.99 | 0.0053 | -0.003 | ||||
| 0 | 2.16 | 3 | 95.6% | 0.02 | 0.0062 | -0.007 | 75 | 18.85 | 22.50 | 71.3% | -0.99 | 0.0047 | -0.002 | |||
| 0 | 0.1200 | 259 | 61.0% | 0.02 | 0.0043 | -0.006 | 80 | 23.50 | 27.50 | 68.4% | -0.99 | 0.0029 | -0.001 | |||
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 — Oct 02, 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.
callsputs