ALLY cadena de opciones Ally Financial 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 ±11.9% (32.98–41.94) · ATM IV 30.5% · P/C interés abierto 1.95
| 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 | |
| 16.60 | 18.40 | 13 | 0.99 | 0.0023 | 0.000 | 20 | 0 | 0.2500 | 4,036 | 70.6% | -0.01 | 0.0028 | -0.002 | |||
| 13.60 | 15.40 | 11 | 0.98 | 0.0054 | -0.002 | 23 | 0 | 0.1500 | 524 | 51.9% | -0.02 | 0.0052 | -0.003 | |||
| 11.90 | 13.50 | 60 | 54.4% | 0.97 | 0.0083 | -0.002 | 25 | 0 | 0.5500 | 173 | 57.2% | -0.03 | 0.0080 | -0.003 | ||
| 9.10 | 10.40 | 18 | 42.5% | 0.94 | 0.0156 | -0.004 | 28 | 0.0500 | 0.6000 | 53 | 46.0% | -0.06 | 0.0158 | -0.005 | ||
| 7.30 | 8.40 | 110 | 37.2% | 0.90 | 0.0246 | -0.006 | 30 | 0.1500 | 0.5500 | 376 | 38.3% | -0.10 | 0.0250 | -0.007 | ||
| 5.80 | 6.80 | 271 | 39.2% | 0.84 | 0.0367 | -0.008 | 32 | 0.5000 | 0.6500 | 582 | 35.5% | -0.16 | 0.0374 | -0.009 | ||
| 3.50 | 4.10 | 3 | 893 | 32.3% | 0.70 | 0.0578 | -0.011 | 35 | 1.15 | 1.30 | 1,277 | 32.3% | -0.30 | 0.0595 | -0.012 | |
| 3.00 | 3.40 | 47 | 9 | 32.4% | 0.64 | 0.0641 | -0.012 | 36 | 1.50 | 1.85 | 58 | 33.2% | -0.37 | 0.0663 | -0.013 | |
| 2.40 | 2.70 | 31 | 107 | 30.8% | 0.57 | 0.0691 | -0.012 | 37 | 1.75 | 2.10 | 17 | 988 | 30.2% | -0.44 | 0.0719 | -0.013 |
| 1.90 | 2.10 | 14 | 28 | 29.8% | 0.50 | 0.0721 | -0.012 | 38 | 2.35 | 2.60 | 264 | 30.5% | -0.51 | 0.0756 | -0.013 | |
| 1.45 | 1.65 | 5 | 11 | 29.1% | 0.43 | 0.0726 | -0.012 | 39 | 2.95 | 3.10 | 5 | 281 | 29.8% | -0.59 | 0.0771 | -0.013 |
| 1.10 | 1.30 | 144 | 365 | 28.9% | 0.36 | 0.0705 | -0.011 | 40 | 3.60 | 3.90 | 2,764 | 30.6% | -0.66 | 0.0759 | -0.012 | |
| 0.8000 | 0.9500 | 1 | 59 | 28.1% | 0.30 | 0.0660 | -0.010 | 41 | 3.80 | 4.80 | 359 | 27.6% | -0.73 | 0.0720 | -0.011 | |
| 0.6000 | 0.7500 | 541 | 28.4% | 0.24 | 0.0595 | -0.009 | 42 | 4.50 | 5.50 | 270 | 25.1% | -0.80 | 0.0656 | -0.009 | ||
| 0.4000 | 0.6000 | 2 | 92 | 28.4% | 0.19 | 0.0520 | -0.008 | 43 | 5.50 | 6.50 | 21 | 28.2% | -0.86 | 0.0569 | -0.008 | |
| 0.3000 | 0.5000 | 78 | 29.1% | 0.15 | 0.0444 | -0.007 | 44 | 6.20 | 7.40 | 35 | 24.0% | -0.90 | 0.0470 | -0.007 | ||
| 0.2000 | 0.3500 | 533 | 28.6% | 0.12 | 0.0376 | -0.006 | 45 | 7.10 | 8.30 | 182 | -0.92 | 0.0380 | -0.005 | |||
| 0.1000 | 0.4500 | 697 | 31.1% | 0.10 | 0.0321 | -0.005 | 46 | 7.90 | 9.50 | 20 | -0.94 | 0.0310 | -0.005 | |||
| 0.1000 | 0.3500 | 9 | 221 | 31.8% | 0.09 | 0.0277 | -0.005 | 47 | 8.90 | 10.30 | 74 | -0.95 | 0.0254 | -0.004 | ||
| 0.0500 | 0.2000 | 59 | 29.9% | 0.08 | 0.0239 | -0.005 | 48 | 9.80 | 11.50 | 20 | -0.96 | 0.0208 | -0.003 | |||
| 0 | 0.5000 | 502 | 37.0% | 0.07 | 0.0208 | -0.004 | 49 | 10.80 | 12.80 | 6 | 35.7% | -0.97 | 0.0169 | -0.003 | ||
| 0 | 0.3500 | 1 | 598 | 36.1% | 0.06 | 0.0180 | -0.004 | 50 | 11.80 | 13.80 | 36 | 37.8% | -0.98 | 0.0137 | -0.002 | |
| 0 | 0.4000 | 1,201 | 46.3% | 0.03 | 0.0092 | -0.003 | 55 | 16.80 | 18.70 | 42.5% | -0.99 | 0.0043 | 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 — Jan 15, 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.