RDDT cadena de opciones Reddit, Inc.
Cboe delayed options data · a fecha de 15:43 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 ±18.9% (125.81–184.61) · ATM IV 80.1% · P/C interés abierto 1.04
| 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 | |
| 73.50 | 76.90 | 12 | 0.99 | 0.0004 | -0.004 | 80 | 0.0100 | 0.3600 | 1,842 | 104.0% | -0.01 | 0.0004 | -0.013 | |||
| 68.55 | 71.95 | 3 | 0.99 | 0.0006 | -0.009 | 85 | 0 | 0.4000 | 57 | 96.4% | -0.01 | 0.0006 | -0.017 | |||
| 63.65 | 67.00 | 8 | 0.99 | 0.0009 | -0.015 | 90 | 0.1000 | 0.3600 | 3 | 162 | 90.1% | -0.01 | 0.0009 | -0.023 | ||
| 58.80 | 62.05 | 2 | 0.98 | 0.0012 | -0.023 | 95 | 0.1700 | 0.5200 | 353 | 87.7% | -0.02 | 0.0012 | -0.030 | |||
| 54.10 | 56.85 | 26 | 0.97 | 0.0017 | -0.033 | 100 | 0.3100 | 0.7200 | 11 | 423 | 85.6% | -0.03 | 0.0017 | -0.040 | ||
| 49.25 | 52.30 | 2 | 65.1% | 0.96 | 0.0024 | -0.047 | 105 | 0.5900 | 0.8600 | 15 | 388 | 83.0% | -0.04 | 0.0024 | -0.053 | |
| 44.65 | 47.40 | 17 | 66.9% | 0.94 | 0.0032 | -0.064 | 110 | 0.9000 | 1.27 | 28 | 1,199 | 82.0% | -0.06 | 0.0032 | -0.069 | |
| 40.10 | 43.05 | 51 | 71.1% | 0.92 | 0.0041 | -0.083 | 115 | 1.49 | 1.68 | 18 | 2,346 | 81.1% | -0.08 | 0.0041 | -0.088 | |
| 35.80 | 38.95 | 46 | 74.1% | 0.89 | 0.0052 | -0.105 | 120 | 2.10 | 2.55 | 21 | 2,614 | 81.2% | -0.11 | 0.0052 | -0.110 | |
| 31.80 | 34.65 | 18 | 74.2% | 0.85 | 0.0063 | -0.129 | 125 | 3.00 | 3.30 | 23 | 934 | 80.0% | -0.15 | 0.0063 | -0.133 | |
| 28.50 | 30.40 | 1 | 277 | 75.4% | 0.81 | 0.0073 | -0.151 | 130 | 4.10 | 4.45 | 19 | 1,741 | 79.6% | -0.19 | 0.0074 | -0.155 |
| 24.90 | 26.80 | 70 | 75.6% | 0.76 | 0.0083 | -0.173 | 135 | 5.40 | 6.25 | 7 | 1,223 | 80.5% | -0.24 | 0.0084 | -0.176 | |
| 22.30 | 23.60 | 1 | 167 | 78.4% | 0.72 | 0.0092 | -0.191 | 140 | 7.15 | 7.65 | 31 | 846 | 79.5% | -0.29 | 0.0092 | -0.194 |
| 19.15 | 20.75 | 225 | 78.5% | 0.66 | 0.0099 | -0.206 | 145 | 9.10 | 9.85 | 49 | 645 | 80.0% | -0.34 | 0.0100 | -0.208 | |
| 18.60 | 19.75 | 77.3% | 0.65 | 0.0100 | -0.209 | 146 | 9.35 | 10.05 | 78.8% | -0.35 | 0.0101 | -0.211 | ||||
| 18.05 | 19.55 | 78.3% | 0.64 | 0.0102 | -0.211 | 147 | 9.75 | 11.05 | 80.3% | -0.36 | 0.0102 | -0.213 | ||||
| 17.55 | 19.00 | 78.5% | 0.63 | 0.0102 | -0.213 | 148 | 10.40 | 11.20 | 10 | 80.0% | -0.37 | 0.0103 | -0.215 | |||
| 17.10 | 18.10 | 77.7% | 0.62 | 0.0104 | -0.215 | 149 | 10.65 | 11.75 | 10 | 79.6% | -0.38 | 0.0104 | -0.217 | |||
| 16.85 | 17.70 | 4 | 829 | 78.8% | 0.61 | 0.0104 | -0.217 | 150 | 11.35 | 12.00 | 13 | 1,495 | 79.6% | -0.39 | 0.0105 | -0.219 |
| 15.40 | 16.40 | 5 | 78.1% | 0.58 | 0.0106 | -0.221 | 152.5 | 12.35 | 13.30 | 1 | 79.1% | -0.42 | 0.0107 | -0.223 | ||
| 14.70 | 15.25 | 19 | 986 | 79.6% | 0.56 | 0.0108 | -0.224 | 155 | 14.00 | 14.85 | 1 | 485 | 80.7% | -0.45 | 0.0108 | -0.225 |
| 13.60 | 14.30 | 7 | 80.0% | 0.53 | 0.0108 | -0.225 | 157.5 | 15.30 | 16.35 | 13 | 80.8% | -0.47 | 0.0109 | -0.226 | ||
| 12.45 | 12.85 | 35 | 2,123 | 78.7% | 0.50 | 0.0109 | -0.226 | 160 | 16.80 | 17.55 | 1 | 877 | 80.2% | -0.50 | 0.0110 | -0.227 |
| 11.60 | 12.25 | 7 | 80.1% | 0.48 | 0.0109 | -0.225 | 162.5 | 18.30 | 19.30 | 6 | 80.9% | -0.53 | 0.0110 | -0.226 | ||
| 10.65 | 11.05 | 22 | 930 | 79.3% | 0.45 | 0.0108 | -0.224 | 165 | 19.80 | 20.75 | 285 | 80.4% | -0.55 | 0.0109 | -0.224 | |
| 9.45 | 10.30 | 1 | 78.7% | 0.43 | 0.0107 | -0.221 | 167.5 | 21.25 | 22.00 | 78.8% | -0.58 | 0.0108 | -0.222 | |||
| 8.70 | 9.55 | 29 | 1,274 | 79.0% | 0.40 | 0.0106 | -0.218 | 170 | 22.85 | 24.15 | 685 | 79.9% | -0.60 | 0.0107 | -0.218 | |
| 7.80 | 8.75 | 2 | 78.4% | 0.38 | 0.0104 | -0.214 | 172.5 | 24.55 | 26.00 | 80.1% | -0.63 | 0.0105 | -0.214 | |||
| 7.35 | 8.00 | 37 | 1,120 | 79.0% | 0.35 | 0.0102 | -0.209 | 175 | 26.55 | 27.45 | 3 | 217 | 79.6% | -0.65 | 0.0103 | -0.209 |
| 6.60 | 7.20 | 78.2% | 0.33 | 0.0099 | -0.204 | 177.5 | 28.30 | 29.70 | 80.5% | -0.67 | 0.0101 | -0.204 | ||||
| 6.00 | 6.50 | 30 | 1,314 | 77.9% | 0.31 | 0.0097 | -0.198 | 180 | 30.10 | 31.50 | 72 | 80.0% | -0.69 | 0.0098 | -0.198 | |
| 5.10 | 5.95 | 1 | 76.8% | 0.29 | 0.0094 | -0.192 | 182.5 | 31.85 | 33.65 | 80.1% | -0.71 | 0.0095 | -0.192 | |||
| 4.80 | 5.70 | 38 | 543 | 78.3% | 0.27 | 0.0091 | -0.185 | 185 | 34.00 | 35.65 | 67 | 80.7% | -0.73 | 0.0092 | -0.185 | |
| 4.30 | 4.55 | 36 | 1,031 | 78.9% | 0.23 | 0.0084 | -0.171 | 190 | 38.30 | 39.65 | 52 | 81.2% | -0.77 | 0.0086 | -0.171 | |
| 3.45 | 3.75 | 13 | 496 | 78.4% | 0.20 | 0.0077 | -0.157 | 195 | 42.40 | 44.70 | 40 | 84.0% | -0.80 | 0.0079 | -0.156 | |
| 2.81 | 3.10 | 23 | 2,049 | 78.4% | 0.17 | 0.0070 | -0.142 | 200 | 46.80 | 49.35 | 62 | 85.8% | -0.83 | 0.0072 | -0.141 | |
| 2.25 | 2.62 | 5 | 78.6% | 0.15 | 0.0063 | -0.128 | 205 | 50.90 | 53.70 | 84.4% | -0.86 | 0.0065 | -0.126 | |||
| 1.84 | 2.20 | 657 | 78.9% | 0.13 | 0.0056 | -0.115 | 210 | 55.35 | 57.70 | 16 | 81.5% | -0.88 | 0.0058 | -0.113 | ||
| 1.23 | 1.49 | 13 | 456 | 79.2% | 0.09 | 0.0044 | -0.091 | 220 | 65.20 | 67.80 | 20 | 89.9% | -0.92 | 0.0047 | -0.088 | |
| 0.8100 | 1.09 | 2 | 801 | 80.2% | 0.07 | 0.0034 | -0.072 | 230 | 74.80 | 77.45 | 9 | 17 | 93.4% | -0.94 | 0.0037 | -0.069 |
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 — Nov 20, 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