W cadena de opciones Wayfair 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 ±28.8% (79.75–144.21) · ATM IV 63.0% · P/C interés abierto 0.51
| 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 | |
| 52.10 | 54.75 | 65.4% | 0.96 | 0.0018 | -0.008 | 60 | 0.4700 | 1.09 | 25 | 69.5% | -0.04 | 0.0018 | -0.015 | |||
| 47.55 | 50.20 | 64.8% | 0.94 | 0.0025 | -0.014 | 65 | 0.8500 | 1.45 | 2 | 67.8% | -0.05 | 0.0025 | -0.020 | |||
| 43.30 | 45.85 | 2 | 65.4% | 0.92 | 0.0032 | -0.020 | 70 | 1.44 | 2.09 | 15 | 67.5% | -0.08 | 0.0033 | -0.025 | ||
| 39.20 | 41.65 | 3 | 65.2% | 0.90 | 0.0041 | -0.026 | 75 | 2.07 | 3.15 | 24 | 67.5% | -0.10 | 0.0042 | -0.031 | ||
| 37.00 | 39.60 | 1 | 64.1% | 0.88 | 0.0046 | -0.030 | 77.5 | 2.33 | 3.55 | 66.1% | -0.12 | 0.0046 | -0.034 | |||
| 35.10 | 37.65 | 64.2% | 0.87 | 0.0050 | -0.033 | 80 | 2.94 | 4.05 | 41 | 66.1% | -0.13 | 0.0051 | -0.037 | |||
| 33.10 | 35.75 | 63.7% | 0.85 | 0.0055 | -0.036 | 82.5 | 3.45 | 4.85 | 1 | 66.4% | -0.15 | 0.0055 | -0.040 | |||
| 31.25 | 33.90 | 63.5% | 0.83 | 0.0059 | -0.039 | 85 | 4.00 | 5.60 | 1 | 66.2% | -0.17 | 0.0060 | -0.043 | |||
| 29.45 | 32.15 | 2 | 63.4% | 0.81 | 0.0064 | -0.043 | 87.5 | 4.40 | 6.35 | 1 | 65.2% | -0.19 | 0.0065 | -0.046 | ||
| 28.15 | 30.40 | 100 | 64.3% | 0.79 | 0.0068 | -0.045 | 90 | 5.25 | 7.15 | 3 | 65.4% | -0.21 | 0.0069 | -0.049 | ||
| 26.35 | 28.65 | 38 | 63.5% | 0.77 | 0.0072 | -0.048 | 92.5 | 5.90 | 8.00 | 11 | 64.8% | -0.23 | 0.0073 | -0.051 | ||
| 24.70 | 27.05 | 63.1% | 0.75 | 0.0076 | -0.051 | 95 | 6.95 | 9.00 | 11 | 65.3% | -0.25 | 0.0077 | -0.054 | |||
| 23.35 | 25.50 | 1 | 63.3% | 0.73 | 0.0080 | -0.053 | 97.5 | 7.80 | 9.95 | 1 | 64.8% | -0.28 | 0.0081 | -0.056 | ||
| 21.85 | 24.10 | 12 | 63.2% | 0.70 | 0.0083 | -0.055 | 100 | 8.90 | 10.95 | 72 | 64.8% | -0.30 | 0.0085 | -0.058 | ||
| 19.05 | 21.40 | 4 | 62.8% | 0.66 | 0.0089 | -0.059 | 105 | 10.85 | 12.60 | 5 | 62.6% | -0.35 | 0.0091 | -0.061 | ||
| 16.75 | 18.80 | 5 | 62.6% | 0.61 | 0.0094 | -0.061 | 110 | 13.35 | 15.55 | 12 | 63.4% | -0.40 | 0.0096 | -0.063 | ||
| 14.35 | 16.55 | 77 | 62.0% | 0.56 | 0.0097 | -0.063 | 115 | 16.10 | 18.15 | 32 | 62.9% | -0.45 | 0.0100 | -0.065 | ||
| 12.15 | 14.45 | 9 | 61.2% | 0.51 | 0.0099 | -0.064 | 120 | 19.00 | 21.10 | 9 | 62.5% | -0.49 | 0.0102 | -0.065 | ||
| 10.55 | 12.50 | 72 | 61.0% | 0.47 | 0.0099 | -0.063 | 125 | 22.20 | 24.25 | 17 | 62.2% | -0.54 | 0.0102 | -0.064 | ||
| 8.70 | 10.80 | 2 | 59.9% | 0.42 | 0.0098 | -0.062 | 130 | 25.55 | 27.70 | 1 | 62.0% | -0.59 | 0.0102 | -0.063 | ||
| 7.60 | 9.30 | 191 | 60.1% | 0.38 | 0.0096 | -0.060 | 135 | 29.15 | 31.25 | 61.7% | -0.63 | 0.0100 | -0.060 | |||
| 6.30 | 8.15 | 3 | 59.8% | 0.34 | 0.0092 | -0.058 | 140 | 32.90 | 35.05 | 61.6% | -0.67 | 0.0097 | -0.058 | |||
| 5.70 | 7.10 | 60.6% | 0.31 | 0.0088 | -0.055 | 145 | 37.15 | 39.00 | 62.2% | -0.71 | 0.0094 | -0.055 | ||||
| 4.80 | 6.15 | 4 | 60.5% | 0.27 | 0.0084 | -0.052 | 150 | 40.75 | 43.10 | 61.0% | -0.75 | 0.0090 | -0.051 | |||
| 3.65 | 5.30 | 1 | 59.3% | 0.24 | 0.0079 | -0.049 | 155 | 45.25 | 47.40 | 61.8% | -0.78 | 0.0085 | -0.048 | |||
| 3.45 | 4.65 | 28 | 60.5% | 0.22 | 0.0074 | -0.046 | 160 | 49.70 | 51.90 | 62.6% | -0.81 | 0.0081 | -0.045 | |||
| 2.92 | 4.10 | 2 | 60.7% | 0.19 | 0.0069 | -0.043 | 165 | 53.95 | 56.45 | 62.4% | -0.83 | 0.0076 | -0.041 | |||
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 — Feb 19, 2027
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.