XLB cadena de opciones State Street Materials Select Sector SPDR ETF
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 ±4.8% (50.05–55.08) · ATM IV 17.0% · P/C interés abierto 0.97
| 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 | |
| 15.05 | 17.65 | 1 | 87.1% | 0.99 | 0.0040 | 0.000 | 37 | 0 | 0.1900 | 8 | 54.5% | -0.02 | 0.0044 | -0.004 | ||
| 13.15 | 16.65 | 64.1% | 0.99 | 0.0048 | 0.000 | 38 | 0 | 0.2200 | 52.3% | -0.02 | 0.0053 | -0.004 | ||||
| 12.35 | 15.70 | 65.4% | 0.98 | 0.0059 | 0.000 | 39 | 0 | 0.2800 | 51.0% | -0.02 | 0.0064 | -0.005 | ||||
| 10.60 | 14.25 | 0.98 | 0.0072 | 0.000 | 40 | 0 | 0.3500 | 49.5% | -0.03 | 0.0077 | -0.005 | |||||
| 10.25 | 13.15 | 38.4% | 0.98 | 0.0090 | 0.000 | 41 | 0 | 0.3700 | 46.4% | -0.03 | 0.0094 | -0.005 | ||||
| 10.40 | 12.65 | 66.8% | 0.97 | 0.0112 | 0.000 | 42 | 0 | 0.4200 | 44.0% | -0.04 | 0.0115 | -0.006 | ||||
| 9.60 | 11.00 | 56.1% | 0.96 | 0.0140 | 0.000 | 43 | 0 | 0.4600 | 41.2% | -0.04 | 0.0142 | -0.006 | ||||
| 8.30 | 10.20 | 50.1% | 0.95 | 0.0177 | -0.001 | 44 | 0 | 0.5100 | 38.4% | -0.05 | 0.0177 | -0.007 | ||||
| 6.65 | 9.00 | 32.4% | 0.94 | 0.0225 | -0.003 | 45 | 0 | 0.5600 | 1 | 35.6% | -0.06 | 0.0224 | -0.008 | |||
| 6.50 | 7.80 | 38.6% | 0.93 | 0.0288 | -0.004 | 46 | 0.0400 | 0.2600 | 1 | 27.1% | -0.08 | 0.0286 | -0.009 | |||
| 5.60 | 7.05 | 38.2% | 0.90 | 0.0371 | -0.006 | 47 | 0.1100 | 0.3000 | 1 | 14 | 25.6% | -0.10 | 0.0369 | -0.009 | ||
| 4.70 | 5.25 | 25.7% | 0.88 | 0.0482 | -0.007 | 48 | 0.2000 | 0.3700 | 1 | 27 | 24.3% | -0.13 | 0.0480 | -0.011 | ||
| 3.80 | 4.35 | 23.8% | 0.83 | 0.0625 | -0.009 | 49 | 0.2800 | 0.3900 | 4 | 421 | 21.5% | -0.17 | 0.0630 | -0.012 | ||
| 2.75 | 3.70 | 55 | 22.2% | 0.78 | 0.0805 | -0.011 | 50 | 0.4500 | 0.5400 | 6 | 347 | 20.5% | -0.23 | 0.0816 | -0.013 | |
| 2.25 | 2.39 | 100 | 18.9% | 0.70 | 0.1008 | -0.013 | 51 | 0.6800 | 0.7600 | 1 | 24 | 19.5% | -0.31 | 0.1032 | -0.014 | |
| 1.59 | 1.71 | 1 | 30 | 18.1% | 0.59 | 0.1182 | -0.014 | 52 | 1.00 | 1.08 | 241 | 498 | 18.5% | -0.42 | 0.1224 | -0.015 |
| 0.9800 | 1.17 | 112 | 17.1% | 0.47 | 0.1243 | -0.014 | 53 | 1.33 | 1.54 | 31 | 16.9% | -0.55 | 0.1296 | -0.014 | ||
| 0.5800 | 0.7500 | 334 | 16.7% | 0.35 | 0.1152 | -0.013 | 54 | 2.06 | 2.16 | 1 | 164 | 17.5% | -0.67 | 0.1201 | -0.013 | |
| 0.3200 | 0.5000 | 167 | 16.9% | 0.26 | 0.0967 | -0.012 | 55 | 2.76 | 3.10 | 3 | 4 | 18.9% | -0.77 | 0.0999 | -0.011 | |
| 0.1800 | 0.3400 | 63 | 17.5% | 0.19 | 0.0768 | -0.011 | 56 | 3.35 | 4.05 | 5 | 17.7% | -0.84 | 0.0780 | -0.009 | ||
| 0.1000 | 0.7300 | 31 | 24.2% | 0.14 | 0.0598 | -0.009 | 57 | 3.55 | 4.95 | -0.88 | 0.0593 | -0.006 | ||||
| 0.0600 | 0.4000 | 445 | 22.9% | 0.11 | 0.0465 | -0.008 | 58 | 4.40 | 5.90 | -0.92 | 0.0447 | -0.004 | ||||
| 0 | 0.5200 | 235 | 26.6% | 0.08 | 0.0363 | -0.007 | 59 | 5.30 | 6.90 | -0.94 | 0.0338 | -0.002 | ||||
| 0 | 0.4200 | 28 | 27.8% | 0.06 | 0.0286 | -0.006 | 60 | 5.65 | 8.90 | -0.95 | 0.0257 | -0.000 | ||||
| 0 | 0.2900 | 27.8% | 0.05 | 0.0227 | -0.005 | 61 | 6.55 | 10.20 | -0.96 | 0.0198 | 0.000 | |||||
| 0 | 0.2400 | 29.0% | 0.04 | 0.0182 | -0.005 | 62 | 7.55 | 11.40 | -0.97 | 0.0153 | 0.000 | |||||
| 0 | 0.1800 | 29.5% | 0.03 | 0.0147 | -0.004 | 63 | 8.60 | 12.60 | 32.8% | -0.98 | 0.0120 | 0.000 | ||||
| 0 | 0.1500 | 30.6% | 0.03 | 0.0120 | -0.004 | 64 | 9.55 | 13.65 | 35.1% | -0.98 | 0.0094 | 0.000 | ||||
| 0 | 0.1200 | 31.4% | 0.02 | 0.0099 | -0.003 | 65 | 11.15 | 14.60 | 48.3% | -0.99 | 0.0075 | 0.000 | ||||
| 0 | 0.0900 | 31.8% | 0.02 | 0.0082 | -0.003 | 66 | 12.15 | 15.60 | 50.8% | -0.99 | 0.0060 | 0.000 | ||||
| 0 | 0.0800 | 33.0% | 0.02 | 0.0068 | -0.003 | 67 | 13.30 | 15.95 | 43.2% | -0.99 | 0.0049 | 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 — Oct 16, 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.