BMY cadena de opciones Bristol-Myers Squibb Company
Cboe delayed options data · a fecha de 18:33 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 ±3.9% (65.19–70.51) · ATM IV 24.0% · P/C interés abierto 0.84
| 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 | |
| 31.55 | 33.15 | 7 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.0200 | 6,687 | 118.5% | -0.00 | 0.0001 | -0.001 | |||
| 29.20 | 30.05 | 9 | 1.00 | 0.0002 | 0.000 | 38 | 0 | 0.0800 | 5,180 | 122.2% | -0.00 | 0.0002 | -0.001 | |||
| 26.60 | 28.60 | 50 | 1.00 | 0.0002 | 0.000 | 40 | 0 | 0.0400 | 8,341 | 103.4% | -0.00 | 0.0003 | -0.001 | |||
| 23.45 | 25.55 | 937 | 1.00 | 0.0004 | 0.000 | 43 | 0 | 0.0900 | 7,586 | 99.9% | -0.00 | 0.0004 | -0.001 | |||
| 21.60 | 23.50 | 3,163 | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.0900 | 3,987 | 90.9% | -0.00 | 0.0005 | -0.001 | |||
| 20.30 | 21.60 | 5,104 | 71.9% | 1.00 | 0.0007 | 0.000 | 47 | 0 | 0.0700 | 4,681 | 79.6% | -0.00 | 0.0007 | -0.002 | ||
| 16.60 | 18.25 | 2,603 | 1.00 | 0.0012 | 0.000 | 50 | 0 | 0.0900 | 1 | 6,619 | 70.0% | -0.00 | 0.0012 | -0.002 | ||
| 14.15 | 16.10 | 1,202 | 1.00 | 0.0020 | 0.000 | 52.5 | 0 | 0.0400 | 3,927 | 53.9% | -0.00 | 0.0020 | -0.003 | |||
| 12.60 | 13.10 | 3 | 7,449 | 0.99 | 0.0034 | 0.000 | 55 | 0 | 0.0200 | 2 | 8,796 | 41.6% | -0.01 | 0.0034 | -0.004 | |
| 10.65 | 12.55 | 1 | 0.99 | 0.0043 | 0.000 | 56 | 0 | 0.1000 | 47.6% | -0.01 | 0.0044 | -0.004 | ||||
| 9.65 | 11.55 | 0.99 | 0.0056 | 0.000 | 57 | 0 | 0.1000 | 43.8% | -0.01 | 0.0057 | -0.005 | |||||
| 10.10 | 11.00 | 2 | 3,953 | 46.8% | 0.99 | 0.0064 | -0.000 | 57.5 | 0 | 0.0400 | 14 | 2,793 | 36.7% | -0.01 | 0.0065 | -0.005 |
| 8.65 | 10.55 | 0.98 | 0.0074 | -0.001 | 58 | 0 | 0.1000 | 5 | 40.1% | -0.01 | 0.0075 | -0.006 | ||||
| 7.65 | 9.55 | 0.98 | 0.0099 | -0.002 | 59 | 0 | 0.1100 | 2 | 37.0% | -0.02 | 0.0100 | -0.007 | ||||
| 7.55 | 8.05 | 26 | 10.7K | 0.97 | 0.0136 | -0.004 | 60 | 0.0200 | 0.0800 | 42 | 6,254 | 32.7% | -0.03 | 0.0138 | -0.008 | |
| 6.00 | 7.40 | 0.96 | 0.0190 | -0.007 | 61 | 0 | 0.1400 | 1 | 30.9% | -0.04 | 0.0192 | -0.010 | ||||
| 5.65 | 6.10 | 2 | 0.95 | 0.0272 | -0.010 | 62 | 0.0300 | 0.1000 | 5 | 9 | 26.6% | -0.05 | 0.0275 | -0.013 | ||
| 5.25 | 5.65 | 76 | 7,141 | 0.94 | 0.0326 | -0.012 | 62.5 | 0.0600 | 0.1200 | 9 | 11.2K | 26.5% | -0.06 | 0.0330 | -0.015 | |
| 3.85 | 5.30 | 5 | 0.92 | 0.0392 | -0.015 | 63 | 0.0900 | 0.1900 | 3 | 39 | 27.1% | -0.08 | 0.0396 | -0.017 | ||
| 2.90 | 4.60 | 43 | 0.88 | 0.0561 | -0.021 | 64 | 0.1800 | 0.2500 | 499 | 25.7% | -0.12 | 0.0566 | -0.023 | |||
| 3.15 | 3.35 | 53 | 10.4K | 22.9% | 0.82 | 0.0769 | -0.028 | 65 | 0.3100 | 0.3900 | 42 | 5,265 | 24.9% | -0.18 | 0.0776 | -0.030 |
| 2.44 | 2.67 | 6 | 64 | 24.7% | 0.73 | 0.0978 | -0.035 | 66 | 0.5400 | 0.6500 | 1 | 233 | 24.9% | -0.27 | 0.0988 | -0.037 |
| 1.82 | 1.92 | 16 | 142 | 24.2% | 0.62 | 0.1136 | -0.041 | 67 | 0.8600 | 0.9900 | 17 | 210 | 24.7% | -0.38 | 0.1149 | -0.042 |
| 1.52 | 1.60 | 59 | 9,914 | 23.8% | 0.57 | 0.1182 | -0.043 | 67.5 | 1.05 | 1.19 | 27 | 470 | 24.3% | -0.44 | 0.1197 | -0.044 |
| 1.26 | 1.35 | 77 | 340 | 23.9% | 0.51 | 0.1202 | -0.044 | 68 | 1.29 | 1.42 | 10 | 10 | 24.1% | -0.50 | 0.1219 | -0.044 |
| 0.8200 | 0.9000 | 28 | 1,153 | 23.5% | 0.39 | 0.1162 | -0.042 | 69 | 1.79 | 2.15 | 110 | 1 | 24.9% | -0.62 | 0.1182 | -0.042 |
| 0.5200 | 0.5700 | 532 | 16.6K | 23.5% | 0.28 | 0.1024 | -0.037 | 70 | 2.42 | 2.95 | 61 | 25.6% | -0.73 | 0.1048 | -0.036 | |
| 0.3200 | 0.4200 | 45 | 24.6% | 0.20 | 0.0827 | -0.030 | 71 | 2.88 | 4.55 | 31.8% | -0.82 | 0.0848 | -0.029 | |||
| 0.1700 | 0.3500 | 2 | 42 | 26.0% | 0.14 | 0.0629 | -0.024 | 72 | 4.20 | 4.60 | 28.5% | -0.88 | 0.0642 | -0.023 | ||
| 0.1200 | 0.2800 | 4 | 1,130 | 26.0% | 0.11 | 0.0543 | -0.022 | 72.5 | 4.50 | 5.20 | 41 | 29.1% | -0.90 | 0.0564 | -0.020 | |
| 0.0800 | 0.2400 | 15 | 26.3% | 0.10 | 0.0469 | -0.020 | 73 | 4.65 | 6.50 | 38.0% | -0.92 | 0.0495 | -0.018 | |||
| 0.0100 | 0.1800 | 2 | 26.6% | 0.07 | 0.0351 | -0.016 | 74 | 5.60 | 7.50 | 41.7% | -0.94 | 0.0410 | -0.014 | |||
| 0.0100 | 0.0700 | 5 | 16.9K | 25.4% | 0.05 | 0.0266 | -0.014 | 75 | 6.70 | 7.60 | 2 | 26.5% | -0.96 | 0.0329 | -0.013 | |
| 0 | 0.1300 | 30.6% | 0.04 | 0.0204 | -0.011 | 76 | 7.60 | 9.50 | 49.9% | -0.98 | 0.0260 | -0.013 | ||||
| 0 | 0.1200 | 33.0% | 0.03 | 0.0158 | -0.010 | 77 | 8.50 | 10.50 | 52.0% | -0.99 | 0.0172 | -0.016 | ||||
| 0 | 0.1100 | 3 | 33.9% | 0.03 | 0.0140 | -0.009 | 77.5 | 9.00 | 11.00 | 53.9% | -0.99 | 0.0139 | -0.017 | |||
| 0 | 0.1200 | 35.8% | 0.03 | 0.0125 | -0.008 | 78 | 9.50 | 11.50 | 55.7% | -0.99 | 0.0112 | -0.017 | ||||
| 0 | 0.0300 | 20 | 1 | 31.6% | 0.02 | 0.0099 | -0.007 | 79 | 10.50 | 12.65 | 62.0% | -1.00 | 0.0065 | -0.020 | ||
| 0 | 0.0400 | 2,293 | 35.1% | 0.02 | 0.0080 | -0.006 | 80 | 11.55 | 13.65 | 66.5% | -1.00 | 0.0034 | -0.022 | |||
| 0 | 0.0200 | 72 | 42.6% | 0.01 | 0.0033 | -0.004 | 85 | 16.50 | 18.65 | 82.0% | -1.00 | 0.0000 | -0.028 | |||
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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