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 ±55.3% (59.35–206.15) · ATM IV 64.4% · P/C interés abierto 0.66
| 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 | |
| 68.00 | 75.00 | 12 | 67.8% | 0.90 | 0.0018 | -0.011 | 70 | 5.60 | 9.50 | 10 | 70.6% | -0.10 | 0.0018 | -0.019 | ||
| 65.00 | 74.00 | 13 | 72.0% | 0.88 | 0.0020 | -0.013 | 75 | 4.90 | 10.80 | 15 | 66.1% | -0.12 | 0.0020 | -0.021 | ||
| 61.00 | 70.50 | 9 | 69.4% | 0.86 | 0.0022 | -0.015 | 80 | 8.20 | 12.60 | 2 | 507 | 69.0% | -0.14 | 0.0022 | -0.023 | |
| 58.00 | 68.00 | 41 | 69.8% | 0.85 | 0.0024 | -0.018 | 85 | 9.80 | 13.70 | 7 | 67.6% | -0.15 | 0.0024 | -0.024 | ||
| 55.00 | 65.00 | 42 | 69.0% | 0.83 | 0.0026 | -0.020 | 90 | 8.00 | 14.00 | 39 | 60.3% | -0.17 | 0.0026 | -0.026 | ||
| 53.00 | 58.90 | 1 | 5 | 65.3% | 0.81 | 0.0028 | -0.022 | 95 | 10.00 | 20.00 | 45 | 65.6% | -0.19 | 0.0028 | -0.028 | |
| 53.00 | 59.00 | 57 | 71.6% | 0.79 | 0.0029 | -0.024 | 100 | 16.10 | 19.70 | 1 | 145 | 67.3% | -0.21 | 0.0030 | -0.029 | |
| 47.00 | 56.90 | 67.6% | 0.77 | 0.0031 | -0.026 | 105 | 14.00 | 24.00 | 208 | 64.5% | -0.23 | 0.0032 | -0.031 | |||
| 45.00 | 54.00 | 15 | 67.2% | 0.75 | 0.0033 | -0.027 | 110 | 18.10 | 24.70 | 14 | 64.4% | -0.25 | 0.0034 | -0.032 | ||
| 42.00 | 52.00 | 12 | 66.5% | 0.73 | 0.0034 | -0.029 | 115 | 21.70 | 27.00 | 53 | 65.3% | -0.27 | 0.0036 | -0.033 | ||
| 40.00 | 50.00 | 15 | 66.7% | 0.71 | 0.0035 | -0.030 | 120 | 23.30 | 29.60 | 13 | 64.1% | -0.29 | 0.0037 | -0.034 | ||
| 38.00 | 47.00 | 1 | 12 | 65.6% | 0.69 | 0.0037 | -0.031 | 125 | 26.70 | 32.10 | 33 | 64.5% | -0.31 | 0.0039 | -0.035 | |
| 36.00 | 45.00 | 18 | 76 | 65.4% | 0.67 | 0.0038 | -0.032 | 130 | 29.20 | 36.00 | 7 | 65.0% | -0.33 | 0.0040 | -0.035 | |
| 34.00 | 43.00 | 2 | 19 | 65.0% | 0.65 | 0.0039 | -0.033 | 135 | 30.80 | 39.00 | 2 | 63.8% | -0.35 | 0.0041 | -0.036 | |
| 32.00 | 41.00 | 5 | 64.5% | 0.64 | 0.0040 | -0.034 | 140 | 35.30 | 41.80 | 13 | 64.8% | -0.38 | 0.0042 | -0.037 | ||
| 30.00 | 40.00 | 7 | 64.7% | 0.62 | 0.0040 | -0.035 | 145 | 36.80 | 45.00 | 3 | 63.3% | -0.40 | 0.0044 | -0.037 | ||
| 29.00 | 35.70 | 314 | 62.7% | 0.60 | 0.0041 | -0.035 | 150 | 41.60 | 46.90 | 373 | 63.5% | -0.42 | 0.0044 | -0.037 | ||
| 27.00 | 36.00 | 22 | 63.8% | 0.58 | 0.0042 | -0.036 | 155 | 42.00 | 51.00 | 4 | 61.5% | -0.44 | 0.0045 | -0.037 | ||
| 26.00 | 35.00 | 16 | 64.5% | 0.56 | 0.0042 | -0.036 | 160 | 46.10 | 55.00 | 18 | 62.6% | -0.46 | 0.0046 | -0.038 | ||
| 24.00 | 33.00 | 3 | 63.3% | 0.54 | 0.0042 | -0.037 | 165 | 49.00 | 58.00 | 1 | 61.6% | -0.48 | 0.0047 | -0.038 | ||
| 23.00 | 32.00 | 34 | 63.8% | 0.53 | 0.0043 | -0.037 | 170 | 52.00 | 61.00 | 2 | 60.6% | -0.49 | 0.0047 | -0.038 | ||
| 22.70 | 28.90 | 304 | 62.9% | 0.51 | 0.0043 | -0.037 | 175 | 58.00 | 64.20 | 300 | 62.2% | -0.51 | 0.0048 | -0.037 | ||
| 21.80 | 27.70 | 11 | 63.1% | 0.49 | 0.0043 | -0.037 | 180 | 60.00 | 69.00 | 7 | 61.6% | -0.53 | 0.0048 | -0.037 | ||
| 19.80 | 26.20 | 25 | 61.9% | 0.48 | 0.0043 | -0.037 | 185 | 63.00 | 72.00 | 3 | 60.2% | -0.55 | 0.0049 | -0.037 | ||
| 18.70 | 25.00 | 19 | 61.7% | 0.46 | 0.0043 | -0.037 | 190 | 67.00 | 76.00 | 10 | 60.4% | -0.57 | 0.0049 | -0.037 | ||
| 18.30 | 24.30 | 3 | 62.4% | 0.45 | 0.0043 | -0.037 | 195 | 71.00 | 80.00 | 4 | 60.5% | -0.59 | 0.0050 | -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 — Jan 21, 2028
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.