STLD cadena de opciones Steel Dynamics, 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 ±8.9% (221.28–264.69) · ATM IV 38.0% · P/C interés abierto 0.94
| 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 | |
| 116.50 | 120.30 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 3 | 131.2% | -0.00 | 0.0000 | -0.001 | ||||
| 111.60 | 115.30 | 2 | 1 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 124.4% | -0.00 | 0.0000 | -0.001 | |||
| 106.60 | 110.40 | 1 | 1 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 6 | 117.9% | -0.00 | 0.0000 | -0.001 | ||
| 101.60 | 105.40 | 2 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.10 | 1 | 111.1% | -0.00 | 0.0000 | -0.001 | |||
| 96.90 | 100.40 | 1 | 61.7% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 2.15 | 7 | 105.5% | -0.00 | 0.0001 | -0.002 | ||
| 91.70 | 95.40 | 2 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.15 | 16 | 99.6% | -0.00 | 0.0001 | -0.003 | |||
| 86.70 | 90.50 | 1 | 1.00 | 0.0002 | 0.000 | 155 | 0 | 2.15 | 8 | 93.8% | -0.00 | 0.0002 | -0.004 | |||
| 82.00 | 85.50 | 1 | 1 | 56.8% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 1.95 | 16 | 86.5% | -0.00 | 0.0002 | -0.005 | |
| 76.80 | 80.50 | 2 | 1 | 1.00 | 0.0004 | 0.000 | 165 | 0.0500 | 0.4500 | 25 | 64.2% | -0.00 | 0.0004 | -0.007 | ||
| 72.30 | 75.60 | 2 | 58.5% | 0.99 | 0.0005 | -0.001 | 170 | 0.0500 | 1.45 | 214 | 72.1% | -0.01 | 0.0005 | -0.010 | ||
| 66.90 | 70.60 | 0.99 | 0.0007 | -0.005 | 175 | 0 | 2.20 | 3 | 72.7% | -0.01 | 0.0007 | -0.014 | ||||
| 61.90 | 65.70 | 1 | 38.1% | 0.99 | 0.0010 | -0.011 | 180 | 0.0500 | 0.2500 | 10 | 27 | 47.8% | -0.01 | 0.0010 | -0.019 | |
| 57.50 | 60.80 | 9 | 1 | 50.2% | 0.98 | 0.0014 | -0.018 | 185 | 0.1000 | 1.30 | 1 | 9 | 56.9% | -0.02 | 0.0014 | -0.025 |
| 52.80 | 56.00 | 8 | 50.5% | 0.97 | 0.0019 | -0.026 | 190 | 0.2000 | 0.5000 | 32 | 87 | 46.0% | -0.03 | 0.0020 | -0.033 | |
| 47.80 | 51.10 | 5 | 27 | 46.5% | 0.96 | 0.0026 | -0.036 | 195 | 0.3000 | 0.7500 | 3 | 100 | 45.2% | -0.04 | 0.0026 | -0.043 |
| 43.00 | 45.80 | 4 | 7 | 41.1% | 0.95 | 0.0035 | -0.049 | 200 | 0.6500 | 0.9500 | 59 | 119 | 44.7% | -0.05 | 0.0035 | -0.054 |
| 33.50 | 36.60 | 2 | 14 | 39.2% | 0.90 | 0.0059 | -0.080 | 210 | 1.15 | 1.50 | 53 | 176 | 40.7% | -0.10 | 0.0059 | -0.084 |
| 25.20 | 28.10 | 10 | 31 | 39.6% | 0.82 | 0.0090 | -0.116 | 220 | 2.45 | 3.10 | 64 | 641 | 39.9% | -0.18 | 0.0090 | -0.120 |
| 18.40 | 21.20 | 4 | 127 | 41.7% | 0.72 | 0.0121 | -0.150 | 230 | 4.70 | 5.70 | 17 | 447 | 39.0% | -0.29 | 0.0122 | -0.153 |
| 12.10 | 13.30 | 117 | 636 | 37.5% | 0.58 | 0.0143 | -0.170 | 240 | 8.50 | 9.50 | 32 | 883 | 38.5% | -0.42 | 0.0144 | -0.173 |
| 7.70 | 8.40 | 65 | 593 | 37.5% | 0.44 | 0.0146 | -0.169 | 250 | 13.70 | 14.80 | 17 | 631 | 38.0% | -0.57 | 0.0149 | -0.172 |
| 4.50 | 5.30 | 27 | 274 | 37.8% | 0.30 | 0.0130 | -0.149 | 260 | 20.50 | 22.30 | 2 | 41 | 39.5% | -0.71 | 0.0134 | -0.151 |
| 2.45 | 3.10 | 60 | 493 | 37.9% | 0.20 | 0.0103 | -0.118 | 270 | 27.10 | 30.10 | 1 | 3 | 36.1% | -0.82 | 0.0107 | -0.120 |
| 1.30 | 1.85 | 18 | 382 | 38.5% | 0.12 | 0.0074 | -0.085 | 280 | 36.00 | 39.60 | 22 | 38.4% | -0.90 | 0.0079 | -0.087 | |
| 0.6500 | 1.10 | 24 | 203 | 39.2% | 0.07 | 0.0049 | -0.058 | 290 | 46.10 | 48.90 | 1 | 42.2% | -0.95 | 0.0057 | -0.061 | |
| 0.3000 | 0.4500 | 20 | 75 | 38.2% | 0.04 | 0.0031 | -0.038 | 300 | 55.30 | 59.00 | 43.5% | -0.98 | 0.0034 | -0.039 | ||
| 0.1000 | 0.5000 | 3 | 112 | 41.5% | 0.02 | 0.0019 | -0.024 | 310 | 65.90 | 69.00 | 53.3% | -1.00 | 0.0008 | -0.029 | ||
| 0 | 2.20 | 349 | 58.0% | 0.01 | 0.0012 | -0.015 | 320 | 75.20 | 79.00 | 1 | 52.8% | -1.00 | 0.0000 | -0.029 | ||
| 0 | 2.15 | 45 | 62.7% | 0.01 | 0.0007 | -0.009 | 330 | 85.20 | 89.00 | 57.6% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.0500 | 312 | 40.6% | 0.00 | 0.0004 | -0.006 | 340 | 95.20 | 99.10 | 63.4% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 2.15 | 17 | 72.0% | 0.00 | 0.0003 | -0.004 | 350 | 105.20 | 109.10 | 67.8% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 2.15 | 3 | 76.3% | 0.00 | 0.0002 | -0.002 | 360 | 115.20 | 119.10 | 72.1% | -1.00 | 0.0000 | -0.029 | |||
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.