XLU cadena de opciones State Street Utilities Select Sector SPDR ETF
Cboe delayed options data · a fecha de 12:46 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 ±4.6% (39.60–43.40) · ATM IV 19.2% · P/C interés abierto 0.27
| 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 | |
| 14.40 | 19.30 | 118.8% | 1.00 | 0.0007 | 0.000 | 25 | 0 | 0.2700 | 96.3% | -0.00 | 0.0007 | -0.001 | ||||
| 9.30 | 14.25 | 75.3% | 1.00 | 0.0024 | 0.000 | 30 | 0 | 0.1300 | 57.7% | -0.00 | 0.0024 | -0.001 | ||||
| 8.30 | 13.25 | 70.5% | 0.99 | 0.0031 | 0.000 | 31 | 0 | 1.88 | 4 | 101.7% | -0.01 | 0.0031 | -0.001 | |||
| 7.05 | 12.00 | 38.6% | 0.99 | 0.0042 | -0.000 | 32 | 0 | 2.53 | 102.6% | -0.01 | 0.0042 | -0.001 | ||||
| 6.30 | 11.25 | 57.9% | 0.99 | 0.0058 | -0.000 | 33 | 0 | 2.38 | 23 | 94.6% | -0.01 | 0.0058 | -0.001 | |||
| 5.40 | 10.25 | 53.1% | 0.99 | 0.0082 | -0.001 | 34 | 0 | 0.8800 | 67 | 60.4% | -0.01 | 0.0083 | -0.002 | |||
| 5.80 | 10.00 | 138 | 84.2% | 0.98 | 0.0121 | -0.001 | 35 | 0 | 0.1000 | 318 | 32.0% | -0.02 | 0.0122 | -0.002 | ||
| 5.35 | 5.80 | 108 | 27.4% | 0.98 | 0.0188 | -0.002 | 36 | 0 | 0.2400 | 15 | 654 | 23.6% | -0.03 | 0.0190 | -0.003 | |
| 4.40 | 4.85 | 110 | 26.5% | 0.96 | 0.0310 | -0.003 | 37 | 0 | 0.1200 | 7 | 2,357 | 21.1% | -0.04 | 0.0314 | -0.004 | |
| 3.90 | 4.60 | 4 | 3 | 30.1% | 0.95 | 0.0404 | -0.004 | 37.5 | 0 | 0.1100 | 21.3% | -0.05 | 0.0410 | -0.004 | ||
| 2.90 | 3.95 | 252 | 0.93 | 0.0530 | -0.005 | 38 | 0.0500 | 0.1600 | 2,140 | 6,036 | 22.2% | -0.07 | 0.0538 | -0.005 | ||
| 3.00 | 3.95 | 7 | 4 | 31.6% | 0.90 | 0.0691 | -0.006 | 38.5 | 0.0400 | 0.1900 | 11 | 11 | 20.2% | -0.10 | 0.0703 | -0.007 |
| 2.45 | 2.99 | 28 | 4,264 | 20.3% | 0.87 | 0.0889 | -0.008 | 39 | 0.0900 | 0.2300 | 166 | 11.5K | 19.2% | -0.13 | 0.0906 | -0.008 |
| 2.06 | 2.70 | 22.2% | 0.82 | 0.1115 | -0.009 | 39.5 | 0.0100 | 0.4000 | 38 | 38 | 18.1% | -0.18 | 0.1139 | -0.010 | ||
| 1.76 | 2.06 | 71 | 30.2K | 21.1% | 0.76 | 0.1354 | -0.011 | 40 | 0.2500 | 0.3400 | 275 | 18.4K | 17.7% | -0.24 | 0.1388 | -0.011 |
| 1.32 | 1.76 | 1 | 1 | 19.1% | 0.69 | 0.1580 | -0.012 | 40.5 | 0.2200 | 0.5600 | 51 | 51 | 16.5% | -0.31 | 0.1625 | -0.013 |
| 1.04 | 1.29 | 517 | 47.7K | 17.8% | 0.61 | 0.1760 | -0.013 | 41 | 0.5300 | 0.7600 | 340 | 3,821 | 18.0% | -0.40 | 0.1821 | -0.013 |
| 0.6500 | 1.34 | 10 | 9 | 19.8% | 0.52 | 0.1859 | -0.013 | 41.5 | 0.6000 | 1.20 | 370 | 369 | 18.6% | -0.49 | 0.1941 | -0.014 |
| 0.6300 | 0.7500 | 555 | 34.5K | 18.2% | 0.43 | 0.1852 | -0.013 | 42 | 0.9600 | 1.25 | 459 | 6,567 | 17.0% | -0.59 | 0.1958 | -0.014 |
| 0.3600 | 0.8600 | 439 | 436 | 20.6% | 0.34 | 0.1734 | -0.012 | 42.5 | 1.19 | 1.64 | 1 | 1 | 16.5% | -0.69 | 0.1864 | -0.013 |
| 0.2200 | 0.4400 | 1,330 | 53.1K | 17.4% | 0.26 | 0.1532 | -0.011 | 43 | 1.60 | 2.00 | 6 | 347 | 16.8% | -0.77 | 0.1684 | -0.011 |
| 0.1100 | 0.2800 | 59 | 54 | 16.5% | 0.20 | 0.1288 | -0.009 | 43.5 | 1.55 | 2.44 | -0.84 | 0.1465 | -0.010 | |||
| 0.1300 | 0.2700 | 266 | 11.3K | 19.2% | 0.15 | 0.1046 | -0.008 | 44 | 2.35 | 2.91 | 57 | -0.90 | 0.1232 | -0.009 | ||
| 0.0200 | 0.2000 | 4 | 4 | 18.1% | 0.11 | 0.0830 | -0.006 | 44.5 | 2.35 | 3.35 | -0.94 | 0.1050 | -0.008 | |||
| 0.0500 | 0.1000 | 38 | 1,480 | 18.4% | 0.08 | 0.0654 | -0.005 | 45 | 3.30 | 3.80 | 10 | 40 | -0.97 | 0.0773 | -0.006 | |
| 0.0100 | 0.0900 | 2 | 2 | 18.7% | 0.06 | 0.0516 | -0.005 | 45.5 | 2.64 | 5.85 | 27.5% | -0.99 | 0.0453 | -0.006 | ||
| 0.0200 | 0.0600 | 5 | 4,014 | 20.0% | 0.05 | 0.0414 | -0.004 | 46 | 1.97 | 6.70 | 1 | -1.00 | 0.0187 | -0.005 | ||
| 0 | 0.0700 | 3 | 2 | 20.7% | 0.04 | 0.0337 | -0.004 | 46.5 | 2.60 | 7.50 | -1.00 | 0.0040 | -0.005 | |||
| 0 | 0.0900 | 3 | 18 | 23.3% | 0.04 | 0.0281 | -0.003 | 47 | 2.83 | 7.70 | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0800 | 24.4% | 0.03 | 0.0239 | -0.003 | 47.5 | 3.20 | 8.10 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0900 | 33 | 26.5% | 0.03 | 0.0207 | -0.003 | 48 | 3.70 | 8.60 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0800 | 29.0% | 0.02 | 0.0161 | -0.003 | 49 | 4.70 | 9.60 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0900 | 1 | 3 | 32.5% | 0.02 | 0.0131 | -0.003 | 50 | 6.70 | 9.65 | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0700 | 3 | 34.0% | 0.02 | 0.0109 | -0.003 | 51 | 6.70 | 11.60 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 5.00 | 116.2% | 0.02 | 0.0093 | -0.002 | 52 | 7.75 | 12.60 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.3300 | 51.4% | 0.01 | 0.0080 | -0.002 | 53 | 9.00 | 13.95 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1300 | 45.9% | 0.01 | 0.0070 | -0.002 | 54 | 9.60 | 14.50 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.3300 | 57.3% | 0.01 | 0.0062 | -0.002 | 55 | 11.00 | 15.95 | -1.00 | 0.0000 | -0.005 | |||||
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 — Nov 20, 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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