TOST cadena de opciones Toast, Inc.
Cboe delayed options data · a fecha de 18:45 UTC
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 ±13.5% (28.07–36.85) · ATM IV 58.1% · P/C interés abierto 1.13
| 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 | |
| 13.40 | 16.15 | 137.1% | 0.99 | 0.0030 | -0.002 | 18 | 0 | 0.9500 | 270 | 154.3% | -0.01 | 0.0029 | -0.003 | |||
| 12.40 | 15.70 | 1 | 149.8% | 0.99 | 0.0040 | -0.003 | 19 | 0 | 0.9500 | 50 | 142.7% | -0.01 | 0.0040 | -0.004 | ||
| 11.55 | 14.75 | 26 | 144.9% | 0.98 | 0.0054 | -0.004 | 20 | 0 | 0.1000 | 4,947 | 82.8% | -0.02 | 0.0054 | -0.005 | ||
| 10.55 | 13.75 | 3 | 133.4% | 0.97 | 0.0073 | -0.005 | 21 | 0 | 0.1400 | 179 | 79.7% | -0.02 | 0.0073 | -0.006 | ||
| 9.60 | 11.50 | 1 | 69.5% | 0.97 | 0.0098 | -0.007 | 22 | 0.0100 | 0.2000 | 417 | 77.8% | -0.03 | 0.0098 | -0.008 | ||
| 8.65 | 10.15 | 2 | 0.95 | 0.0131 | -0.009 | 23 | 0.0100 | 0.3500 | 2 | 107 | 78.7% | -0.04 | 0.0131 | -0.010 | ||
| 7.75 | 9.80 | 2 | 78.4% | 0.94 | 0.0173 | -0.011 | 24 | 0.1400 | 0.2000 | 277 | 69.8% | -0.06 | 0.0173 | -0.012 | ||
| 6.85 | 8.20 | 48 | 41.5% | 0.92 | 0.0225 | -0.014 | 25 | 0.2000 | 0.2500 | 278 | 66.6% | -0.08 | 0.0226 | -0.015 | ||
| 6.40 | 7.25 | 236 | 64.6% | 0.89 | 0.0288 | -0.017 | 26 | 0.2700 | 0.5500 | 158 | 70.0% | -0.11 | 0.0290 | -0.018 | ||
| 5.05 | 6.80 | 13 | 61.4% | 0.86 | 0.0362 | -0.021 | 27 | 0.3500 | 0.6800 | 299 | 66.4% | -0.14 | 0.0363 | -0.021 | ||
| 4.65 | 6.20 | 57.1% | 0.84 | 0.0401 | -0.022 | 27.5 | 0.4100 | 0.6800 | 1 | 63.2% | -0.16 | 0.0403 | -0.023 | |||
| 4.80 | 5.55 | 25 | 153 | 63.3% | 0.82 | 0.0442 | -0.024 | 28 | 0.5100 | 0.7400 | 217 | 62.0% | -0.18 | 0.0444 | -0.025 | |
| 4.00 | 5.15 | 54.7% | 0.79 | 0.0483 | -0.026 | 28.5 | 0.6000 | 0.8600 | 61.4% | -0.21 | 0.0485 | -0.027 | ||||
| 4.30 | 4.55 | 3 | 154 | 62.6% | 0.77 | 0.0524 | -0.028 | 29 | 0.7400 | 0.9500 | 2 | 307 | 60.6% | -0.23 | 0.0526 | -0.028 |
| 3.30 | 4.45 | 55.8% | 0.74 | 0.0564 | -0.029 | 29.5 | 0.8600 | 1.13 | 1 | 4 | 60.6% | -0.26 | 0.0566 | -0.030 | ||
| 3.55 | 3.85 | 3 | 449 | 60.9% | 0.71 | 0.0601 | -0.031 | 30 | 1.01 | 1.18 | 1 | 465 | 58.4% | -0.29 | 0.0603 | -0.031 |
| 2.74 | 3.65 | 55.2% | 0.68 | 0.0634 | -0.032 | 30.5 | 1.15 | 1.48 | 1 | 59.5% | -0.32 | 0.0637 | -0.032 | |||
| 2.87 | 3.20 | 423 | 59.2% | 0.64 | 0.0664 | -0.033 | 31 | 1.36 | 1.65 | 8 | 297 | 59.2% | -0.36 | 0.0667 | -0.033 | |
| 2.62 | 2.98 | 9 | 60.4% | 0.61 | 0.0688 | -0.034 | 31.5 | 1.58 | 1.79 | 13 | 58.0% | -0.39 | 0.0691 | -0.034 | ||
| 2.19 | 2.63 | 528 | 56.9% | 0.57 | 0.0707 | -0.035 | 32 | 1.80 | 2.08 | 13 | 1,514 | 58.5% | -0.43 | 0.0710 | -0.035 | |
| 2.08 | 2.38 | 1 | 1 | 58.5% | 0.54 | 0.0719 | -0.035 | 32.5 | 2.00 | 2.33 | 57.7% | -0.46 | 0.0723 | -0.035 | ||
| 1.89 | 2.09 | 6 | 725 | 58.1% | 0.50 | 0.0725 | -0.035 | 33 | 2.28 | 2.59 | 5 | 198 | 57.6% | -0.50 | 0.0729 | -0.035 |
| 1.61 | 2.02 | 2 | 41 | 59.0% | 0.46 | 0.0724 | -0.035 | 33.5 | 2.56 | 2.91 | 57.8% | -0.54 | 0.0729 | -0.035 | ||
| 1.52 | 1.63 | 6 | 710 | 57.6% | 0.43 | 0.0718 | -0.034 | 34 | 2.84 | 3.20 | 142 | 57.1% | -0.57 | 0.0723 | -0.034 | |
| 1.24 | 1.52 | 96 | 57.1% | 0.40 | 0.0705 | -0.033 | 34.5 | 3.20 | 3.65 | 59.3% | -0.60 | 0.0711 | -0.033 | |||
| 1.19 | 1.30 | 247 | 1,069 | 57.7% | 0.36 | 0.0687 | -0.033 | 35 | 3.55 | 3.85 | 2 | 287 | 57.5% | -0.64 | 0.0694 | -0.033 |
| 0.9100 | 1.00 | 11 | 567 | 57.2% | 0.30 | 0.0639 | -0.030 | 36 | 4.25 | 4.55 | 237 | 56.7% | -0.70 | 0.0646 | -0.030 | |
| 0.6600 | 0.8100 | 7 | 407 | 57.2% | 0.25 | 0.0579 | -0.027 | 37 | 4.90 | 6.45 | 56 | 72.3% | -0.75 | 0.0587 | -0.027 | |
| 0.5500 | 0.6200 | 20 | 158 | 58.2% | 0.20 | 0.0513 | -0.024 | 38 | 5.70 | 7.45 | 57 | 76.1% | -0.80 | 0.0523 | -0.024 | |
| 0.3700 | 0.4800 | 6 | 214 | 57.4% | 0.16 | 0.0446 | -0.021 | 39 | 6.55 | 8.50 | 10 | 80.9% | -0.84 | 0.0457 | -0.021 | |
| 0.2600 | 0.3600 | 5 | 1,219 | 57.1% | 0.13 | 0.0382 | -0.018 | 40 | 7.40 | 9.45 | 3 | 83.5% | -0.87 | 0.0394 | -0.018 | |
| 0.1200 | 0.4300 | 218 | 59.8% | 0.10 | 0.0323 | -0.016 | 41 | 8.40 | 10.70 | 1 | 93.5% | -0.90 | 0.0335 | -0.015 | ||
| 0.0600 | 0.3500 | 1,668 | 59.8% | 0.08 | 0.0270 | -0.013 | 42 | 9.25 | 11.65 | 95.5% | -0.92 | 0.0283 | -0.013 | |||
| 0.0800 | 0.1900 | 180 | 58.3% | 0.07 | 0.0224 | -0.011 | 43 | 10.35 | 11.80 | 2 | 85.7% | -0.94 | 0.0239 | -0.011 | ||
| 0.0600 | 0.1000 | 27 | 95 | 59.6% | 0.04 | 0.0152 | -0.008 | 45 | 12.30 | 13.80 | 93.6% | -0.97 | 0.0168 | -0.007 | ||
| 0 | 1.00 | 47 | 96.9% | 0.03 | 0.0101 | -0.005 | 47 | 14.15 | 15.70 | 95.6% | -0.99 | 0.0117 | -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 — 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.
callsputs