RIOT cadena de opciones Riot Platforms, Inc.
Cboe delayed options data · a fecha de 15:38 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 ±13.4% (17.79–23.28) · ATM IV 82.2% · P/C interés abierto 0.43
| 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 | |
| 9.20 | 9.70 | 275 | 0.99 | 0.0041 | 0.000 | 11 | 0 | 0.0900 | 2,645 | 156.7% | -0.01 | 0.0041 | -0.004 | |||
| 6.60 | 8.70 | 165 | 0.99 | 0.0062 | -0.001 | 12 | 0 | 0.0900 | 523 | 137.2% | -0.01 | 0.0063 | -0.005 | |||
| 5.55 | 7.70 | 199 | 0.98 | 0.0096 | -0.003 | 13 | 0.0200 | 0.0700 | 5 | 7,512 | 119.2% | -0.02 | 0.0096 | -0.007 | ||
| 6.20 | 6.70 | 1 | 3,022 | 0.97 | 0.0147 | -0.005 | 14 | 0.0300 | 0.0700 | 3 | 3,211 | 104.2% | -0.03 | 0.0148 | -0.009 | |
| 4.85 | 5.75 | 2,062 | 0.96 | 0.0231 | -0.009 | 15 | 0.0600 | 0.0800 | 93 | 9,903 | 94.0% | -0.04 | 0.0232 | -0.012 | ||
| 4.15 | 5.30 | 3 | 0.94 | 0.0291 | -0.011 | 15.5 | 0.0600 | 0.1600 | 2 | 78 | 94.8% | -0.06 | 0.0292 | -0.014 | ||
| 4.05 | 4.80 | 587 | 0.93 | 0.0366 | -0.014 | 16 | 0.1000 | 0.1700 | 18 | 2,751 | 90.6% | -0.07 | 0.0367 | -0.017 | ||
| 2.79 | 4.35 | 2 | 0.91 | 0.0456 | -0.018 | 16.5 | 0.1100 | 0.2800 | 12 | 135 | 90.6% | -0.09 | 0.0458 | -0.020 | ||
| 3.50 | 3.90 | 11 | 2,063 | 75.3% | 0.88 | 0.0559 | -0.022 | 17 | 0.2000 | 0.2700 | 138 | 5,668 | 86.3% | -0.12 | 0.0561 | -0.024 |
| 3.10 | 3.45 | 11 | 105 | 75.5% | 0.84 | 0.0670 | -0.026 | 17.5 | 0.2900 | 0.3600 | 84 | 387 | 86.2% | -0.16 | 0.0672 | -0.028 |
| 2.60 | 3.05 | 56 | 4,380 | 71.1% | 0.80 | 0.0783 | -0.030 | 18 | 0.3900 | 0.4800 | 139 | 6,446 | 85.8% | -0.20 | 0.0785 | -0.032 |
| 2.33 | 2.68 | 115 | 132 | 76.4% | 0.76 | 0.0890 | -0.035 | 18.5 | 0.5000 | 0.6900 | 74 | 431 | 88.2% | -0.24 | 0.0892 | -0.036 |
| 2.12 | 2.33 | 408 | 2,461 | 81.1% | 0.71 | 0.0984 | -0.039 | 19 | 0.6700 | 0.7200 | 148 | 5,225 | 82.8% | -0.29 | 0.0987 | -0.039 |
| 1.85 | 1.98 | 181 | 148 | 81.2% | 0.65 | 0.1060 | -0.042 | 19.5 | 0.8400 | 1.00 | 97 | 41 | 85.0% | -0.35 | 0.1064 | -0.042 |
| 1.60 | 1.70 | 1,345 | 18.7K | 82.1% | 0.60 | 0.1115 | -0.044 | 20 | 1.03 | 1.20 | 80 | 8,078 | 83.4% | -0.40 | 0.1119 | -0.044 |
| 1.29 | 1.43 | 32 | 480 | 79.8% | 0.54 | 0.1146 | -0.045 | 20.5 | 1.28 | 1.49 | 36 | 84.6% | -0.46 | 0.1151 | -0.045 | |
| 1.14 | 1.21 | 593 | 7,179 | 82.0% | 0.48 | 0.1153 | -0.045 | 21 | 1.55 | 1.67 | 2 | 1,169 | 81.4% | -0.52 | 0.1158 | -0.045 |
| 0.9500 | 1.00 | 49 | 355 | 81.7% | 0.43 | 0.1137 | -0.044 | 21.5 | 1.84 | 2.14 | 27 | 85.9% | -0.57 | 0.1143 | -0.044 | |
| 0.7900 | 0.8700 | 99 | 9,380 | 83.1% | 0.38 | 0.1100 | -0.043 | 22 | 2.15 | 2.44 | 1 | 4,819 | 84.4% | -0.63 | 0.1106 | -0.042 |
| 0.6400 | 0.7400 | 20 | 275 | 83.5% | 0.33 | 0.1046 | -0.041 | 22.5 | 2.51 | 2.80 | 131 | 84.8% | -0.68 | 0.1052 | -0.040 | |
| 0.5200 | 0.5900 | 116 | 12.1K | 82.7% | 0.28 | 0.0977 | -0.038 | 23 | 2.87 | 3.05 | 20 | 969 | 79.8% | -0.72 | 0.0984 | -0.037 |
| 0.3600 | 0.4700 | 7 | 53 | 79.9% | 0.24 | 0.0899 | -0.035 | 23.5 | 3.30 | 3.80 | 94.1% | -0.76 | 0.0907 | -0.034 | ||
| 0.3300 | 0.3900 | 305 | 9,106 | 82.4% | 0.20 | 0.0816 | -0.032 | 24 | 3.70 | 5.65 | 1,354 | 144.1% | -0.80 | 0.0824 | -0.030 | |
| 0.2800 | 0.3000 | 90 | 82.5% | 0.17 | 0.0732 | -0.029 | 24.5 | 4.10 | 6.15 | 148.7% | -0.83 | 0.0740 | -0.027 | |||
| 0.2300 | 0.2500 | 83 | 17.4K | 83.5% | 0.15 | 0.0650 | -0.026 | 25 | 4.55 | 5.90 | 1,471 | 128.6% | -0.86 | 0.0658 | -0.024 | |
| 0.1900 | 0.2200 | 5 | 40 | 85.2% | 0.12 | 0.0575 | -0.023 | 25.5 | 5.05 | 7.25 | 165.0% | -0.88 | 0.0582 | -0.021 | ||
| 0.1500 | 0.1700 | 16 | 9,575 | 84.8% | 0.10 | 0.0506 | -0.021 | 26 | 5.45 | 6.00 | 1,168 | 98.6% | -0.90 | 0.0512 | -0.018 | |
| 0.1100 | 0.1500 | 1 | 140 | 85.3% | 0.09 | 0.0445 | -0.019 | 26.5 | 5.90 | 8.10 | 168.1% | -0.92 | 0.0450 | -0.016 | ||
| 0.0900 | 0.1300 | 72 | 3,867 | 86.6% | 0.08 | 0.0391 | -0.017 | 27 | 6.40 | 7.35 | 653 | 124.5% | -0.93 | 0.0395 | -0.014 | |
| 0.0600 | 0.1100 | 14 | 5,189 | 90.3% | 0.06 | 0.0304 | -0.014 | 28 | 7.40 | 9.65 | 24 | 737 | 188.2% | -0.95 | 0.0312 | -0.010 |
| 0.0400 | 0.0800 | 1 | 7,748 | 92.1% | 0.04 | 0.0240 | -0.011 | 29 | 8.35 | 10.55 | 641 | 193.8% | -0.96 | 0.0255 | -0.007 | |
| 0.0200 | 0.0500 | 11 | 14.9K | 91.0% | 0.04 | 0.0191 | -0.010 | 30 | 9.35 | 10.40 | 152 | 154.2% | -0.97 | 0.0217 | -0.005 | |
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.
callsputs