SPG cadena de opciones Simon Property Group, 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 ±5.1% (192.09–212.89) · ATM IV 21.0% · P/C interés abierto 0.53
| 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 | |
| 91.10 | 95.10 | 78.5% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 124.6% | -0.00 | 0.0001 | -0.002 | ||||
| 86.10 | 90.10 | 68.2% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.15 | 116.8% | -0.00 | 0.0001 | -0.002 | ||||
| 81.70 | 85.10 | 87.3% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.15 | 109.3% | -0.00 | 0.0001 | -0.002 | ||||
| 76.10 | 80.10 | 1.00 | 0.0002 | 0.000 | 125 | 0 | 2.15 | 102.1% | -0.00 | 0.0002 | -0.003 | |||||
| 71.10 | 75.20 | 48.6% | 1.00 | 0.0002 | 0.000 | 130 | 0 | 2.15 | 95.1% | -0.00 | 0.0002 | -0.003 | ||||
| 66.20 | 70.20 | 52.8% | 1.00 | 0.0003 | 0.000 | 135 | 0 | 2.15 | 88.3% | -0.00 | 0.0003 | -0.004 | ||||
| 61.80 | 65.20 | 64.9% | 1.00 | 0.0004 | 0.000 | 140 | 0 | 2.00 | 80.5% | -0.00 | 0.0004 | -0.005 | ||||
| 56.80 | 60.20 | 58.9% | 0.99 | 0.0006 | 0.000 | 145 | 0 | 1.15 | 66.3% | -0.01 | 0.0006 | -0.007 | ||||
| 51.80 | 55.30 | 54.6% | 0.99 | 0.0008 | -0.002 | 150 | 0 | 2.15 | 69.2% | -0.01 | 0.0008 | -0.008 | ||||
| 46.40 | 50.30 | 41.3% | 0.99 | 0.0012 | -0.005 | 155 | 0 | 0.9500 | 1 | 53.2% | -0.01 | 0.0012 | -0.011 | |||
| 41.40 | 45.30 | 35.8% | 0.98 | 0.0017 | -0.008 | 160 | 0 | 1.50 | 10 | 52.7% | -0.02 | 0.0017 | -0.014 | |||
| 37.60 | 40.40 | 46.6% | 0.98 | 0.0025 | -0.013 | 165 | 0 | 1.40 | 22 | 46.5% | -0.02 | 0.0025 | -0.018 | |||
| 32.90 | 35.40 | 1 | 42.9% | 0.97 | 0.0036 | -0.019 | 170 | 0 | 0.8000 | 5 | 36.5% | -0.03 | 0.0037 | -0.023 | ||
| 27.30 | 30.70 | 35.4% | 0.95 | 0.0054 | -0.026 | 175 | 0.1000 | 0.7500 | 34 | 32.0% | -0.05 | 0.0054 | -0.030 | |||
| 23.20 | 25.70 | 1 | 34.5% | 0.93 | 0.0080 | -0.035 | 180 | 0.3000 | 1.05 | 135 | 30.2% | -0.08 | 0.0080 | -0.038 | ||
| 18.60 | 20.70 | 1 | 30.1% | 0.89 | 0.0117 | -0.046 | 185 | 0.6500 | 1.10 | 1 | 128 | 26.8% | -0.12 | 0.0118 | -0.049 | |
| 14.20 | 16.30 | 27.9% | 0.83 | 0.0167 | -0.059 | 190 | 0.5500 | 1.65 | 6 | 125 | 22.9% | -0.18 | 0.0170 | -0.062 | ||
| 9.90 | 11.40 | 10 | 171 | 23.2% | 0.74 | 0.0228 | -0.072 | 195 | 2.05 | 2.60 | 7 | 173 | 23.5% | -0.27 | 0.0232 | -0.074 |
| 6.40 | 7.70 | 24 | 111 | 21.7% | 0.61 | 0.0283 | -0.080 | 200 | 2.60 | 4.10 | 15 | 320 | 20.3% | -0.39 | 0.0291 | -0.083 |
| 2.40 | 3.90 | 58 | 638 | 21.1% | 0.32 | 0.0283 | -0.070 | 210 | 8.50 | 9.90 | 101 | 20.9% | -0.71 | 0.0302 | -0.073 | |
| 0.5000 | 0.8000 | 20 | 812 | 21.0% | 0.11 | 0.0151 | -0.037 | 220 | 16.00 | 18.10 | 8 | -0.93 | 0.0180 | -0.043 | ||
| 0.1000 | 1.25 | 6 | 202 | 22.3% | 0.04 | 0.0058 | -0.016 | 230 | 26.00 | 28.80 | -1.00 | 0.0000 | -0.027 | |||
| 0 | 1.15 | 64 | 25.1% | 0.01 | 0.0021 | -0.006 | 240 | 36.00 | 38.80 | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 2.15 | 48.3% | 0.00 | 0.0008 | -0.003 | 250 | 46.00 | 49.40 | 44.1% | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 1.75 | 1 | 52.6% | 0.00 | 0.0003 | -0.001 | 260 | 56.00 | 59.40 | 50.4% | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.00 | 60.3% | 0.00 | 0.0001 | -0.001 | 270 | 65.40 | 69.40 | -1.00 | 0.0000 | -0.027 | |||||
| 0 | 1.20 | 60.0% | 0.00 | 0.0000 | -0.000 | 280 | 76.00 | 79.50 | 63.3% | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 1.15 | 64.6% | 0.00 | 0.0000 | -0.000 | 290 | 86.00 | 89.60 | 69.8% | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 0.9500 | 67.4% | 0.00 | 0.0000 | -0.000 | 300 | 95.40 | 99.00 | -1.00 | 0.0000 | -0.027 | |||||
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.