AMAT cadena de opciones Applied Materials, Inc.
Cboe delayed options data · a fecha de 15:33 UTC
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 ±39.5% (244.60–563.46) · ATM IV 53.2% · P/C interés abierto 3.25
| 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 | |
| 197.00 | 205.00 | 7 | 57.8% | 0.93 | 0.0006 | -0.020 | 220 | 6.40 | 9.75 | 8 | 106 | 55.5% | -0.07 | 0.0006 | -0.043 | |
| 189.00 | 197.00 | 57.3% | 0.92 | 0.0007 | -0.025 | 230 | 7.85 | 10.25 | 2 | 48 | 54.1% | -0.08 | 0.0007 | -0.047 | ||
| 180.50 | 189.00 | 3 | 56.2% | 0.91 | 0.0008 | -0.031 | 240 | 9.20 | 13.50 | 115 | 54.8% | -0.09 | 0.0008 | -0.052 | ||
| 173.45 | 181.00 | 55.9% | 0.90 | 0.0009 | -0.037 | 250 | 10.90 | 15.55 | 2 | 140 | 54.4% | -0.11 | 0.0009 | -0.057 | ||
| 166.00 | 174.00 | 55.9% | 0.88 | 0.0010 | -0.043 | 260 | 12.85 | 17.75 | 1 | 301 | 54.1% | -0.12 | 0.0010 | -0.062 | ||
| 159.20 | 167.00 | 1 | 55.9% | 0.87 | 0.0010 | -0.049 | 270 | 15.20 | 20.20 | 154 | 53.9% | -0.14 | 0.0010 | -0.067 | ||
| 151.85 | 160.00 | 4 | 55.4% | 0.85 | 0.0011 | -0.055 | 280 | 19.30 | 22.80 | 1 | 45 | 54.5% | -0.15 | 0.0011 | -0.072 | |
| 144.50 | 153.00 | 3 | 54.7% | 0.84 | 0.0012 | -0.060 | 290 | 23.15 | 24.20 | 43 | 214 | 53.9% | -0.17 | 0.0012 | -0.077 | |
| 138.90 | 147.00 | 1 | 55.2% | 0.82 | 0.0013 | -0.066 | 300 | 26.25 | 27.25 | 2 | 448 | 53.9% | -0.18 | 0.0013 | -0.082 | |
| 131.90 | 140.00 | 1 | 54.3% | 0.80 | 0.0013 | -0.071 | 310 | 29.55 | 30.80 | 1 | 145 | 53.8% | -0.20 | 0.0014 | -0.086 | |
| 126.10 | 134.00 | 4 | 54.3% | 0.79 | 0.0014 | -0.076 | 320 | 32.95 | 34.90 | 225 | 53.9% | -0.22 | 0.0015 | -0.090 | ||
| 120.30 | 129.00 | 9 | 54.6% | 0.77 | 0.0015 | -0.081 | 330 | 36.70 | 38.45 | 198 | 53.6% | -0.24 | 0.0015 | -0.094 | ||
| 114.35 | 123.00 | 6 | 54.1% | 0.75 | 0.0016 | -0.085 | 340 | 40.65 | 42.50 | 3 | 1,618 | 53.5% | -0.26 | 0.0016 | -0.098 | |
| 109.45 | 117.00 | 5 | 54.0% | 0.73 | 0.0016 | -0.089 | 350 | 44.85 | 46.85 | 1 | 505 | 53.4% | -0.28 | 0.0017 | -0.101 | |
| 103.95 | 112.00 | 11 | 53.8% | 0.71 | 0.0017 | -0.093 | 360 | 49.20 | 51.35 | 3 | 147 | 53.3% | -0.30 | 0.0017 | -0.104 | |
| 99.20 | 106.75 | 53.7% | 0.70 | 0.0017 | -0.096 | 370 | 54.00 | 55.90 | 2 | 675 | 53.2% | -0.32 | 0.0018 | -0.107 | ||
| 94.00 | 102.00 | 5 | 53.5% | 0.68 | 0.0018 | -0.100 | 380 | 58.80 | 61.10 | 1 | 753 | 53.1% | -0.33 | 0.0018 | -0.110 | |
| 89.55 | 97.45 | 2 | 53.5% | 0.66 | 0.0018 | -0.102 | 390 | 63.50 | 65.00 | 252 | 52.5% | -0.35 | 0.0019 | -0.112 | ||
| 86.20 | 93.10 | 2 | 9 | 53.8% | 0.64 | 0.0018 | -0.105 | 400 | 67.20 | 72.35 | 1 | 1,107 | 52.5% | -0.37 | 0.0020 | -0.114 |
| 82.00 | 88.95 | 3 | 6 | 53.7% | 0.62 | 0.0019 | -0.107 | 410 | 72.75 | 77.35 | 45 | 209 | 52.3% | -0.39 | 0.0020 | -0.116 |
| 77.60 | 85.00 | 48 | 53.5% | 0.60 | 0.0019 | -0.109 | 420 | 78.10 | 83.05 | 43 | 199 | 52.1% | -0.41 | 0.0020 | -0.117 | |
| 74.70 | 80.10 | 72 | 53.4% | 0.58 | 0.0019 | -0.111 | 430 | 83.00 | 89.15 | 96 | 51.8% | -0.43 | 0.0020 | -0.118 | ||
| 71.30 | 76.50 | 37 | 53.5% | 0.57 | 0.0019 | -0.112 | 440 | 89.10 | 95.45 | 105 | 51.8% | -0.45 | 0.0021 | -0.119 | ||
| 67.50 | 72.40 | 2 | 266 | 53.1% | 0.55 | 0.0019 | -0.113 | 450 | 96.40 | 101.80 | 443 | 52.1% | -0.47 | 0.0021 | -0.120 | |
| 64.40 | 70.90 | 1 | 48 | 53.8% | 0.53 | 0.0020 | -0.114 | 460 | 102.00 | 108.75 | 75 | 51.9% | -0.49 | 0.0021 | -0.120 | |
| 61.35 | 67.80 | 30 | 53.8% | 0.52 | 0.0020 | -0.115 | 470 | 108.00 | 115.40 | 67 | 51.7% | -0.51 | 0.0021 | -0.120 | ||
| 57.95 | 64.80 | 17 | 53.6% | 0.50 | 0.0020 | -0.115 | 480 | 115.00 | 121.65 | 56 | 51.5% | -0.53 | 0.0022 | -0.120 | ||
| 55.00 | 61.40 | 1 | 36 | 53.4% | 0.48 | 0.0020 | -0.115 | 490 | 122.00 | 129.25 | 40 | 32 | 51.7% | -0.54 | 0.0022 | -0.120 |
| 53.10 | 59.00 | 113 | 53.8% | 0.47 | 0.0020 | -0.115 | 500 | 129.00 | 136.45 | 40 | 51.6% | -0.56 | 0.0022 | -0.119 | ||
| 48.10 | 52.45 | 5 | 84 | 53.3% | 0.44 | 0.0019 | -0.114 | 520 | 144.00 | 151.50 | 2 | 53 | 51.8% | -0.60 | 0.0022 | -0.118 |
| 43.15 | 49.80 | 1 | 57 | 53.8% | 0.41 | 0.0019 | -0.113 | 540 | 159.00 | 166.75 | 15 | 51.6% | -0.63 | 0.0022 | -0.116 | |
| 39.90 | 44.00 | 63 | 53.6% | 0.38 | 0.0019 | -0.111 | 560 | 175.00 | 182.80 | 55 | 51.8% | -0.66 | 0.0022 | -0.113 | ||
| 36.35 | 37.85 | 1 | 105 | 52.8% | 0.35 | 0.0018 | -0.109 | 580 | 191.00 | 200.00 | 43 | 52.0% | -0.69 | 0.0021 | -0.110 | |
| 32.95 | 34.35 | 2 | 373 | 52.8% | 0.33 | 0.0018 | -0.106 | 600 | 208.00 | 217.00 | 19 | 52.3% | -0.72 | 0.0021 | -0.106 | |
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 17, 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.
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