TOST cadena de opciones Toast, 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 ±16.8% (26.16–36.74) · ATM IV 52.0% · P/C interés abierto 0.93
| 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 | |
| 14.35 | 16.90 | 0.99 | 0.0020 | 0.000 | 16 | 0 | 0.0900 | 4 | 80.3% | -0.01 | 0.0020 | -0.001 | ||||
| 13.35 | 16.15 | 81.6% | 0.99 | 0.0028 | 0.000 | 17 | 0 | 0.3000 | 12 | 90.4% | -0.01 | 0.0028 | -0.002 | |||
| 13.20 | 14.95 | 83 | 103.9% | 0.99 | 0.0040 | -0.001 | 18 | 0.0200 | 0.1200 | 2,028 | 72.6% | -0.01 | 0.0040 | -0.002 | ||
| 11.15 | 14.35 | 84 | 66.4% | 0.98 | 0.0056 | -0.002 | 19 | 0 | 0.1600 | 116 | 68.0% | -0.02 | 0.0056 | -0.003 | ||
| 10.40 | 13.75 | 154 | 87.0% | 0.97 | 0.0077 | -0.003 | 20 | 0 | 0.2100 | 1,704 | 65.1% | -0.03 | 0.0078 | -0.004 | ||
| 9.15 | 12.65 | 66 | 68.0% | 0.96 | 0.0104 | -0.004 | 21 | 0 | 0.3800 | 165 | 66.9% | -0.04 | 0.0105 | -0.005 | ||
| 9.65 | 10.70 | 133 | 76.7% | 0.95 | 0.0138 | -0.005 | 22 | 0.1000 | 0.2000 | 380 | 57.6% | -0.05 | 0.0139 | -0.007 | ||
| 8.70 | 9.70 | 196 | 70.4% | 0.93 | 0.0179 | -0.007 | 23 | 0.1900 | 0.3000 | 25 | 996 | 58.1% | -0.07 | 0.0180 | -0.008 | |
| 7.80 | 8.85 | 80 | 68.0% | 0.91 | 0.0227 | -0.009 | 24 | 0.2400 | 0.5700 | 454 | 59.8% | -0.09 | 0.0229 | -0.010 | ||
| 5.85 | 7.70 | 299 | 32.2% | 0.88 | 0.0282 | -0.011 | 25 | 0.4300 | 0.4800 | 1 | 1,780 | 55.2% | -0.12 | 0.0284 | -0.012 | |
| 6.20 | 6.75 | 89 | 58.3% | 0.85 | 0.0342 | -0.013 | 26 | 0.4900 | 0.6500 | 20 | 1,092 | 52.7% | -0.16 | 0.0345 | -0.014 | |
| 5.35 | 5.75 | 2,791 | 53.0% | 0.81 | 0.0403 | -0.015 | 27 | 0.7500 | 0.8700 | 40 | 260 | 53.0% | -0.20 | 0.0408 | -0.016 | |
| 4.55 | 5.30 | 346 | 55.1% | 0.76 | 0.0464 | -0.017 | 28 | 1.01 | 1.12 | 5 | 396 | 52.2% | -0.24 | 0.0470 | -0.018 | |
| 4.00 | 4.35 | 1 | 183 | 52.6% | 0.71 | 0.0520 | -0.018 | 29 | 1.31 | 1.55 | 4 | 1,136 | 52.7% | -0.30 | 0.0527 | -0.019 |
| 3.40 | 3.80 | 1,029 | 53.0% | 0.65 | 0.0566 | -0.020 | 30 | 1.66 | 1.99 | 20 | 2,226 | 52.5% | -0.36 | 0.0575 | -0.020 | |
| 2.80 | 3.25 | 201 | 52.0% | 0.59 | 0.0601 | -0.021 | 31 | 2.08 | 2.46 | 960 | 52.0% | -0.42 | 0.0611 | -0.021 | ||
| 2.31 | 2.80 | 349 | 52.1% | 0.53 | 0.0620 | -0.021 | 32 | 2.64 | 2.81 | 2 | 275 | 50.6% | -0.48 | 0.0633 | -0.021 | |
| 1.91 | 2.15 | 390 | 49.9% | 0.47 | 0.0624 | -0.021 | 33 | 3.20 | 3.35 | 20 | 318 | 49.9% | -0.54 | 0.0640 | -0.021 | |
| 1.56 | 1.93 | 41 | 464 | 51.3% | 0.41 | 0.0613 | -0.020 | 34 | 3.80 | 4.05 | 672 | 50.0% | -0.60 | 0.0631 | -0.021 | |
| 1.24 | 1.40 | 8 | 1,668 | 48.8% | 0.35 | 0.0589 | -0.019 | 35 | 4.40 | 4.75 | 465 | 49.0% | -0.66 | 0.0610 | -0.020 | |
| 0.8100 | 0.9000 | 10 | 1,378 | 48.8% | 0.26 | 0.0511 | -0.017 | 37 | 5.90 | 6.25 | 274 | 47.9% | -0.76 | 0.0538 | -0.017 | |
| 0.3800 | 0.4600 | 1,038 | 1,801 | 48.7% | 0.15 | 0.0366 | -0.012 | 40 | 8.20 | 8.95 | 291 | 42.2% | -0.88 | 0.0403 | -0.012 | |
| 0.2500 | 0.4600 | 210 | 49.8% | 0.12 | 0.0319 | -0.010 | 41 | 8.80 | 9.85 | 3 | -0.91 | 0.0359 | -0.011 | |||
| 0.1000 | 0.3600 | 15 | 2,235 | 47.5% | 0.10 | 0.0276 | -0.009 | 42 | 9.75 | 10.80 | 13 | -0.93 | 0.0318 | -0.009 | ||
| 0.0500 | 0.2100 | 70 | 1,174 | 49.8% | 0.05 | 0.0170 | -0.006 | 45 | 12.85 | 14.20 | 52.6% | -0.98 | 0.0222 | -0.005 | ||
| 0.0400 | 0.2900 | 20 | 344 | 57.1% | 0.04 | 0.0120 | -0.004 | 47 | 14.45 | 16.30 | -1.00 | 0.0006 | -0.005 | |||
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 — Dec 18, 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.