W cadena de opciones Wayfair Inc.

Vencimiento Cboe delayed options data · a fecha de 12:42 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 ±16.8% (89.28–125.28) · ATM IV 87.7% · P/C interés abierto 1.05

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
50.75	54.65			137.0%	0.98	0.0012	-0.040	55	0	2.13			189.8%	-0.02	0.0012	-0.041
45.80	49.70			124.4%	0.98	0.0016	-0.043	60	0	2.14			168.9%	-0.02	0.0016	-0.043
40.85	44.80			113.8%	0.97	0.0021	-0.046	65	0	1.35			134.5%	-0.03	0.0021	-0.046
36.00	39.90		1	105.5%	0.96	0.0029	-0.050	70	0	2.26			133.2%	-0.04	0.0029	-0.050
31.30	35.10		2	100.6%	0.95	0.0040	-0.059	75	0	2.41			117.9%	-0.05	0.0040	-0.059
26.65	29.80			86.1%	0.93	0.0058	-0.077	80	0.2400	1.30		77	89.9%	-0.07	0.0059	-0.077
22.30	26.15			94.0%	0.89	0.0084	-0.105	85	0.7200	1.86	6	9	87.2%	-0.12	0.0084	-0.106
21.45	25.30			93.3%	0.87	0.0089	-0.112	86	0.8300	1.99	1	1	86.4%	-0.13	0.0089	-0.112
20.60	24.45			92.5%	0.86	0.0095	-0.119	87	0.9200	2.10		7	85.1%	-0.14	0.0095	-0.119
19.80	23.45		1	90.8%	0.85	0.0100	-0.126	88	1.27	2.45	1	7	88.0%	-0.15	0.0100	-0.126
19.00	22.45			88.9%	0.84	0.0106	-0.133	89	1.37	2.72	1	16	87.6%	-0.16	0.0106	-0.133
18.20	21.65			88.5%	0.83	0.0111	-0.140	90	1.79	2.77	2	16	87.8%	-0.17	0.0112	-0.140
17.40	21.10			89.7%	0.81	0.0116	-0.147	91	1.81	3.40		22	89.1%	-0.19	0.0117	-0.147
16.85	20.10			89.2%	0.80	0.0122	-0.153	92	2.23	3.50	3	28	89.2%	-0.20	0.0122	-0.154
16.10	19.50			89.9%	0.79	0.0127	-0.160	93	2.29	3.65		10	86.9%	-0.22	0.0127	-0.160
15.35	18.80			89.6%	0.77	0.0132	-0.166	94	2.56	4.05		7	87.6%	-0.23	0.0132	-0.166
14.65	17.85			87.9%	0.76	0.0137	-0.172	95	3.15	4.30	1	9	89.0%	-0.25	0.0137	-0.172
14.30	17.05			89.1%	0.74	0.0142	-0.177	96	2.90	4.65		14	85.7%	-0.26	0.0142	-0.178
13.65	16.25			88.3%	0.72	0.0146	-0.182	97	3.05	5.50		10	87.6%	-0.28	0.0147	-0.183
12.95	15.45	5	5	87.1%	0.71	0.0150	-0.187	98	3.15	5.80		16	85.8%	-0.29	0.0151	-0.188
12.50	15.15			89.8%	0.69	0.0154	-0.192	99	3.55	5.65		10	83.1%	-0.31	0.0155	-0.192
11.75	14.45		10	88.4%	0.68	0.0158	-0.196	100	3.95	6.00	3	31	83.0%	-0.33	0.0159	-0.196
11.25	13.75			88.3%	0.66	0.0162	-0.199	101	4.30	6.45	150	150	83.0%	-0.34	0.0162	-0.200
11.10	13.25			90.8%	0.64	0.0165	-0.202	102	4.75	7.40		167	85.8%	-0.36	0.0166	-0.203
10.65	12.65			91.0%	0.62	0.0168	-0.205	103	5.15	7.80		12	85.4%	-0.38	0.0168	-0.206
9.95	12.10		5	90.0%	0.61	0.0170	-0.208	104	6.50	7.90		93	88.0%	-0.39	0.0171	-0.209
9.00	11.60	10	13	87.8%	0.59	0.0173	-0.210	105	7.05	8.45	4	7	88.6%	-0.41	0.0173	-0.211
8.95	11.10		24	90.0%	0.57	0.0174	-0.211	106	6.55	8.50	5	2	81.4%	-0.43	0.0175	-0.212
7.95	10.60	2	2	87.3%	0.55	0.0176	-0.213	107	7.95	9.50	10	23	88.1%	-0.45	0.0177	-0.214
7.50	10.10		2	87.2%	0.54	0.0177	-0.213	108	7.65	10.20	121	128	84.8%	-0.47	0.0178	-0.215
7.05	8.45	169	168	81.5%	0.52	0.0177	-0.214	109	9.20	10.20	126	109	86.9%	-0.48	0.0178	-0.215
6.70	9.35	22	69	88.1%	0.50	0.0178	-0.214	110	9.75	10.55	258	235	85.7%	-0.50	0.0179	-0.215
6.95	8.15	46	26	87.4%	0.48	0.0178	-0.214	111	9.35	11.25	44	23	81.4%	-0.52	0.0179	-0.215
6.45	7.95	3	14	87.8%	0.47	0.0177	-0.213	112	10.50	12.45			86.9%	-0.54	0.0178	-0.214
6.20	7.40	487	482	87.6%	0.45	0.0177	-0.212	113	10.50	13.10	5	5	84.0%	-0.55	0.0178	-0.213
5.15	7.70	3	5	87.5%	0.43	0.0176	-0.210	114	11.15	13.70	4	4	83.8%	-0.57	0.0177	-0.212
5.45	6.65	6	13	87.2%	0.42	0.0174	-0.209	115	11.85	14.35	11	11	84.0%	-0.59	0.0175	-0.210
4.90	5.90	4	3	83.9%	0.40	0.0172	-0.207	116	13.10	15.00	3	3	86.8%	-0.60	0.0174	-0.208
4.85	6.05	5	21	87.6%	0.39	0.0170	-0.204	117	13.20	15.70	10	10	83.8%	-0.62	0.0172	-0.206
4.50	5.90		50	88.1%	0.37	0.0168	-0.202	118	14.65	16.35	2	2	87.4%	-0.63	0.0170	-0.203
0	0				0.00	0.0000	0.000	119	0	0				0.00	0.0000	0.000
3.75	5.25	23	226	86.6%	0.34	0.0163	-0.196	120	15.30	18.00	2	2	84.3%	-0.66	0.0164	-0.197
0	0				0.00	0.0000	0.000	121	0	0				0.00	0.0000	0.000
0	0				0.00	0.0000	0.000	122	0	0				0.00	0.0000	0.000
0	0				0.00	0.0000	0.000	123	0	0				0.00	0.0000	0.000
0	0				0.00	0.0000	0.000	124	0	0				0.00	0.0000	0.000
2.56	4.45	1	17	88.7%	0.27	0.0147	-0.177	125	19.55	21.80			86.3%	-0.73	0.0149	-0.179
0	0				0.00	0.0000	0.000	126	0	0				0.00	0.0000	0.000
1.86	3.05	2	30	87.0%	0.22	0.0129	-0.156	130	22.95	26.30			83.8%	-0.79	0.0131	-0.158
1.75	2.40	12	22	91.6%	0.17	0.0111	-0.136	135	27.70	30.85			88.8%	-0.83	0.0112	-0.138
0.7900	2.61		7	94.7%	0.14	0.0094	-0.119	140	32.05	35.35			87.6%	-0.87	0.0096	-0.122
0.6100	1.50	1	1	90.5%	0.11	0.0079	-0.107	145	36.80	40.05			89.7%	-0.89	0.0081	-0.110
0	0				0.00	0.0000	0.000	150	0	0				0.00	0.0000	0.000

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 06, 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.

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W cadena de opciones Wayfair Inc.

Sonrisa de volatilidad — Nov 06, 2026

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