ALL cadena de opciones The Allstate Corporation
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 ±14.7% (208.93–281.03) · ATM IV 26.3% · P/C interés abierto 0.61
| 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 | |
| 90.00 | 94.00 | 33.1% | 0.99 | 0.0006 | 0.000 | 155 | 0 | 2.65 | 42.3% | -0.02 | 0.0007 | -0.006 | ||||
| 85.20 | 89.20 | 32.7% | 0.98 | 0.0008 | 0.000 | 160 | 0 | 1.10 | 33.7% | -0.02 | 0.0009 | -0.007 | ||||
| 81.00 | 83.80 | 31.9% | 0.98 | 0.0011 | 0.000 | 165 | 0 | 1.15 | 2 | 31.9% | -0.03 | 0.0011 | -0.009 | |||
| 76.40 | 79.50 | 33.5% | 0.97 | 0.0014 | -0.000 | 170 | 0 | 2.95 | 36.1% | -0.03 | 0.0014 | -0.011 | ||||
| 71.90 | 74.60 | 32.6% | 0.96 | 0.0017 | -0.003 | 175 | 0 | 2.55 | 32.7% | -0.04 | 0.0017 | -0.013 | ||||
| 66.70 | 69.60 | 29.3% | 0.95 | 0.0020 | -0.006 | 180 | 0.6000 | 1.75 | 11 | 30.0% | -0.05 | 0.0021 | -0.015 | |||
| 62.20 | 65.30 | 4 | 29.8% | 0.94 | 0.0025 | -0.009 | 185 | 1.05 | 2.05 | 61 | 29.8% | -0.07 | 0.0025 | -0.018 | ||
| 57.80 | 60.50 | 28.9% | 0.92 | 0.0030 | -0.013 | 190 | 1.50 | 2.35 | 29.2% | -0.08 | 0.0030 | -0.021 | ||||
| 53.50 | 56.60 | 29.5% | 0.90 | 0.0035 | -0.016 | 195 | 1.95 | 3.10 | 29.1% | -0.10 | 0.0036 | -0.024 | ||||
| 49.40 | 52.00 | 28.9% | 0.88 | 0.0041 | -0.020 | 200 | 2.50 | 3.70 | 6 | 28.6% | -0.12 | 0.0042 | -0.027 | |||
| 41.40 | 44.20 | 28.7% | 0.83 | 0.0053 | -0.028 | 210 | 3.90 | 5.40 | 1 | 27.7% | -0.17 | 0.0054 | -0.033 | |||
| 33.90 | 36.70 | 28.1% | 0.77 | 0.0066 | -0.035 | 220 | 6.00 | 7.90 | 1 | 27.2% | -0.24 | 0.0068 | -0.040 | |||
| 27.30 | 29.70 | 1 | 27.5% | 0.70 | 0.0077 | -0.041 | 230 | 8.90 | 11.10 | 3 | 26.7% | -0.31 | 0.0080 | -0.045 | ||
| 21.20 | 23.00 | 26.3% | 0.61 | 0.0086 | -0.045 | 240 | 12.90 | 15.00 | 1 | 26.3% | -0.40 | 0.0089 | -0.048 | |||
| 16.50 | 18.40 | 79 | 26.6% | 0.53 | 0.0091 | -0.047 | 250 | 17.40 | 19.80 | 25.6% | -0.49 | 0.0096 | -0.049 | |||
| 11.70 | 13.60 | 45 | 25.4% | 0.44 | 0.0091 | -0.046 | 260 | 22.50 | 25.50 | 24.7% | -0.59 | 0.0098 | -0.048 | |||
| 8.00 | 9.90 | 4 | 9 | 24.6% | 0.35 | 0.0087 | -0.043 | 270 | 29.20 | 32.20 | 24.4% | -0.68 | 0.0095 | -0.045 | ||
| 5.30 | 7.50 | 24.5% | 0.28 | 0.0079 | -0.039 | 280 | 36.80 | 39.70 | 24.1% | -0.76 | 0.0087 | -0.039 | ||||
| 3.50 | 5.20 | 24.1% | 0.21 | 0.0069 | -0.034 | 290 | 45.50 | 47.90 | 24.2% | -0.83 | 0.0075 | -0.031 | ||||
| 2.30 | 4.20 | 4 | 24.7% | 0.16 | 0.0058 | -0.028 | 300 | 53.90 | 56.80 | 23.0% | -0.89 | 0.0066 | -0.024 | |||
| 1.45 | 2.85 | 24.4% | 0.12 | 0.0047 | -0.023 | 310 | 63.20 | 66.60 | -0.95 | 0.0072 | -0.025 | |||||
| 0.9500 | 2.10 | 24.7% | 0.09 | 0.0037 | -0.018 | 320 | 72.70 | 76.90 | -0.99 | 0.0023 | -0.034 | |||||
| 0.4000 | 1.25 | 23.6% | 0.06 | 0.0029 | -0.014 | 330 | 82.70 | 86.80 | -1.00 | 0.0000 | -0.034 | |||||
| 0.1500 | 2.75 | 28.6% | 0.04 | 0.0022 | -0.010 | 340 | 92.70 | 96.80 | -1.00 | 0.0000 | -0.034 | |||||
| 0 | 0.5500 | 22.9% | 0.03 | 0.0016 | -0.008 | 350 | 102.70 | 106.80 | -1.00 | 0.0000 | -0.034 | |||||
| 0.0500 | 0.6000 | 25.1% | 0.02 | 0.0012 | -0.006 | 360 | 112.70 | 116.80 | -1.00 | 0.0000 | -0.034 | |||||
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 — Apr 16, 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.