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 ±4.1% (254.89–276.49) · ATM IV 23.6% · P/C interés abierto 2.32
| 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 | |
| 128.70 | 132.50 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 20 | 187.8% | 0.00 | 0.0000 | 0.000 | ||||
| 123.70 | 127.40 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 13 | 178.9% | 0.00 | 0.0000 | 0.000 | ||||
| 118.70 | 122.20 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.15 | 14 | 170.3% | 0.00 | 0.0000 | 0.000 | ||||
| 114.60 | 117.00 | 1.00 | 0.0000 | 0.000 | 150 | 0 | 2.15 | 26 | 161.9% | 0.00 | 0.0000 | 0.000 | ||||
| 108.80 | 112.60 | 1.00 | 0.0000 | 0.000 | 155 | 0 | 2.15 | 12 | 153.9% | 0.00 | 0.0000 | 0.000 | ||||
| 104.60 | 107.50 | 106.3% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 2.15 | 12 | 146.0% | 0.00 | 0.0000 | 0.000 | |||
| 98.90 | 102.40 | 1.00 | 0.0000 | 0.000 | 165 | 0 | 0.2000 | 39 | 96.7% | 0.00 | 0.0000 | 0.000 | ||||
| 93.80 | 97.40 | 1.00 | 0.0000 | 0.000 | 170 | 0 | 2.15 | 98 | 131.0% | 0.00 | 0.0000 | 0.000 | ||||
| 88.80 | 92.40 | 1.00 | 0.0000 | 0.000 | 175 | 0 | 2.15 | 195 | 123.8% | 0.00 | 0.0000 | 0.000 | ||||
| 83.90 | 86.50 | 1.00 | 0.0000 | 0.000 | 180 | 0 | 2.15 | 67 | 116.8% | 0.00 | 0.0000 | 0.000 | ||||
| 78.80 | 82.40 | 1.00 | 0.0000 | 0.000 | 185 | 0 | 2.15 | 77 | 109.9% | 0.00 | 0.0000 | 0.000 | ||||
| 74.20 | 77.50 | 1.00 | 0.0000 | 0.000 | 190 | 0 | 2.15 | 177 | 103.1% | 0.00 | 0.0000 | 0.000 | ||||
| 68.80 | 72.70 | 1.00 | 0.0000 | 0.000 | 195 | 0 | 2.15 | 103 | 96.5% | 0.00 | 0.0000 | -0.000 | ||||
| 64.70 | 67.80 | 69.3% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 1.75 | 177 | 86.2% | -0.00 | 0.0000 | -0.000 | |||
| 53.90 | 57.40 | 2 | 1.00 | 0.0001 | 0.000 | 210 | 0 | 1.15 | 129 | 67.9% | -0.00 | 0.0001 | -0.001 | |||
| 44.20 | 47.00 | 39 | 1.00 | 0.0003 | 0.000 | 220 | 0 | 0.1000 | 351 | 38.9% | -0.00 | 0.0003 | -0.003 | |||
| 34.00 | 36.70 | 30 | 0.99 | 0.0012 | 0.000 | 230 | 0 | 0.1500 | 14 | 379 | 32.4% | -0.01 | 0.0013 | -0.010 | ||
| 24.90 | 27.40 | 555 | 23.9% | 0.97 | 0.0046 | -0.018 | 240 | 0.1500 | 0.2500 | 46 | 3,178 | 28.1% | -0.03 | 0.0046 | -0.032 | |
| 15.30 | 17.90 | 10 | 583 | 22.9% | 0.89 | 0.0136 | -0.074 | 250 | 0.6500 | 0.7500 | 10 | 2,546 | 25.0% | -0.11 | 0.0137 | -0.083 |
| 8.50 | 9.10 | 15 | 681 | 24.3% | 0.69 | 0.0272 | -0.146 | 260 | 2.40 | 2.85 | 7 | 760 | 23.8% | -0.31 | 0.0275 | -0.151 |
| 3.10 | 3.50 | 7 | 415 | 23.0% | 0.39 | 0.0307 | -0.158 | 270 | 7.00 | 8.00 | 60 | 24.3% | -0.62 | 0.0313 | -0.158 | |
| 0.8000 | 0.9000 | 22 | 825 | 22.6% | 0.15 | 0.0183 | -0.092 | 280 | 14.30 | 16.80 | 18 | 27.9% | -0.87 | 0.0187 | -0.088 | |
| 0.2000 | 0.3500 | 2 | 526 | 25.2% | 0.04 | 0.0066 | -0.034 | 290 | 24.00 | 25.60 | 31.8% | -0.98 | 0.0073 | -0.058 | ||
| 0 | 0.9000 | 86 | 36.2% | 0.01 | 0.0018 | -0.010 | 300 | 33.10 | 36.50 | 40.7% | -1.00 | 0.0000 | -0.106 | |||
| 0 | 0.7500 | 40 | 42.3% | 0.00 | 0.0005 | -0.003 | 310 | 42.60 | 46.50 | 44.5% | -1.00 | 0.0000 | -0.110 | |||
| 0 | 0.4000 | 19 | 44.5% | 0.00 | 0.0001 | -0.001 | 320 | 52.90 | 56.50 | 54.9% | -1.00 | 0.0000 | -0.110 | |||
| 0 | 0.7500 | 10 | 55.8% | 0.00 | 0.0000 | -0.000 | 330 | 62.60 | 66.50 | 58.7% | -1.00 | 0.0000 | -0.110 | |||
| 0 | 0.7500 | 2 | 62.1% | 0.00 | 0.0000 | 0.000 | 340 | 72.60 | 76.50 | 65.2% | -1.00 | 0.0000 | -0.110 | |||
| 0 | 0.7500 | 68.0% | 0.00 | 0.0000 | 0.000 | 350 | 82.90 | 86.50 | 75.3% | -1.00 | 0.0000 | -0.110 | ||||
| 0 | 0.7500 | 73.7% | 0.00 | 0.0000 | 0.000 | 360 | 92.60 | 95.60 | -1.00 | 0.0000 | -0.110 | |||||
| 0 | 1.00 | 82.8% | 0.00 | 0.0000 | 0.000 | 370 | 102.60 | 106.50 | 83.3% | -1.00 | 0.0000 | -0.110 | ||||
| 0 | 1.15 | 1 | 90.3% | 0.00 | 0.0000 | 0.000 | 380 | 112.60 | 116.50 | 88.9% | -1.00 | 0.0000 | -0.110 | |||
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.