SNAP cadena de opciones Snap Inc.
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 ±10.0% (5.06–6.18) · ATM IV 59.6% · P/C interés abierto 0.31
| 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 | |
| 2.51 | 2.73 | 2 | 481 | 159.3% | 0.99 | 0.0142 | -0.001 | 3 | 0 | 0.0100 | 1,867 | 133.9% | -0.01 | 0.0142 | -0.001 | |
| 2.00 | 2.27 | 2 | 23 | 140.6% | 0.99 | 0.0245 | -0.001 | 3.5 | 0 | 0.0100 | 103.8% | -0.01 | 0.0245 | -0.001 | ||
| 1.58 | 1.73 | 6 | 2,866 | 120.0% | 0.98 | 0.0467 | -0.001 | 4 | 0 | 0.0100 | 46 | 16.7K | 77.2% | -0.02 | 0.0468 | -0.001 |
| 1.10 | 1.20 | 28 | 67 | 83.1% | 0.96 | 0.1238 | -0.002 | 4.5 | 0 | 0.0200 | 45 | 423 | 60.0% | -0.04 | 0.1243 | -0.002 |
| 0.6000 | 0.7000 | 289 | 14.6K | 51.4% | 0.84 | 0.3530 | -0.005 | 5 | 0.0500 | 0.0900 | 1,871 | 18.7K | 61.7% | -0.16 | 0.3549 | -0.005 |
| 0.3100 | 0.3500 | 2,931 | 5,046 | 58.7% | 0.59 | 0.5698 | -0.008 | 5.5 | 0.2100 | 0.2500 | 4,826 | 3,890 | 60.5% | -0.41 | 0.5737 | -0.008 |
| 0.1200 | 0.1400 | 4,877 | 34.1K | 58.5% | 0.31 | 0.5209 | -0.007 | 6 | 0.4900 | 0.5300 | 28 | 3,517 | 55.6% | -0.69 | 0.5267 | -0.008 |
| 0.0200 | 0.0600 | 414 | 1,654 | 58.0% | 0.14 | 0.3104 | -0.005 | 6.5 | 0.8200 | 0.9900 | 4 | 8 | -0.86 | 0.3155 | -0.005 | |
| 0.0200 | 0.0300 | 539 | 26.3K | 69.3% | 0.08 | 0.1767 | -0.004 | 7 | 1.29 | 1.54 | 5 | 5,173 | 65.6% | -0.93 | 0.1844 | -0.004 |
| 0.0100 | 0.0300 | 4 | 177 | 81.5% | 0.05 | 0.1107 | -0.003 | 7.5 | 1.77 | 1.97 | 4 | 1 | -0.96 | 0.1194 | -0.003 | |
| 0.0100 | 0.0200 | 103 | 22.7K | 90.7% | 0.04 | 0.0757 | -0.002 | 8 | 2.29 | 2.42 | 27 | 817 | -0.97 | 0.0863 | -0.003 | |
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 18, 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.