SMCI cadena de opciones Super Micro Computer, Inc.

Vencimiento Cboe delayed options data · a fecha de 16:04 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 ±19.9% (26.45–39.55) · ATM IV 83.9% · 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
16.05	16.25	5	58	117.3%	0.98	0.0038	-0.005	17	0.0500	0.1200		160	117.2%	-0.02	0.0038	-0.007
15.10	15.30		58	116.8%	0.98	0.0049	-0.007	18	0.0700	0.1400		209	112.2%	-0.02	0.0049	-0.009
14.15	14.30		41	110.8%	0.97	0.0062	-0.009	19	0.1000	0.1700		685	108.3%	-0.03	0.0062	-0.010
13.15	13.35	12	212	104.7%	0.96	0.0079	-0.011	20	0.1200	0.2000	340	2,377	103.0%	-0.04	0.0080	-0.013
12.25	12.40		90	103.5%	0.95	0.0100	-0.013	21	0.1700	0.2400	29	509	99.6%	-0.05	0.0100	-0.015
11.30	11.50		260	100.8%	0.94	0.0125	-0.016	22	0.2500	0.3200	396	2,128	98.4%	-0.06	0.0126	-0.018
10.40	10.55	1	365	97.1%	0.92	0.0154	-0.020	23	0.3400	0.4000	13	6,355	96.0%	-0.08	0.0155	-0.021
9.50	9.70		609	95.6%	0.90	0.0188	-0.023	24	0.4500	0.5000	114	1,792	93.7%	-0.10	0.0188	-0.024
8.65	8.85		668	94.0%	0.88	0.0224	-0.027	25	0.5900	0.6300	46	5,901	91.8%	-0.12	0.0225	-0.028
7.80	8.00		432	91.1%	0.85	0.0263	-0.031	26	0.7400	0.8000	15	3,046	89.9%	-0.15	0.0264	-0.032
7.00	7.20		561	89.3%	0.82	0.0303	-0.035	27	0.9600	1.00	33	2,125	88.7%	-0.18	0.0304	-0.036
6.30	6.45		248	88.8%	0.78	0.0343	-0.039	28	1.19	1.27	129	2,140	87.5%	-0.22	0.0344	-0.040
5.55	5.75	3	554	87.0%	0.74	0.0380	-0.042	29	1.49	1.54	276	1,421	86.2%	-0.26	0.0382	-0.043
4.90	5.10	105	1,876	86.2%	0.70	0.0414	-0.045	30	1.81	1.88	803	3,427	85.0%	-0.30	0.0416	-0.046
4.30	4.50	6	978	85.5%	0.65	0.0443	-0.048	31	2.21	2.29	89	1,403	84.6%	-0.35	0.0445	-0.048
3.75	3.95	127	1,245	84.9%	0.60	0.0465	-0.049	32	2.64	2.73	65	3,264	83.7%	-0.40	0.0468	-0.050
3.50	3.70	7		84.7%	0.58	0.0473	-0.050	32.5	2.87	2.97	95		83.2%	-0.42	0.0476	-0.050
3.30	3.40	436	2,096	84.3%	0.56	0.0480	-0.050	33	3.15	3.25	263	2,126	83.6%	-0.45	0.0483	-0.051
3.05	3.20	29		84.2%	0.53	0.0484	-0.050	33.5	3.40	3.50	6		82.8%	-0.47	0.0488	-0.051
2.84	2.90	981	1,970	83.0%	0.51	0.0487	-0.051	34	3.65	3.80	57	2,097	82.5%	-0.49	0.0491	-0.051
2.64	2.77	48		83.9%	0.49	0.0488	-0.050	34.5	3.95	4.10	5		82.5%	-0.52	0.0492	-0.051
2.47	2.50	991	3,123	82.9%	0.46	0.0487	-0.050	35	4.25	4.40	36	3,856	82.2%	-0.54	0.0491	-0.050
2.27	2.39	91		83.6%	0.44	0.0484	-0.050	35.5	4.55	4.75	1		82.2%	-0.56	0.0489	-0.050
2.11	2.17	645	1,836	82.9%	0.42	0.0480	-0.049	36	4.90	5.05	65	1,495	82.0%	-0.59	0.0484	-0.049
1.95	2.05	96		83.4%	0.39	0.0474	-0.048	36.5	5.20	5.40	4		81.4%	-0.61	0.0479	-0.048
1.78	1.86	218	10.5K	82.5%	0.37	0.0466	-0.048	37	5.55	5.75	204	2,442	81.3%	-0.63	0.0472	-0.048
1.66	1.70	74		82.4%	0.35	0.0458	-0.046	37.5	5.90	6.15	1		81.6%	-0.65	0.0463	-0.047
1.52	1.61	270	3,772	82.8%	0.33	0.0448	-0.045	38	6.30	6.50	17	1,606	81.7%	-0.67	0.0454	-0.045
1.41	1.49	31		82.9%	0.31	0.0437	-0.044	38.5	6.70	6.90	5		82.2%	-0.69	0.0443	-0.044
1.30	1.33	133	2,527	82.2%	0.30	0.0425	-0.043	39	7.05	7.25	13	1,432	81.0%	-0.71	0.0432	-0.043
1.11	1.12	1,647	14.5K	82.2%	0.26	0.0400	-0.041	40	7.85	8.05	131	3,623	80.9%	-0.74	0.0407	-0.041
0.9400	1.02	139	1,750	83.5%	0.23	0.0373	-0.038	41	8.70	8.90		2,315	81.5%	-0.78	0.0381	-0.038
0.8000	0.8400	250	3,114	83.1%	0.20	0.0346	-0.035	42	9.55	9.75	2	1,234	81.4%	-0.80	0.0354	-0.035
0.6900	0.7100	34	1,559	83.5%	0.18	0.0318	-0.033	43	10.45	10.65	1	783	82.3%	-0.83	0.0326	-0.032
0.5800	0.6200	208	2,951	83.9%	0.16	0.0291	-0.030	44	11.35	11.55		452	82.5%	-0.85	0.0300	-0.030
0.5000	0.5200	585	6,725	84.2%	0.14	0.0265	-0.028	45	12.25	12.50	2	1,418	83.2%	-0.87	0.0274	-0.027
0.4100	0.4600	95	2,287	84.5%	0.12	0.0241	-0.025	46	13.20	13.40		445	83.3%	-0.89	0.0250	-0.025
0.3600	0.4000	17	972	85.4%	0.11	0.0218	-0.023	47	14.15	14.35		291	84.2%	-0.90	0.0228	-0.023
0.3200	0.3300	12	2,104	85.7%	0.09	0.0198	-0.021	48	15.10	15.30		106	84.5%	-0.92	0.0209	-0.021
0.2700	0.3100	56	1,042	86.9%	0.08	0.0179	-0.020	49	16.05	16.25		67	84.0%	-0.93	0.0190	-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.

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SMCI cadena de opciones Super Micro Computer, Inc.

Sonrisa de volatilidad — Nov 20, 2026

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