CCL cadena de opciones Carnival Corporation & plc
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 ±16.0% (20.00–27.64) · ATM IV 43.8% · P/C interés abierto 2.16
| 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 | |
| 10.10 | 13.20 | 2 | 68.2% | 0.99 | 0.0033 | 0.000 | 12.5 | 0 | 0.0900 | 84 | 69.4% | -0.01 | 0.0033 | -0.001 | ||
| 8.45 | 9.35 | 3 | 12 | 0.97 | 0.0093 | -0.001 | 15 | 0.0100 | 0.1100 | 280 | 723 | 54.3% | -0.02 | 0.0094 | -0.002 | |
| 6.10 | 6.75 | 122 | 41.8% | 0.93 | 0.0247 | -0.004 | 17.5 | 0.0300 | 0.2200 | 688 | 44.8% | -0.07 | 0.0248 | -0.005 | ||
| 4.85 | 5.75 | 30 | 51.3% | 0.87 | 0.0393 | -0.006 | 19 | 0.2900 | 0.4200 | 10 | 97 | 47.2% | -0.13 | 0.0396 | -0.007 | |
| 4.05 | 4.65 | 22 | 44.8% | 0.82 | 0.0503 | -0.008 | 20 | 0.4700 | 0.6000 | 18 | 438 | 46.3% | -0.18 | 0.0508 | -0.008 | |
| 3.30 | 3.90 | 165 | 41.1% | 0.76 | 0.0613 | -0.009 | 21 | 0.7600 | 0.7900 | 22 | 2,987 | 45.5% | -0.24 | 0.0619 | -0.010 | |
| 2.57 | 2.84 | 6 | 278 | 45.5% | 0.65 | 0.0750 | -0.011 | 22.5 | 1.25 | 1.35 | 12 | 3,039 | 44.7% | -0.35 | 0.0760 | -0.011 |
| 1.70 | 2.01 | 173 | 927 | 43.2% | 0.53 | 0.0823 | -0.012 | 24 | 1.87 | 2.06 | 155 | 4,154 | 44.4% | -0.47 | 0.0839 | -0.012 |
| 1.34 | 1.58 | 123 | 686 | 42.5% | 0.45 | 0.0826 | -0.012 | 25 | 2.44 | 2.83 | 3 | 16.8K | 45.0% | -0.55 | 0.0847 | -0.012 |
| 1.05 | 1.16 | 23 | 1,368 | 42.8% | 0.37 | 0.0795 | -0.011 | 26 | 3.05 | 3.40 | 1,822 | 43.3% | -0.63 | 0.0820 | -0.011 | |
| 0.5700 | 1.01 | 7 | 2,047 | 40.3% | 0.30 | 0.0737 | -0.010 | 27 | 3.60 | 4.40 | 18 | 17.3K | 44.4% | -0.70 | 0.0766 | -0.011 |
| 0.5900 | 0.6700 | 14 | 3,083 | 43.2% | 0.25 | 0.0660 | -0.009 | 28 | 4.10 | 4.95 | 334 | 36.0% | -0.77 | 0.0694 | -0.009 | |
| 0.4200 | 0.5100 | 2 | 921 | 43.1% | 0.20 | 0.0576 | -0.008 | 29 | 5.40 | 5.95 | 431 | 46.1% | -0.82 | 0.0614 | -0.008 | |
| 0.3000 | 0.4500 | 48 | 6,412 | 43.5% | 0.15 | 0.0492 | -0.007 | 30 | 6.35 | 6.70 | 32 | 335 | 46.4% | -0.86 | 0.0535 | -0.007 |
| 0.1900 | 0.3300 | 382 | 43.7% | 0.12 | 0.0415 | -0.006 | 31 | 7.20 | 7.80 | 59 | 48.6% | -0.90 | 0.0460 | -0.006 | ||
| 0.1500 | 0.2600 | 1,402 | 44.7% | 0.10 | 0.0348 | -0.005 | 32 | 8.05 | 8.75 | 34 | 47.6% | -0.93 | 0.0390 | -0.005 | ||
| 0.0700 | 0.1800 | 50 | 402 | 43.0% | 0.08 | 0.0290 | -0.004 | 33 | 9.00 | 9.75 | 21 | 49.7% | -0.95 | 0.0346 | -0.004 | |
| 0.1000 | 0.1400 | 1 | 2,229 | 45.7% | 0.06 | 0.0243 | -0.004 | 34 | 9.15 | 11.10 | 1 | -0.96 | 0.0296 | -0.004 | ||
| 0.0200 | 0.2400 | 5 | 638 | 49.3% | 0.05 | 0.0203 | -0.003 | 35 | 10.10 | 12.15 | 2 | -0.98 | 0.0273 | -0.004 | ||
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.