SVXY cadena de opciones ProShares - Short VIX Short-Term Futures 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 ±8.4% (58.06–68.72) · ATM IV 36.1% · P/C interés abierto 13.93
| 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 | |
| 12.70 | 14.50 | 2 | 49.3% | 0.92 | 0.0128 | -0.023 | 50 | 0.0500 | 0.6000 | 2,782 | 57.3% | -0.07 | 0.0126 | -0.025 | ||
| 11.80 | 13.60 | 50.9% | 0.91 | 0.0146 | -0.025 | 51 | 0.3500 | 0.5500 | 5 | 1,155 | 58.1% | -0.08 | 0.0144 | -0.026 | ||
| 10.80 | 12.70 | 49.2% | 0.90 | 0.0166 | -0.027 | 52 | 0.2000 | 0.8000 | 4 | 971 | 55.8% | -0.10 | 0.0165 | -0.028 | ||
| 9.90 | 11.80 | 48.9% | 0.89 | 0.0190 | -0.029 | 53 | 0.2500 | 2.25 | 802 | 70.5% | -0.11 | 0.0189 | -0.030 | |||
| 9.00 | 10.90 | 48.0% | 0.87 | 0.0217 | -0.031 | 54 | 0.1500 | 1.85 | 261 | 60.3% | -0.13 | 0.0216 | -0.032 | |||
| 8.10 | 10.10 | 1 | 47.8% | 0.85 | 0.0248 | -0.034 | 55 | 0.6000 | 0.9000 | 4 | 1,715 | 50.1% | -0.15 | 0.0246 | -0.035 | |
| 7.30 | 9.20 | 2 | 47.0% | 0.83 | 0.0281 | -0.036 | 56 | 0.7500 | 1.05 | 3 | 192 | 49.1% | -0.17 | 0.0280 | -0.037 | |
| 6.20 | 8.40 | 11 | 43.6% | 0.80 | 0.0318 | -0.038 | 57 | 0.2000 | 1.75 | 78 | 55.9% | -0.20 | 0.0317 | -0.039 | ||
| 5.00 | 6.90 | 10 | 31.8% | 0.77 | 0.0358 | -0.040 | 58 | 0.1000 | 2.95 | 34 | 51.3% | -0.23 | 0.0357 | -0.041 | ||
| 4.70 | 6.80 | 4 | 42.3% | 0.74 | 0.0402 | -0.041 | 59 | 1.10 | 1.55 | 2 | 42 | 42.9% | -0.26 | 0.0402 | -0.042 | |
| 3.90 | 6.00 | 12 | 40.4% | 0.70 | 0.0449 | -0.042 | 60 | 0.8000 | 2.30 | 2,202 | 41.3% | -0.30 | 0.0449 | -0.043 | ||
| 3.20 | 5.30 | 87 | 39.4% | 0.65 | 0.0499 | -0.043 | 61 | 1.55 | 2.50 | 38 | 42.9% | -0.34 | 0.0500 | -0.043 | ||
| 2.75 | 4.20 | 68 | 36.7% | 0.60 | 0.0548 | -0.043 | 62 | 1.85 | 2.40 | 1 | 18 | 38.4% | -0.39 | 0.0549 | -0.043 | |
| 1.65 | 4.00 | 68 | 35.1% | 0.55 | 0.0593 | -0.042 | 63 | 2.20 | 2.80 | 170 | 37.1% | -0.45 | 0.0594 | -0.042 | ||
| 1.65 | 2.60 | 11 | 114 | 32.1% | 0.49 | 0.0626 | -0.040 | 64 | 2.50 | 4.00 | 1 | 38 | 40.2% | -0.51 | 0.0628 | -0.040 |
| 1.10 | 2.00 | 225 | 29.8% | 0.42 | 0.0644 | -0.038 | 65 | 2.90 | 3.60 | 2 | 208 | 32.3% | -0.58 | 0.0646 | -0.038 | |
| 1.10 | 1.40 | 5 | 148 | 30.4% | 0.35 | 0.0642 | -0.034 | 66 | 3.00 | 4.90 | 1,540 | 33.1% | -0.65 | 0.0645 | -0.034 | |
| 0.1500 | 1.15 | 43 | 25.2% | 0.28 | 0.0613 | -0.029 | 67 | 3.60 | 5.50 | 2 | 31.5% | -0.72 | 0.0617 | -0.029 | ||
| 0.2000 | 0.9500 | 19 | 27.5% | 0.22 | 0.0547 | -0.026 | 68 | 4.40 | 6.20 | 5 | 31.3% | -0.77 | 0.0552 | -0.026 | ||
| 0.0500 | 0.6500 | 5 | 26.1% | 0.19 | 0.0472 | -0.025 | 69 | 4.80 | 7.30 | 4 | 30.1% | -0.81 | 0.0478 | -0.024 | ||
| 0.1000 | 2.10 | 46 | 44.0% | 0.17 | 0.0408 | -0.024 | 70 | 5.90 | 7.90 | 29.9% | -0.83 | 0.0414 | -0.024 | |||
| 0.0500 | 2.00 | 2 | 46.1% | 0.15 | 0.0356 | -0.024 | 71 | 6.50 | 9.40 | 34.1% | -0.85 | 0.0362 | -0.023 | |||
| 0.0500 | 1.95 | 5 | 48.9% | 0.14 | 0.0314 | -0.024 | 72 | 7.60 | 10.30 | 37.0% | -0.86 | 0.0320 | -0.023 | |||
| 0 | 1.95 | 4 | 51.5% | 0.12 | 0.0279 | -0.023 | 73 | 8.60 | 11.30 | 39.8% | -0.88 | 0.0285 | -0.023 | |||
| 0 | 2.25 | 2 | 57.5% | 0.11 | 0.0250 | -0.023 | 74 | 9.80 | 11.70 | 36.3% | -0.89 | 0.0255 | -0.022 | |||
| 0 | 2.25 | 2 | 60.5% | 0.10 | 0.0225 | -0.023 | 75 | 10.50 | 13.40 | 45.2% | -0.90 | 0.0231 | -0.022 | |||
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.