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 ±18.8% (25.53–37.37) · ATM IV 48.0% · P/C interés abierto 0.73
| 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 | |
| 14.50 | 17.05 | 75 | 61.6% | 0.99 | 0.0030 | 0.000 | 16 | 0.0300 | 0.1000 | 3 | 982 | 70.5% | -0.01 | 0.0030 | -0.002 | |
| 13.05 | 16.35 | 111 | 0.99 | 0.0040 | 0.000 | 17 | 0 | 0.1300 | 103 | 64.9% | -0.02 | 0.0041 | -0.002 | |||
| 12.20 | 15.10 | 228 | 0.98 | 0.0054 | -0.000 | 18 | 0 | 0.2900 | 550 | 68.7% | -0.02 | 0.0055 | -0.003 | |||
| 12.00 | 13.95 | 99 | 66.8% | 0.97 | 0.0072 | -0.001 | 19 | 0.0200 | 0.3700 | 389 | 67.0% | -0.03 | 0.0073 | -0.004 | ||
| 10.70 | 12.60 | 439 | 0.96 | 0.0094 | -0.002 | 20 | 0.0800 | 0.2100 | 18.8K | 57.7% | -0.04 | 0.0095 | -0.004 | |||
| 9.75 | 12.15 | 152 | 52.5% | 0.95 | 0.0120 | -0.003 | 21 | 0.1000 | 0.2600 | 2,013 | 55.0% | -0.05 | 0.0122 | -0.005 | ||
| 9.80 | 10.85 | 205 | 65.3% | 0.93 | 0.0152 | -0.005 | 22 | 0 | 0.5400 | 766 | 54.9% | -0.07 | 0.0154 | -0.006 | ||
| 8.20 | 9.95 | 449 | 48.5% | 0.91 | 0.0189 | -0.006 | 23 | 0.2600 | 0.4100 | 2,086 | 52.5% | -0.09 | 0.0191 | -0.008 | ||
| 8.05 | 9.05 | 121 | 60.0% | 0.89 | 0.0230 | -0.007 | 24 | 0.3500 | 0.6200 | 169 | 52.7% | -0.11 | 0.0234 | -0.009 | ||
| 7.25 | 8.05 | 1,025 | 57.1% | 0.86 | 0.0276 | -0.009 | 25 | 0.5400 | 0.6800 | 12.8K | 50.9% | -0.14 | 0.0280 | -0.010 | ||
| 6.35 | 7.15 | 73 | 52.5% | 0.83 | 0.0325 | -0.010 | 26 | 0.4700 | 0.8900 | 251 | 47.0% | -0.17 | 0.0330 | -0.011 | ||
| 5.70 | 6.15 | 1,659 | 50.1% | 0.79 | 0.0374 | -0.012 | 27 | 0.9300 | 1.10 | 6,370 | 49.1% | -0.21 | 0.0381 | -0.013 | ||
| 5.00 | 5.65 | 219 | 51.7% | 0.75 | 0.0423 | -0.013 | 28 | 1.22 | 1.39 | 284 | 48.7% | -0.26 | 0.0431 | -0.014 | ||
| 4.35 | 4.95 | 149 | 50.6% | 0.70 | 0.0468 | -0.014 | 29 | 1.48 | 1.75 | 108 | 47.8% | -0.30 | 0.0478 | -0.015 | ||
| 3.75 | 4.10 | 80 | 3,124 | 47.9% | 0.65 | 0.0507 | -0.015 | 30 | 1.89 | 2.13 | 8,327 | 47.4% | -0.36 | 0.0519 | -0.015 | |
| 3.20 | 3.75 | 286 | 49.2% | 0.60 | 0.0537 | -0.015 | 31 | 2.26 | 2.63 | 50 | 46.8% | -0.41 | 0.0552 | -0.016 | ||
| 2.70 | 3.00 | 78 | 872 | 46.6% | 0.54 | 0.0556 | -0.016 | 32 | 2.80 | 3.10 | 2,962 | 46.5% | -0.47 | 0.0574 | -0.016 | |
| 1.56 | 1.76 | 617 | 15.2K | 45.3% | 0.38 | 0.0547 | -0.015 | 35 | 4.60 | 5.00 | 774 | 45.7% | -0.64 | 0.0575 | -0.015 | |
| 1.04 | 1.23 | 87 | 2,460 | 45.1% | 0.29 | 0.0493 | -0.013 | 37 | 6.05 | 6.50 | 620 | 45.3% | -0.73 | 0.0530 | -0.013 | |
| 0.5400 | 0.8600 | 71 | 4,589 | 46.8% | 0.18 | 0.0381 | -0.010 | 40 | 8.35 | 9.05 | 587 | 42.0% | -0.85 | 0.0430 | -0.010 | |
| 0.3500 | 0.4500 | 21 | 4,824 | 44.8% | 0.13 | 0.0306 | -0.008 | 42 | 10.00 | 10.80 | 391 | -0.91 | 0.0365 | -0.008 | ||
| 0.1800 | 0.2500 | 1 | 9,235 | 45.1% | 0.08 | 0.0211 | -0.006 | 45 | 12.30 | 13.85 | 58 | -0.97 | 0.0290 | -0.005 | ||
| 0.0700 | 0.2400 | 8,364 | 46.2% | 0.06 | 0.0163 | -0.005 | 47 | 14.45 | 16.55 | -0.99 | 0.0093 | -0.007 | ||||
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 — Jan 15, 2027
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.