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 ±27.4% (17.05–29.90) · ATM IV 44.7% · P/C interés abierto 0.72
| 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 | |
| 8.75 | 9.50 | 1 | 52.9% | 0.90 | 0.0168 | -0.002 | 15 | 0.4200 | 0.5000 | 10 | 50 | 51.5% | -0.09 | 0.0169 | -0.003 | |
| 7.90 | 8.85 | 53.6% | 0.88 | 0.0206 | -0.003 | 16 | 0.5000 | 0.7000 | 50.1% | -0.11 | 0.0208 | -0.004 | ||||
| 7.15 | 7.75 | 48.9% | 0.85 | 0.0246 | -0.004 | 17 | 0.4600 | 0.9000 | 46.5% | -0.14 | 0.0249 | -0.004 | ||||
| 6.45 | 7.30 | 17 | 51.7% | 0.82 | 0.0288 | -0.004 | 18 | 0.6700 | 1.11 | 11 | 45.7% | -0.18 | 0.0292 | -0.005 | ||
| 5.70 | 6.55 | 49.8% | 0.78 | 0.0329 | -0.005 | 19 | 0.7000 | 1.82 | 92 | 47.1% | -0.21 | 0.0335 | -0.005 | |||
| 5.05 | 5.45 | 2 | 45.2% | 0.74 | 0.0368 | -0.005 | 20 | 1.41 | 1.70 | 624 | 46.1% | -0.25 | 0.0376 | -0.006 | ||
| 4.65 | 5.20 | 135 | 49.3% | 0.70 | 0.0403 | -0.006 | 21 | 1.76 | 2.11 | 10 | 45.8% | -0.30 | 0.0414 | -0.006 | ||
| 4.00 | 4.25 | 1 | 11 | 45.1% | 0.65 | 0.0434 | -0.006 | 22 | 2.11 | 2.50 | 139 | 44.6% | -0.34 | 0.0447 | -0.007 | |
| 3.45 | 3.75 | 2 | 775 | 44.5% | 0.61 | 0.0458 | -0.006 | 23 | 2.65 | 3.00 | 32 | 44.9% | -0.39 | 0.0474 | -0.007 | |
| 2.95 | 3.30 | 11 | 198 | 43.9% | 0.56 | 0.0474 | -0.007 | 24 | 3.10 | 3.55 | 122 | 44.3% | -0.44 | 0.0494 | -0.007 | |
| 2.65 | 2.95 | 52 | 460 | 44.8% | 0.51 | 0.0484 | -0.007 | 25 | 3.70 | 4.15 | 11 | 44.4% | -0.49 | 0.0507 | -0.007 | |
| 2.21 | 2.61 | 6 | 44.3% | 0.47 | 0.0486 | -0.007 | 26 | 4.40 | 4.80 | 25 | 44.9% | -0.54 | 0.0513 | -0.007 | ||
| 1.90 | 2.12 | 60 | 43.0% | 0.42 | 0.0481 | -0.007 | 27 | 5.05 | 5.40 | 44.1% | -0.58 | 0.0513 | -0.007 | |||
| 1.64 | 2.24 | 17 | 45.9% | 0.38 | 0.0470 | -0.006 | 28 | 5.70 | 6.20 | 44.2% | -0.63 | 0.0506 | -0.006 | |||
| 1.40 | 1.76 | 44.2% | 0.34 | 0.0454 | -0.006 | 29 | 6.40 | 7.15 | 10 | 45.3% | -0.67 | 0.0495 | -0.006 | |||
| 1.17 | 1.52 | 115 | 43.8% | 0.31 | 0.0435 | -0.006 | 30 | 7.30 | 7.65 | 51 | 44.0% | -0.71 | 0.0480 | -0.006 | ||
| 0.9800 | 1.38 | 8 | 44.1% | 0.27 | 0.0413 | -0.006 | 31 | 8.15 | 8.55 | 45.0% | -0.74 | 0.0463 | -0.005 | |||
| 0.8500 | 1.05 | 20 | 77 | 42.9% | 0.25 | 0.0389 | -0.005 | 32 | 8.95 | 9.40 | 161 | 44.8% | -0.78 | 0.0444 | -0.005 | |
| 0.7000 | 0.9000 | 25 | 42.6% | 0.22 | 0.0364 | -0.005 | 33 | 9.80 | 10.30 | 28 | 1 | 45.0% | -0.81 | 0.0424 | -0.005 | |
| 0.6300 | 0.8900 | 8 | 44.1% | 0.20 | 0.0339 | -0.005 | 34 | 10.70 | 11.15 | 44.9% | -0.84 | 0.0404 | -0.004 | |||
| 0.5000 | 0.7800 | 1 | 175 | 43.8% | 0.17 | 0.0315 | -0.004 | 35 | 11.30 | 12.00 | 85 | 39.6% | -0.86 | 0.0384 | -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 — Apr 16, 2027
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.