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% (12.21–16.17) · ATM IV 58.6% · P/C interés abierto 0.73
| 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 | 105.1% | 0.99 | 0.0063 | -0.001 | 8 | 0.0100 | 0.0400 | 1 | 3,516 | 98.2% | -0.01 | 0.0063 | -0.001 | |
| 5.30 | 5.45 | 193 | 84.5% | 0.98 | 0.0133 | -0.002 | 9 | 0.0200 | 0.0600 | 406 | 87.1% | -0.02 | 0.0134 | -0.002 | ||
| 4.30 | 4.45 | 52 | 343 | 66.2% | 0.96 | 0.0268 | -0.003 | 10 | 0.0400 | 0.0500 | 2 | 7,640 | 71.6% | -0.04 | 0.0269 | -0.004 |
| 3.40 | 3.50 | 89 | 253 | 66.6% | 0.92 | 0.0502 | -0.006 | 11 | 0.0900 | 0.1000 | 22 | 7,059 | 65.7% | -0.08 | 0.0505 | -0.006 |
| 2.94 | 3.05 | 63.9% | 0.89 | 0.0665 | -0.007 | 11.5 | 0.1300 | 0.1400 | 37 | 37 | 62.8% | -0.11 | 0.0669 | -0.008 | ||
| 2.51 | 2.60 | 31 | 871 | 61.3% | 0.85 | 0.0856 | -0.009 | 12 | 0.2000 | 0.2100 | 201 | 8,043 | 61.6% | -0.15 | 0.0861 | -0.009 |
| 2.10 | 2.20 | 60.0% | 0.80 | 0.1066 | -0.011 | 12.5 | 0.3000 | 0.3100 | 144 | 117 | 60.9% | -0.20 | 0.1072 | -0.011 | ||
| 1.75 | 1.83 | 142 | 877 | 59.8% | 0.74 | 0.1274 | -0.013 | 13 | 0.4000 | 0.4400 | 702 | 63.2K | 59.2% | -0.26 | 0.1283 | -0.013 |
| 1.42 | 1.50 | 16 | 11 | 59.2% | 0.67 | 0.1456 | -0.014 | 13.5 | 0.6000 | 0.6100 | 448 | 367 | 59.4% | -0.33 | 0.1468 | -0.014 |
| 1.15 | 1.18 | 286 | 3,772 | 58.3% | 0.59 | 0.1583 | -0.015 | 14 | 0.8100 | 0.8200 | 2,711 | 15.9K | 58.8% | -0.41 | 0.1598 | -0.015 |
| 0.9100 | 0.9400 | 259 | 200 | 58.4% | 0.51 | 0.1637 | -0.015 | 14.5 | 1.06 | 1.09 | 1,190 | 1,059 | 58.9% | -0.49 | 0.1656 | -0.015 |
| 0.7000 | 0.7300 | 3,109 | 15.6K | 57.9% | 0.43 | 0.1614 | -0.015 | 15 | 1.34 | 1.39 | 652 | 25.3K | 58.4% | -0.57 | 0.1637 | -0.015 |
| 0.5400 | 0.6000 | 1,239 | 1,060 | 59.2% | 0.36 | 0.1526 | -0.014 | 15.5 | 1.65 | 1.73 | 93 | 89 | 57.8% | -0.64 | 0.1553 | -0.014 |
| 0.4200 | 0.4300 | 4,337 | 30.8K | 58.5% | 0.30 | 0.1395 | -0.013 | 16 | 2.05 | 2.10 | 277 | 15.9K | 59.0% | -0.71 | 0.1426 | -0.013 |
| 0.3100 | 0.3300 | 1,387 | 1,108 | 58.6% | 0.24 | 0.1243 | -0.012 | 16.5 | 2.42 | 2.53 | 68 | 65 | 59.4% | -0.77 | 0.1276 | -0.012 |
| 0.2300 | 0.2500 | 3,395 | 19.6K | 58.8% | 0.20 | 0.1086 | -0.011 | 17 | 2.84 | 2.94 | 153 | 17.5K | 59.1% | -0.81 | 0.1122 | -0.011 |
| 0.1600 | 0.1900 | 570 | 556 | 58.7% | 0.16 | 0.0938 | -0.010 | 17.5 | 3.30 | 3.45 | 22 | 22 | 63.9% | -0.85 | 0.0976 | -0.010 |
| 0.1400 | 0.1500 | 2,113 | 21.2K | 60.9% | 0.13 | 0.0804 | -0.009 | 18 | 3.75 | 3.85 | 79 | 7,286 | 61.3% | -0.88 | 0.0843 | -0.009 |
| 0.1000 | 0.1200 | 266 | 239 | 61.4% | 0.11 | 0.0686 | -0.008 | 18.5 | 4.20 | 4.35 | 1 | 1 | 62.9% | -0.90 | 0.0727 | -0.008 |
| 0.0800 | 0.0900 | 488 | 15.2K | 62.2% | 0.09 | 0.0585 | -0.007 | 19 | 4.70 | 4.85 | 4 | 3,070 | 67.7% | -0.92 | 0.0628 | -0.007 |
| 0.0400 | 0.0800 | 160 | 158 | 61.9% | 0.08 | 0.0499 | -0.006 | 19.5 | 5.15 | 5.30 | 62.2% | -0.94 | 0.0543 | -0.006 | ||
| 0.0600 | 0.0700 | 710 | 39.6K | 66.9% | 0.06 | 0.0426 | -0.005 | 20 | 5.70 | 5.80 | 20 | 1,883 | 72.1% | -0.95 | 0.0470 | -0.005 |
| 0.0400 | 0.0500 | 108 | 106 | 66.0% | 0.05 | 0.0365 | -0.005 | 20.5 | 6.15 | 6.30 | 1 | 1 | 70.0% | -0.96 | 0.0402 | -0.005 |
| 0.0400 | 0.0500 | 187 | 7,982 | 69.5% | 0.05 | 0.0314 | -0.004 | 21 | 6.65 | 6.80 | 139 | 1,251 | 73.8% | -0.97 | 0.0364 | -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.