XLF cadena de opciones State Street Financial Select Sector SPDR ETF
Cboe delayed options data · a fecha de 19:03 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 ±3.2% (56.65–60.37) · ATM IV 14.0% · P/C interés abierto 1.43
| 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 | |
| 22.20 | 25.60 | 123.4% | 1.00 | 0.0007 | 0.000 | 35 | 0 | 0.0300 | 19 | 73.9% | -0.00 | 0.0010 | -0.002 | |||
| 18.25 | 21.65 | 103.9% | 1.00 | 0.0013 | 0.000 | 39 | 0 | 0.0300 | 7 | 59.5% | -0.01 | 0.0017 | -0.003 | |||
| 17.25 | 20.65 | 98.5% | 1.00 | 0.0015 | 0.000 | 40 | 0 | 0.0300 | 134 | 56.1% | -0.01 | 0.0020 | -0.003 | |||
| 16.45 | 19.65 | 29 | 98.3% | 0.99 | 0.0017 | 0.000 | 41 | 0.0100 | 0.0300 | 15 | 54.6% | -0.01 | 0.0023 | -0.003 | ||
| 16.40 | 16.75 | 3 | 49.4% | 0.99 | 0.0020 | 0.000 | 42 | 0.0100 | 0.0400 | 8,618 | 52.7% | -0.01 | 0.0027 | -0.003 | ||
| 15.45 | 15.75 | 3 | 54.1% | 0.99 | 0.0024 | 0.000 | 43 | 0.0100 | 0.0400 | 30 | 49.4% | -0.01 | 0.0031 | -0.003 | ||
| 14.45 | 14.75 | 50.1% | 0.99 | 0.0028 | 0.000 | 44 | 0.0100 | 0.0400 | 15.1K | 46.1% | -0.01 | 0.0037 | -0.004 | |||
| 13.45 | 13.75 | 3 | 46.2% | 0.99 | 0.0034 | 0.000 | 45 | 0.0100 | 0.0400 | 2,368 | 42.8% | -0.01 | 0.0044 | -0.004 | ||
| 12.45 | 12.75 | 12 | 42.4% | 0.99 | 0.0040 | 0.000 | 46 | 0.0100 | 0.0400 | 327 | 39.6% | -0.01 | 0.0052 | -0.004 | ||
| 11.45 | 11.75 | 1 | 38.7% | 0.99 | 0.0049 | 0.000 | 47 | 0.0100 | 0.0500 | 495 | 37.4% | -0.01 | 0.0063 | -0.004 | ||
| 10.45 | 10.75 | 3 | 35.0% | 0.99 | 0.0061 | 0.000 | 48 | 0.0100 | 0.0500 | 106 | 34.2% | -0.02 | 0.0077 | -0.004 | ||
| 9.45 | 9.70 | 40 | 0.99 | 0.0076 | 0.000 | 49 | 0.0100 | 0.0600 | 306 | 31.8% | -0.02 | 0.0096 | -0.004 | |||
| 8.45 | 8.70 | 161 | 0.98 | 0.0098 | 0.000 | 50 | 0.0100 | 0.0500 | 700 | 1,507 | 28.0% | -0.02 | 0.0122 | -0.005 | ||
| 7.45 | 7.70 | 406 | 0.98 | 0.0130 | -0.000 | 51 | 0.0400 | 0.0700 | 148 | 27.5% | -0.03 | 0.0158 | -0.005 | |||
| 6.45 | 6.70 | 259 | 0.97 | 0.0179 | -0.001 | 52 | 0.0500 | 0.0800 | 255 | 25.0% | -0.04 | 0.0213 | -0.006 | |||
| 5.50 | 5.70 | 8 | 1,597 | 17.9% | 0.96 | 0.0258 | -0.003 | 53 | 0.0600 | 0.0900 | 425 | 22.3% | -0.05 | 0.0298 | -0.007 | |
| 4.55 | 4.70 | 462 | 17.8% | 0.94 | 0.0383 | -0.005 | 54 | 0.0900 | 0.1200 | 3 | 1,571 | 20.3% | -0.07 | 0.0429 | -0.008 | |
| 3.60 | 3.75 | 2,409 | 17.3% | 0.91 | 0.0591 | -0.007 | 55 | 0.1400 | 0.1700 | 1 | 5,011 | 18.4% | -0.11 | 0.0636 | -0.010 | |
| 2.66 | 2.81 | 600 | 15.6% | 0.86 | 0.0923 | -0.010 | 56 | 0.2200 | 0.2600 | 10 | 622 | 16.7% | -0.17 | 0.0953 | -0.012 | |
| 1.80 | 1.95 | 6 | 2,246 | 14.5% | 0.76 | 0.1370 | -0.014 | 57 | 0.3800 | 0.4200 | 29 | 1,224 | 15.3% | -0.27 | 0.1358 | -0.015 |
| 1.12 | 1.21 | 217 | 2,721 | 14.0% | 0.61 | 0.1784 | -0.017 | 58 | 0.6900 | 0.7500 | 15 | 899 | 14.7% | -0.42 | 0.1732 | -0.016 |
| 0.6100 | 0.6900 | 110 | 679 | 13.8% | 0.43 | 0.1857 | -0.016 | 59 | 1.16 | 1.26 | 294 | 79 | 14.2% | -0.60 | 0.1797 | -0.015 |
| 0.2900 | 0.3400 | 38 | 4,277 | 13.6% | 0.26 | 0.1498 | -0.013 | 60 | 1.83 | 1.99 | 66 | 14.5% | -0.75 | 0.1455 | -0.012 | |
| 0.1300 | 0.1700 | 1 | 261 | 13.9% | 0.14 | 0.1015 | -0.009 | 61 | 2.65 | 2.86 | 221 | 59 | 15.3% | -0.87 | 0.0981 | -0.008 |
| 0.0700 | 0.0900 | 3 | 493 | 14.9% | 0.08 | 0.0613 | -0.006 | 62 | 3.60 | 3.75 | 1 | 3 | 16.3% | -0.93 | 0.0584 | -0.004 |
| 0.0200 | 0.0700 | 5,003 | 15.9% | 0.05 | 0.0376 | -0.004 | 63 | 4.50 | 4.80 | 10 | 18.4% | -0.96 | 0.0351 | -0.002 | ||
| 0.0100 | 0.0600 | 10 | 17.8% | 0.03 | 0.0256 | -0.004 | 64 | 5.50 | 5.75 | 19.9% | -0.97 | 0.0236 | -0.000 | |||
| 0.0100 | 0.0400 | 493 | 5,595 | 19.2% | 0.03 | 0.0191 | -0.003 | 65 | 6.50 | 6.75 | 22.7% | -0.98 | 0.0176 | 0.000 | ||
| 0.0100 | 0.0400 | 251 | 21.5% | 0.02 | 0.0151 | -0.003 | 66 | 7.50 | 7.75 | 25.4% | -0.98 | 0.0138 | 0.000 | |||
| 0.0100 | 0.0400 | 19 | 23.7% | 0.02 | 0.0122 | -0.003 | 67 | 8.45 | 8.75 | 25.8% | -0.98 | 0.0112 | 0.000 | |||
| 0.0100 | 0.0400 | 16 | 25.9% | 0.02 | 0.0102 | -0.003 | 68 | 9.45 | 9.75 | 28.4% | -0.99 | 0.0093 | 0.000 | |||
| 0.0100 | 0.0300 | 12 | 27.2% | 0.01 | 0.0086 | -0.003 | 69 | 10.45 | 10.75 | 30.8% | -0.99 | 0.0078 | 0.000 | |||
| 0.0100 | 0.0300 | 27 | 29.2% | 0.01 | 0.0074 | -0.003 | 70 | 11.45 | 11.75 | 33.3% | -0.99 | 0.0067 | 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 30, 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.
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