AMT cadena de opciones American Tower 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 ±7.0% (170.10–195.90) · ATM IV 29.4% · P/C interés abierto 0.47
| 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 | |
| 81.20 | 85.40 | 1.00 | 0.0002 | 0.000 | 100 | 0 | 2.15 | 126.1% | -0.00 | 0.0002 | -0.007 | |||||
| 76.20 | 80.50 | 1.00 | 0.0003 | 0.000 | 105 | 0 | 2.15 | 117.3% | -0.00 | 0.0003 | -0.007 | |||||
| 71.80 | 75.40 | 78.9% | 1.00 | 0.0004 | 0.000 | 110 | 0 | 2.15 | 109.0% | -0.00 | 0.0004 | -0.008 | ||||
| 66.40 | 70.30 | 0.99 | 0.0005 | -0.000 | 115 | 0 | 2.15 | 101.0% | -0.01 | 0.0005 | -0.008 | |||||
| 61.40 | 65.00 | 0.99 | 0.0006 | -0.001 | 120 | 0 | 2.15 | 93.2% | -0.01 | 0.0006 | -0.009 | |||||
| 56.70 | 60.50 | 57.0% | 0.99 | 0.0007 | -0.003 | 125 | 0 | 2.15 | 50 | 85.8% | -0.01 | 0.0007 | -0.009 | |||
| 51.50 | 55.50 | 0.99 | 0.0009 | -0.004 | 130 | 0 | 2.15 | 78.6% | -0.01 | 0.0009 | -0.010 | |||||
| 46.40 | 50.20 | 1 | 0.99 | 0.0011 | -0.005 | 135 | 0 | 1.35 | 11 | 64.6% | -0.01 | 0.0011 | -0.011 | |||
| 41.40 | 45.00 | 0.99 | 0.0015 | -0.006 | 140 | 0 | 0.4000 | 328 | 46.6% | -0.01 | 0.0015 | -0.012 | ||||
| 36.60 | 40.20 | 0.98 | 0.0020 | -0.008 | 145 | 0 | 0.9500 | 129 | 48.4% | -0.02 | 0.0020 | -0.013 | ||||
| 32.10 | 35.30 | 18 | 31.9% | 0.98 | 0.0028 | -0.011 | 150 | 0.1000 | 0.2000 | 1 | 619 | 34.6% | -0.02 | 0.0028 | -0.015 | |
| 27.20 | 30.10 | 4 | 22.2% | 0.97 | 0.0043 | -0.016 | 155 | 0.1000 | 0.5500 | 8 | 572 | 34.2% | -0.03 | 0.0043 | -0.020 | |
| 22.40 | 25.30 | 1 | 7 | 26.2% | 0.94 | 0.0071 | -0.027 | 160 | 0.3000 | 0.7000 | 72 | 304 | 31.7% | -0.06 | 0.0071 | -0.030 |
| 17.50 | 21.20 | 33 | 28.2% | 0.89 | 0.0112 | -0.043 | 165 | 0.7000 | 1.30 | 5 | 318 | 31.5% | -0.11 | 0.0113 | -0.046 | |
| 13.60 | 16.60 | 1 | 860 | 28.3% | 0.82 | 0.0161 | -0.063 | 170 | 1.50 | 2.00 | 65 | 650 | 29.9% | -0.18 | 0.0163 | -0.066 |
| 10.00 | 11.80 | 277 | 25.9% | 0.72 | 0.0207 | -0.082 | 175 | 2.35 | 3.60 | 32 | 194 | 30.2% | -0.28 | 0.0210 | -0.085 | |
| 6.90 | 9.00 | 2 | 464 | 27.5% | 0.61 | 0.0241 | -0.095 | 180 | 4.30 | 6.40 | 9 | 124 | 30.4% | -0.39 | 0.0245 | -0.097 |
| 5.60 | 6.00 | 2,895 | 3,423 | 29.5% | 0.49 | 0.0255 | -0.097 | 185 | 6.50 | 7.70 | 136 | 182 | 29.4% | -0.52 | 0.0261 | -0.099 |
| 2.75 | 5.00 | 30 | 782 | 27.2% | 0.37 | 0.0239 | -0.092 | 190 | 8.80 | 11.60 | 1 | 3 | 29.5% | -0.65 | 0.0247 | -0.094 |
| 1.85 | 2.50 | 15 | 223 | 28.0% | 0.26 | 0.0206 | -0.079 | 195 | 12.90 | 15.50 | 5 | 5 | 31.7% | -0.76 | 0.0216 | -0.081 |
| 1.05 | 1.45 | 81 | 1,084 | 27.9% | 0.17 | 0.0163 | -0.060 | 200 | 16.10 | 19.90 | 30.1% | -0.85 | 0.0176 | -0.063 | ||
| 0.2500 | 0.5000 | 20 | 246 | 28.1% | 0.06 | 0.0078 | -0.027 | 210 | 25.40 | 29.20 | 32.8% | -0.98 | 0.0092 | -0.028 | ||
| 0 | 0.1500 | 3 | 20 | 28.5% | 0.02 | 0.0034 | -0.013 | 220 | 35.80 | 39.10 | 43.2% | -1.00 | 0.0000 | -0.022 | ||
| 0 | 0.3500 | 1 | 50 | 37.3% | 0.01 | 0.0017 | -0.008 | 230 | 45.10 | 48.40 | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.7500 | 7 | 48.7% | 0.01 | 0.0010 | -0.005 | 240 | 55.20 | 59.10 | 51.7% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.5500 | 51.9% | 0.00 | 0.0006 | -0.004 | 250 | 65.60 | 68.60 | 56.2% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 2.15 | 1 | 73.0% | 0.00 | 0.0004 | -0.003 | 260 | 75.60 | 79.10 | 69.3% | -1.00 | 0.0000 | -0.022 | |||
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 — Nov 20, 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.