UVXY cadena de opciones ProShares - Ultra VIX Short-Term Futures ETF
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 ±33.8% (11.70–23.65) · ATM IV 136.2% · P/C interés abierto 0.20
| 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 | |
| 8.10 | 10.80 | 122.1% | 0.99 | 0.0046 | -0.002 | 9 | 0 | 2.13 | 265.9% | -0.01 | 0.0042 | -0.002 | ||||
| 7.20 | 9.80 | 5 | 69 | 119.8% | 0.98 | 0.0077 | -0.003 | 10 | 0 | 0.0600 | 20 | 49 | 96.6% | -0.02 | 0.0072 | -0.003 |
| 5.65 | 9.55 | 120.8% | 0.97 | 0.0128 | -0.005 | 11 | 0 | 0.2700 | 14 | 109.9% | -0.03 | 0.0124 | -0.005 | |||
| 5.55 | 7.40 | 6 | 96 | 82.7% | 0.94 | 0.0210 | -0.009 | 12 | 0 | 0.3800 | 378 | 102.5% | -0.06 | 0.0206 | -0.009 | |
| 4.55 | 7.05 | 50 | 296 | 108.3% | 0.90 | 0.0309 | -0.014 | 13 | 0 | 0.3400 | 86 | 84.5% | -0.10 | 0.0307 | -0.014 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.70 | 5.55 | 76 | 964 | 115.2% | 0.84 | 0.0402 | -0.021 | 14 | 0.3400 | 0.7200 | 67 | 380 | 101.7% | -0.16 | 0.0401 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.25 | 4.65 | 547 | 715 | 115.8% | 0.78 | 0.0462 | -0.028 | 15 | 0.9000 | 1.00 | 254 | 1,734 | 110.6% | -0.22 | 0.0462 | -0.027 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.65 | 4.15 | 1,995 | 1,360 | 119.3% | 0.71 | 0.0494 | -0.033 | 16 | 1.32 | 1.63 | 142 | 281 | 118.7% | -0.29 | 0.0493 | -0.033 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.30 | 3.70 | 758 | 1,024 | 126.1% | 0.65 | 0.0506 | -0.038 | 17 | 1.97 | 2.21 | 77 | 248 | 126.5% | -0.34 | 0.0506 | -0.038 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.00 | 3.40 | 455 | 1,418 | 134.0% | 0.60 | 0.0506 | -0.042 | 18 | 2.55 | 3.00 | 155 | 314 | 138.3% | -0.39 | 0.0507 | -0.042 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.60 | 3.25 | 603 | 965 | 140.1% | 0.56 | 0.0499 | -0.044 | 19 | 3.35 | 3.65 | 28 | 61 | 140.1% | -0.44 | 0.0500 | -0.045 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.58 | 2.81 | 537 | 1,679 | 146.0% | 0.51 | 0.0487 | -0.046 | 20 | 3.90 | 4.40 | 79 | 93 | 140.8% | -0.48 | 0.0488 | -0.046 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.22 | 2.69 | 36 | 344 | 149.5% | 0.48 | 0.0472 | -0.048 | 21 | 4.40 | 5.10 | 9 | 11 | 137.4% | -0.52 | 0.0474 | -0.048 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.07 | 2.48 | 151 | 808 | 154.2% | 0.44 | 0.0456 | -0.049 | 22 | 4.85 | 6.15 | 9 | 65 | 138.9% | -0.55 | 0.0458 | -0.049 |
| 1.93 | 2.34 | 73 | 379 | 159.4% | 0.41 | 0.0438 | -0.049 | 23 | 6.10 | 6.90 | 1 | 7 | 150.4% | -0.59 | 0.0440 | -0.049 |
| 1.67 | 2.11 | 3,120 | 2,484 | 158.7% | 0.39 | 0.0421 | -0.049 | 24 | 6.45 | 8.75 | 1 | 14 | 165.5% | -0.61 | 0.0423 | -0.050 |
| 1.50 | 1.95 | 144 | 566 | 160.5% | 0.36 | 0.0403 | -0.049 | 25 | 7.75 | 8.50 | 22 | 42 | 153.0% | -0.64 | 0.0406 | -0.050 |
| 1.37 | 1.99 | 34 | 622 | 167.2% | 0.34 | 0.0387 | -0.049 | 26 | 8.20 | 10.15 | 12 | 164.3% | -0.66 | 0.0389 | -0.049 | |
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.