C cadena de opciones Citigroup Inc.
Cboe delayed options data · a fecha de 15:34 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 ±8.8% (112.72–134.53) · ATM IV 26.9% · P/C interés abierto 1.98
| 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 | |
| 60.05 | 62.90 | 168 | 91.6% | 1.00 | 0.0000 | 0.000 | 62.5 | 0 | 0.3500 | 5,613 | 79.9% | -0.00 | 0.0002 | -0.001 | ||
| 56.95 | 60.65 | 861 | 74.5% | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.1500 | 7,771 | 67.6% | -0.00 | 0.0002 | -0.002 | ||
| 54.85 | 57.85 | 338 | 74.4% | 1.00 | 0.0001 | 0.000 | 67.5 | 0 | 0.1400 | 1,020 | 63.4% | -0.00 | 0.0003 | -0.002 | ||
| 52.80 | 55.00 | 2,854 | 73.0% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.0300 | 915 | 50.7% | -0.00 | 0.0004 | -0.002 | ||
| 49.85 | 52.50 | 2,134 | 1.00 | 0.0002 | 0.000 | 72.5 | 0 | 0.0500 | 280 | 50.3% | -0.00 | 0.0005 | -0.003 | |||
| 47.35 | 50.00 | 2,675 | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.0800 | 773 | 49.9% | -0.01 | 0.0006 | -0.003 | |||
| 44.55 | 47.95 | 46 | 1.00 | 0.0005 | 0.000 | 77.5 | 0 | 0.1700 | 693 | 51.4% | -0.01 | 0.0008 | -0.004 | |||
| 42.80 | 45.00 | 3,075 | 56.0% | 1.00 | 0.0007 | 0.000 | 80 | 0 | 0.1000 | 1 | 1,388 | 45.2% | -0.01 | 0.0010 | -0.004 | |
| 39.85 | 42.45 | 52 | 0.99 | 0.0010 | 0.000 | 82.5 | 0.0500 | 0.1900 | 268 | 47.5% | -0.01 | 0.0012 | -0.005 | |||
| 37.10 | 40.30 | 893 | 0.99 | 0.0014 | -0.000 | 85 | 0.0500 | 0.2100 | 1,025 | 44.9% | -0.01 | 0.0015 | -0.006 | |||
| 34.90 | 37.60 | 360 | 0.99 | 0.0019 | -0.002 | 87.5 | 0.0500 | 0.2200 | 769 | 42.1% | -0.02 | 0.0019 | -0.007 | |||
| 32.40 | 35.15 | 2,101 | 0.98 | 0.0025 | -0.004 | 90 | 0.0500 | 0.1500 | 3 | 1,617 | 37.4% | -0.02 | 0.0025 | -0.008 | ||
| 29.95 | 32.65 | 107 | 29.3% | 0.98 | 0.0032 | -0.005 | 92.5 | 0.0400 | 0.2100 | 485 | 35.8% | -0.03 | 0.0031 | -0.009 | ||
| 27.85 | 30.10 | 1,091 | 36.6% | 0.97 | 0.0041 | -0.007 | 95 | 0.0900 | 0.3400 | 2,021 | 36.0% | -0.03 | 0.0040 | -0.011 | ||
| 25.10 | 27.65 | 258 | 29.6% | 0.96 | 0.0051 | -0.010 | 97.5 | 0.1500 | 0.4100 | 2,063 | 34.7% | -0.04 | 0.0050 | -0.013 | ||
| 23.25 | 25.10 | 2 | 1,348 | 34.3% | 0.95 | 0.0064 | -0.012 | 100 | 0.2000 | 0.4400 | 50 | 7,289 | 32.5% | -0.05 | 0.0064 | -0.015 |
| 18.40 | 20.25 | 1 | 718 | 29.6% | 0.91 | 0.0102 | -0.019 | 105 | 0.6000 | 0.7700 | 2,067 | 31.7% | -0.09 | 0.0103 | -0.021 | |
| 14.30 | 15.95 | 1,434 | 30.5% | 0.85 | 0.0155 | -0.027 | 110 | 1.18 | 1.37 | 26 | 5,180 | 30.3% | -0.15 | 0.0158 | -0.029 | |
| 10.40 | 11.85 | 1,452 | 29.2% | 0.76 | 0.0217 | -0.036 | 115 | 2.15 | 2.30 | 52 | 3,238 | 28.9% | -0.25 | 0.0222 | -0.038 | |
| 7.35 | 7.75 | 30 | 1,289 | 27.3% | 0.63 | 0.0270 | -0.042 | 120 | 3.70 | 3.85 | 98 | 6,576 | 27.8% | -0.37 | 0.0278 | -0.044 |
| 4.75 | 4.95 | 30 | 1,137 | 26.7% | 0.49 | 0.0295 | -0.044 | 125 | 5.90 | 6.20 | 4 | 5,322 | 27.0% | -0.52 | 0.0307 | -0.046 |
| 2.82 | 2.95 | 35 | 3,990 | 26.2% | 0.35 | 0.0280 | -0.040 | 130 | 9.00 | 9.30 | 15 | 2,472 | 26.7% | -0.67 | 0.0296 | -0.042 |
| 1.47 | 1.65 | 38 | 4,142 | 25.7% | 0.23 | 0.0231 | -0.032 | 135 | 12.15 | 13.75 | 1,734 | 26.5% | -0.80 | 0.0246 | -0.033 | |
| 0.7300 | 0.9000 | 667 | 4,537 | 25.7% | 0.13 | 0.0167 | -0.023 | 140 | 17.00 | 17.45 | 1 | 929 | 25.9% | -0.90 | 0.0171 | -0.021 |
| 0.3700 | 0.4800 | 27 | 2,946 | 26.0% | 0.08 | 0.0110 | -0.015 | 145 | 21.10 | 22.85 | 116 | 27.0% | -0.96 | 0.0098 | -0.011 | |
| 0.2000 | 0.2500 | 3 | 5,984 | 26.6% | 0.04 | 0.0069 | -0.010 | 150 | 25.90 | 28.25 | 356 | 33.2% | -0.98 | 0.0048 | -0.003 | |
| 0.0900 | 0.1300 | 1,900 | 26.9% | 0.03 | 0.0043 | -0.006 | 155 | 30.55 | 33.30 | 23 | 34.3% | -0.99 | 0.0023 | 0.000 | ||
| 0.0200 | 0.0900 | 2,121 | 27.3% | 0.02 | 0.0028 | -0.005 | 160 | 35.15 | 38.10 | 22 | -1.00 | 0.0011 | 0.000 | |||
| 0 | 0.2000 | 1,236 | 32.6% | 0.01 | 0.0020 | -0.004 | 165 | 40.35 | 43.40 | 40.4% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.1800 | 1,212 | 34.9% | 0.01 | 0.0014 | -0.003 | 170 | 45.10 | 48.25 | 2 | -1.00 | 0.0004 | 0.000 | |||
| 0 | 0.1400 | 853 | 36.4% | 0.01 | 0.0011 | -0.002 | 175 | 50.10 | 53.25 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.1000 | 692 | 37.4% | 0.01 | 0.0008 | -0.002 | 180 | 55.30 | 58.40 | 1 | 49.8% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.0900 | 604 | 39.3% | 0.00 | 0.0007 | -0.002 | 185 | 60.30 | 63.15 | 45.6% | -1.00 | 0.0001 | 0.000 | |||
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 — Dec 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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