BMY cadena de opciones Bristol-Myers Squibb Company
Cboe delayed options data · a fecha de 09:34 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 ±7.7% (54.29–63.33) · ATM IV 32.4% · P/C interés abierto 0.64
| 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 | |
| 22.75 | 25.30 | 83.3% | 1.00 | 0.0004 | 0.000 | 35 | 0 | 0.0500 | 5 | 73.3% | -0.00 | 0.0004 | -0.001 | |||
| 17.80 | 21.10 | 7 | 93.0% | 1.00 | 0.0012 | 0.000 | 40 | 0 | 0.0200 | 2,003 | 50.5% | -0.00 | 0.0012 | -0.001 | ||
| 12.95 | 15.35 | 8 | 54.0% | 0.99 | 0.0046 | -0.002 | 45 | 0 | 0.0800 | 12 | 48 | 43.3% | -0.01 | 0.0047 | -0.004 | |
| 9.65 | 11.25 | 51.4% | 0.96 | 0.0136 | -0.008 | 49 | 0 | 0.6100 | 7 | 46.8% | -0.04 | 0.0137 | -0.009 | |||
| 8.75 | 9.90 | 16 | 42.8% | 0.94 | 0.0177 | -0.010 | 50 | 0.1200 | 0.4100 | 23 | 2,359 | 41.3% | -0.06 | 0.0178 | -0.011 | |
| 7.70 | 9.45 | 46.4% | 0.92 | 0.0228 | -0.013 | 51 | 0.0100 | 0.5400 | 18 | 37.9% | -0.08 | 0.0229 | -0.014 | |||
| 6.85 | 8.50 | 44.4% | 0.90 | 0.0289 | -0.016 | 52 | 0 | 0.3600 | 2 | 30.5% | -0.10 | 0.0291 | -0.017 | |||
| 6.45 | 8.20 | 45.6% | 0.88 | 0.0323 | -0.017 | 52.5 | 0.2200 | 0.5100 | 2 | 274 | 34.9% | -0.12 | 0.0325 | -0.018 | ||
| 6.05 | 7.80 | 45.3% | 0.87 | 0.0358 | -0.019 | 53 | 0.3100 | 0.5700 | 34.9% | -0.13 | 0.0362 | -0.020 | ||||
| 5.25 | 6.90 | 43.3% | 0.83 | 0.0433 | -0.023 | 54 | 0.4800 | 0.5800 | 7 | 32.8% | -0.17 | 0.0438 | -0.024 | |||
| 4.60 | 5.20 | 91 | 34.9% | 0.78 | 0.0509 | -0.026 | 55 | 0.6600 | 0.9300 | 213 | 7,315 | 33.7% | -0.22 | 0.0514 | -0.027 | |
| 3.95 | 4.50 | 35.4% | 0.72 | 0.0580 | -0.030 | 56 | 0.9300 | 1.16 | 44 | 33.1% | -0.28 | 0.0586 | -0.030 | |||
| 3.35 | 3.75 | 24 | 34.9% | 0.66 | 0.0639 | -0.032 | 57 | 1.22 | 1.46 | 13 | 32.3% | -0.34 | 0.0647 | -0.033 | ||
| 2.97 | 3.35 | 2 | 395 | 33.5% | 0.63 | 0.0663 | -0.033 | 57.5 | 1.28 | 1.60 | 31 | 7,104 | 30.8% | -0.38 | 0.0672 | -0.034 |
| 2.67 | 3.10 | 33.6% | 0.59 | 0.0683 | -0.034 | 58 | 1.59 | 1.89 | 1 | 32.1% | -0.41 | 0.0693 | -0.035 | |||
| 2.05 | 2.62 | 7 | 33.1% | 0.52 | 0.0705 | -0.035 | 59 | 2.02 | 2.35 | 135 | 31.6% | -0.48 | 0.0718 | -0.035 | ||
| 1.79 | 1.88 | 3,981 | 2,127 | 32.4% | 0.45 | 0.0705 | -0.035 | 60 | 2.71 | 2.85 | 156 | 5,312 | 32.2% | -0.55 | 0.0720 | -0.035 |
| 1.38 | 1.66 | 244 | 33.4% | 0.39 | 0.0682 | -0.033 | 61 | 3.15 | 3.55 | 31.4% | -0.62 | 0.0699 | -0.034 | |||
| 1.01 | 1.33 | 282 | 33.0% | 0.32 | 0.0640 | -0.031 | 62 | 3.75 | 4.30 | 31.1% | -0.69 | 0.0660 | -0.032 | |||
| 0.8600 | 1.09 | 238 | 3,727 | 32.0% | 0.29 | 0.0613 | -0.030 | 62.5 | 4.05 | 4.60 | 3,517 | 29.9% | -0.72 | 0.0634 | -0.031 | |
| 0.7700 | 1.00 | 128 | 32.6% | 0.27 | 0.0583 | -0.029 | 63 | 4.50 | 5.35 | 33.8% | -0.75 | 0.0605 | -0.029 | |||
| 0.4200 | 0.8200 | 11 | 31.6% | 0.22 | 0.0518 | -0.026 | 64 | 4.70 | 6.10 | 26.8% | -0.80 | 0.0542 | -0.026 | |||
| 0.4400 | 0.5000 | 303 | 23.9K | 31.8% | 0.17 | 0.0450 | -0.023 | 65 | 6.10 | 6.80 | 398 | 31.4% | -0.84 | 0.0477 | -0.023 | |
| 0.2300 | 0.6400 | 27 | 34.2% | 0.14 | 0.0385 | -0.020 | 66 | 6.45 | 7.90 | 22.1% | -0.88 | 0.0414 | -0.020 | |||
| 0.2100 | 0.3900 | 6 | 33.5% | 0.11 | 0.0325 | -0.017 | 67 | 7.25 | 8.80 | -0.91 | 0.0355 | -0.018 | ||||
| 0.2100 | 0.3800 | 28 | 1,638 | 34.7% | 0.10 | 0.0297 | -0.016 | 67.5 | 8.15 | 9.30 | 100 | 30.8% | -0.92 | 0.0328 | -0.016 | |
| 0.0100 | 0.4500 | 8 | 33.9% | 0.09 | 0.0271 | -0.015 | 68 | 8.20 | 9.75 | -0.93 | 0.0304 | -0.015 | ||||
| 0.1200 | 0.3400 | 1 | 36.5% | 0.07 | 0.0225 | -0.012 | 69 | 9.10 | 10.70 | -0.95 | 0.0252 | -0.013 | ||||
| 0.1000 | 0.2000 | 30 | 7,898 | 35.5% | 0.06 | 0.0186 | -0.010 | 70 | 10.15 | 11.80 | 67 | -0.97 | 0.0226 | -0.011 | ||
| 0.0300 | 0.6200 | 4 | 44.9% | 0.04 | 0.0153 | -0.009 | 71 | 10.75 | 12.80 | -0.98 | 0.0175 | -0.009 | ||||
| 0 | 0.2100 | 7 | 37.4% | 0.04 | 0.0125 | -0.007 | 72 | 11.85 | 14.25 | -0.99 | 0.0116 | -0.008 | ||||
| 0.0600 | 0.1400 | 13 | 2,411 | 38.1% | 0.03 | 0.0114 | -0.007 | 72.5 | 12.35 | 14.75 | -0.99 | 0.0092 | -0.007 | |||
| 0 | 0.2000 | 39.1% | 0.03 | 0.0103 | -0.006 | 73 | 12.85 | 15.05 | -1.00 | 0.0060 | -0.007 | |||||
| 0 | 0.1400 | 1,954 | 42.0% | 0.02 | 0.0070 | -0.004 | 75 | 14.05 | 17.45 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.1300 | 111 | 44.7% | 0.01 | 0.0043 | -0.003 | 77.5 | 17.35 | 19.90 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.1200 | 245 | 48.4% | 0.01 | 0.0027 | -0.002 | 80 | 19.85 | 22.40 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.0100 | 114 | 42.7% | 0.00 | 0.0012 | -0.001 | 85 | 24.85 | 27.35 | -1.00 | 0.0000 | -0.007 | ||||
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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