SE cadena de opciones Sea Limited
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 ±24.9% (84.51–140.46) · ATM IV 46.1% · P/C interés abierto 1.42
| 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 | |
| 52.65 | 55.30 | 1 | 49.7% | 0.97 | 0.0014 | 0.000 | 60 | 0.2000 | 0.6400 | 30 | 53.0% | -0.02 | 0.0014 | -0.006 | ||
| 48.25 | 50.60 | 51.2% | 0.96 | 0.0020 | 0.000 | 65 | 0.4700 | 0.8500 | 1 | 6 | 51.6% | -0.04 | 0.0020 | -0.009 | ||
| 43.35 | 46.00 | 1 | 47.5% | 0.94 | 0.0028 | -0.003 | 70 | 0.8000 | 1.23 | 2 | 50.5% | -0.05 | 0.0028 | -0.012 | ||
| 39.00 | 41.90 | 48.1% | 0.92 | 0.0038 | -0.007 | 75 | 1.09 | 1.75 | 48.7% | -0.08 | 0.0038 | -0.016 | ||||
| 36.05 | 41.00 | 50.3% | 0.91 | 0.0043 | -0.010 | 77.5 | 0 | 3.95 | 50.3% | -0.09 | 0.0044 | -0.018 | ||||
| 34.70 | 37.50 | 1 | 47.4% | 0.89 | 0.0048 | -0.012 | 80 | 1.83 | 2.45 | 25 | 48.4% | -0.11 | 0.0049 | -0.020 | ||
| 33.80 | 35.75 | 51.6% | 0.87 | 0.0054 | -0.015 | 82.5 | 2.38 | 2.87 | 8 | 48.5% | -0.12 | 0.0055 | -0.022 | |||
| 31.45 | 33.30 | 2 | 48.6% | 0.86 | 0.0060 | -0.017 | 85 | 2.70 | 3.40 | 1 | 1 | 47.9% | -0.14 | 0.0061 | -0.024 | |
| 28.80 | 31.35 | 3 | 46.2% | 0.84 | 0.0066 | -0.020 | 87.5 | 3.35 | 4.00 | 48.0% | -0.16 | 0.0067 | -0.026 | |||
| 28.10 | 29.30 | 3 | 48.4% | 0.82 | 0.0072 | -0.022 | 90 | 3.15 | 4.55 | 2 | 28 | 45.6% | -0.18 | 0.0073 | -0.028 | |
| 25.20 | 27.60 | 45.8% | 0.79 | 0.0077 | -0.024 | 92.5 | 3.40 | 5.35 | 1 | 44.8% | -0.21 | 0.0079 | -0.030 | |||
| 23.65 | 26.05 | 4 | 46.3% | 0.77 | 0.0082 | -0.027 | 95 | 5.25 | 6.10 | 1 | 47.2% | -0.23 | 0.0084 | -0.032 | ||
| 22.25 | 24.45 | 1 | 46.8% | 0.75 | 0.0088 | -0.029 | 97.5 | 6.00 | 7.00 | 2 | 47.0% | -0.25 | 0.0090 | -0.033 | ||
| 20.80 | 23.00 | 20 | 47.1% | 0.72 | 0.0092 | -0.031 | 100 | 6.75 | 7.90 | 202 | 46.5% | -0.28 | 0.0095 | -0.035 | ||
| 17.95 | 19.75 | 5 | 46.2% | 0.67 | 0.0100 | -0.034 | 105 | 8.90 | 10.20 | 6 | 47.0% | -0.33 | 0.0103 | -0.037 | ||
| 15.30 | 17.05 | 45.8% | 0.61 | 0.0107 | -0.036 | 110 | 11.25 | 12.35 | 1 | 2 | 46.5% | -0.39 | 0.0110 | -0.039 | ||
| 12.90 | 14.55 | 8 | 45.2% | 0.56 | 0.0111 | -0.038 | 115 | 14.00 | 14.80 | 23 | 46.2% | -0.45 | 0.0115 | -0.040 | ||
| 10.60 | 13.35 | 102 | 46.0% | 0.51 | 0.0112 | -0.039 | 120 | 16.65 | 18.20 | 35 | 46.5% | -0.50 | 0.0117 | -0.040 | ||
| 9.30 | 10.80 | 38 | 45.5% | 0.45 | 0.0112 | -0.039 | 125 | 19.60 | 21.25 | 32 | 45.8% | -0.56 | 0.0118 | -0.039 | ||
| 6.90 | 10.05 | 21 | 45.3% | 0.41 | 0.0110 | -0.038 | 130 | 23.05 | 25.05 | 17 | 46.4% | -0.61 | 0.0116 | -0.037 | ||
| 5.80 | 8.75 | 56 | 45.7% | 0.36 | 0.0106 | -0.037 | 135 | 26.75 | 28.75 | 5 | 46.5% | -0.66 | 0.0114 | -0.035 | ||
| 4.65 | 7.60 | 4 | 45.7% | 0.32 | 0.0101 | -0.035 | 140 | 30.45 | 32.15 | 2 | 45.3% | -0.70 | 0.0110 | -0.033 | ||
| 3.70 | 6.60 | 3 | 45.7% | 0.28 | 0.0095 | -0.034 | 145 | 34.30 | 36.55 | 45.6% | -0.75 | 0.0105 | -0.030 | |||
| 3.75 | 4.70 | 10 | 45.3% | 0.24 | 0.0088 | -0.031 | 150 | 38.90 | 41.45 | 48.0% | -0.79 | 0.0100 | -0.028 | |||
| 3.10 | 4.10 | 4 | 45.6% | 0.21 | 0.0082 | -0.029 | 155 | 43.25 | 45.80 | 48.2% | -0.82 | 0.0094 | -0.025 | |||
| 2.58 | 3.50 | 28 | 45.8% | 0.19 | 0.0075 | -0.027 | 160 | 47.75 | 50.30 | 48.7% | -0.85 | 0.0088 | -0.022 | |||
| 2.14 | 2.96 | 5 | 45.8% | 0.16 | 0.0068 | -0.025 | 165 | 52.15 | 54.90 | 48.7% | -0.88 | 0.0082 | -0.019 | |||
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 — Feb 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.