AEP cadena de opciones American Electric Power Company, Inc.
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 ±3.4% (118.60–126.85) · ATM IV 18.2% · P/C interés abierto 0.76
| 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 | |
| 55.80 | 59.50 | 0.99 | 0.0006 | -0.013 | 65 | 0 | 0.4000 | 1 | 147.6% | -0.01 | 0.0006 | -0.020 | ||||
| 50.90 | 53.50 | 0.99 | 0.0007 | -0.013 | 70 | 0 | 0.4000 | 132.2% | -0.01 | 0.0008 | -0.020 | |||||
| 45.90 | 48.90 | 0.99 | 0.0009 | -0.014 | 75 | 0 | 0.6000 | 70 | 125.8% | -0.01 | 0.0009 | -0.020 | ||||
| 41.00 | 43.30 | 0.99 | 0.0012 | -0.015 | 80 | 0 | 0.6000 | 11 | 111.5% | -0.01 | 0.0012 | -0.020 | ||||
| 36.00 | 38.90 | 0.99 | 0.0016 | -0.016 | 85 | 0 | 0.6000 | 98 | 97.9% | -0.01 | 0.0016 | -0.020 | ||||
| 31.30 | 33.50 | 0.98 | 0.0021 | -0.017 | 90 | 0 | 0.6000 | 141 | 84.9% | -0.02 | 0.0021 | -0.021 | ||||
| 26.30 | 28.90 | 0.98 | 0.0029 | -0.018 | 95 | 0 | 0.6500 | 378 | 73.6% | -0.02 | 0.0030 | -0.021 | ||||
| 20.90 | 24.00 | 1 | 0.98 | 0.0043 | -0.020 | 100 | 0.0500 | 0.2500 | 5 | 171 | 53.0% | -0.03 | 0.0044 | -0.023 | ||
| 16.50 | 19.00 | 3 | 0.97 | 0.0068 | -0.022 | 105 | 0.0500 | 0.7000 | 2 | 88 | 51.1% | -0.03 | 0.0069 | -0.024 | ||
| 11.40 | 13.70 | 1 | 0.95 | 0.0120 | -0.025 | 110 | 0 | 0.7000 | 517 | 38.4% | -0.05 | 0.0121 | -0.027 | |||
| 6.90 | 8.50 | 95 | 0.91 | 0.0255 | -0.031 | 115 | 0.1500 | 0.3000 | 4 | 1,946 | 23.5% | -0.09 | 0.0258 | -0.032 | ||
| 3.70 | 4.10 | 281 | 18.9% | 0.74 | 0.0643 | -0.049 | 120 | 0.7500 | 0.9000 | 5 | 2,189 | 19.7% | -0.26 | 0.0654 | -0.050 | |
| 0.9000 | 1.20 | 304 | 768 | 17.5% | 0.36 | 0.0794 | -0.054 | 125 | 2.75 | 3.40 | 14 | 2,847 | 18.9% | -0.66 | 0.0819 | -0.056 |
| 0.1000 | 0.2500 | 4,060 | 18.2% | 0.10 | 0.0343 | -0.027 | 130 | 7.00 | 8.40 | 671 | 28.8% | -0.93 | 0.0406 | -0.031 | ||
| 0 | 0.2000 | 4 | 1,870 | 24.5% | 0.05 | 0.0148 | -0.019 | 135 | 11.30 | 14.00 | 22 | 39.5% | -0.98 | 0.0162 | -0.022 | |
| 0 | 0.3000 | 1,275 | 34.6% | 0.03 | 0.0084 | -0.017 | 140 | 17.00 | 19.00 | 56.1% | -0.99 | 0.0074 | -0.019 | |||
| 0 | 0.1000 | 1,291 | 35.5% | 0.02 | 0.0053 | -0.015 | 145 | 21.90 | 22.70 | 49.4% | -1.00 | 0.0036 | -0.016 | |||
| 0 | 0.6000 | 2,317 | 55.6% | 0.02 | 0.0036 | -0.013 | 150 | 26.90 | 28.80 | 72.1% | -1.00 | 0.0018 | -0.016 | |||
| 0 | 0.6000 | 126 | 62.7% | 0.01 | 0.0026 | -0.011 | 155 | 31.30 | 33.90 | 74.4% | -1.00 | 0.0008 | -0.015 | |||
| 0 | 0.6000 | 28 | 69.5% | 0.01 | 0.0019 | -0.010 | 160 | 36.70 | 38.90 | 87.3% | -1.00 | 0.0003 | -0.015 | |||
| 0 | 0.6000 | 8 | 75.9% | 0.01 | 0.0015 | -0.009 | 165 | 41.30 | 43.90 | 89.2% | -1.00 | 0.0002 | -0.015 | |||
| 0 | 0.0500 | 2 | 58.8% | 0.01 | 0.0012 | -0.008 | 170 | 46.70 | 48.90 | 101.9% | -1.00 | 0.0001 | -0.015 | |||
| 0 | 0.6000 | 87.9% | 0.01 | 0.0009 | -0.007 | 175 | 51.30 | 54.10 | 105.8% | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.6000 | 93.6% | 0.00 | 0.0007 | -0.006 | 180 | 56.30 | 59.10 | 112.2% | -1.00 | 0.0000 | -0.015 | ||||
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 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.