BKR cadena de opciones Baker Hughes Company
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 ±5.2% (60.36–66.96) · ATM IV 30.0% · P/C interés abierto 0.85
| 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 | |
| 30.60 | 31.70 | 203.9% | 1.00 | 0.0000 | 0.000 | 33 | 0 | 0.3000 | 12 | 167.2% | 0.00 | 0.0000 | 0.000 | |||
| 28.40 | 30.40 | 13 | 208.2% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.3000 | 70 | 153.8% | -0.00 | 0.0000 | -0.000 | ||
| 25.80 | 26.90 | 1 | 1.00 | 0.0000 | 0.000 | 37 | 0 | 0.1000 | 1,738 | 119.8% | -0.00 | 0.0000 | -0.000 | |||
| 23.40 | 25.30 | 76 | 165.3% | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.1000 | 208 | 104.2% | -0.00 | 0.0001 | -0.000 | ||
| 20.50 | 22.70 | 153 | 1.00 | 0.0002 | 0.000 | 42 | 0 | 0.1000 | 94 | 94.4% | -0.00 | 0.0002 | -0.000 | |||
| 17.50 | 20.40 | 198 | 102.6% | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.1500 | 1,132 | 85.4% | -0.00 | 0.0005 | -0.001 | ||
| 16.20 | 18.50 | 290 | 117.3% | 1.00 | 0.0009 | 0.000 | 47 | 0 | 0.0500 | 229 | 65.1% | -0.00 | 0.0009 | -0.001 | ||
| 13.40 | 14.90 | 286 | 88.3% | 1.00 | 0.0025 | 0.000 | 50 | 0 | 0.1000 | 372 | 58.7% | -0.01 | 0.0025 | -0.003 | ||
| 8.50 | 9.40 | 585 | 50.1% | 0.97 | 0.0132 | -0.006 | 55 | 0 | 0.3500 | 1 | 896 | 48.9% | -0.03 | 0.0134 | -0.011 | |
| 4.00 | 4.80 | 12 | 1,197 | 39.4% | 0.83 | 0.0600 | -0.034 | 60 | 0.3500 | 0.4500 | 36 | 5,835 | 32.7% | -0.18 | 0.0607 | -0.036 |
| 0.9500 | 1.40 | 144 | 4,583 | 33.0% | 0.39 | 0.0957 | -0.052 | 65 | 1.85 | 2.40 | 27 | 803 | 26.9% | -0.61 | 0.0977 | -0.052 |
| 0.1500 | 0.2500 | 21 | 5,276 | 34.6% | 0.10 | 0.0385 | -0.024 | 70 | 5.40 | 6.70 | 279 | -0.92 | 0.0423 | -0.021 | ||
| 0 | 0.2500 | 5 | 495 | 47.4% | 0.02 | 0.0102 | -0.008 | 75 | 9.70 | 11.70 | -1.00 | 0.0023 | -0.035 | |||
| 0 | 0.0500 | 309 | 48.6% | 0.01 | 0.0028 | -0.003 | 80 | 14.90 | 16.50 | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 0.1000 | 175 | 65.1% | 0.00 | 0.0009 | -0.001 | 85 | 19.70 | 21.80 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.1000 | 109 | 75.9% | 0.00 | 0.0003 | -0.000 | 90 | 24.90 | 27.60 | -1.00 | 0.0000 | -0.044 | ||||
| 0 | 0.3000 | 4 | 100.6% | 0.00 | 0.0001 | -0.000 | 95 | 29.90 | 31.50 | -1.00 | 0.0000 | -0.044 | ||||
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.