XLRE cadena de opciones State Street Real Estate 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 ±4.1% (41.90–45.50) · ATM IV 14.3% · P/C interés abierto 0.64
| 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 | |
| 7.30 | 10.10 | 0.99 | 0.0085 | -0.001 | 35 | 0 | 1.30 | 61.3% | -0.03 | 0.0127 | -0.004 | |||||
| 6.30 | 9.00 | 0.98 | 0.0122 | -0.002 | 36 | 0 | 1.30 | 55.7% | -0.04 | 0.0169 | -0.004 | |||||
| 5.30 | 8.00 | 0.97 | 0.0177 | -0.003 | 37 | 0 | 1.00 | 45.8% | -0.05 | 0.0228 | -0.005 | |||||
| 4.40 | 7.00 | 0.96 | 0.0259 | -0.004 | 38 | 0 | 1.00 | 40.6% | -0.06 | 0.0312 | -0.006 | |||||
| 3.60 | 6.20 | 26.3% | 0.94 | 0.0387 | -0.005 | 39 | 0 | 1.00 | 35 | 35.3% | -0.09 | 0.0435 | -0.006 | |||
| 2.40 | 5.00 | 0.91 | 0.0586 | -0.006 | 40 | 0 | 0.9500 | 29.4% | -0.12 | 0.0617 | -0.007 | |||||
| 1.50 | 4.20 | 15.0% | 0.87 | 0.0895 | -0.008 | 41 | 0 | 1.20 | 26.7% | -0.17 | 0.0892 | -0.008 | ||||
| 1.05 | 3.30 | 19.5% | 0.78 | 0.1345 | -0.010 | 42 | 0.1000 | 0.4500 | 3 | 83 | 14.2% | -0.26 | 0.1293 | -0.009 | ||
| 0.1500 | 2.55 | 16.5% | 0.65 | 0.1866 | -0.011 | 43 | 0.2500 | 0.9000 | 2 | 13.9% | -0.40 | 0.1782 | -0.010 | |||
| 0.2000 | 0.8000 | 10.9% | 0.45 | 0.2041 | -0.010 | 44 | 0.9000 | 1.70 | 13 | 55 | 17.6% | -0.59 | 0.2015 | -0.010 | ||
| 0.2000 | 0.3500 | 277 | 12.6% | 0.27 | 0.1617 | -0.008 | 45 | 1.60 | 1.90 | 17 | 13.3% | -0.77 | 0.1625 | -0.008 | ||
| 0 | 1.45 | 16 | 26.6% | 0.16 | 0.1091 | -0.006 | 46 | 2.50 | 3.20 | 20.3% | -0.87 | 0.1060 | -0.006 | |||
| 0 | 0.6500 | 1 | 22.6% | 0.10 | 0.0723 | -0.005 | 47 | 2.30 | 4.50 | -0.92 | 0.0664 | -0.004 | ||||
| 0 | 1.30 | 6 | 34.3% | 0.07 | 0.0492 | -0.004 | 48 | 3.30 | 5.90 | 19.9% | -0.95 | 0.0427 | -0.003 | |||
| 0 | 0.9500 | 34.2% | 0.05 | 0.0347 | -0.004 | 49 | 4.20 | 6.50 | -0.97 | 0.0285 | -0.002 | |||||
| 0 | 1.00 | 38.5% | 0.04 | 0.0253 | -0.003 | 50 | 5.10 | 8.00 | 22.1% | -0.98 | 0.0198 | -0.001 | ||||
| 0 | 1.30 | 45.9% | 0.03 | 0.0189 | -0.003 | 51 | 6.10 | 9.00 | 24.8% | -0.98 | 0.0142 | -0.001 | ||||
| 0 | 1.30 | 49.4% | 0.02 | 0.0146 | -0.002 | 52 | 7.10 | 10.00 | 27.5% | -0.99 | 0.0104 | -0.000 | ||||
| 0 | 1.30 | 52.8% | 0.02 | 0.0114 | -0.002 | 53 | 8.10 | 11.00 | 30.1% | -0.99 | 0.0079 | 0.000 | ||||
| 0 | 1.00 | 51.7% | 0.02 | 0.0091 | -0.002 | 54 | 9.10 | 12.00 | 32.7% | -0.99 | 0.0061 | 0.000 | ||||
| 0 | 1.00 | 54.7% | 0.01 | 0.0074 | -0.002 | 55 | 10.20 | 13.00 | 39.9% | -0.99 | 0.0048 | 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.