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 ±23.1% (26.09–41.78) · ATM IV 47.1% · 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 | |
| 16.70 | 19.45 | 111 | 98.1% | 0.98 | 0.0034 | 0.000 | 17 | 0.0400 | 0.1500 | 103 | 61.5% | -0.02 | 0.0034 | -0.002 | ||
| 16.15 | 17.80 | 228 | 87.3% | 0.98 | 0.0045 | 0.000 | 18 | 0.0800 | 0.1400 | 551 | 58.5% | -0.02 | 0.0045 | -0.002 | ||
| 15.30 | 16.70 | 99 | 81.7% | 0.97 | 0.0058 | 0.000 | 19 | 0.1000 | 0.2100 | 390 | 57.7% | -0.03 | 0.0058 | -0.003 | ||
| 14.40 | 15.20 | 16 | 480 | 68.2% | 0.96 | 0.0073 | -0.000 | 20 | 0.1600 | 0.2400 | 18.8K | 56.2% | -0.04 | 0.0073 | -0.004 | |
| 13.45 | 14.90 | 155 | 74.9% | 0.95 | 0.0091 | -0.001 | 21 | 0.1900 | 0.3300 | 2,007 | 55.0% | -0.05 | 0.0091 | -0.004 | ||
| 12.55 | 13.90 | 207 | 70.4% | 0.94 | 0.0111 | -0.002 | 22 | 0.2600 | 0.4000 | 763 | 53.7% | -0.06 | 0.0112 | -0.005 | ||
| 11.70 | 13.10 | 449 | 69.1% | 0.92 | 0.0133 | -0.003 | 23 | 0.3700 | 0.4700 | 2,087 | 52.6% | -0.08 | 0.0135 | -0.006 | ||
| 10.80 | 12.20 | 116 | 65.8% | 0.90 | 0.0158 | -0.004 | 24 | 0.4500 | 0.6100 | 156 | 51.6% | -0.10 | 0.0160 | -0.007 | ||
| 10.00 | 11.10 | 1,123 | 61.3% | 0.88 | 0.0185 | -0.006 | 25 | 0.5800 | 0.7500 | 12.9K | 50.7% | -0.12 | 0.0187 | -0.008 | ||
| 9.20 | 10.40 | 59 | 60.8% | 0.86 | 0.0213 | -0.007 | 26 | 0.7200 | 0.9200 | 75 | 49.7% | -0.14 | 0.0216 | -0.009 | ||
| 8.40 | 9.40 | 8 | 1,727 | 57.1% | 0.83 | 0.0241 | -0.008 | 27 | 1.08 | 1.12 | 1 | 6,272 | 50.6% | -0.17 | 0.0245 | -0.010 |
| 7.65 | 8.75 | 217 | 56.7% | 0.80 | 0.0270 | -0.009 | 28 | 1.32 | 1.37 | 2 | 282 | 50.1% | -0.20 | 0.0275 | -0.011 | |
| 6.95 | 7.75 | 154 | 53.5% | 0.77 | 0.0298 | -0.010 | 29 | 1.61 | 1.65 | 103 | 49.7% | -0.24 | 0.0304 | -0.011 | ||
| 6.30 | 6.85 | 7 | 3,082 | 51.2% | 0.74 | 0.0324 | -0.011 | 30 | 1.93 | 1.98 | 1 | 8,301 | 49.3% | -0.27 | 0.0331 | -0.012 |
| 5.65 | 6.40 | 258 | 51.7% | 0.70 | 0.0348 | -0.012 | 31 | 2.29 | 2.35 | 1 | 49 | 48.9% | -0.31 | 0.0357 | -0.013 | |
| 5.10 | 5.75 | 880 | 51.0% | 0.66 | 0.0368 | -0.012 | 32 | 2.70 | 2.76 | 2,852 | 48.6% | -0.35 | 0.0379 | -0.013 | ||
| 3.60 | 4.00 | 4 | 17.9K | 48.5% | 0.54 | 0.0407 | -0.014 | 35 | 3.85 | 4.25 | 773 | 45.7% | -0.47 | 0.0424 | -0.014 | |
| 2.75 | 2.96 | 1 | 1,523 | 46.3% | 0.46 | 0.0411 | -0.014 | 37 | 4.75 | 5.45 | 615 | 43.5% | -0.55 | 0.0433 | -0.014 | |
| 1.91 | 2.21 | 3 | 4,683 | 47.5% | 0.36 | 0.0389 | -0.013 | 40 | 6.90 | 7.55 | 592 | 43.3% | -0.67 | 0.0418 | -0.013 | |
| 1.40 | 1.91 | 1 | 4,858 | 48.2% | 0.29 | 0.0360 | -0.012 | 42 | 8.25 | 9.10 | 401 | 41.0% | -0.74 | 0.0394 | -0.011 | |
| 0.8800 | 1.29 | 5 | 7,303 | 47.4% | 0.22 | 0.0306 | -0.010 | 45 | 10.75 | 11.65 | 59 | 38.3% | -0.82 | 0.0348 | -0.009 | |
| 0.7200 | 1.13 | 8,213 | 49.1% | 0.17 | 0.0267 | -0.009 | 47 | 12.20 | 13.55 | 1 | -0.87 | 0.0315 | -0.008 | |||
| 0.5000 | 0.5500 | 20.6K | 46.8% | 0.12 | 0.0213 | -0.007 | 50 | 14.85 | 16.25 | 17 | -0.93 | 0.0255 | -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 — 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.