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 ±4.5% (40.76–44.56) · ATM IV 26.3% · P/C interés abierto 0.27
| 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 | |
| 17.50 | 18.60 | 165.7% | 0.99 | 0.0020 | -0.004 | 25 | 0 | 0.0500 | 126 | 110.4% | -0.01 | 0.0021 | -0.006 | |||
| 12.50 | 13.80 | 125.6% | 0.99 | 0.0051 | -0.006 | 30 | 0 | 0.0500 | 181 | 76.0% | -0.01 | 0.0051 | -0.008 | |||
| 7.60 | 8.80 | 83.6% | 0.96 | 0.0160 | -0.011 | 35 | 0 | 0.2500 | 288 | 61.4% | -0.04 | 0.0161 | -0.011 | |||
| 6.50 | 7.70 | 2 | 69.0% | 0.96 | 0.0210 | -0.012 | 36 | 0 | 0.4500 | 91 | 62.6% | -0.05 | 0.0212 | -0.013 | ||
| 5.60 | 6.80 | 1 | 66.2% | 0.94 | 0.0283 | -0.013 | 37 | 0 | 0.3500 | 148 | 51.5% | -0.06 | 0.0284 | -0.014 | ||
| 4.60 | 5.80 | 15 | 57.5% | 0.93 | 0.0389 | -0.015 | 38 | 0.0500 | 0.1500 | 1,567 | 38.4% | -0.07 | 0.0392 | -0.015 | ||
| 3.70 | 4.60 | 50 | 46.5% | 0.90 | 0.0551 | -0.017 | 39 | 0.0500 | 0.3000 | 4 | 212 | 36.8% | -0.10 | 0.0556 | -0.017 | |
| 2.85 | 3.60 | 57 | 40.9% | 0.86 | 0.0811 | -0.019 | 40 | 0.1500 | 0.3000 | 3 | 1,381 | 31.8% | -0.14 | 0.0819 | -0.019 | |
| 2.05 | 2.60 | 30 | 35.1% | 0.77 | 0.1179 | -0.024 | 41 | 0.2000 | 0.6500 | 35 | 671 | 31.2% | -0.23 | 0.1193 | -0.025 | |
| 1.20 | 1.60 | 7,290 | 7,050 | 26.9% | 0.64 | 0.1520 | -0.029 | 42 | 0.5000 | 0.7000 | 1,512 | 1,054 | 26.5% | -0.37 | 0.1543 | -0.029 |
| 0.7500 | 0.9000 | 224 | 3,838 | 25.8% | 0.48 | 0.1720 | -0.029 | 43 | 0.9000 | 1.25 | 1,896 | 26.8% | -0.53 | 0.1754 | -0.030 | |
| 0.4000 | 0.5000 | 5,909 | 1,199 | 25.7% | 0.31 | 0.1537 | -0.026 | 44 | 1.50 | 2.00 | 140 | 28.1% | -0.70 | 0.1577 | -0.026 | |
| 0.0500 | 0.3000 | 37 | 7,779 | 23.6% | 0.19 | 0.1151 | -0.019 | 45 | 2.00 | 2.70 | 879 | 19.9% | -0.83 | 0.1200 | -0.020 | |
| 0 | 0.1500 | 5 | 3,038 | 24.0% | 0.12 | 0.0787 | -0.016 | 46 | 3.10 | 3.50 | 2 | 166 | -0.89 | 0.0848 | -0.017 | |
| 0 | 0.2500 | 7,534 | 33.0% | 0.08 | 0.0544 | -0.013 | 47 | 3.40 | 5.30 | 66 | 31.1% | -0.94 | 0.0616 | -0.015 | ||
| 0 | 0.4500 | 1 | 362 | 28.0% | 0.06 | 0.0398 | -0.012 | 48 | 4.30 | 5.60 | -0.96 | 0.0474 | -0.014 | |||
| 0 | 0.3500 | 572 | 47.1% | 0.05 | 0.0304 | -0.011 | 49 | 5.30 | 6.70 | -0.97 | 0.0371 | -0.013 | ||||
| 0 | 0.1000 | 3 | 648 | 40.4% | 0.04 | 0.0234 | -0.009 | 50 | 7.10 | 7.50 | -0.98 | 0.0281 | -0.011 | |||
| 0 | 0.3500 | 802 | 54.0% | 0.01 | 0.0050 | -0.003 | 55 | 11.30 | 12.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0500 | 13 | 69.6% | 0.00 | 0.0015 | -0.001 | 60 | 16.50 | 17.70 | -1.00 | 0.0000 | -0.006 | ||||
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.