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 ±47.5% (69.75–195.75) · ATM IV 64.2% · P/C interés abierto 0.95
| 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 | |
| 65.00 | 75.00 | 2 | 76.4% | 0.90 | 0.0019 | -0.012 | 70 | 0.0500 | 10.00 | 10 | 69.8% | -0.09 | 0.0019 | -0.021 | ||
| 61.00 | 68.50 | 5 | 68.4% | 0.89 | 0.0021 | -0.015 | 75 | 4.90 | 9.30 | 6 | 73.0% | -0.11 | 0.0022 | -0.023 | ||
| 58.00 | 66.80 | 72.3% | 0.87 | 0.0024 | -0.018 | 80 | 2.00 | 12.00 | 1 | 66.7% | -0.13 | 0.0024 | -0.026 | |||
| 54.00 | 64.00 | 71.4% | 0.85 | 0.0027 | -0.021 | 85 | 4.00 | 13.00 | 66.6% | -0.15 | 0.0027 | -0.028 | ||||
| 51.00 | 61.00 | 5 | 71.3% | 0.83 | 0.0029 | -0.024 | 90 | 5.00 | 15.00 | 1 | 65.9% | -0.17 | 0.0030 | -0.031 | ||
| 48.00 | 55.20 | 66.7% | 0.81 | 0.0032 | -0.027 | 95 | 8.80 | 17.00 | 2 | 69.0% | -0.19 | 0.0032 | -0.033 | |||
| 45.00 | 52.20 | 4 | 66.1% | 0.79 | 0.0034 | -0.029 | 100 | 12.20 | 17.10 | 12 | 68.1% | -0.21 | 0.0035 | -0.035 | ||
| 42.00 | 52.00 | 8 | 68.9% | 0.76 | 0.0037 | -0.032 | 105 | 13.00 | 20.00 | 76 | 67.2% | -0.23 | 0.0037 | -0.036 | ||
| 39.00 | 49.00 | 3 | 67.5% | 0.74 | 0.0039 | -0.034 | 110 | 13.00 | 23.00 | 1 | 65.1% | -0.26 | 0.0040 | -0.038 | ||
| 37.00 | 46.00 | 1 | 67.2% | 0.72 | 0.0041 | -0.036 | 115 | 15.20 | 25.00 | 1 | 64.3% | -0.28 | 0.0042 | -0.040 | ||
| 34.80 | 43.00 | 1 | 66.3% | 0.69 | 0.0042 | -0.037 | 120 | 18.00 | 27.00 | 1 | 64.0% | -0.31 | 0.0044 | -0.041 | ||
| 32.00 | 42.00 | 1 | 66.8% | 0.67 | 0.0044 | -0.039 | 125 | 20.00 | 30.00 | 63.5% | -0.33 | 0.0045 | -0.042 | |||
| 30.00 | 39.00 | 12 | 65.6% | 0.65 | 0.0045 | -0.040 | 130 | 24.00 | 32.00 | 12 | 63.9% | -0.35 | 0.0047 | -0.043 | ||
| 28.00 | 37.00 | 65.4% | 0.62 | 0.0046 | -0.041 | 135 | 26.00 | 35.00 | 63.0% | -0.38 | 0.0048 | -0.043 | ||||
| 26.00 | 35.00 | 1 | 65.0% | 0.60 | 0.0047 | -0.042 | 140 | 29.00 | 38.00 | 62.9% | -0.40 | 0.0050 | -0.044 | |||
| 24.00 | 33.00 | 64.3% | 0.58 | 0.0048 | -0.043 | 145 | 32.00 | 41.00 | 62.6% | -0.43 | 0.0051 | -0.044 | ||||
| 22.00 | 32.00 | 15 | 64.5% | 0.56 | 0.0049 | -0.043 | 150 | 35.30 | 44.00 | 62.3% | -0.45 | 0.0052 | -0.044 | |||
| 21.00 | 30.00 | 7 | 64.5% | 0.54 | 0.0049 | -0.044 | 155 | 38.00 | 47.00 | 61.3% | -0.47 | 0.0052 | -0.044 | |||
| 19.00 | 28.00 | 4 | 63.3% | 0.51 | 0.0050 | -0.044 | 160 | 41.80 | 51.00 | 62.2% | -0.49 | 0.0053 | -0.044 | |||
| 18.00 | 27.00 | 3 | 63.9% | 0.49 | 0.0050 | -0.044 | 165 | 45.50 | 54.00 | 61.7% | -0.52 | 0.0053 | -0.044 | |||
| 17.00 | 24.50 | 1 | 62.9% | 0.47 | 0.0050 | -0.044 | 170 | 48.60 | 58.00 | 61.5% | -0.54 | 0.0054 | -0.043 | |||
| 15.00 | 23.70 | 33 | 62.4% | 0.45 | 0.0050 | -0.044 | 175 | 52.40 | 61.00 | 60.9% | -0.56 | 0.0054 | -0.043 | |||
| 14.00 | 23.00 | 1 | 62.9% | 0.44 | 0.0049 | -0.044 | 180 | 56.00 | 65.00 | 60.8% | -0.58 | 0.0054 | -0.042 | |||
| 13.00 | 22.00 | 15 | 63.0% | 0.42 | 0.0049 | -0.044 | 185 | 60.00 | 69.00 | 61.0% | -0.60 | 0.0054 | -0.042 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 190 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 195 | 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 — Sep 17, 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.