SE cadena de opciones Sea Limited

Vencimiento Cboe delayed options data · a fecha de 21:53 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 ±10.4% (101.59–125.25) · ATM IV 41.6% · P/C interés abierto 9.57

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
46.50	50.75			77.8%	1.00	0.0003	0.000	65	0	2.13			122.6%	-0.00	0.0003	-0.002
41.70	45.70			73.5%	0.99	0.0006	0.000	70	0	2.13			109.0%	-0.00	0.0006	-0.004
36.55	40.65			45.4%	0.99	0.0012	0.000	75	0	2.13			96.2%	-0.01	0.0012	-0.006
31.60	35.55				0.98	0.0021	0.000	80	0	2.15			84.3%	-0.02	0.0021	-0.011
26.85	30.55			42.0%	0.97	0.0037	-0.005	85	0	2.21			73.3%	-0.03	0.0037	-0.017
21.95	25.95			45.0%	0.94	0.0063	-0.016	90	0	2.36			63.3%	-0.05	0.0063	-0.026
17.35	20.60			36.4%	0.90	0.0102	-0.030	95	0	2.69		3	54.6%	-0.09	0.0102	-0.037
14.70	17.80			36.5%	0.87	0.0132	-0.039	98	0.6500	2.98			53.4%	-0.13	0.0132	-0.046
13.85	16.70			35.0%	0.85	0.0143	-0.043	99	0.7600	3.15			52.6%	-0.14	0.0143	-0.049
13.00	16.35			38.8%	0.84	0.0154	-0.046	100	0	1.90		6	38.5%	-0.16	0.0155	-0.052
12.20	15.20			37.0%	0.82	0.0165	-0.049	101	0.4000	1.86			38.7%	-0.18	0.0166	-0.055
11.45	14.45			37.8%	0.81	0.0177	-0.053	102	1.00	2.06			40.9%	-0.19	0.0178	-0.058
10.60	13.75			37.9%	0.79	0.0188	-0.056	103	1.47	2.90			45.1%	-0.21	0.0189	-0.061
10.25	13.05			40.2%	0.77	0.0199	-0.059	104	0.4100	2.65			36.3%	-0.23	0.0201	-0.064
9.85	12.70			43.3%	0.75	0.0210	-0.062	105	0.5500	2.89			35.8%	-0.25	0.0212	-0.066
8.40	11.80			39.1%	0.72	0.0221	-0.065	106	2.29	3.80		1	44.8%	-0.28	0.0222	-0.069
8.25	10.55			43.0%	0.70	0.0231	-0.068	107	2.56	3.60			42.3%	-0.30	0.0232	-0.071
7.35	10.30			39.6%	0.68	0.0240	-0.070	108	2.90	4.00			42.4%	-0.32	0.0242	-0.073
8.00	9.15			42.4%	0.65	0.0248	-0.073	109	3.15	4.40		2	41.9%	-0.35	0.0250	-0.075
6.40	8.65			39.0%	0.63	0.0255	-0.075	110	3.65	4.75		100	42.0%	-0.37	0.0257	-0.077
6.65	7.95			41.4%	0.60	0.0261	-0.076	111	4.05	5.60			43.3%	-0.40	0.0263	-0.078
6.20	7.85			43.3%	0.57	0.0265	-0.077	112	4.55	5.60		100	41.8%	-0.43	0.0268	-0.079
5.55	6.75			40.6%	0.55	0.0268	-0.078	113	5.00	6.35		2	42.5%	-0.46	0.0271	-0.080
5.20	6.25			41.0%	0.52	0.0270	-0.079	114	5.50	6.60	2	1	41.5%	-0.48	0.0273	-0.080
4.40	5.80			39.8%	0.49	0.0270	-0.079	115	6.05	7.45			42.6%	-0.51	0.0273	-0.080
4.30	5.40			41.1%	0.47	0.0269	-0.079	116	6.50	7.70			41.0%	-0.54	0.0272	-0.079
3.45	5.00	3	18	39.5%	0.44	0.0267	-0.079	117	7.20	8.80			43.2%	-0.56	0.0270	-0.078
3.45	4.55			40.5%	0.41	0.0263	-0.078	118	7.85	8.90			41.4%	-0.59	0.0267	-0.077
3.20	4.30			41.3%	0.39	0.0259	-0.077	119	8.25	10.40		1	43.6%	-0.61	0.0262	-0.076
2.47	4.05		2	40.0%	0.37	0.0253	-0.076	120	9.10	10.35		3	41.6%	-0.64	0.0257	-0.074
2.61	3.95			42.5%	0.34	0.0247	-0.074	121	9.70	10.90			40.7%	-0.66	0.0251	-0.073
1.95	3.45		1	40.2%	0.32	0.0240	-0.073	122	9.85	12.70			42.7%	-0.68	0.0244	-0.071
1.71	3.25			40.5%	0.30	0.0232	-0.071	123	11.15	12.60			41.6%	-0.70	0.0236	-0.068
1.88	3.45			44.0%	0.28	0.0223	-0.069	124	10.70	13.20			35.5%	-0.72	0.0228	-0.066
1.65	2.30			40.1%	0.26	0.0215	-0.067	125	11.90	15.55		1	44.3%	-0.74	0.0220	-0.064
0.5600	2.45			37.5%	0.24	0.0206	-0.065	126	12.70	16.35			44.5%	-0.76	0.0211	-0.061
0.0500	3.90			43.7%	0.23	0.0197	-0.063	127	13.30	16.65			41.2%	-0.78	0.0202	-0.059
1.19	3.60			49.3%	0.21	0.0188	-0.060	128	14.95	17.80			46.7%	-0.79	0.0193	-0.056
0	3.60			45.5%	0.20	0.0179	-0.058	129	15.80	18.65			47.0%	-0.81	0.0184	-0.053
0	1.80		1	37.2%	0.18	0.0170	-0.056	130	16.70	19.75			48.7%	-0.82	0.0176	-0.051
0	3.35			47.4%	0.17	0.0162	-0.054	131	17.55	20.60			48.8%	-0.84	0.0167	-0.048
0	3.20		1	48.2%	0.16	0.0154	-0.051	132	18.45	21.50			49.4%	-0.85	0.0159	-0.046
0.6800	3.10			52.8%	0.15	0.0145	-0.049	133	19.30	22.40			49.6%	-0.86	0.0151	-0.043
0	2.99			51.5%	0.13	0.0130	-0.045	135	21.30	24.20			51.4%	-0.88	0.0136	-0.038
0	2.61			56.1%	0.09	0.0097	-0.036	140	25.80	28.90			53.0%	-0.92	0.0102	-0.027
0	2.39			60.9%	0.06	0.0072	-0.028	145	30.50	33.80			56.0%	-0.95	0.0076	-0.017
0	1.35			58.1%	0.04	0.0053	-0.022	150	34.90	38.90			56.4%	-0.97	0.0064	-0.008
0	0.5500			53.1%	0.03	0.0040	-0.017	155	40.00	43.90			62.8%	-0.98	0.0053	-0.004
0	2.16			75.6%	0.02	0.0030	-0.014	160	44.85	48.90			65.8%	-0.99	0.0034	-0.008
0	2.14			80.4%	0.02	0.0023	-0.011	165	49.80	53.65			65.6%	-1.00	0.0011	-0.020
0	2.13			84.9%	0.01	0.0018	-0.009	170	54.80	58.90			74.2%	-1.00	0.0000	-0.026

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 09, 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.

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SE cadena de opciones Sea Limited

Sonrisa de volatilidad — Oct 09, 2026

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