SOFI cadena de opciones SoFi Technologies, 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 ±14.0% (12.30–16.30) · ATM IV 58.6% · P/C interés abierto 0.74
| 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 | |
| 6.25 | 6.45 | 77 | 87.4% | 0.99 | 0.0063 | -0.001 | 8 | 0.0100 | 0.0400 | 1 | 3,517 | 98.2% | -0.01 | 0.0063 | -0.001 | |
| 5.30 | 5.45 | 193 | 83.7% | 0.98 | 0.0134 | -0.002 | 9 | 0.0200 | 0.0600 | 406 | 87.1% | -0.02 | 0.0134 | -0.002 | ||
| 4.30 | 4.45 | 52 | 329 | 65.5% | 0.96 | 0.0268 | -0.003 | 10 | 0.0400 | 0.0500 | 2 | 7,639 | 71.6% | -0.04 | 0.0270 | -0.004 |
| 3.40 | 3.50 | 89 | 241 | 66.3% | 0.92 | 0.0503 | -0.006 | 11 | 0.0900 | 0.1000 | 22 | 7,037 | 65.7% | -0.08 | 0.0505 | -0.006 |
| 2.94 | 3.05 | 63.7% | 0.89 | 0.0665 | -0.008 | 11.5 | 0.1300 | 0.1400 | 37 | 62.8% | -0.11 | 0.0669 | -0.008 | |||
| 2.51 | 2.60 | 31 | 847 | 61.1% | 0.85 | 0.0856 | -0.009 | 12 | 0.2000 | 0.2100 | 201 | 7,987 | 61.7% | -0.15 | 0.0861 | -0.010 |
| 2.10 | 2.20 | 59.9% | 0.80 | 0.1064 | -0.011 | 12.5 | 0.3000 | 0.3100 | 144 | 60.9% | -0.20 | 0.1071 | -0.011 | |||
| 1.75 | 1.83 | 142 | 854 | 59.7% | 0.74 | 0.1272 | -0.013 | 13 | 0.4000 | 0.4400 | 702 | 62.9K | 58.9% | -0.26 | 0.1282 | -0.013 |
| 1.42 | 1.50 | 16 | 59.1% | 0.67 | 0.1454 | -0.014 | 13.5 | 0.6000 | 0.6100 | 448 | 59.4% | -0.33 | 0.1466 | -0.014 | ||
| 1.15 | 1.18 | 286 | 3,569 | 58.2% | 0.59 | 0.1581 | -0.015 | 14 | 0.8100 | 0.8200 | 2,711 | 15.5K | 58.9% | -0.41 | 0.1596 | -0.015 |
| 0.9100 | 0.9400 | 259 | 58.3% | 0.51 | 0.1635 | -0.015 | 14.5 | 1.06 | 1.09 | 1,190 | 59.0% | -0.49 | 0.1655 | -0.015 | ||
| 0.7000 | 0.7300 | 3,109 | 13.5K | 57.9% | 0.43 | 0.1613 | -0.015 | 15 | 1.34 | 1.39 | 652 | 25.3K | 58.5% | -0.57 | 0.1636 | -0.015 |
| 0.5400 | 0.6000 | 1,239 | 59.1% | 0.36 | 0.1526 | -0.014 | 15.5 | 1.65 | 1.73 | 93 | 57.9% | -0.64 | 0.1553 | -0.014 | ||
| 0.4200 | 0.4300 | 4,337 | 29.2K | 58.5% | 0.30 | 0.1396 | -0.013 | 16 | 2.05 | 2.10 | 277 | 15.9K | 59.1% | -0.71 | 0.1427 | -0.013 |
| 0.3100 | 0.3300 | 1,387 | 58.5% | 0.24 | 0.1244 | -0.012 | 16.5 | 2.42 | 2.53 | 68 | 59.5% | -0.77 | 0.1278 | -0.012 | ||
| 0.2300 | 0.2500 | 3,395 | 18.5K | 58.8% | 0.20 | 0.1087 | -0.011 | 17 | 2.84 | 2.94 | 153 | 17.6K | 59.2% | -0.81 | 0.1124 | -0.011 |
| 0.1600 | 0.1900 | 570 | 58.7% | 0.16 | 0.0939 | -0.010 | 17.5 | 3.30 | 3.45 | 22 | 64.0% | -0.85 | 0.0977 | -0.010 | ||
| 0.1400 | 0.1500 | 2,113 | 19.8K | 60.8% | 0.13 | 0.0804 | -0.009 | 18 | 3.75 | 3.85 | 79 | 7,334 | 61.4% | -0.88 | 0.0845 | -0.009 |
| 0.1000 | 0.1200 | 266 | 61.4% | 0.11 | 0.0687 | -0.008 | 18.5 | 4.20 | 4.35 | 1 | 63.1% | -0.90 | 0.0729 | -0.008 | ||
| 0.0800 | 0.0900 | 488 | 15.0K | 62.2% | 0.09 | 0.0585 | -0.007 | 19 | 4.70 | 4.85 | 4 | 3,074 | 67.8% | -0.92 | 0.0629 | -0.007 |
| 0.0400 | 0.0800 | 160 | 61.9% | 0.08 | 0.0499 | -0.006 | 19.5 | 5.15 | 5.30 | 62.3% | -0.94 | 0.0544 | -0.006 | |||
| 0.0600 | 0.0700 | 710 | 39.8K | 66.8% | 0.06 | 0.0426 | -0.005 | 20 | 5.70 | 5.80 | 20 | 1,874 | 72.2% | -0.95 | 0.0470 | -0.005 |
| 0.0400 | 0.0500 | 108 | 66.0% | 0.05 | 0.0366 | -0.005 | 20.5 | 6.15 | 6.30 | 1 | 70.2% | -0.96 | 0.0402 | -0.005 | ||
| 0.0400 | 0.0500 | 187 | 8,035 | 69.5% | 0.05 | 0.0314 | -0.004 | 21 | 6.65 | 6.80 | 139 | 1,366 | 74.0% | -0.97 | 0.0366 | -0.004 |
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.