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 ±7.2% (229.20–264.50) · ATM IV 29.8% · P/C interés abierto 2.46
| 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 | |
| 85.60 | 89.50 | 67.4% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 2.15 | 89.5% | -0.00 | 0.0001 | -0.002 | ||||
| 80.60 | 84.50 | 62.2% | 1.00 | 0.0001 | 0.000 | 165 | 0 | 0.9500 | 72.3% | -0.00 | 0.0001 | -0.003 | ||||
| 75.60 | 79.70 | 61.3% | 1.00 | 0.0002 | 0.000 | 170 | 0 | 2.15 | 9 | 78.9% | -0.00 | 0.0002 | -0.004 | |||
| 70.70 | 74.60 | 56.3% | 1.00 | 0.0003 | 0.000 | 175 | 0 | 2.20 | 4 | 74.2% | -0.00 | 0.0003 | -0.005 | |||
| 66.40 | 69.60 | 60.6% | 0.99 | 0.0005 | 0.000 | 180 | 0 | 0.9500 | 5 | 58.8% | -0.01 | 0.0005 | -0.007 | |||
| 60.70 | 64.40 | 42.3% | 0.99 | 0.0007 | -0.003 | 185 | 0 | 0.5000 | 1 | 63 | 48.9% | -0.01 | 0.0007 | -0.010 | ||
| 55.80 | 59.50 | 1 | 42.4% | 0.99 | 0.0011 | -0.007 | 190 | 0 | 0.5500 | 2 | 86 | 45.7% | -0.01 | 0.0011 | -0.014 | |
| 50.80 | 54.10 | 2 | 0.98 | 0.0015 | -0.013 | 195 | 0 | 0.4500 | 128 | 40.5% | -0.02 | 0.0015 | -0.019 | |||
| 46.60 | 49.30 | 12 | 41.1% | 0.97 | 0.0022 | -0.020 | 200 | 0 | 2.50 | 10 | 213 | 51.7% | -0.03 | 0.0022 | -0.026 | |
| 36.50 | 39.10 | 7 | 29.7% | 0.94 | 0.0042 | -0.041 | 210 | 0.5000 | 0.8000 | 8 | 2,027 | 36.2% | -0.06 | 0.0043 | -0.046 | |
| 27.80 | 29.70 | 1 | 32 | 32.2% | 0.89 | 0.0076 | -0.070 | 220 | 0.8500 | 1.65 | 20 | 399 | 33.1% | -0.11 | 0.0076 | -0.073 |
| 18.70 | 21.10 | 1 | 563 | 29.3% | 0.79 | 0.0120 | -0.102 | 230 | 2.45 | 3.00 | 33 | 1,685 | 31.6% | -0.21 | 0.0121 | -0.106 |
| 12.60 | 14.30 | 272 | 370 | 31.6% | 0.65 | 0.0163 | -0.129 | 240 | 4.10 | 6.40 | 54 | 492 | 29.6% | -0.35 | 0.0165 | -0.132 |
| 7.50 | 8.10 | 37 | 417 | 30.3% | 0.48 | 0.0182 | -0.135 | 250 | 9.20 | 10.50 | 11 | 82 | 29.3% | -0.53 | 0.0185 | -0.138 |
| 3.80 | 4.10 | 22 | 381 | 29.2% | 0.30 | 0.0163 | -0.116 | 260 | 15.90 | 17.00 | 2 | 29.7% | -0.71 | 0.0169 | -0.118 | |
| 1.65 | 2.55 | 72 | 315 | 30.4% | 0.17 | 0.0119 | -0.083 | 270 | 23.30 | 26.00 | 30.9% | -0.85 | 0.0126 | -0.085 | ||
| 0.6000 | 0.8500 | 23 | 5 | 28.5% | 0.09 | 0.0073 | -0.051 | 280 | 32.20 | 34.80 | 29.9% | -0.94 | 0.0082 | -0.054 | ||
| 0 | 0.7500 | 16 | 4 | 30.2% | 0.04 | 0.0040 | -0.029 | 290 | 41.40 | 45.00 | 30.9% | -0.99 | 0.0040 | -0.031 | ||
| 0 | 0.6000 | 4 | 1 | 34.0% | 0.02 | 0.0021 | -0.015 | 300 | 51.50 | 55.00 | 37.6% | -1.00 | 0.0000 | -0.025 | ||
| 0 | 2.15 | 5 | 49.2% | 0.01 | 0.0010 | -0.008 | 310 | 61.30 | 65.00 | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 1.00 | 47.0% | 0.00 | 0.0005 | -0.004 | 320 | 71.10 | 75.00 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 0.7500 | 49.1% | 0.00 | 0.0003 | -0.002 | 330 | 81.10 | 85.00 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.10 | 63.8% | 0.00 | 0.0001 | -0.001 | 340 | 91.10 | 95.00 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 0.9500 | 59.4% | 0.00 | 0.0001 | -0.001 | 350 | 101.10 | 105.00 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.15 | 72.9% | 0.00 | 0.0000 | -0.000 | 360 | 111.10 | 115.00 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.15 | 77.0% | 0.00 | 0.0000 | -0.000 | 370 | 121.10 | 125.00 | -1.00 | 0.0000 | -0.025 | |||||
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.