XLB cadena de opciones State Street Materials Select Sector SPDR ETF
Cboe delayed options data · a fecha de 15:46 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 ±1.7% (50.16–51.92) · ATM IV 22.9% · P/C interés abierto 0.90
| 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 | |
| 19.10 | 22.80 | 2 | 1.00 | 0.0001 | 0.000 | 30 | 0 | 0.1500 | 277.5% | -0.00 | 0.0001 | -0.001 | ||||
| 14.10 | 16.15 | 1 | 1.00 | 0.0004 | 0.000 | 35 | 0 | 2.13 | 375.5% | -0.00 | 0.0004 | -0.001 | ||||
| 10.55 | 11.25 | 1 | 1.00 | 0.0015 | -0.001 | 40 | 0 | 0.1000 | 131.9% | -0.00 | 0.0015 | -0.002 | ||||
| 9.65 | 10.10 | 1 | 1 | 1.00 | 0.0020 | -0.002 | 41 | 0 | 0.0200 | 96.4% | -0.00 | 0.0020 | -0.003 | |||
| 8.30 | 9.20 | 1 | 1.00 | 0.0028 | -0.002 | 42 | 0 | 0.0200 | 5 | 86.9% | -0.00 | 0.0028 | -0.004 | |||
| 7.25 | 8.20 | 1.00 | 0.0040 | -0.003 | 43 | 0 | 0.0200 | 77.5% | -0.00 | 0.0040 | -0.004 | |||||
| 6.45 | 7.25 | 1 | 1 | 0.99 | 0.0060 | -0.005 | 44 | 0 | 0.0200 | 2 | 68.3% | -0.01 | 0.0060 | -0.006 | ||
| 5.95 | 6.30 | 1 | 1 | 78.2% | 0.99 | 0.0092 | -0.007 | 45 | 0 | 0.0200 | 2 | 59.1% | -0.01 | 0.0092 | -0.007 | |
| 4.60 | 5.25 | 3 | 4 | 0.99 | 0.0150 | -0.009 | 46 | 0 | 0.0200 | 1 | 50.0% | -0.01 | 0.0150 | -0.010 | ||
| 4.05 | 4.75 | 3 | 5 | 0.98 | 0.0195 | -0.011 | 46.5 | 0 | 0.0200 | 6 | 45.5% | -0.02 | 0.0195 | -0.012 | ||
| 2.62 | 4.35 | 4 | 0.98 | 0.0258 | -0.013 | 47 | 0 | 0.0200 | 397 | 40.9% | -0.02 | 0.0258 | -0.014 | |||
| 3.20 | 4.30 | 6 | 66.2% | 0.97 | 0.0348 | -0.016 | 47.5 | 0.0100 | 0.0200 | 1 | 1,270 | 38.6% | -0.03 | 0.0348 | -0.017 | |
| 2.68 | 3.30 | 1 | 7 | 0.96 | 0.0480 | -0.020 | 48 | 0 | 0.1300 | 223 | 44.9% | -0.04 | 0.0481 | -0.021 | ||
| 1.91 | 2.84 | 9 | 0.94 | 0.0678 | -0.025 | 48.5 | 0 | 0.1100 | 1 | 616 | 37.5% | -0.06 | 0.0680 | -0.025 | ||
| 1.75 | 2.42 | 1 | 93 | 24.8% | 0.92 | 0.0984 | -0.032 | 49 | 0.0300 | 0.1300 | 25 | 26 | 34.8% | -0.08 | 0.0987 | -0.032 |
| 1.49 | 1.83 | 1 | 194 | 29.7% | 0.88 | 0.1461 | -0.040 | 49.5 | 0.0600 | 0.1000 | 59 | 102 | 28.4% | -0.12 | 0.1467 | -0.041 |
| 1.12 | 1.39 | 348 | 30.1% | 0.81 | 0.2186 | -0.051 | 50 | 0.1100 | 0.1500 | 23 | 440 | 25.9% | -0.19 | 0.2200 | -0.052 | |
| 0.7800 | 0.8500 | 6 | 411 | 25.2% | 0.70 | 0.3122 | -0.064 | 50.5 | 0.1900 | 0.2600 | 271 | 99 | 23.8% | -0.30 | 0.3151 | -0.064 |
| 0.4500 | 0.5200 | 4 | 303 | 23.6% | 0.53 | 0.3745 | -0.071 | 51 | 0.3500 | 0.4400 | 302 | 86 | 22.3% | -0.47 | 0.3789 | -0.072 |
| 0.2300 | 0.2800 | 13 | 959 | 22.8% | 0.35 | 0.3382 | -0.068 | 51.5 | 0.6400 | 0.7000 | 21 | 21.6% | -0.65 | 0.3423 | -0.069 | |
| 0.1100 | 0.1600 | 2 | 126 | 23.7% | 0.22 | 0.2502 | -0.057 | 52 | 0.9400 | 1.09 | 52 | 19.0% | -0.78 | 0.2527 | -0.057 | |
| 0.0400 | 0.2200 | 986 | 30.4% | 0.15 | 0.1733 | -0.045 | 52.5 | 1.27 | 1.59 | 1 | -0.86 | 0.1749 | -0.046 | |||
| 0.0100 | 0.0600 | 263 | 26.0% | 0.10 | 0.1197 | -0.036 | 53 | 1.66 | 2.97 | 2 | 55.5% | -0.91 | 0.1210 | -0.036 | ||
| 0 | 0.1700 | 8 | 38.2% | 0.07 | 0.0841 | -0.029 | 53.5 | 2.17 | 3.20 | 1 | 53.3% | -0.94 | 0.0852 | -0.028 | ||
| 0 | 0.0200 | 2 | 28.8% | 0.05 | 0.0604 | -0.023 | 54 | 1.24 | 4.90 | 48.9% | -0.96 | 0.0611 | -0.022 | |||
| 0 | 0.0200 | 1 | 32.8% | 0.04 | 0.0443 | -0.019 | 54.5 | 2.53 | 4.85 | 66.5% | -0.97 | 0.0448 | -0.018 | |||
| 0 | 0.0200 | 1 | 36.7% | 0.03 | 0.0332 | -0.015 | 55 | 3.65 | 4.45 | 57.3% | -0.98 | 0.0331 | -0.015 | |||
| 0 | 0.0200 | 1 | 40.5% | 0.02 | 0.0253 | -0.013 | 55.5 | 4.20 | 5.40 | 88.3% | -0.98 | 0.0250 | -0.013 | |||
| 0 | 0.0200 | 44.2% | 0.02 | 0.0196 | -0.010 | 56 | 3.55 | 5.90 | -0.99 | 0.0188 | -0.011 | |||||
| 0 | 0.0200 | 1 | 47.9% | 0.01 | 0.0154 | -0.009 | 56.5 | 4.35 | 6.75 | 72.4% | -0.99 | 0.0145 | -0.009 | |||
| 0 | 0.0200 | 1 | 51.5% | 0.01 | 0.0122 | -0.007 | 57 | 5.00 | 7.10 | 12 | 77.1% | -0.99 | 0.0111 | -0.008 | ||
| 0 | 0.0200 | 55.0% | 0.01 | 0.0098 | -0.006 | 57.5 | 5.40 | 7.50 | 12 | -0.99 | 0.0086 | -0.008 | ||||
| 0 | 0.0200 | 58.5% | 0.01 | 0.0079 | -0.005 | 58 | 6.75 | 7.95 | 1 | 121.8% | -1.00 | 0.0068 | -0.007 | |||
| 0 | 0.0200 | 61.9% | 0.01 | 0.0065 | -0.005 | 58.5 | 7.30 | 8.35 | 83 | 124.8% | -1.00 | 0.0053 | -0.006 | |||
| 0 | 0.0200 | 65.2% | 0.01 | 0.0054 | -0.004 | 59 | 7.70 | 8.80 | 151 | 122.4% | -1.00 | 0.0041 | -0.006 | |||
| 0 | 0.0200 | 68.5% | 0.00 | 0.0045 | -0.004 | 59.5 | 8.15 | 9.20 | 66 | 118.5% | -1.00 | 0.0033 | -0.006 | |||
| 0 | 0.4400 | 121.1% | 0.00 | 0.0037 | -0.003 | 60 | 8.75 | 9.75 | 3 | 132.3% | -1.00 | 0.0026 | -0.006 | |||
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 23, 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.
callsputs