XLF cadena de opciones State Street Financial 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 ±1.8% (57.52–59.60) · ATM IV 10.9% · P/C interés abierto —
| 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 | |
| 14.35 | 17.20 | 87.0% | 0.99 | 0.0021 | 0.000 | 43 | 0 | 0.5400 | 103.2% | -0.01 | 0.0021 | -0.004 | ||||
| 13.35 | 16.20 | 81.2% | 0.99 | 0.0025 | 0.000 | 44 | 0 | 1.69 | 130.8% | -0.01 | 0.0025 | -0.004 | ||||
| 12.35 | 15.20 | 75.6% | 0.99 | 0.0030 | 0.000 | 45 | 0 | 0.2400 | 76.9% | -0.01 | 0.0030 | -0.004 | ||||
| 10.65 | 14.60 | 0.99 | 0.0036 | 0.000 | 46 | 0 | 0.2400 | 71.5% | -0.01 | 0.0036 | -0.004 | |||||
| 9.65 | 13.65 | 0.99 | 0.0044 | 0.000 | 47 | 0 | 0.5500 | 79.1% | -0.01 | 0.0045 | -0.005 | |||||
| 10.10 | 10.90 | 0.99 | 0.0055 | 0.000 | 48 | 0 | 1.10 | 88.1% | -0.01 | 0.0055 | -0.005 | |||||
| 9.10 | 11.20 | 78.1% | 0.99 | 0.0069 | -0.000 | 49 | 0 | 1.10 | 81.5% | -0.01 | 0.0069 | -0.005 | ||||
| 6.60 | 10.60 | 0.98 | 0.0087 | -0.001 | 50 | 0 | 0.5500 | 61.4% | -0.02 | 0.0087 | -0.006 | |||||
| 5.65 | 9.70 | 0.98 | 0.0113 | -0.002 | 51 | 0 | 2.15 | 87.1% | -0.02 | 0.0113 | -0.006 | |||||
| 6.10 | 8.60 | 66.1% | 0.98 | 0.0149 | -0.003 | 52 | 0 | 0.6600 | 52.3% | -0.02 | 0.0150 | -0.006 | ||||
| 4.50 | 6.85 | 0.97 | 0.0205 | -0.004 | 53 | 0 | 2.16 | 72.0% | -0.03 | 0.0205 | -0.007 | |||||
| 4.55 | 5.10 | 31.7% | 0.96 | 0.0295 | -0.005 | 54 | 0 | 0.2700 | 31.1% | -0.04 | 0.0296 | -0.008 | ||||
| 1.56 | 4.95 | 0.95 | 0.0459 | -0.007 | 55 | 0 | 2.19 | 56.8% | -0.05 | 0.0461 | -0.009 | |||||
| 0.7000 | 4.75 | 15.1% | 0.91 | 0.0782 | -0.010 | 56 | 0.0100 | 0.5700 | 5 | 26.3% | -0.09 | 0.0786 | -0.012 | |||
| 0.0100 | 3.85 | 1 | 18.4% | 0.83 | 0.1389 | -0.015 | 57 | 0.0100 | 0.4000 | 4 | 17.1% | -0.17 | 0.1401 | -0.017 | ||
| 0.5600 | 1.31 | 2 | 11.4% | 0.67 | 0.2189 | -0.021 | 58 | 0 | 0.6500 | 13.3% | -0.34 | 0.2220 | -0.022 | |||
| 0.0100 | 0.8200 | 7 | 12.1% | 0.43 | 0.2503 | -0.022 | 59 | 0.3500 | 0.9100 | 9.7% | -0.58 | 0.2573 | -0.022 | |||
| 0.0100 | 0.4400 | 2 | 14.9% | 0.21 | 0.1823 | -0.016 | 60 | 0.8800 | 2.26 | 15.4% | -0.80 | 0.1897 | -0.016 | |||
| 0 | 0.2900 | 4 | 18.0% | 0.09 | 0.0975 | -0.009 | 61 | 0.5000 | 4.60 | 20.7% | -0.94 | 0.1325 | -0.009 | |||
| 0 | 0.2500 | 2 | 22.0% | 0.04 | 0.0499 | -0.006 | 62 | 1.50 | 4.65 | -0.99 | 0.0446 | -0.016 | ||||
| 0 | 0.2500 | 26.5% | 0.03 | 0.0302 | -0.005 | 63 | 4.25 | 4.60 | 24.0% | -1.00 | 0.0114 | -0.020 | ||||
| 0 | 1.41 | 52.6% | 0.02 | 0.0207 | -0.004 | 64 | 3.40 | 7.60 | 33.1% | -1.00 | 0.0042 | -0.021 | ||||
| 0 | 0.2300 | 150 | 34.3% | 0.02 | 0.0152 | -0.004 | 65 | 6.30 | 6.80 | 40.1% | -1.00 | 0.0011 | -0.022 | |||
| 0 | 2.13 | 74.1% | 0.01 | 0.0116 | -0.004 | 66 | 7.30 | 7.60 | 37.9% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.04 | 61.6% | 0.01 | 0.0091 | -0.003 | 67 | 7.95 | 9.10 | 47.0% | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 1.04 | 66.1% | 0.01 | 0.0074 | -0.003 | 68 | 7.40 | 11.60 | 49.2% | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 0.8400 | 66.3% | 0.01 | 0.0061 | -0.003 | 69 | 9.30 | 11.75 | 54.7% | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 0.6400 | 65.6% | 0.01 | 0.0051 | -0.003 | 70 | 10.30 | 12.75 | 58.4% | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 0.7500 | 72.2% | 0.01 | 0.0043 | -0.003 | 71 | 11.30 | 13.75 | 62.0% | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 1.04 | 82.8% | 0.01 | 0.0037 | -0.003 | 72 | 12.30 | 14.75 | 65.5% | -1.00 | 0.0000 | -0.025 | ||||
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, 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.