W cadena de opciones Wayfair Inc.

Vencimiento Cboe delayed options data · a fecha de 21:55 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 ±9.1% (88.31–105.91) · ATM IV 55.7% · P/C interés abierto 0.84

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
46.80	49.15		102	209.4%	0.99	0.0008	0.000	50	0	1.28		179	203.1%	-0.01	0.0008	-0.022
44.25	45.75		1	160.3%	0.99	0.0010	-0.001	52.5	0	2.12		1	213.1%	-0.01	0.0010	-0.024
41.75	44.35		26	187.0%	0.99	0.0012	-0.004	55	0	0.4000		868	143.3%	-0.01	0.0012	-0.025
39.10	40.75		61	130.4%	0.99	0.0014	-0.007	57.5	0	0.7500		62	149.0%	-0.01	0.0014	-0.026
36.65	39.35		38	159.9%	0.98	0.0017	-0.010	60	0	0.4900		306	128.2%	-0.02	0.0017	-0.028
34.20	36.85		105	149.6%	0.98	0.0020	-0.012	62.5	0	0.6900		95	126.4%	-0.02	0.0020	-0.030
31.35	34.35		22	130.4%	0.98	0.0025	-0.015	65	0	0.5000		364	110.0%	-0.02	0.0025	-0.031
29.15	31.90		5	127.7%	0.98	0.0030	-0.018	67.5	0	0.7000		29	107.9%	-0.02	0.0030	-0.033
26.35	29.40		128	111.1%	0.97	0.0036	-0.021	70	0	0.1500		244	76.0%	-0.03	0.0036	-0.035
24.40	26.60		113	106.2%	0.97	0.0045	-0.025	72.5	0	0.5300		243	85.2%	-0.03	0.0045	-0.037
21.95	24.45		69	102.9%	0.96	0.0056	-0.028	75	0	0.3500	5	719	71.1%	-0.04	0.0056	-0.039
19.45	21.90		25	92.1%	0.95	0.0071	-0.032	77.5	0.0100	0.3500	3	58	63.8%	-0.05	0.0071	-0.042
17.00	19.45		286	83.7%	0.94	0.0092	-0.038	80	0.1000	0.3800	20	868	59.7%	-0.06	0.0092	-0.047
14.65	17.15		148	78.1%	0.92	0.0123	-0.047	82.5	0.2200	0.6400	6	1,141	59.5%	-0.08	0.0124	-0.055
12.50	14.55		1,131	70.7%	0.89	0.0167	-0.062	85	0.4900	0.8900	2	447	58.5%	-0.11	0.0168	-0.068
10.30	12.65		266	68.8%	0.84	0.0221	-0.081	87.5	0.7500	1.05		2,046	54.0%	-0.16	0.0222	-0.086
9.70	12.50			68.8%	0.83	0.0232	-0.086	88	0.9300	1.15		2	54.9%	-0.17	0.0234	-0.091
9.00	11.45			66.3%	0.80	0.0255	-0.094	89	1.12	1.35		5	54.7%	-0.20	0.0256	-0.099
8.55	9.70		331	60.1%	0.78	0.0276	-0.103	90	1.16	1.60	8	596	52.9%	-0.23	0.0278	-0.107
7.55	8.45	12		53.5%	0.74	0.0296	-0.112	91	1.62	1.88		2	54.5%	-0.26	0.0298	-0.116
7.15	7.80	44	349	56.0%	0.71	0.0314	-0.120	92	1.91	2.20		60	54.4%	-0.29	0.0316	-0.123
6.80	7.80	1	223	58.2%	0.70	0.0322	-0.123	92.5	2.09	2.37		2,250	54.6%	-0.31	0.0324	-0.127
6.50	7.15		49	56.0%	0.68	0.0329	-0.127	93	2.26	2.56		7	54.6%	-0.32	0.0331	-0.130
5.85	6.65		34	56.5%	0.64	0.0341	-0.133	94	2.62	2.95		135	54.5%	-0.36	0.0344	-0.136
5.35	5.95	15	2,904	56.2%	0.61	0.0351	-0.138	95	3.05	3.40		3,345	54.8%	-0.40	0.0353	-0.140
4.80	5.50		19	56.8%	0.57	0.0357	-0.142	96	3.25	3.90		7	53.4%	-0.43	0.0360	-0.143
4.30	4.90	7	89	56.2%	0.54	0.0361	-0.144	97	3.95	4.45		3	55.1%	-0.47	0.0363	-0.145
4.15	4.65		452	56.7%	0.52	0.0361	-0.145	97.5	4.15	4.60	1	752	54.0%	-0.49	0.0364	-0.146
3.85	4.45	2	80	56.5%	0.50	0.0361	-0.145	98	4.50	4.95		23	55.1%	-0.50	0.0364	-0.146
3.40	4.05		164	56.6%	0.46	0.0359	-0.145	99	4.85	5.60	30	3	54.2%	-0.54	0.0362	-0.145
3.10	3.60	56	3,980	57.0%	0.43	0.0354	-0.144	100	5.65	6.25		505	55.8%	-0.57	0.0356	-0.144
2.70	3.30	1	10	57.2%	0.40	0.0346	-0.142	101	6.35	6.80		2	55.7%	-0.61	0.0349	-0.141
2.40	2.90		3	57.0%	0.36	0.0336	-0.138	102	6.20	7.55		4	50.6%	-0.64	0.0339	-0.137
2.10	2.66	1	12	57.5%	0.33	0.0324	-0.134	103	7.55	8.20	37	6	54.7%	-0.67	0.0328	-0.133
1.87	2.32		16	57.5%	0.30	0.0311	-0.129	104	7.55	8.95		3	49.4%	-0.70	0.0315	-0.128
1.63	1.89	240	2,121	56.2%	0.28	0.0297	-0.124	105	9.10	9.70	37	565	55.3%	-0.73	0.0300	-0.122
1.41	2.15		20	60.1%	0.25	0.0282	-0.118	106	9.75	10.50		1	54.3%	-0.75	0.0285	-0.115
1.22	1.65		1	57.9%	0.23	0.0266	-0.112	107	9.90	11.50		30	49.9%	-0.78	0.0269	-0.108
1.00	1.58	21	26	58.6%	0.20	0.0249	-0.105	108	10.55	12.45			48.9%	-0.80	0.0253	-0.101
0.9300	1.31		1	58.5%	0.18	0.0233	-0.099	109	11.05	13.35		2	44.1%	-0.82	0.0236	-0.094
0.8200	1.09	1,039	2,766	58.1%	0.16	0.0216	-0.092	110	11.85	14.30		1,088	42.6%	-0.84	0.0220	-0.087
0.6100	1.19	2	25	59.7%	0.15	0.0200	-0.086	111	12.65	15.15		1	31.8%	-0.86	0.0203	-0.080
0.5400	1.27		1	62.5%	0.13	0.0185	-0.080	112	13.55	16.00				-0.88	0.0188	-0.074
0.5100	1.22		9	64.1%	0.12	0.0170	-0.074	113	14.40	16.95				-0.89	0.0173	-0.068
0.4000	1.05		1	63.4%	0.11	0.0156	-0.069	114	15.40	17.90				-0.90	0.0158	-0.062
0.3700	0.5000	11	1,222	57.7%	0.10	0.0143	-0.064	115	16.85	18.80		326		-0.91	0.0145	-0.056
0.1400	0.3500		799	60.7%	0.06	0.0094	-0.046	120	21.00	23.40		33		-0.95	0.0101	-0.035
0.0500	0.1200		1,479	58.7%	0.04	0.0064	-0.035	125	25.80	28.45				-0.97	0.0076	-0.025
0	0.3500		316	74.0%	0.03	0.0046	-0.028	130	30.80	33.55				-0.98	0.0057	-0.022
0	0.9100		172	97.0%	0.02	0.0034	-0.024	135	35.85	38.40				-0.99	0.0037	-0.027
0	0.7000		150	100.1%	0.02	0.0026	-0.020	140	40.80	43.40				-0.99	0.0024	-0.030
0	0.4900		23	101.3%	0.01	0.0020	-0.017	145	45.85	48.70				-1.00	0.0014	-0.036

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 — Sep 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.

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W cadena de opciones Wayfair Inc.

Sonrisa de volatilidad — Sep 18, 2026

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