XRT cadena de opciones State Street SPDR S&P Retail ETF
Cboe delayed options data · a fecha de 21:55 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 ±11.6% (76.77–96.81) · ATM IV 24.1% · P/C interés abierto 7.46
| 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 | |
| 40.50 | 43.05 | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.2000 | 224 | 50.3% | -0.01 | 0.0007 | -0.001 | ||||
| 35.55 | 38.15 | 19 | 46.0% | 0.99 | 0.0012 | 0.000 | 50 | 0 | 0.3300 | 89 | 46.4% | -0.01 | 0.0012 | -0.002 | ||
| 31.30 | 32.30 | 56 | 31.8% | 0.98 | 0.0024 | 0.000 | 55 | 0.0400 | 0.2200 | 308 | 37.8% | -0.02 | 0.0022 | -0.003 | ||
| 26.25 | 27.60 | 41 | 32.7% | 0.97 | 0.0041 | 0.000 | 60 | 0.1200 | 0.2700 | 290 | 33.7% | -0.03 | 0.0038 | -0.005 | ||
| 24.15 | 25.90 | 16 | 32.7% | 0.96 | 0.0049 | 0.000 | 62 | 0.1600 | 0.5100 | 4 | 34.5% | -0.04 | 0.0048 | -0.005 | ||
| 23.20 | 24.95 | 2 | 32.4% | 0.95 | 0.0054 | -0.001 | 63 | 0.1800 | 0.5800 | 1 | 15 | 34.1% | -0.04 | 0.0053 | -0.006 | |
| 22.25 | 24.00 | 1 | 32.0% | 0.95 | 0.0059 | -0.001 | 64 | 0.2100 | 0.5800 | 19 | 33.0% | -0.05 | 0.0059 | -0.006 | ||
| 21.60 | 22.60 | 7 | 29.8% | 0.94 | 0.0065 | -0.002 | 65 | 0.2600 | 0.6200 | 11 | 32.4% | -0.05 | 0.0066 | -0.007 | ||
| 20.60 | 21.60 | 38 | 28.2% | 0.94 | 0.0072 | -0.002 | 66 | 0.3400 | 0.5200 | 31 | 30.9% | -0.06 | 0.0073 | -0.007 | ||
| 19.75 | 20.70 | 50 | 29.1% | 0.93 | 0.0080 | -0.003 | 67 | 0.3800 | 0.6000 | 13 | 30.4% | -0.07 | 0.0081 | -0.008 | ||
| 18.70 | 20.00 | 11 | 29.6% | 0.92 | 0.0088 | -0.004 | 68 | 0.4200 | 0.7600 | 32 | 30.4% | -0.08 | 0.0090 | -0.008 | ||
| 17.95 | 18.80 | 3 | 28.4% | 0.91 | 0.0097 | -0.005 | 69 | 0.4900 | 0.7000 | 302 | 29.1% | -0.08 | 0.0100 | -0.009 | ||
| 17.30 | 17.85 | 39 | 29.4% | 0.90 | 0.0108 | -0.005 | 70 | 0.5500 | 0.9500 | 236 | 29.5% | -0.09 | 0.0110 | -0.009 | ||
| 16.35 | 16.90 | 4 | 28.4% | 0.89 | 0.0119 | -0.006 | 71 | 0.6300 | 0.9900 | 21 | 28.7% | -0.11 | 0.0121 | -0.010 | ||
| 15.25 | 16.05 | 34 | 27.1% | 0.88 | 0.0131 | -0.007 | 72 | 0.7200 | 1.10 | 96 | 28.2% | -0.12 | 0.0133 | -0.011 | ||
| 14.10 | 15.70 | 63 | 28.0% | 0.87 | 0.0144 | -0.008 | 73 | 0.8500 | 1.14 | 181 | 27.6% | -0.13 | 0.0146 | -0.011 | ||
| 13.15 | 14.40 | 4 | 25.2% | 0.85 | 0.0157 | -0.009 | 74 | 0.9200 | 1.51 | 51 | 27.9% | -0.15 | 0.0159 | -0.012 | ||
| 12.30 | 14.05 | 10 | 27.0% | 0.84 | 0.0172 | -0.010 | 75 | 1.09 | 1.48 | 447 | 26.9% | -0.16 | 0.0173 | -0.013 | ||
| 11.65 | 12.90 | 6 | 26.1% | 0.82 | 0.0186 | -0.011 | 76 | 1.12 | 1.61 | 596 | 25.9% | -0.18 | 0.0188 | -0.013 | ||
| 10.85 | 12.45 | 13 | 27.1% | 0.80 | 0.0202 | -0.012 | 77 | 1.35 | 1.84 | 66 | 25.9% | -0.20 | 0.0203 | -0.014 | ||
| 10.00 | 11.65 | 1,609 | 26.4% | 0.78 | 0.0217 | -0.012 | 78 | 1.55 | 2.21 | 2,312 | 26.1% | -0.22 | 0.0218 | -0.015 | ||
| 9.30 | 10.90 | 10 | 26.3% | 0.76 | 0.0233 | -0.013 | 79 | 1.76 | 2.45 | 102 | 25.8% | -0.24 | 0.0234 | -0.015 | ||
| 8.55 | 10.15 | 126 | 25.9% | 0.73 | 0.0248 | -0.014 | 80 | 2.01 | 2.72 | 368 | 25.5% | -0.27 | 0.0249 | -0.016 | ||
| 7.80 | 9.45 | 8 | 25.5% | 0.71 | 0.0263 | -0.015 | 81 | 2.27 | 2.98 | 336 | 25.1% | -0.29 | 0.0263 | -0.016 | ||
| 7.30 | 8.80 | 37 | 25.8% | 0.68 | 0.0277 | -0.015 | 82 | 2.37 | 3.35 | 29 | 24.4% | -0.32 | 0.0277 | -0.017 | ||
| 6.55 | 8.05 | 19 | 25.0% | 0.65 | 0.0290 | -0.016 | 83 | 2.90 | 3.65 | 39 | 24.6% | -0.35 | 0.0290 | -0.017 | ||
| 6.10 | 7.60 | 8 | 25.6% | 0.62 | 0.0301 | -0.016 | 84 | 3.20 | 4.15 | 102 | 24.5% | -0.38 | 0.0301 | -0.017 | ||
| 5.60 | 6.60 | 29 | 24.6% | 0.59 | 0.0311 | -0.017 | 85 | 3.80 | 4.30 | 24.0K | 24.1% | -0.41 | 0.0310 | -0.017 | ||
| 5.00 | 6.20 | 301 | 24.6% | 0.56 | 0.0318 | -0.017 | 86 | 3.85 | 5.00 | 239 | 23.6% | -0.44 | 0.0318 | -0.017 | ||
| 3.20 | 3.70 | 1 | 542 | 22.7% | 0.43 | 0.0324 | -0.017 | 90 | 5.85 | 6.60 | 296 | 21.5% | -0.57 | 0.0325 | -0.016 | |
| 1.70 | 2.04 | 1 | 605 | 22.3% | 0.29 | 0.0282 | -0.015 | 95 | 9.25 | 10.55 | 28 | 140 | 22.5% | -0.71 | 0.0290 | -0.013 |
| 0.7400 | 1.34 | 1 | 177 | 22.8% | 0.18 | 0.0214 | -0.012 | 100 | 13.50 | 14.80 | 137 | 23.9% | -0.83 | 0.0232 | -0.010 | |
| 0.2500 | 0.7900 | 1 | 115 | 22.9% | 0.11 | 0.0150 | -0.009 | 105 | 17.60 | 19.45 | 17 | 22.9% | -0.91 | 0.0169 | -0.006 | |
| 0 | 0.5400 | 81 | 23.3% | 0.07 | 0.0101 | -0.006 | 110 | 21.90 | 24.60 | 1 | 19.2% | -0.95 | 0.0108 | -0.002 | ||
| 0.0900 | 0.3600 | 11 | 25.8% | 0.04 | 0.0068 | -0.004 | 115 | 26.60 | 29.55 | -0.98 | 0.0060 | 0.000 | ||||
| 0.0300 | 0.3000 | 33 | 27.4% | 0.03 | 0.0045 | -0.003 | 120 | 31.45 | 34.55 | -0.99 | 0.0034 | 0.000 | ||||
| 0 | 0.1400 | 56 | 26.7% | 0.02 | 0.0031 | -0.002 | 125 | 36.25 | 39.55 | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.1200 | 10 | 28.5% | 0.01 | 0.0021 | -0.002 | 130 | 41.40 | 44.55 | -1.00 | 0.0000 | -0.002 | ||||
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 — Jan 15, 2027
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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