TTD cadena de opciones The Trade Desk, 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 ±19.5% (9.82–14.59) · ATM IV 83.1% · P/C interés abierto 0.55
| 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 | |
| 4.95 | 7.30 | 254.0% | 0.97 | 0.0164 | -0.003 | 7 | 0 | 0.0400 | 1 | 93.4% | -0.03 | 0.0164 | -0.004 | |||
| 4.45 | 6.00 | 218 | 180.0% | 0.96 | 0.0221 | -0.004 | 7.5 | 0.0200 | 0.0500 | 3 | 1,122 | 91.3% | -0.04 | 0.0222 | -0.004 | |
| 4.00 | 6.35 | 216.2% | 0.95 | 0.0300 | -0.005 | 8 | 0.0400 | 0.0900 | 1 | 91.3% | -0.05 | 0.0301 | -0.006 | |||
| 3.55 | 5.75 | 193.4% | 0.93 | 0.0403 | -0.006 | 8.5 | 0.0800 | 0.1200 | 1 | 88.9% | -0.07 | 0.0404 | -0.007 | |||
| 3.10 | 4.65 | 146.2% | 0.90 | 0.0531 | -0.008 | 9 | 0.1300 | 0.1900 | 88.5% | -0.10 | 0.0533 | -0.009 | ||||
| 2.80 | 3.20 | 88.8% | 0.87 | 0.0678 | -0.010 | 9.5 | 0.2000 | 0.3200 | 2 | 90.1% | -0.13 | 0.0681 | -0.010 | |||
| 2.29 | 2.95 | 701 | 89.1% | 0.82 | 0.0836 | -0.012 | 10 | 0.3100 | 0.3500 | 7,668 | 11.6K | 85.2% | -0.18 | 0.0840 | -0.012 | |
| 1.93 | 2.55 | 86.6% | 0.77 | 0.0990 | -0.014 | 10.5 | 0.4300 | 0.4900 | 2 | 84.3% | -0.23 | 0.0995 | -0.014 | |||
| 1.80 | 1.95 | 83.2% | 0.71 | 0.1127 | -0.016 | 11 | 0.6000 | 0.6500 | 7,905 | 83.7% | -0.29 | 0.1133 | -0.016 | |||
| 1.49 | 1.66 | 82.7% | 0.65 | 0.1235 | -0.017 | 11.5 | 0.6200 | 0.8500 | 8 | 76.5% | -0.35 | 0.1243 | -0.017 | |||
| 1.26 | 1.35 | 13 | 82.0% | 0.58 | 0.1307 | -0.018 | 12 | 1.04 | 1.12 | 10 | 84.3% | -0.42 | 0.1316 | -0.018 | ||
| 1.06 | 1.10 | 56 | 4,430 | 82.0% | 0.52 | 0.1340 | -0.018 | 12.5 | 1.28 | 1.42 | 116 | 7,948 | 84.0% | -0.48 | 0.1350 | -0.018 |
| 0.8400 | 0.9300 | 41 | 81.9% | 0.45 | 0.1334 | -0.018 | 13 | 1.60 | 1.72 | 84.4% | -0.55 | 0.1346 | -0.018 | |||
| 0.6500 | 0.7700 | 34 | 81.2% | 0.39 | 0.1294 | -0.018 | 13.5 | 1.91 | 2.15 | 17 | 86.9% | -0.61 | 0.1308 | -0.018 | ||
| 0.5600 | 0.6000 | 51 | 81.8% | 0.34 | 0.1228 | -0.017 | 14 | 2.26 | 2.61 | 90.4% | -0.67 | 0.1244 | -0.017 | |||
| 0.4200 | 0.4900 | 109 | 80.9% | 0.29 | 0.1142 | -0.016 | 14.5 | 2.66 | 2.98 | 90.9% | -0.72 | 0.1161 | -0.016 | |||
| 0.3600 | 0.3800 | 725 | 13.5K | 81.6% | 0.24 | 0.1045 | -0.015 | 15 | 3.05 | 3.25 | 4 | 2,905 | 85.1% | -0.76 | 0.1066 | -0.014 |
| 0.2900 | 0.3100 | 6 | 82.3% | 0.21 | 0.0943 | -0.013 | 15.5 | 3.35 | 4.10 | 99.3% | -0.80 | 0.0966 | -0.013 | |||
| 0.1400 | 0.2800 | 50 | 79.2% | 0.17 | 0.0842 | -0.012 | 16 | 3.85 | 5.85 | 155.9% | -0.83 | 0.0866 | -0.012 | |||
| 0.1900 | 0.2400 | 4 | 85.8% | 0.15 | 0.0746 | -0.011 | 16.5 | 4.30 | 5.85 | 142.5% | -0.86 | 0.0772 | -0.011 | |||
| 0.1200 | 0.2000 | 5 | 84.2% | 0.12 | 0.0656 | -0.009 | 17 | 4.75 | 5.80 | 124.3% | -0.89 | 0.0684 | -0.009 | |||
| 0.1300 | 0.1500 | 614 | 6,506 | 86.5% | 0.10 | 0.0576 | -0.009 | 17.5 | 5.15 | 5.40 | 2,607 | -0.91 | 0.0604 | -0.008 | ||
| 0.1000 | 0.1200 | 208 | 86.3% | 0.09 | 0.0504 | -0.008 | 18 | 5.55 | 6.75 | 124.3% | -0.92 | 0.0535 | -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 — 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.