BAC cadena de opciones Bank of America Corporation
Cboe delayed options data · a fecha de Oct 19, 21:52 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 ±5.7% (47.51–53.27) · ATM IV 23.9% · P/C interés abierto 0.98
| 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 | |
| 18.45 | 22.60 | 4 | 58.7% | 1.00 | 0.0006 | 0.000 | 30 | 0 | 0.0100 | 1 | 678 | 62.8% | -0.00 | 0.0006 | -0.001 | |
| 14.25 | 16.80 | 7 | 1.00 | 0.0019 | 0.000 | 35 | 0 | 0.0300 | 1,466 | 51.1% | -0.00 | 0.0019 | -0.002 | |||
| 9.60 | 19.60 | 30 | 56.1% | 0.99 | 0.0024 | 0.000 | 36 | 0 | 10.00 | 101 | 216.2% | -0.01 | 0.0024 | -0.002 | ||
| 10.30 | 13.60 | 2 | 67.1% | 0.99 | 0.0052 | -0.001 | 39 | 0 | 0.0800 | 3,200 | 42.7% | -0.01 | 0.0052 | -0.003 | ||
| 9.35 | 11.45 | 10 | 220 | 0.98 | 0.0069 | -0.002 | 40 | 0.0200 | 0.0400 | 17 | 2,444 | 37.5% | -0.02 | 0.0069 | -0.003 | |
| 8.30 | 11.65 | 4 | 57.7% | 0.98 | 0.0093 | -0.003 | 41 | 0 | 0.0500 | 308 | 33.1% | -0.02 | 0.0093 | -0.004 | ||
| 8.25 | 9.85 | 7 | 55.3% | 0.97 | 0.0126 | -0.004 | 42 | 0.0100 | 0.0800 | 15 | 581 | 32.6% | -0.03 | 0.0127 | -0.005 | |
| 7.35 | 8.95 | 80 | 53.2% | 0.96 | 0.0174 | -0.005 | 43 | 0.0500 | 0.1100 | 1,031 | 32.3% | -0.04 | 0.0175 | -0.006 | ||
| 6.35 | 6.90 | 43 | 25.3% | 0.95 | 0.0243 | -0.007 | 44 | 0.0700 | 0.1300 | 42 | 1,450 | 29.8% | -0.05 | 0.0245 | -0.008 | |
| 5.55 | 6.30 | 5 | 151 | 35.7% | 0.92 | 0.0339 | -0.009 | 45 | 0.0900 | 0.1800 | 128 | 5,701 | 27.8% | -0.08 | 0.0342 | -0.010 |
| 4.60 | 5.00 | 1 | 1,077 | 26.7% | 0.89 | 0.0466 | -0.011 | 46 | 0.2200 | 0.2600 | 15.9K | 3,124 | 27.7% | -0.11 | 0.0471 | -0.012 |
| 3.80 | 4.05 | 7 | 176 | 25.8% | 0.84 | 0.0624 | -0.015 | 47 | 0.3300 | 0.3600 | 182 | 8,064 | 26.2% | -0.16 | 0.0631 | -0.015 |
| 3.05 | 3.25 | 4 | 90 | 26.0% | 0.77 | 0.0799 | -0.018 | 48 | 0.5100 | 0.5600 | 275 | 2,422 | 25.5% | -0.23 | 0.0812 | -0.018 |
| 2.31 | 2.61 | 15 | 232 | 26.0% | 0.68 | 0.0967 | -0.020 | 49 | 0.7700 | 0.8200 | 220 | 9,832 | 24.7% | -0.32 | 0.0986 | -0.021 |
| 1.72 | 1.75 | 247 | 2,722 | 23.8% | 0.58 | 0.1095 | -0.022 | 50 | 1.13 | 1.17 | 2,677 | 26.6K | 23.9% | -0.43 | 0.1123 | -0.022 |
| 1.15 | 1.22 | 726 | 22.9% | 0.47 | 0.1147 | -0.021 | 51 | 1.55 | 1.65 | 639 | 22.9% | -0.54 | 0.1186 | -0.022 | ||
| 0.7500 | 0.8100 | 1,005 | 22.5% | 0.36 | 0.1099 | -0.020 | 52 | 2.00 | 2.34 | 21 | 21.9% | -0.66 | 0.1153 | -0.020 | ||
| 0.6200 | 0.6400 | 1,270 | 6,604 | 22.6% | 0.30 | 0.1039 | -0.018 | 52.5 | 2.50 | 2.75 | 264 | 11.0K | 23.9% | -0.72 | 0.1100 | -0.019 |
| 0.4000 | 0.5000 | 108 | 21.5% | 0.25 | 0.0959 | -0.017 | 53 | 2.83 | 3.15 | 3 | 23.7% | -0.77 | 0.1028 | -0.018 | ||
| 0.2600 | 0.3500 | 541 | 22.5% | 0.17 | 0.0766 | -0.013 | 54 | 3.40 | 4.05 | 2 | 21.3% | -0.86 | 0.0853 | -0.014 | ||
| 0.1600 | 0.1800 | 2,373 | 14.0K | 22.2% | 0.11 | 0.0566 | -0.010 | 55 | 4.60 | 4.80 | 86 | 14.8K | 24.1% | -0.93 | 0.0653 | -0.011 |
| 0.0800 | 0.1400 | 41 | 23.0% | 0.07 | 0.0394 | -0.007 | 56 | 4.80 | 5.95 | 1 | -0.98 | 0.0442 | -0.008 | |||
| 0.0200 | 0.0700 | 38 | 21.4% | 0.04 | 0.0268 | -0.005 | 57 | 5.85 | 7.40 | 26.1% | -1.00 | 0.0088 | -0.006 | |||
| 0.0400 | 0.0700 | 754 | 14.7K | 23.6% | 0.03 | 0.0221 | -0.004 | 57.5 | 6.85 | 7.30 | 4,782 | 7,010 | -1.00 | 0.0000 | -0.006 | |
| 0.0300 | 0.0600 | 45 | 24.5% | 0.03 | 0.0184 | -0.003 | 58 | 5.60 | 8.95 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2400 | 28 | 32.3% | 0.02 | 0.0134 | -0.003 | 59 | 6.60 | 9.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0.0100 | 0.0300 | 522 | 19.5K | 26.0% | 0.02 | 0.0102 | -0.002 | 60 | 8.25 | 11.20 | 4,980 | 3,321 | 41.5% | -1.00 | 0.0000 | -0.006 |
| 0 | 0.0900 | 31.7% | 0.01 | 0.0081 | -0.002 | 61 | 8.60 | 11.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0500 | 4 | 31.2% | 0.01 | 0.0066 | -0.002 | 62 | 9.60 | 12.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0300 | 34 | 14.0K | 30.2% | 0.01 | 0.0060 | -0.002 | 62.5 | 11.00 | 12.45 | 1,890 | 1,269 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0800 | 35.5% | 0.01 | 0.0055 | -0.002 | 63 | 10.60 | 13.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0800 | 37.7% | 0.01 | 0.0047 | -0.002 | 64 | 11.60 | 14.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0100 | 27 | 17.7K | 31.1% | 0.01 | 0.0040 | -0.002 | 65 | 14.35 | 14.95 | 1,698 | 1,128 | 49.9% | -1.00 | 0.0000 | -0.006 |
| 0 | 0.0300 | 4,962 | 39.5% | 0.01 | 0.0028 | -0.001 | 67.5 | 15.10 | 18.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0200 | 6,144 | 41.9% | 0.00 | 0.0020 | -0.001 | 70 | 17.60 | 20.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0800 | 1 | 752 | 53.9% | 0.00 | 0.0015 | -0.001 | 72.5 | 20.10 | 23.40 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 4,954 | 46.4% | 0.00 | 0.0011 | -0.001 | 75 | 22.60 | 25.90 | -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 — 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.
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