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 ±29.9% (26.34–48.84) · ATM IV 34.7% · P/C interés abierto 0.59
| 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 | |
| 15.90 | 20.00 | 3 | 44.1% | 0.93 | 0.0070 | -0.001 | 20 | 0.0500 | 2.90 | 420 | 59.5% | -0.08 | 0.0071 | -0.003 | ||
| 14.00 | 16.80 | 41.5% | 0.90 | 0.0098 | -0.002 | 23 | 0.2000 | 1.50 | 35 | 40.9% | -0.11 | 0.0100 | -0.004 | |||
| 12.30 | 15.40 | 56 | 40.7% | 0.87 | 0.0120 | -0.002 | 25 | 0.7000 | 2.00 | 129 | 42.0% | -0.13 | 0.0124 | -0.004 | ||
| 10.30 | 13.60 | 23 | 42.0% | 0.82 | 0.0158 | -0.003 | 28 | 1.10 | 3.80 | 67 | 44.5% | -0.18 | 0.0163 | -0.005 | ||
| 9.00 | 12.00 | 58 | 40.0% | 0.78 | 0.0184 | -0.004 | 30 | 1.60 | 4.00 | 92 | 41.4% | -0.22 | 0.0189 | -0.005 | ||
| 8.00 | 9.00 | 5 | 23 | 37.4% | 0.72 | 0.0220 | -0.005 | 33 | 3.00 | 4.90 | 64 | 40.9% | -0.29 | 0.0229 | -0.005 | |
| 5.90 | 8.90 | 67 | 36.8% | 0.67 | 0.0243 | -0.005 | 35 | 2.65 | 5.70 | 176 | 36.1% | -0.34 | 0.0254 | -0.006 | ||
| 4.20 | 7.40 | 68 | 35.0% | 0.59 | 0.0271 | -0.005 | 38 | 3.90 | 7.00 | 40 | 34.4% | -0.43 | 0.0286 | -0.006 | ||
| 4.40 | 5.60 | 10 | 227 | 34.8% | 0.54 | 0.0281 | -0.005 | 40 | 4.90 | 8.00 | 137 | 33.4% | -0.48 | 0.0300 | -0.006 | |
| 3.20 | 4.80 | 5 | 13 | 32.8% | 0.49 | 0.0284 | -0.006 | 42 | 6.00 | 9.20 | 23 | 32.7% | -0.54 | 0.0306 | -0.006 | |
| 2.30 | 4.60 | 242 | 34.7% | 0.42 | 0.0280 | -0.005 | 45 | 8.10 | 11.00 | 77 | 31.8% | -0.62 | 0.0308 | -0.005 | ||
| 2.30 | 4.10 | 109 | 36.2% | 0.37 | 0.0273 | -0.005 | 47 | 9.50 | 12.80 | 3 | 32.4% | -0.67 | 0.0306 | -0.005 | ||
| 1.80 | 3.30 | 247 | 36.0% | 0.31 | 0.0257 | -0.005 | 50 | 12.00 | 14.90 | 5 | 31.5% | -0.74 | 0.0303 | -0.004 | ||
| 1.00 | 1.90 | 527 | 33.4% | 0.23 | 0.0220 | -0.004 | 55 | 16.40 | 19.70 | 34.0% | -0.85 | 0.0301 | -0.004 | |||
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 21, 2028
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.