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 ±5.1% (118.37–131.07) · ATM IV 20.9% · P/C interés abierto 0.56
| 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 | |
| 43.00 | 47.00 | 1 | 73.2% | 0.99 | 0.0010 | -0.004 | 80 | 0 | 0.7500 | 5 | 83.9% | -0.01 | 0.0014 | -0.014 | ||
| 37.90 | 42.00 | 54.9% | 0.99 | 0.0012 | -0.005 | 85 | 0 | 0.6500 | 72.0% | -0.02 | 0.0018 | -0.014 | ||||
| 32.90 | 37.10 | 53.4% | 0.99 | 0.0017 | -0.006 | 90 | 0 | 0.2000 | 22 | 51.6% | -0.02 | 0.0024 | -0.015 | |||
| 28.00 | 32.10 | 10 | 48.7% | 0.99 | 0.0024 | -0.007 | 95 | 0 | 0.7500 | 1 | 55.3% | -0.02 | 0.0033 | -0.015 | ||
| 23.10 | 26.50 | 2 | 0.98 | 0.0035 | -0.009 | 100 | 0 | 0.8000 | 70 | 47.1% | -0.03 | 0.0048 | -0.016 | |||
| 19.10 | 22.20 | 5 | 48.3% | 0.97 | 0.0056 | -0.011 | 105 | 0 | 0.2500 | 1 | 104 | 30.5% | -0.04 | 0.0074 | -0.018 | |
| 14.20 | 17.20 | 18 | 39.1% | 0.96 | 0.0101 | -0.015 | 110 | 0.1500 | 0.4500 | 380 | 432 | 27.9% | -0.07 | 0.0128 | -0.021 | |
| 9.40 | 11.90 | 32 | 28.3% | 0.90 | 0.0216 | -0.025 | 115 | 0.4500 | 1.60 | 210 | 584 | 23.7% | -0.14 | 0.0245 | -0.030 | |
| 5.00 | 7.60 | 8 | 677 | 24.0% | 0.75 | 0.0419 | -0.044 | 120 | 1.20 | 1.75 | 50 | 1,063 | 21.8% | -0.29 | 0.0419 | -0.045 |
| 2.40 | 3.80 | 40 | 1,555 | 22.6% | 0.51 | 0.0555 | -0.052 | 125 | 2.50 | 4.00 | 41 | 2,152 | 19.2% | -0.53 | 0.0521 | -0.048 |
| 1.00 | 1.30 | 358 | 3,704 | 21.3% | 0.26 | 0.0439 | -0.040 | 130 | 6.20 | 7.80 | 2 | 57 | 22.0% | -0.77 | 0.0409 | -0.036 |
| 0.1500 | 0.6000 | 444 | 899 | 21.5% | 0.10 | 0.0234 | -0.022 | 135 | 9.60 | 12.30 | 17 | 15.6% | -0.91 | 0.0218 | -0.019 | |
| 0.0500 | 0.2500 | 5 | 729 | 23.2% | 0.05 | 0.0121 | -0.014 | 140 | 13.80 | 17.20 | 2 | -0.95 | 0.0112 | -0.011 | ||
| 0 | 0.2000 | 6 | 101 | 27.7% | 0.04 | 0.0078 | -0.013 | 145 | 20.40 | 22.80 | 1 | 41.3% | -0.97 | 0.0072 | -0.009 | |
| 0 | 0.7000 | 226 | 39.3% | 0.03 | 0.0055 | -0.012 | 150 | 23.80 | 27.80 | -0.97 | 0.0051 | -0.008 | ||||
| 0 | 0.6500 | 56 | 43.9% | 0.02 | 0.0040 | -0.011 | 155 | 28.80 | 32.70 | -0.98 | 0.0038 | -0.006 | ||||
| 0 | 0.2000 | 32 | 40.2% | 0.02 | 0.0031 | -0.010 | 160 | 33.70 | 37.90 | -0.98 | 0.0029 | -0.005 | ||||
| 0 | 0.6000 | 13 | 52.6% | 0.02 | 0.0024 | -0.009 | 165 | 38.80 | 42.90 | 41.5% | -0.99 | 0.0022 | -0.003 | |||
| 0 | 0.1000 | 1 | 44.1% | 0.01 | 0.0019 | -0.008 | 170 | 43.60 | 47.70 | -0.99 | 0.0018 | -0.002 | ||||
| 0 | 0.6000 | 61.2% | 0.01 | 0.0016 | -0.007 | 175 | 48.60 | 52.70 | -0.99 | 0.0014 | -0.001 | |||||
| 0 | 0.6000 | 65.2% | 0.01 | 0.0013 | -0.007 | 180 | 53.70 | 57.60 | -0.99 | 0.0012 | 0.000 | |||||
| 0 | 0.6000 | 1 | 69.1% | 0.01 | 0.0011 | -0.006 | 185 | 58.70 | 62.60 | -0.99 | 0.0010 | 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 — 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.