PYPL cadena de opciones PayPal Holdings, 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 ±17.2% (46.68–66.13) · ATM IV 33.4% · P/C interés abierto 0.88
| 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 | |
| 24.85 | 28.95 | 187 | 51.5% | 0.98 | 0.0024 | 0.000 | 30 | 0 | 0.3300 | 2 | 515 | 54.3% | -0.02 | 0.0024 | -0.003 | |
| 22.45 | 26.30 | 212 | 40.9% | 0.98 | 0.0033 | 0.000 | 32.5 | 0 | 1.35 | 940 | 64.2% | -0.03 | 0.0034 | -0.003 | ||
| 20.05 | 23.95 | 267 | 41.5% | 0.97 | 0.0045 | -0.001 | 35 | 0 | 0.7000 | 660 | 49.0% | -0.03 | 0.0046 | -0.004 | ||
| 17.70 | 20.80 | 127 | 0.95 | 0.0062 | -0.002 | 37.5 | 0.0100 | 0.3500 | 2,438 | 37.7% | -0.05 | 0.0063 | -0.005 | |||
| 15.40 | 18.80 | 752 | 32.3% | 0.94 | 0.0086 | -0.003 | 40 | 0 | 1.11 | 2,585 | 42.2% | -0.06 | 0.0088 | -0.006 | ||
| 13.15 | 17.25 | 466 | 39.5% | 0.91 | 0.0118 | -0.005 | 42.5 | 0.4000 | 1.35 | 2,047 | 41.7% | -0.09 | 0.0120 | -0.007 | ||
| 11.00 | 14.45 | 768 | 33.4% | 0.87 | 0.0157 | -0.007 | 45 | 0.7600 | 1.44 | 5 | 6,374 | 38.7% | -0.13 | 0.0160 | -0.009 | |
| 9.00 | 12.70 | 1,013 | 34.6% | 0.82 | 0.0200 | -0.010 | 47.5 | 1.28 | 1.77 | 1 | 1,305 | 37.2% | -0.18 | 0.0203 | -0.011 | |
| 8.35 | 9.75 | 2,275 | 34.5% | 0.76 | 0.0240 | -0.012 | 50 | 1.61 | 2.45 | 1 | 1,652 | 35.3% | -0.24 | 0.0245 | -0.013 | |
| 5.80 | 8.70 | 1 | 1,154 | 32.9% | 0.69 | 0.0276 | -0.014 | 52.5 | 2.64 | 3.60 | 2 | 840 | 36.9% | -0.31 | 0.0282 | -0.015 |
| 5.70 | 6.50 | 3 | 1,483 | 34.8% | 0.62 | 0.0303 | -0.015 | 55 | 3.75 | 4.30 | 3 | 1,422 | 35.5% | -0.39 | 0.0313 | -0.016 |
| 4.45 | 5.00 | 6 | 762 | 33.5% | 0.54 | 0.0319 | -0.016 | 57.5 | 3.95 | 6.05 | 175 | 33.3% | -0.47 | 0.0333 | -0.016 | |
| 3.55 | 4.25 | 15 | 2,317 | 34.8% | 0.46 | 0.0323 | -0.016 | 60 | 5.05 | 7.80 | 424 | 32.9% | -0.56 | 0.0341 | -0.016 | |
| 1.82 | 3.90 | 376 | 33.3% | 0.39 | 0.0314 | -0.015 | 62.5 | 6.35 | 9.35 | 275 | 31.0% | -0.63 | 0.0337 | -0.015 | ||
| 2.14 | 2.39 | 12 | 4,670 | 33.9% | 0.32 | 0.0294 | -0.014 | 65 | 8.05 | 11.40 | 47 | 31.0% | -0.71 | 0.0321 | -0.014 | |
| 0.8500 | 2.46 | 361 | 33.3% | 0.26 | 0.0267 | -0.012 | 67.5 | 10.05 | 13.65 | 31.9% | -0.78 | 0.0294 | -0.012 | |||
| 1.05 | 1.40 | 17 | 3,828 | 33.1% | 0.20 | 0.0235 | -0.011 | 70 | 12.90 | 15.95 | 61 | 36.6% | -0.84 | 0.0259 | -0.010 | |
| 0.4000 | 1.00 | 3,180 | 33.6% | 0.13 | 0.0171 | -0.008 | 75 | 16.70 | 20.80 | 46 | 34.9% | -0.92 | 0.0202 | -0.006 | ||
| 0.0400 | 0.6000 | 362 | 32.5% | 0.08 | 0.0118 | -0.006 | 80 | 21.45 | 25.65 | 35.9% | -0.98 | 0.0139 | -0.009 | |||
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.