C cadena de opciones Citigroup Inc.
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 ±7.0% (115.56–132.96) · ATM IV 28.1% · P/C interés abierto 1.91
| 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 | |
| 57.50 | 61.50 | 13 | 103.0% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 1.35 | 211 | 125.3% | -0.00 | 0.0001 | -0.001 | ||
| 52.55 | 56.50 | 10 | 93.7% | 1.00 | 0.0000 | -0.000 | 70 | 0 | 0.2000 | 125 | 82.5% | -0.00 | 0.0001 | -0.001 | ||
| 47.45 | 51.55 | 2,232 | 80.5% | 1.00 | 0.0000 | -0.000 | 75 | 0 | 2.13 | 221 | 111.8% | -0.00 | 0.0002 | -0.001 | ||
| 43.15 | 45.80 | 33 | 67.5% | 1.00 | 0.0001 | -0.001 | 80 | 0 | 0.0400 | 2 | 1,828 | 53.6% | -0.00 | 0.0004 | -0.002 | |
| 37.45 | 41.55 | 67 | 60.8% | 1.00 | 0.0003 | -0.001 | 85 | 0 | 0.0600 | 560 | 48.9% | -0.00 | 0.0007 | -0.003 | ||
| 32.55 | 36.55 | 117 | 55.8% | 1.00 | 0.0007 | -0.002 | 90 | 0 | 0.0900 | 617 | 44.3% | -0.01 | 0.0012 | -0.005 | ||
| 27.55 | 31.55 | 1 | 300 | 47.1% | 0.99 | 0.0016 | -0.005 | 95 | 0 | 0.1000 | 934 | 38.1% | -0.01 | 0.0023 | -0.008 | |
| 22.55 | 26.65 | 282 | 41.4% | 0.98 | 0.0034 | -0.009 | 100 | 0.0900 | 0.2000 | 11.2K | 3,013 | 37.0% | -0.03 | 0.0044 | -0.012 | |
| 17.95 | 21.15 | 159 | 31.1% | 0.96 | 0.0073 | -0.018 | 105 | 0.1400 | 0.3600 | 53 | 2,772 | 33.1% | -0.05 | 0.0081 | -0.020 | |
| 13.85 | 15.85 | 148 | 31.2% | 0.91 | 0.0145 | -0.030 | 110 | 0.5400 | 0.6500 | 157 | 43.3K | 31.6% | -0.10 | 0.0147 | -0.031 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 113 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 114 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.05 | 11.60 | 2 | 413 | 33.2% | 0.82 | 0.0246 | -0.047 | 115 | 1.20 | 1.49 | 874 | 5,956 | 30.6% | -0.20 | 0.0240 | -0.046 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.25 | 7.15 | 9 | 531 | 28.4% | 0.67 | 0.0340 | -0.060 | 120 | 2.45 | 2.72 | 235 | 6,370 | 28.7% | -0.34 | 0.0334 | -0.059 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 121 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 122 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 123 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 124 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.75 | 4.10 | 495 | 2,533 | 28.1% | 0.49 | 0.0380 | -0.062 | 125 | 4.55 | 5.00 | 392 | 2,602 | 28.0% | -0.52 | 0.0381 | -0.062 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 126 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 127 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 128 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 129 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.85 | 2.02 | 862 | 2,334 | 27.0% | 0.31 | 0.0342 | -0.052 | 130 | 7.55 | 8.30 | 316 | 2,896 | 27.5% | -0.71 | 0.0347 | -0.053 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 131 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 132 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 133 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 134 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7900 | 0.8900 | 953 | 7,253 | 26.4% | 0.16 | 0.0244 | -0.035 | 135 | 10.95 | 12.50 | 62 | 3,035 | 25.4% | -0.85 | 0.0245 | -0.035 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 136 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 137 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 138 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 139 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2800 | 0.3500 | 748 | 4,174 | 26.0% | 0.08 | 0.0143 | -0.020 | 140 | 15.50 | 17.35 | 14 | 1,081 | 27.7% | -0.94 | 0.0136 | -0.019 |
| 0.0500 | 0.3400 | 64 | 4,097 | 28.7% | 0.04 | 0.0078 | -0.012 | 145 | 19.15 | 22.75 | 219 | -0.97 | 0.0068 | -0.010 | ||
| 0.0400 | 0.1400 | 38 | 7,743 | 29.7% | 0.02 | 0.0045 | -0.008 | 150 | 24.00 | 28.00 | 138 | -0.99 | 0.0036 | -0.006 | ||
| 0 | 0.2800 | 1,577 | 36.3% | 0.01 | 0.0029 | -0.006 | 155 | 29.75 | 32.95 | 83 | 42.6% | -0.99 | 0.0022 | -0.004 | ||
| 0 | 0.1000 | 1 | 3,480 | 35.1% | 0.01 | 0.0020 | -0.005 | 160 | 34.75 | 38.05 | 49.0% | -0.99 | 0.0015 | -0.003 | ||
| 0 | 0.0900 | 1,207 | 38.2% | 0.01 | 0.0015 | -0.004 | 165 | 39.70 | 43.05 | 53.1% | -1.00 | 0.0010 | -0.003 | |||
| 0 | 0.0700 | 534 | 40.5% | 0.01 | 0.0011 | -0.003 | 170 | 44.70 | 47.40 | -1.00 | 0.0007 | -0.002 | ||||
| 0 | 0.0600 | 279 | 43.0% | 0.00 | 0.0008 | -0.003 | 175 | 49.70 | 53.00 | 61.3% | -1.00 | 0.0005 | -0.002 | |||
| 0 | 0.0500 | 154 | 45.2% | 0.00 | 0.0006 | -0.002 | 180 | 54.70 | 58.00 | 65.6% | -1.00 | 0.0004 | -0.001 | |||
| 0 | 0.3500 | 132 | 60.9% | 0.00 | 0.0005 | -0.002 | 185 | 59.70 | 63.00 | 69.7% | -1.00 | 0.0003 | -0.001 | |||
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.
callsputs