AVGO cadena de opciones Broadcom Inc.
Cboe delayed options data · a fecha de 21:34 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 ±16.1% (281.41–389.21) · ATM IV 40.8% · P/C interés abierto 0.76
| 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 | |
| 165.30 | 167.95 | 1 | 199 | 67.6% | 0.99 | 0.0002 | 0.000 | 170 | 0.1200 | 0.5200 | 1,131 | 62.8% | -0.01 | 0.0002 | -0.010 | |
| 160.05 | 163.05 | 313 | 62.7% | 0.99 | 0.0002 | 0.000 | 175 | 0.1600 | 0.4800 | 1,766 | 60.3% | -0.01 | 0.0002 | -0.011 | ||
| 154.90 | 158.15 | 392 | 58.7% | 0.99 | 0.0003 | 0.000 | 180 | 0.1900 | 0.5900 | 1 | 2,338 | 59.6% | -0.01 | 0.0003 | -0.013 | |
| 150.35 | 153.25 | 212 | 60.7% | 0.99 | 0.0003 | 0.000 | 185 | 0.1300 | 0.6400 | 1 | 1,098 | 57.1% | -0.01 | 0.0003 | -0.014 | |
| 145.80 | 148.35 | 766 | 61.4% | 0.99 | 0.0004 | 0.000 | 190 | 0.1700 | 0.6500 | 4 | 1,354 | 55.3% | -0.01 | 0.0004 | -0.016 | |
| 140.20 | 143.50 | 1,052 | 54.9% | 0.99 | 0.0004 | 0.000 | 195 | 0.2300 | 0.7800 | 2,199 | 54.8% | -0.01 | 0.0004 | -0.018 | ||
| 135.95 | 138.65 | 3 | 1,801 | 57.8% | 0.98 | 0.0005 | 0.000 | 200 | 0.4600 | 0.7900 | 105 | 4,257 | 54.3% | -0.02 | 0.0005 | -0.020 |
| 126.25 | 128.95 | 1 | 897 | 54.9% | 0.98 | 0.0006 | -0.003 | 210 | 0.5100 | 1.00 | 92 | 1,661 | 51.4% | -0.02 | 0.0006 | -0.025 |
| 117.00 | 119.35 | 1 | 1,219 | 53.8% | 0.97 | 0.0008 | -0.011 | 220 | 0.9000 | 1.30 | 4 | 3,631 | 50.3% | -0.03 | 0.0008 | -0.032 |
| 107.20 | 109.85 | 2 | 652 | 50.6% | 0.96 | 0.0011 | -0.021 | 230 | 1.28 | 1.73 | 79 | 4,167 | 48.8% | -0.04 | 0.0011 | -0.040 |
| 97.95 | 100.45 | 3 | 1,902 | 49.0% | 0.94 | 0.0014 | -0.031 | 240 | 1.79 | 2.24 | 192 | 5,412 | 47.2% | -0.06 | 0.0015 | -0.049 |
| 88.30 | 90.65 | 40 | 2,439 | 45.0% | 0.93 | 0.0019 | -0.044 | 250 | 2.39 | 2.72 | 52 | 5,508 | 45.2% | -0.07 | 0.0019 | -0.059 |
| 79.65 | 82.30 | 1 | 778 | 45.6% | 0.90 | 0.0023 | -0.057 | 260 | 3.40 | 4.30 | 75 | 5,145 | 45.4% | -0.10 | 0.0024 | -0.072 |
| 70.65 | 73.70 | 1,458 | 44.0% | 0.87 | 0.0029 | -0.072 | 270 | 4.60 | 5.30 | 103 | 6,171 | 43.8% | -0.13 | 0.0029 | -0.085 | |
| 62.85 | 65.50 | 5 | 874 | 43.8% | 0.84 | 0.0034 | -0.087 | 280 | 6.30 | 6.90 | 264 | 10.2K | 43.0% | -0.16 | 0.0035 | -0.098 |
| 55.10 | 57.75 | 52 | 720 | 43.1% | 0.80 | 0.0040 | -0.102 | 290 | 8.45 | 9.10 | 273 | 4,441 | 42.5% | -0.20 | 0.0041 | -0.112 |
| 48.15 | 49.60 | 87 | 3,975 | 42.0% | 0.75 | 0.0046 | -0.116 | 300 | 11.15 | 11.80 | 304 | 15.0K | 42.1% | -0.25 | 0.0046 | -0.124 |
| 41.55 | 42.95 | 8 | 2,695 | 41.7% | 0.70 | 0.0051 | -0.128 | 310 | 14.60 | 15.45 | 266 | 6,959 | 42.1% | -0.30 | 0.0052 | -0.135 |
| 35.00 | 36.80 | 61 | 1,833 | 40.9% | 0.65 | 0.0055 | -0.137 | 320 | 18.40 | 18.90 | 516 | 8,329 | 41.5% | -0.36 | 0.0056 | -0.142 |
| 30.15 | 31.25 | 255 | 3,297 | 41.1% | 0.59 | 0.0058 | -0.144 | 330 | 22.05 | 23.80 | 354 | 8,150 | 40.9% | -0.42 | 0.0059 | -0.147 |
| 25.40 | 26.00 | 319 | 4,212 | 40.7% | 0.53 | 0.0060 | -0.147 | 340 | 27.60 | 28.80 | 218 | 6,327 | 40.9% | -0.48 | 0.0061 | -0.149 |
| 21.10 | 21.80 | 962 | 6,007 | 40.5% | 0.47 | 0.0060 | -0.147 | 350 | 32.80 | 34.80 | 162 | 7,731 | 40.6% | -0.54 | 0.0061 | -0.148 |
| 17.45 | 18.45 | 352 | 6,572 | 40.7% | 0.41 | 0.0059 | -0.144 | 360 | 39.05 | 41.30 | 84 | 4,929 | 40.7% | -0.60 | 0.0060 | -0.144 |
| 14.30 | 14.95 | 436 | 8,750 | 40.4% | 0.36 | 0.0056 | -0.138 | 370 | 45.80 | 47.70 | 38 | 2,522 | 40.1% | -0.65 | 0.0058 | -0.138 |
| 11.75 | 12.45 | 476 | 4,128 | 40.6% | 0.31 | 0.0053 | -0.131 | 380 | 53.35 | 55.25 | 16 | 7,576 | 40.4% | -0.70 | 0.0056 | -0.129 |
| 9.15 | 10.20 | 338 | 7,011 | 40.2% | 0.27 | 0.0050 | -0.122 | 390 | 61.15 | 63.30 | 1 | 1,946 | 40.6% | -0.75 | 0.0053 | -0.120 |
| 7.85 | 8.15 | 906 | 14.4K | 40.6% | 0.23 | 0.0046 | -0.112 | 400 | 68.80 | 71.20 | 28 | 3,458 | 39.7% | -0.79 | 0.0049 | -0.111 |
| 6.15 | 7.00 | 113 | 7,128 | 40.8% | 0.20 | 0.0041 | -0.103 | 410 | 77.95 | 79.90 | 7 | 1,123 | 40.5% | -0.83 | 0.0045 | -0.101 |
| 5.05 | 5.70 | 172 | 9,213 | 41.1% | 0.17 | 0.0037 | -0.093 | 420 | 86.35 | 88.75 | 2 | 2,506 | 39.9% | -0.86 | 0.0042 | -0.091 |
| 4.20 | 4.95 | 178 | 6,141 | 41.8% | 0.14 | 0.0033 | -0.084 | 430 | 95.35 | 97.95 | 1 | 853 | 39.7% | -0.89 | 0.0038 | -0.081 |
| 3.40 | 3.75 | 138 | 2,630 | 41.5% | 0.12 | 0.0029 | -0.075 | 440 | 104.70 | 107.85 | 720 | 40.8% | -0.92 | 0.0035 | -0.073 | |
| 2.85 | 3.05 | 269 | 9,496 | 41.9% | 0.10 | 0.0026 | -0.067 | 450 | 114.30 | 117.60 | 10 | 1,325 | 41.6% | -0.94 | 0.0032 | -0.067 |
| 2.29 | 2.63 | 60 | 3,553 | 42.4% | 0.09 | 0.0022 | -0.060 | 460 | 123.90 | 127.05 | 1 | 739 | 40.3% | -0.96 | 0.0029 | -0.058 |
| 1.93 | 2.06 | 49 | 3,611 | 42.5% | 0.07 | 0.0020 | -0.053 | 470 | 133.70 | 136.70 | 231 | -0.97 | 0.0028 | -0.043 | ||
| 1.60 | 2.18 | 57 | 4,041 | 44.1% | 0.06 | 0.0017 | -0.048 | 480 | 143.65 | 146.70 | 106 | 677 | -0.99 | 0.0021 | -0.037 | |
| 0.9500 | 1.74 | 29 | 2,179 | 43.1% | 0.05 | 0.0015 | -0.043 | 490 | 153.65 | 156.55 | 8 | -0.99 | 0.0010 | -0.063 | ||
| 1.15 | 1.21 | 2,857 | 28.6K | 43.9% | 0.05 | 0.0013 | -0.038 | 500 | 163.70 | 166.35 | 1 | 1,355 | -1.00 | 0.0003 | -0.063 | |
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.
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