SMCI cadena de opciones Super Micro Computer, Inc.

Vencimiento Cboe delayed options data · a fecha de 06:42 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 ±20.1% (25.73–38.67) · ATM IV 85.7% · P/C interés abierto 0.62

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
14.90	15.60	5	58	115.4%	0.98	0.0042	-0.005	17	0.0500	0.1000		160	111.3%	-0.02	0.0042	-0.007
14.20	14.35	6	58	110.1%	0.98	0.0054	-0.007	18	0.0700	0.1300		209	107.5%	-0.02	0.0055	-0.009
13.20	13.35		41	104.4%	0.97	0.0071	-0.009	19	0.1100	0.1600		685	104.4%	-0.03	0.0071	-0.011
12.30	12.40	16	212	101.5%	0.96	0.0091	-0.011	20	0.1700	0.1800	362	2,377	100.8%	-0.04	0.0091	-0.013
11.35	11.50		90	99.9%	0.95	0.0116	-0.014	21	0.2100	0.2600	31	509	98.3%	-0.05	0.0116	-0.015
10.45	10.55	6	260	96.8%	0.93	0.0146	-0.017	22	0.3000	0.3300	402	2,128	96.2%	-0.07	0.0146	-0.019
9.55	9.65	7	365	94.4%	0.91	0.0180	-0.021	23	0.3800	0.4200	31	6,355	93.2%	-0.09	0.0181	-0.022
8.65	8.80		609	92.2%	0.89	0.0218	-0.025	24	0.5100	0.5500	141	1,792	91.7%	-0.11	0.0219	-0.026
7.80	7.95		668	90.0%	0.86	0.0259	-0.029	25	0.6700	0.7200	659	5,901	90.4%	-0.14	0.0260	-0.030
7.05	7.20	1	432	90.7%	0.83	0.0300	-0.034	26	0.8700	0.9600	657	3,046	90.0%	-0.18	0.0302	-0.034
6.30	6.45		561	89.6%	0.79	0.0342	-0.037	27	1.11	1.17	146	2,125	88.2%	-0.21	0.0343	-0.038
5.60	5.70		248	88.0%	0.75	0.0380	-0.041	28	1.40	1.48	359	2,140	87.6%	-0.25	0.0382	-0.042
4.95	5.05	122	554	87.4%	0.70	0.0415	-0.044	29	1.74	1.81	296	1,421	86.7%	-0.30	0.0417	-0.045
4.35	4.45	191	1,876	86.8%	0.66	0.0444	-0.047	30	2.13	2.23	1,132	3,427	86.4%	-0.34	0.0447	-0.048
3.80	3.90	58	978	86.3%	0.61	0.0467	-0.049	31	2.57	2.66	105	1,403	85.6%	-0.39	0.0470	-0.049
3.30	3.40	253	1,245	85.9%	0.56	0.0482	-0.050	32	3.05	3.20	200	3,264	85.5%	-0.44	0.0486	-0.050
3.05	3.20	28		85.8%	0.54	0.0487	-0.050	32.5	3.30	3.45	114		84.8%	-0.46	0.0491	-0.051
2.87	2.94	515	2,096	85.6%	0.51	0.0490	-0.050	33	3.60	3.75	387	2,126	85.1%	-0.49	0.0494	-0.051
2.66	2.73	79		85.3%	0.49	0.0491	-0.050	33.5	3.90	4.05	10		85.1%	-0.51	0.0495	-0.051
2.47	2.54	1,092	1,970	85.3%	0.47	0.0490	-0.050	34	4.20	4.35	76	2,097	84.8%	-0.54	0.0494	-0.050
2.29	2.35	55		85.1%	0.44	0.0487	-0.050	34.5	4.50	4.65	7		84.2%	-0.56	0.0492	-0.050
2.11	2.18	1,212	3,123	84.9%	0.42	0.0483	-0.049	35	4.85	5.00	52	3,856	84.7%	-0.58	0.0488	-0.049
1.95	2.02	101		84.8%	0.40	0.0477	-0.049	35.5	5.15	5.35	4		84.2%	-0.60	0.0482	-0.049
1.81	1.84	1,008	1,836	84.4%	0.38	0.0470	-0.048	36	5.50	5.70	155	1,495	84.1%	-0.63	0.0475	-0.048
1.65	1.73	105		84.5%	0.36	0.0462	-0.047	36.5	5.90	6.05	24		84.5%	-0.65	0.0467	-0.047
1.51	1.60	343	10.5K	84.3%	0.34	0.0452	-0.046	37	6.25	6.40	222	2,442	83.8%	-0.67	0.0458	-0.046
1.39	1.48	89		84.3%	0.32	0.0441	-0.045	37.5	6.65	6.80	19		84.4%	-0.69	0.0447	-0.045
1.30	1.36	367	3,772	84.5%	0.30	0.0430	-0.043	38	7.00	7.20	37	1,606	84.0%	-0.71	0.0436	-0.043
1.20	1.26	53		84.6%	0.28	0.0418	-0.042	38.5	7.40	7.60	5		84.1%	-0.72	0.0424	-0.042
1.11	1.17	373	2,527	84.8%	0.26	0.0405	-0.041	39	7.85	8.00	19	1,432	84.8%	-0.74	0.0412	-0.041
0.9400	0.9700	3,019	14.5K	84.5%	0.23	0.0378	-0.038	40	8.65	8.80	142	3,623	83.9%	-0.77	0.0385	-0.038
0.7700	0.8500	196	1,750	84.6%	0.20	0.0350	-0.035	41	9.50	9.65	51	2,315	83.7%	-0.80	0.0358	-0.035
0.6800	0.7000	420	3,114	84.9%	0.18	0.0322	-0.033	42	10.40	10.55	4	1,234	84.7%	-0.83	0.0331	-0.032
0.5600	0.6300	116	1,559	85.6%	0.16	0.0295	-0.030	43	11.30	11.45	5	783	85.1%	-0.85	0.0304	-0.030
0.5000	0.5300	241	2,951	86.3%	0.14	0.0269	-0.028	44	12.20	12.35		452	84.6%	-0.87	0.0278	-0.027
0.4200	0.4500	928	6,725	86.4%	0.12	0.0244	-0.025	45	13.15	13.30	22	1,418	86.0%	-0.89	0.0254	-0.025
0.3400	0.4100	107	2,287	87.0%	0.11	0.0221	-0.023	46	14.10	14.25	1	445	87.0%	-0.90	0.0232	-0.023
0.3100	0.3600	51	972	88.3%	0.09	0.0200	-0.021	47	15.05	15.20		291	87.4%	-0.92	0.0211	-0.021
0.2400	0.2900	28	2,104	87.1%	0.08	0.0181	-0.020	48	16.00	16.15		106	87.2%	-0.93	0.0193	-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 — 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

SMCI cadena de opciones Super Micro Computer, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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