TWLO cadena de opciones Twilio 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 ±25.8% (168.68–285.68) · ATM IV 59.7% · P/C interés abierto 0.62
| 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 | |
| 112.70 | 116.80 | 23 | 73.1% | 0.98 | 0.0006 | 0.000 | 115 | 0.3500 | 1.20 | 29 | 69.8% | -0.02 | 0.0006 | -0.020 | ||
| 108.50 | 112.00 | 34 | 74.2% | 0.97 | 0.0007 | 0.000 | 120 | 0.5000 | 1.45 | 186 | 68.8% | -0.03 | 0.0007 | -0.024 | ||
| 103.90 | 107.30 | 11 | 73.0% | 0.97 | 0.0009 | 0.000 | 125 | 0.6500 | 1.60 | 46 | 66.8% | -0.03 | 0.0009 | -0.027 | ||
| 98.90 | 102.50 | 43 | 69.2% | 0.96 | 0.0010 | 0.000 | 130 | 0.9000 | 2.10 | 36 | 66.9% | -0.04 | 0.0010 | -0.032 | ||
| 94.60 | 98.00 | 86 | 69.5% | 0.95 | 0.0012 | -0.003 | 135 | 1.15 | 2.30 | 29 | 65.1% | -0.05 | 0.0012 | -0.036 | ||
| 89.90 | 93.50 | 60 | 67.9% | 0.94 | 0.0014 | -0.010 | 140 | 1.60 | 2.80 | 117 | 65.0% | -0.06 | 0.0014 | -0.042 | ||
| 85.60 | 89.00 | 29 | 67.2% | 0.93 | 0.0016 | -0.017 | 145 | 2.00 | 3.40 | 24 | 64.4% | -0.07 | 0.0016 | -0.047 | ||
| 81.40 | 84.30 | 27 | 65.9% | 0.92 | 0.0019 | -0.025 | 150 | 2.45 | 4.20 | 43 | 64.2% | -0.08 | 0.0019 | -0.053 | ||
| 77.20 | 80.00 | 113 | 65.3% | 0.91 | 0.0021 | -0.033 | 155 | 3.00 | 4.90 | 126 | 63.4% | -0.09 | 0.0022 | -0.059 | ||
| 72.80 | 76.00 | 104 | 64.5% | 0.89 | 0.0024 | -0.041 | 160 | 3.70 | 5.60 | 102 | 62.7% | -0.11 | 0.0024 | -0.066 | ||
| 68.90 | 72.00 | 21 | 64.4% | 0.87 | 0.0027 | -0.049 | 165 | 4.50 | 6.50 | 165 | 62.2% | -0.13 | 0.0027 | -0.072 | ||
| 64.90 | 68.00 | 421 | 63.7% | 0.86 | 0.0029 | -0.057 | 170 | 5.50 | 7.20 | 81 | 61.3% | -0.14 | 0.0030 | -0.079 | ||
| 61.10 | 64.00 | 48 | 62.9% | 0.84 | 0.0032 | -0.065 | 175 | 6.50 | 8.90 | 40 | 61.8% | -0.16 | 0.0032 | -0.085 | ||
| 57.50 | 60.50 | 50 | 63.0% | 0.82 | 0.0035 | -0.073 | 180 | 7.70 | 10.30 | 61 | 61.7% | -0.18 | 0.0035 | -0.091 | ||
| 53.60 | 56.50 | 28 | 61.5% | 0.79 | 0.0038 | -0.081 | 185 | 9.40 | 11.20 | 28 | 61.6% | -0.21 | 0.0038 | -0.097 | ||
| 50.50 | 53.50 | 75 | 62.2% | 0.77 | 0.0040 | -0.088 | 190 | 10.30 | 13.00 | 55 | 60.4% | -0.23 | 0.0041 | -0.103 | ||
| 47.10 | 50.00 | 145 | 61.5% | 0.75 | 0.0042 | -0.095 | 195 | 12.00 | 15.00 | 180 | 60.7% | -0.25 | 0.0043 | -0.108 | ||
| 44.00 | 47.00 | 439 | 61.5% | 0.72 | 0.0045 | -0.101 | 200 | 13.70 | 16.50 | 52 | 60.0% | -0.28 | 0.0045 | -0.113 | ||
| 38.20 | 41.00 | 447 | 60.9% | 0.67 | 0.0048 | -0.111 | 210 | 18.50 | 20.30 | 16 | 60.3% | -0.33 | 0.0049 | -0.120 | ||
| 32.90 | 35.50 | 65 | 60.3% | 0.62 | 0.0052 | -0.119 | 220 | 21.90 | 25.00 | 8 | 58.6% | -0.38 | 0.0052 | -0.125 | ||
| 28.10 | 31.00 | 252 | 60.1% | 0.57 | 0.0054 | -0.124 | 230 | 28.10 | 29.80 | 2 | 59.2% | -0.44 | 0.0055 | -0.128 | ||
| 24.10 | 27.00 | 167 | 60.2% | 0.51 | 0.0054 | -0.127 | 240 | 34.00 | 35.60 | 63 | 59.1% | -0.49 | 0.0056 | -0.127 | ||
| 20.40 | 22.90 | 431 | 59.6% | 0.46 | 0.0054 | -0.127 | 250 | 38.60 | 42.00 | 18 | 57.0% | -0.55 | 0.0056 | -0.124 | ||
| 17.30 | 19.80 | 42 | 59.6% | 0.41 | 0.0054 | -0.125 | 260 | 45.50 | 48.60 | 56.8% | -0.60 | 0.0056 | -0.119 | |||
| 14.60 | 16.90 | 43 | 59.5% | 0.37 | 0.0052 | -0.121 | 270 | 52.50 | 55.80 | 4 | 56.3% | -0.64 | 0.0054 | -0.112 | ||
| 11.50 | 14.50 | 124 | 58.6% | 0.32 | 0.0050 | -0.115 | 280 | 60.40 | 63.50 | 5 | 56.5% | -0.69 | 0.0052 | -0.104 | ||
| 10.30 | 12.10 | 70 | 59.1% | 0.28 | 0.0047 | -0.109 | 290 | 68.20 | 71.70 | 56.4% | -0.73 | 0.0050 | -0.095 | |||
| 7.60 | 10.60 | 193 | 58.1% | 0.25 | 0.0044 | -0.102 | 300 | 76.50 | 79.80 | 55.8% | -0.77 | 0.0047 | -0.085 | |||
| 6.20 | 9.10 | 95 | 58.1% | 0.22 | 0.0041 | -0.094 | 310 | 85.00 | 88.40 | 55.4% | -0.80 | 0.0044 | -0.074 | |||
| 5.10 | 8.10 | 26 | 58.7% | 0.19 | 0.0038 | -0.087 | 320 | 94.00 | 97.30 | 55.5% | -0.83 | 0.0041 | -0.064 | |||
| 4.30 | 7.00 | 160 | 59.1% | 0.16 | 0.0034 | -0.080 | 330 | 103.00 | 106.30 | 2 | 54.9% | -0.86 | 0.0038 | -0.054 | ||
| 3.50 | 5.90 | 51 | 58.9% | 0.14 | 0.0031 | -0.073 | 340 | 112.00 | 115.60 | 53.8% | -0.89 | 0.0035 | -0.045 | |||
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.