BBY cadena de opciones Best Buy Co., Inc.

Vencimiento Cboe delayed options data · a fecha de Sep 04, 21:49 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 ±5.8% (84.75–95.20) · ATM IV 34.3% · P/C interés abierto 1.09

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
43.40	46.10				1.00	0.0000	0.000	45	0	2.15		254	245.7%	-0.00	0.0000	-0.001
41.30	43.40				1.00	0.0000	-0.000	47.5	0	2.10		136	227.8%	-0.00	0.0001	-0.001
38.20	40.70		13		1.00	0.0000	-0.000	50	0	0.0500		621	114.8%	-0.00	0.0001	-0.001
35.90	38.60		11		1.00	0.0000	-0.000	52.5	0	2.10		54	197.2%	-0.00	0.0002	-0.001
33.40	36.10		74		1.00	0.0001	-0.000	55	0	0.9500		439	152.2%	-0.00	0.0002	-0.002
30.90	33.70		17		1.00	0.0001	-0.001	57.5	0	0.1000		142	96.8%	-0.00	0.0004	-0.002
28.40	30.70		110		1.00	0.0002	-0.001	60	0	0.9500		622	128.8%	-0.00	0.0006	-0.003
25.90	28.30		216		1.00	0.0004	-0.002	62.5	0	0.1000		107	80.1%	-0.00	0.0009	-0.004
23.70	26.00		225		1.00	0.0007	-0.003	65	0	0.3000		428	85.2%	-0.01	0.0013	-0.005
21.40	23.00		1,612		1.00	0.0012	-0.004	67.5	0	0.9500		141	96.5%	-0.01	0.0021	-0.007
19.50	20.50	3	1,079	58.6%	0.99	0.0020	-0.006	70	0	0.1000	1	819	56.9%	-0.01	0.0033	-0.010
16.30	18.00		501		0.99	0.0033	-0.009	72.5	0	0.4500		1,229	64.3%	-0.02	0.0052	-0.014
14.90	15.40		328	59.0%	0.98	0.0057	-0.013	75	0.0500	0.1500	5	1,685	47.5%	-0.03	0.0083	-0.019
12.50	14.50				0.98	0.0070	-0.015	76	0.0500	0.2000	1	187	46.2%	-0.04	0.0101	-0.022
11.60	13.80				0.97	0.0087	-0.018	77	0	0.3500	2	47	46.1%	-0.05	0.0122	-0.025
11.10	13.30		800		0.97	0.0097	-0.019	77.5	0.0500	0.2000	6	1,952	41.5%	-0.05	0.0135	-0.027
10.90	12.40		127		0.97	0.0108	-0.021	78	0	0.5000	2	205	46.3%	-0.06	0.0148	-0.029
10.00	11.90		17		0.96	0.0134	-0.024	79	0.0500	0.3000	9	32	39.4%	-0.07	0.0180	-0.033
10.00	10.40	9	777	43.9%	0.94	0.0167	-0.029	80	0.1500	0.3500	4,293	7,275	39.3%	-0.08	0.0218	-0.038
7.60	9.90	1	12		0.93	0.0206	-0.033	81	0.1000	1.05		6	45.5%	-0.10	0.0263	-0.043
6.70	8.90		14		0.91	0.0255	-0.039	82	0.2000	0.7500	1	53	38.9%	-0.13	0.0315	-0.048
7.60	8.00	3	2,894	38.3%	0.90	0.0283	-0.042	82.5	0.2500	0.7000	16	289	36.9%	-0.14	0.0344	-0.051
5.80	7.80		3		0.89	0.0313	-0.045	83	0.3000	0.6000	21	40	34.2%	-0.16	0.0375	-0.054
5.80	7.10	1	74	36.5%	0.86	0.0380	-0.052	84	0.5000	0.7000		15	33.5%	-0.20	0.0442	-0.060
5.20	5.90	1	1,149	34.6%	0.82	0.0456	-0.059	85	0.6500	0.9000	4,321	251	32.6%	-0.24	0.0511	-0.067
4.30	5.00	1	29	32.1%	0.77	0.0535	-0.066	86	0.9500	1.15	4	161	32.6%	-0.29	0.0578	-0.072
2.60	4.40		59	24.4%	0.72	0.0611	-0.073	87	1.20	2.00		45	35.8%	-0.35	0.0638	-0.076
3.10	4.00		447	31.7%	0.69	0.0646	-0.076	87.5	1.45	1.65	4	92	32.1%	-0.38	0.0662	-0.078
3.00	3.70		80	33.7%	0.65	0.0676	-0.079	88	1.65	1.90	1	190	32.3%	-0.42	0.0681	-0.080
1.45	3.10	6	201	26.4%	0.58	0.0719	-0.083	89	1.85	4.00	2		41.9%	-0.49	0.0701	-0.081
2.05	2.30	117	730	32.7%	0.51	0.0735	-0.085	90	2.50	3.60		59	35.9%	-0.56	0.0695	-0.080
1.60	2.05	2	7	34.2%	0.44	0.0721	-0.084	91	3.00	5.40			43.9%	-0.62	0.0665	-0.077
1.25	1.50	7	5	33.1%	0.37	0.0682	-0.081	92	3.70	5.70			41.8%	-0.68	0.0617	-0.073
1.05	1.30	2	117	32.6%	0.34	0.0656	-0.079	92.5	4.10	6.40		21	45.1%	-0.71	0.0588	-0.070
0.9500	1.15	1	12	32.9%	0.31	0.0626	-0.076	93	4.50	6.10			40.3%	-0.74	0.0557	-0.068
0.6500	0.9000	3	8	32.6%	0.26	0.0559	-0.070	94	5.10	7.50		1	44.7%	-0.78	0.0493	-0.062
0.5000	0.7000	2	3,210	33.2%	0.21	0.0491	-0.064	95	6.00	8.40		10	47.2%	-0.82	0.0430	-0.056
0.1500	0.8000		1	34.0%	0.17	0.0425	-0.058	96	6.70	9.20			46.4%	-0.85	0.0371	-0.050
0.1000	0.8500		28	37.4%	0.14	0.0366	-0.052	97	7.60	9.30			39.0%	-0.88	0.0318	-0.045
0.1000	0.8500		47	39.0%	0.13	0.0338	-0.049	97.5	8.20	10.00			44.3%	-0.89	0.0294	-0.043
0.2000	0.3000		9	34.0%	0.12	0.0313	-0.046	98	8.50	10.80			47.1%	-0.90	0.0272	-0.040
0.0500	0.4000		17	36.0%	0.10	0.0265	-0.041	99	9.40	12.00			51.5%	-0.91	0.0232	-0.036
0.1000	0.3000	122	762	37.7%	0.08	0.0226	-0.037	100	10.50	12.70		1,296	52.2%	-0.93	0.0198	-0.032
0	0.1500		289	42.0%	0.04	0.0103	-0.020	105	15.60	17.40		4	63.7%	-0.97	0.0092	-0.018
0	0.5500	1	239	65.2%	0.02	0.0050	-0.012	110	20.60	22.40			76.4%	-0.98	0.0046	-0.011
0	0.0500	1	1,137	53.0%	0.01	0.0027	-0.007	115	25.40	27.70			90.0%	-0.99	0.0025	-0.007
0	0.0500		13	60.7%	0.01	0.0015	-0.005	120	30.40	31.30				-0.99	0.0014	-0.004
0	0.7500		157	100.6%	0.00	0.0009	-0.003	125	35.10	37.70			105.0%	-1.00	0.0009	-0.003
0	1.00			116.0%	0.00	0.0006	-0.002	130	40.10	42.70			114.5%	-1.00	0.0006	-0.002

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.

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BBY cadena de opciones Best Buy Co., Inc.

Sonrisa de volatilidad — Sep 18, 2026

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