SHAK cadena de opciones Shake Shack Inc.
Cboe delayed options data · a fecha de 12:38 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 ±3.3% (65.65–70.15) · ATM IV 55.6% · P/C interés abierto 2.11
| 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 | |
| 32.30 | 35.10 | 1 | 621.2% | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.2500 | 441.3% | -0.00 | 0.0001 | -0.001 | |||
| 27.40 | 30.10 | 2 | 522.8% | 1.00 | 0.0002 | 0.000 | 40 | 0 | 2.15 | 566.7% | -0.00 | 0.0002 | -0.002 | |||
| 23.50 | 25.70 | 421.6% | 1.00 | 0.0004 | 0.000 | 44 | 0 | 2.15 | 484.3% | -0.00 | 0.0004 | -0.003 | ||||
| 22.60 | 25.10 | 1 | 440.4% | 1.00 | 0.0004 | -0.000 | 45 | 0 | 2.15 | 464.7% | -0.00 | 0.0004 | -0.003 | |||
| 21.60 | 24.10 | 1 | 421.8% | 1.00 | 0.0005 | -0.001 | 46 | 0 | 2.15 | 2 | 445.5% | -0.00 | 0.0005 | -0.004 | ||
| 20.60 | 23.10 | 403.6% | 1.00 | 0.0006 | -0.002 | 47 | 0 | 0.1000 | 3 | 228.6% | -0.00 | 0.0006 | -0.004 | |||
| 19.60 | 22.10 | 385.6% | 1.00 | 0.0008 | -0.003 | 48 | 0 | 0.7500 | 1 | 310.0% | -0.00 | 0.0008 | -0.005 | |||
| 18.40 | 21.10 | 355.6% | 1.00 | 0.0010 | -0.004 | 49 | 0 | 0.9500 | 601 | 311.8% | -0.00 | 0.0010 | -0.006 | |||
| 17.40 | 20.10 | 338.6% | 1.00 | 0.0012 | -0.005 | 50 | 0 | 0.7500 | 2 | 280.2% | -0.00 | 0.0012 | -0.007 | |||
| 16.50 | 19.10 | 327.7% | 1.00 | 0.0015 | -0.006 | 51 | 0 | 0.7500 | 1 | 265.5% | -0.00 | 0.0015 | -0.008 | |||
| 15.70 | 18.10 | 321.9% | 1.00 | 0.0018 | -0.008 | 52 | 0 | 0.7500 | 1 | 251.1% | -0.00 | 0.0018 | -0.009 | |||
| 14.70 | 17.10 | 304.9% | 0.99 | 0.0023 | -0.009 | 53 | 0 | 0.7500 | 1 | 236.8% | -0.01 | 0.0023 | -0.011 | |||
| 13.70 | 16.10 | 288.1% | 0.99 | 0.0029 | -0.012 | 54 | 0 | 0.7500 | 42 | 222.7% | -0.01 | 0.0029 | -0.013 | |||
| 12.60 | 15.10 | 266.7% | 0.99 | 0.0037 | -0.015 | 55 | 0 | 0.7500 | 7 | 208.8% | -0.01 | 0.0037 | -0.016 | |||
| 11.80 | 14.10 | 9 | 259.6% | 0.99 | 0.0047 | -0.018 | 56 | 0 | 0.7500 | 7 | 194.9% | -0.01 | 0.0047 | -0.019 | ||
| 10.80 | 13.10 | 10 | 243.0% | 0.99 | 0.0061 | -0.022 | 57 | 0 | 0.7500 | 7 | 181.2% | -0.01 | 0.0061 | -0.024 | ||
| 9.70 | 12.10 | 3 | 222.3% | 0.98 | 0.0080 | -0.028 | 58 | 0 | 0.1000 | 4 | 109.8% | -0.02 | 0.0080 | -0.029 | ||
| 8.80 | 11.10 | 2 | 210.1% | 0.98 | 0.0106 | -0.035 | 59 | 0 | 0.7500 | 41 | 153.8% | -0.02 | 0.0106 | -0.036 | ||
| 7.60 | 10.10 | 2 | 185.8% | 0.97 | 0.0143 | -0.044 | 60 | 0 | 0.7500 | 16 | 140.2% | -0.03 | 0.0143 | -0.045 | ||
| 6.60 | 9.10 | 3 | 169.6% | 0.96 | 0.0194 | -0.056 | 61 | 0 | 0.1500 | 10 | 85.7% | -0.04 | 0.0195 | -0.057 | ||
| 5.80 | 8.10 | 3 | 163.9% | 0.95 | 0.0269 | -0.071 | 62 | 0 | 0.7500 | 89 | 112.7% | -0.05 | 0.0269 | -0.072 | ||
| 4.70 | 7.10 | 9 | 140.2% | 0.93 | 0.0378 | -0.092 | 63 | 0 | 0.5500 | 24 | 89.5% | -0.07 | 0.0379 | -0.093 | ||
| 3.70 | 5.80 | 1 | 7 | 113.5% | 0.90 | 0.0540 | -0.120 | 64 | 0 | 0.3500 | 86 | 66.4% | -0.10 | 0.0541 | -0.121 | |
| 2.95 | 5.20 | 1 | 6 | 116.0% | 0.85 | 0.0779 | -0.157 | 65 | 0 | 0.7000 | 11 | 68.2% | -0.15 | 0.0782 | -0.157 | |
| 2.10 | 4.40 | 3 | 106.6% | 0.78 | 0.1115 | -0.202 | 66 | 0 | 0.7500 | 2 | 16 | 54.7% | -0.22 | 0.1124 | -0.203 | |
| 1.30 | 2.35 | 8 | 63.9% | 0.66 | 0.1510 | -0.245 | 67 | 0.3000 | 0.6000 | 19 | 174 | 42.3% | -0.34 | 0.1530 | -0.247 | |
| 0.8500 | 1.85 | 18 | 67.5% | 0.50 | 0.1753 | -0.261 | 68 | 0.6000 | 1.20 | 5 | 100 | 43.7% | -0.50 | 0.1784 | -0.267 | |
| 0.1500 | 1.10 | 5 | 203 | 52.1% | 0.34 | 0.1592 | -0.230 | 69 | 1.20 | 1.85 | 5 | 290 | 37.7% | -0.67 | 0.1620 | -0.237 |
| 0.2500 | 0.5500 | 94 | 122 | 57.1% | 0.21 | 0.1191 | -0.176 | 70 | 0.9500 | 2.50 | 6 | 56 | -0.80 | 0.1205 | -0.179 | |
| 0.1500 | 0.3500 | 3 | 40 | 58.4% | 0.14 | 0.0826 | -0.129 | 71 | 2.10 | 3.40 | 2 | 19 | -0.87 | 0.0831 | -0.127 | |
| 0 | 0.2000 | 16 | 49 | 54.6% | 0.09 | 0.0567 | -0.094 | 72 | 2.45 | 4.50 | 12 | -0.92 | 0.0569 | -0.089 | ||
| 0 | 0.1500 | 10 | 122 | 60.4% | 0.06 | 0.0396 | -0.070 | 73 | 3.60 | 5.30 | 5 | 16 | -0.95 | 0.0396 | -0.064 | |
| 0 | 0.2000 | 20 | 35 | 73.5% | 0.05 | 0.0283 | -0.053 | 74 | 4.00 | 6.20 | 3 | -0.96 | 0.0280 | -0.048 | ||
| 0 | 0.1000 | 38 | 72.2% | 0.03 | 0.0207 | -0.041 | 75 | 5.00 | 7.30 | 56 | 37 | -0.97 | 0.0203 | -0.037 | ||
| 0 | 0.1000 | 29 | 80.0% | 0.03 | 0.0155 | -0.033 | 76 | 6.00 | 8.40 | 56 | 12 | -0.98 | 0.0149 | -0.030 | ||
| 0 | 0.1500 | 4 | 94.1% | 0.02 | 0.0118 | -0.026 | 77 | 7.00 | 9.50 | -0.99 | 0.0110 | -0.025 | ||||
| 0 | 0.1500 | 12 | 101.9% | 0.02 | 0.0092 | -0.021 | 78 | 8.00 | 10.50 | -0.99 | 0.0083 | -0.022 | ||||
| 0 | 0.9500 | 23 | 164.7% | 0.01 | 0.0072 | -0.018 | 79 | 9.00 | 11.20 | -0.99 | 0.0063 | -0.019 | ||||
| 0 | 0.1500 | 1 | 27 | 116.9% | 0.01 | 0.0058 | -0.015 | 80 | 10.00 | 12.50 | -0.99 | 0.0049 | -0.018 | |||
| 0 | 0.7500 | 172.6% | 0.01 | 0.0047 | -0.013 | 81 | 11.00 | 13.50 | 1 | -1.00 | 0.0038 | -0.016 | ||||
| 0 | 0.8000 | 1 | 184.2% | 0.01 | 0.0038 | -0.011 | 82 | 12.00 | 14.50 | -1.00 | 0.0030 | -0.015 | ||||
| 0 | 1.15 | 11 | 211.8% | 0.01 | 0.0032 | -0.009 | 83 | 13.00 | 15.30 | 1 | -1.00 | 0.0023 | -0.015 | |||
| 0 | 0.1000 | 136.2% | 0.01 | 0.0027 | -0.008 | 84 | 14.00 | 16.60 | -1.00 | 0.0019 | -0.014 | |||||
| 0 | 0.9500 | 218.4% | 0.00 | 0.0022 | -0.007 | 85 | 15.00 | 17.30 | -1.00 | 0.0015 | -0.014 | |||||
| 0 | 1.15 | 237.8% | 0.00 | 0.0019 | -0.006 | 86 | 16.00 | 18.60 | -1.00 | 0.0012 | -0.013 | |||||
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 04, 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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