SPY cadena de opciones State Street SPDR S&P 500 ETF
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 ±1.7% (760.15–786.18) · ATM IV 10.7% · P/C interés abierto —
| 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 | |
| 81.94 | 86.24 | 28.1% | 0.99 | 0.0008 | 0.000 | 690 | 0.1600 | 0.1700 | 2 | 26.3% | -0.01 | 0.0008 | -0.043 | |||
| 77.01 | 81.26 | 27.1% | 0.99 | 0.0009 | -0.003 | 695 | 0.1800 | 0.1900 | 1 | 25.2% | -0.01 | 0.0009 | -0.045 | |||
| 71.99 | 76.29 | 25.5% | 0.98 | 0.0011 | -0.008 | 700 | 0.2000 | 0.2100 | 520 | 24.1% | -0.02 | 0.0011 | -0.048 | |||
| 67.07 | 71.32 | 24.6% | 0.98 | 0.0013 | -0.014 | 705 | 0.2200 | 0.2300 | 21 | 22.9% | -0.02 | 0.0013 | -0.051 | |||
| 62.06 | 66.38 | 23.2% | 0.98 | 0.0015 | -0.021 | 710 | 0.2500 | 0.2600 | 23 | 21.8% | -0.02 | 0.0015 | -0.055 | |||
| 57.13 | 61.42 | 22.0% | 0.98 | 0.0018 | -0.028 | 715 | 0.2800 | 0.2900 | 60 | 20.7% | -0.02 | 0.0018 | -0.060 | |||
| 52.23 | 56.50 | 21.1% | 0.97 | 0.0022 | -0.037 | 720 | 0.3200 | 0.3300 | 69 | 19.6% | -0.03 | 0.0022 | -0.067 | |||
| 47.37 | 51.50 | 1 | 19.9% | 0.96 | 0.0028 | -0.048 | 725 | 0.3800 | 0.4000 | 7 | 18.6% | -0.04 | 0.0028 | -0.074 | ||
| 42.56 | 46.74 | 19.4% | 0.96 | 0.0035 | -0.061 | 730 | 0.4700 | 0.4800 | 27 | 17.6% | -0.04 | 0.0035 | -0.085 | |||
| 37.76 | 41.89 | 18.4% | 0.94 | 0.0044 | -0.076 | 735 | 0.5800 | 0.6000 | 128 | 16.6% | -0.06 | 0.0045 | -0.097 | |||
| 33.06 | 36.61 | 16.6% | 0.93 | 0.0057 | -0.094 | 740 | 0.7500 | 0.7600 | 42 | 15.7% | -0.07 | 0.0057 | -0.113 | |||
| 28.32 | 31.85 | 15.6% | 0.91 | 0.0074 | -0.116 | 745 | 0.9800 | 1.00 | 701 | 14.9% | -0.09 | 0.0075 | -0.132 | |||
| 23.79 | 27.19 | 104 | 14.8% | 0.88 | 0.0096 | -0.141 | 750 | 1.32 | 1.34 | 125 | 14.0% | -0.13 | 0.0097 | -0.155 | ||
| 18.84 | 22.68 | 269 | 14.0% | 0.83 | 0.0124 | -0.168 | 755 | 1.80 | 1.82 | 193 | 13.3% | -0.17 | 0.0126 | -0.180 | ||
| 14.54 | 18.40 | 1,256 | 12.6% | 0.77 | 0.0158 | -0.196 | 760 | 2.50 | 2.53 | 654 | 12.5% | -0.23 | 0.0160 | -0.206 | ||
| 11.01 | 12.55 | 693 | 11.6% | 0.69 | 0.0194 | -0.220 | 765 | 3.53 | 3.55 | 537 | 11.8% | -0.31 | 0.0198 | -0.228 | ||
| 7.27 | 10.86 | 903 | 11.1% | 0.60 | 0.0227 | -0.233 | 770 | 5.01 | 5.04 | 582 | 11.2% | -0.41 | 0.0233 | -0.241 | ||
| 5.91 | 5.94 | 1,340 | 10.6% | 0.48 | 0.0246 | -0.229 | 775 | 7.07 | 7.11 | 154 | 10.7% | -0.53 | 0.0255 | -0.237 | ||
| 3.64 | 3.67 | 995 | 10.2% | 0.35 | 0.0240 | -0.206 | 780 | 8.22 | 11.38 | 103 | 10.1% | -0.66 | 0.0251 | -0.213 | ||
| 2.04 | 2.07 | 450 | 9.9% | 0.24 | 0.0205 | -0.165 | 785 | 11.33 | 15.17 | 2 | 9.7% | -0.79 | 0.0216 | -0.169 | ||
| 1.05 | 1.07 | 265 | 9.7% | 0.14 | 0.0154 | -0.117 | 790 | 15.46 | 19.29 | 9.2% | -0.89 | 0.0202 | -0.121 | |||
| 0.5000 | 0.5200 | 125 | 9.6% | 0.08 | 0.0101 | -0.074 | 795 | 20.23 | 24.07 | -0.98 | 0.0106 | -0.195 | ||||
| 0.2400 | 0.2500 | 104 | 9.7% | 0.04 | 0.0061 | -0.045 | 800 | 25.22 | 29.06 | -1.00 | 0.0000 | -0.311 | ||||
| 0.1200 | 0.1300 | 13 | 10.0% | 0.02 | 0.0036 | -0.028 | 805 | 29.79 | 34.18 | -1.00 | 0.0000 | -0.348 | ||||
| 0.0700 | 0.0800 | 41 | 10.5% | 0.01 | 0.0022 | -0.019 | 810 | 34.79 | 39.18 | -1.00 | 0.0000 | -0.358 | ||||
| 0.0400 | 0.0500 | 11.0% | 0.01 | 0.0015 | -0.014 | 815 | 39.79 | 44.18 | -1.00 | 0.0000 | -0.361 | |||||
| 0.0300 | 0.0400 | 11.8% | 0.01 | 0.0010 | -0.011 | 820 | 44.79 | 49.18 | -1.00 | 0.0000 | -0.362 | |||||
| 0.0200 | 0.0300 | 12.4% | 0.01 | 0.0008 | -0.009 | 825 | 49.79 | 54.18 | -1.00 | 0.0000 | -0.363 | |||||
| 0.0200 | 0.0300 | 13.5% | 0.00 | 0.0006 | -0.007 | 830 | 54.79 | 59.18 | -1.00 | 0.0000 | -0.363 | |||||
| 0.0200 | 0.0300 | 14.5% | 0.00 | 0.0004 | -0.006 | 835 | 59.72 | 64.14 | -1.00 | 0.0000 | -0.363 | |||||
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 17, 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.