XLP cadena de opciones State Street Consumer Staples Select Sector SPDR ETF
Cboe delayed options data · a fecha de 06:44 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 ±4.9% (82.94–91.48) · ATM IV 14.7% · P/C interés abierto 4.95
| 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 | |
| 40.15 | 45.10 | 1.00 | 0.0004 | 0.000 | 45 | 0 | 5.00 | 1 | 148.6% | -0.00 | 0.0004 | -0.001 | ||||
| 35.10 | 40.05 | 1.00 | 0.0006 | 0.000 | 50 | 0 | 5.00 | 62 | 129.7% | -0.00 | 0.0006 | -0.002 | ||||
| 30.30 | 35.25 | 51.8% | 0.99 | 0.0009 | 0.000 | 55 | 0 | 5.00 | 41 | 112.6% | -0.01 | 0.0009 | -0.002 | |||
| 25.20 | 30.20 | 40 | 0.99 | 0.0015 | 0.000 | 60 | 0 | 5.00 | 59 | 96.8% | -0.01 | 0.0015 | -0.003 | |||
| 20.25 | 25.20 | 53 | 0.99 | 0.0027 | -0.000 | 65 | 0 | 5.00 | 22 | 82.0% | -0.01 | 0.0027 | -0.003 | |||
| 18.40 | 23.35 | 25 | 32.4% | 0.98 | 0.0034 | -0.001 | 67 | 0 | 5.00 | 4 | 76.3% | -0.02 | 0.0034 | -0.004 | ||
| 17.20 | 22.20 | 0.98 | 0.0038 | -0.001 | 68 | 0 | 1.05 | 1,514 | 45.5% | -0.02 | 0.0039 | -0.004 | ||||
| 16.35 | 21.30 | 20.4% | 0.98 | 0.0044 | -0.002 | 69 | 0 | 5.00 | 50 | 70.7% | -0.02 | 0.0044 | -0.004 | |||
| 14.70 | 19.65 | 2 | 339 | 0.98 | 0.0050 | -0.002 | 70 | 0 | 0.2000 | 179 | 29.5% | -0.02 | 0.0051 | -0.004 | ||
| 14.40 | 19.35 | 1 | 24.1% | 0.98 | 0.0058 | -0.002 | 71 | 0 | 0.2000 | 137 | 27.9% | -0.02 | 0.0058 | -0.004 | ||
| 13.40 | 18.35 | 22.0% | 0.97 | 0.0067 | -0.003 | 72 | 0 | 5.00 | 394 | 62.5% | -0.03 | 0.0068 | -0.005 | |||
| 12.50 | 17.45 | 25.8% | 0.97 | 0.0078 | -0.003 | 73 | 0.0300 | 4.95 | 632 | 60.2% | -0.03 | 0.0079 | -0.005 | |||
| 11.65 | 16.60 | 37 | 28.3% | 0.96 | 0.0091 | -0.004 | 74 | 0 | 5.00 | 780 | 57.1% | -0.04 | 0.0092 | -0.005 | ||
| 10.50 | 15.45 | 207 | 22.0% | 0.96 | 0.0107 | -0.004 | 75 | 0 | 0.6000 | 2,215 | 27.3% | -0.04 | 0.0109 | -0.006 | ||
| 9.60 | 14.55 | 1 | 23.2% | 0.95 | 0.0127 | -0.005 | 76 | 0 | 5.00 | 178 | 51.7% | -0.05 | 0.0130 | -0.007 | ||
| 8.50 | 13.45 | 10 | 18.4% | 0.94 | 0.0152 | -0.006 | 77 | 0 | 0.9200 | 1 | 8,899 | 26.5% | -0.06 | 0.0155 | -0.007 | |
| 7.60 | 12.55 | 74 | 19.5% | 0.93 | 0.0183 | -0.007 | 78 | 0.1500 | 0.7500 | 7 | 15.4K | 24.4% | -0.07 | 0.0187 | -0.008 | |
| 6.90 | 11.85 | 53 | 23.0% | 0.91 | 0.0221 | -0.008 | 79 | 0.2400 | 0.4800 | 2 | 8,362 | 21.1% | -0.09 | 0.0226 | -0.009 | |
| 5.45 | 10.30 | 606 | 0.89 | 0.0266 | -0.009 | 80 | 0.1600 | 0.7400 | 3 | 74.8K | 37.4% | -0.11 | 0.0272 | -0.010 | ||
| 4.60 | 9.45 | 203 | 13.0% | 0.87 | 0.0319 | -0.011 | 81 | 0.2500 | 5.00 | 41 | 5,150 | 39.4% | -0.13 | 0.0328 | -0.012 | |
| 2.70 | 7.65 | 3 | 616 | 0.84 | 0.0380 | -0.012 | 82 | 0.3000 | 3.85 | 30 | 889 | 27.0% | -0.16 | 0.0390 | -0.013 | |
| 3.20 | 8.10 | 393 | 17.7% | 0.80 | 0.0446 | -0.014 | 83 | 0.3500 | 1.00 | 1,032 | 3,643 | 17.1% | -0.20 | 0.0459 | -0.015 | |
| 1.36 | 6.30 | 13 | 1,258 | 0.76 | 0.0512 | -0.015 | 84 | 0.8800 | 1.00 | 148 | 25.7K | 17.3% | -0.25 | 0.0530 | -0.016 | |
| 3.60 | 4.70 | 18 | 2,974 | 17.2% | 0.70 | 0.0575 | -0.017 | 85 | 1.16 | 1.21 | 9 | 5,984 | 16.9% | -0.31 | 0.0598 | -0.018 |
| 0.5600 | 5.50 | 1 | 2,582 | 13.6% | 0.64 | 0.0628 | -0.018 | 86 | 0 | 5.00 | 805 | 3,273 | 23.6% | -0.37 | 0.0657 | -0.019 |
| 0 | 3.55 | 5 | 1,782 | 8.8% | 0.58 | 0.0665 | -0.019 | 87 | 0.0500 | 4.95 | 304 | 20.7% | -0.44 | 0.0701 | -0.020 | |
| 0.3300 | 4.55 | 44 | 2,805 | 17.4% | 0.51 | 0.0683 | -0.019 | 88 | 0.9100 | 5.85 | 6 | 312 | 23.4% | -0.51 | 0.0727 | -0.020 |
| 0 | 5.00 | 3 | 1,575 | 20.6% | 0.44 | 0.0680 | -0.019 | 89 | 0.3600 | 5.30 | 12 | 15.4% | -0.58 | 0.0734 | -0.020 | |
| 0.1500 | 2.00 | 19 | 2,655 | 13.4% | 0.38 | 0.0658 | -0.018 | 90 | 1.21 | 6.15 | 10 | 17.0% | -0.65 | 0.0722 | -0.020 | |
| 0 | 5.00 | 24 | 1,133 | 26.2% | 0.32 | 0.0617 | -0.017 | 91 | 1.91 | 6.85 | 2 | 5 | 17.0% | -0.72 | 0.0694 | -0.019 |
| 0.0600 | 0.9000 | 13 | 381 | 12.6% | 0.26 | 0.0562 | -0.015 | 92 | 2.71 | 7.65 | 17.4% | -0.78 | 0.0651 | -0.017 | ||
| 0 | 5.00 | 2 | 7,940 | 31.1% | 0.21 | 0.0498 | -0.014 | 93 | 3.35 | 8.25 | 15.1% | -0.84 | 0.0597 | -0.016 | ||
| 0 | 0.5700 | 45 | 106 | 13.7% | 0.17 | 0.0432 | -0.012 | 94 | 4.35 | 9.25 | 16.8% | -0.89 | 0.0541 | -0.014 | ||
| 0 | 0.4000 | 1,958 | 13.9% | 0.14 | 0.0368 | -0.011 | 95 | 5.85 | 10.70 | 24.2% | -0.93 | 0.0474 | -0.013 | |||
| 0 | 5.00 | 33 | 219 | 37.7% | 0.11 | 0.0309 | -0.009 | 96 | 6.25 | 11.20 | 18.6% | -0.97 | 0.0427 | -0.011 | ||
| 0.1100 | 0.4100 | 9 | 716 | 17.7% | 0.09 | 0.0259 | -0.008 | 97 | 7.20 | 12.20 | 19.4% | -0.99 | 0.0242 | -0.010 | ||
| 0 | 5.00 | 149 | 45.4% | 0.05 | 0.0157 | -0.006 | 100 | 10.25 | 15.20 | 24.2% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 1.17 | 1 | 16 | 30.3% | 0.03 | 0.0084 | -0.004 | 105 | 15.20 | 20.15 | 28.6% | -1.00 | 0.0000 | -0.010 | ||
| 0 | 5.00 | 44 | 61.5% | 0.02 | 0.0054 | -0.004 | 110 | 20.25 | 25.20 | 36.5% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 5.00 | 1 | 68.5% | 0.02 | 0.0038 | -0.004 | 115 | 25.25 | 30.20 | 42.0% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 5.00 | 3 | 74.9% | 0.01 | 0.0029 | -0.003 | 120 | 30.10 | 35.10 | -1.00 | 0.0000 | -0.010 | ||||
| 0.0100 | 5.00 | 127 | 80.9% | 0.01 | 0.0023 | -0.003 | 125 | 35.15 | 40.10 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 5.00 | 2 | 1,012 | 86.5% | 0.01 | 0.0018 | -0.003 | 130 | 40.20 | 45.20 | 55.1% | -1.00 | 0.0000 | -0.010 | ||
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 — Dec 18, 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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