WING cadena de opciones Wingstop 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 ±25.3% (99.10–166.40) · ATM IV 64.8% · P/C interés abierto 0.79
| 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 | |
| 59.50 | 67.80 | 2 | 85.1% | 0.97 | 0.0014 | -0.008 | 70 | 0.0500 | 1.65 | 31 | 81.4% | -0.03 | 0.0013 | -0.018 | ||
| 54.80 | 63.10 | 81.6% | 0.96 | 0.0019 | -0.015 | 75 | 0 | 2.95 | 9 | 83.7% | -0.04 | 0.0018 | -0.023 | |||
| 50.20 | 58.50 | 11 | 78.6% | 0.94 | 0.0024 | -0.022 | 80 | 0.2000 | 2.30 | 2 | 40 | 72.8% | -0.06 | 0.0024 | -0.030 | |
| 46.00 | 53.80 | 4 | 76.5% | 0.92 | 0.0031 | -0.029 | 85 | 0.8000 | 6.30 | 93 | 88.7% | -0.07 | 0.0030 | -0.036 | ||
| 41.40 | 49.80 | 8 | 74.7% | 0.90 | 0.0038 | -0.037 | 90 | 1.35 | 4.70 | 68 | 75.9% | -0.10 | 0.0037 | -0.044 | ||
| 37.00 | 45.60 | 3 | 72.0% | 0.87 | 0.0046 | -0.045 | 95 | 0.5000 | 8.40 | 76 | 78.4% | -0.12 | 0.0045 | -0.051 | ||
| 33.00 | 41.80 | 206 | 71.1% | 0.84 | 0.0054 | -0.053 | 100 | 0.4000 | 4.10 | 228 | 54.8% | -0.15 | 0.0053 | -0.059 | ||
| 29.20 | 37.70 | 15 | 68.8% | 0.81 | 0.0062 | -0.061 | 105 | 2.95 | 6.80 | 187 | 64.7% | -0.19 | 0.0062 | -0.066 | ||
| 26.00 | 34.40 | 33 | 69.4% | 0.77 | 0.0069 | -0.069 | 110 | 4.20 | 8.40 | 383 | 64.3% | -0.23 | 0.0070 | -0.073 | ||
| 22.80 | 31.00 | 1 | 193 | 68.5% | 0.73 | 0.0077 | -0.075 | 115 | 6.40 | 10.90 | 4 | 365 | 67.1% | -0.27 | 0.0077 | -0.079 |
| 19.70 | 28.00 | 1 | 170 | 67.7% | 0.68 | 0.0083 | -0.081 | 120 | 8.00 | 13.30 | 107 | 66.8% | -0.31 | 0.0084 | -0.084 | |
| 16.90 | 24.60 | 1 | 63 | 65.8% | 0.64 | 0.0088 | -0.086 | 125 | 11.00 | 13.80 | 4 | 88 | 64.5% | -0.36 | 0.0089 | -0.088 |
| 14.40 | 22.10 | 52 | 65.5% | 0.59 | 0.0092 | -0.089 | 130 | 12.00 | 16.90 | 15 | 62.6% | -0.41 | 0.0093 | -0.090 | ||
| 15.50 | 17.50 | 3 | 107 | 67.2% | 0.54 | 0.0094 | -0.090 | 135 | 14.40 | 19.90 | 18 | 62.4% | -0.45 | 0.0096 | -0.091 | |
| 12.90 | 17.70 | 3 | 45 | 70.1% | 0.50 | 0.0096 | -0.091 | 140 | 18.20 | 22.90 | 89 | 64.0% | -0.50 | 0.0097 | -0.091 | |
| 8.30 | 15.80 | 46 | 64.3% | 0.45 | 0.0095 | -0.090 | 145 | 19.30 | 26.60 | 16 | 60.8% | -0.55 | 0.0097 | -0.090 | ||
| 7.30 | 13.40 | 51 | 63.8% | 0.41 | 0.0094 | -0.089 | 150 | 23.40 | 30.70 | 61 | 63.5% | -0.59 | 0.0095 | -0.087 | ||
| 6.50 | 11.50 | 38 | 63.9% | 0.37 | 0.0091 | -0.086 | 155 | 26.10 | 32.90 | 13 | 58.7% | -0.63 | 0.0093 | -0.084 | ||
| 5.40 | 10.10 | 58 | 63.7% | 0.33 | 0.0088 | -0.083 | 160 | 29.40 | 36.60 | 21 | 57.3% | -0.67 | 0.0090 | -0.080 | ||
| 4.70 | 9.40 | 78 | 65.3% | 0.30 | 0.0084 | -0.079 | 165 | 34.50 | 42.00 | 512 | 63.1% | -0.71 | 0.0086 | -0.075 | ||
| 2.65 | 8.50 | 78 | 62.8% | 0.26 | 0.0079 | -0.075 | 170 | 37.20 | 46.00 | 14 | 59.6% | -0.74 | 0.0081 | -0.070 | ||
| 3.20 | 5.50 | 61 | 60.7% | 0.23 | 0.0074 | -0.070 | 175 | 41.80 | 50.00 | 15 | 59.9% | -0.77 | 0.0076 | -0.065 | ||
| 2.60 | 5.70 | 61 | 63.2% | 0.21 | 0.0069 | -0.066 | 180 | 45.60 | 54.70 | 19 | 59.4% | -0.80 | 0.0071 | -0.059 | ||
| 2.05 | 5.10 | 25 | 63.3% | 0.18 | 0.0064 | -0.061 | 185 | 50.40 | 59.00 | 2 | 60.0% | -0.82 | 0.0066 | -0.054 | ||
| 1.25 | 4.80 | 133 | 63.1% | 0.16 | 0.0059 | -0.057 | 190 | 54.70 | 63.60 | 762 | 59.5% | -0.84 | 0.0061 | -0.048 | ||
| 0.0500 | 8.20 | 30 | 72.8% | 0.14 | 0.0055 | -0.052 | 195 | 59.50 | 68.00 | 4 | 59.4% | -0.86 | 0.0056 | -0.043 | ||
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 — Jan 15, 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.