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 ±31.9% (18.48–35.78) · ATM IV 43.2% · P/C interés abierto 3.88
| 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 | |
| 11.75 | 13.55 | 30 | 50.1% | 0.92 | 0.0104 | -0.001 | 15 | 0.3400 | 0.5700 | 1 | 640 | 50.8% | -0.07 | 0.0097 | -0.003 | |
| 9.30 | 11.00 | 92 | 46.7% | 0.86 | 0.0164 | -0.003 | 18 | 0.8600 | 0.9800 | 12 | 10.2K | 48.3% | -0.12 | 0.0161 | -0.004 | |
| 7.95 | 9.60 | 2 | 528 | 47.3% | 0.81 | 0.0209 | -0.004 | 20 | 1.22 | 1.51 | 5 | 5,641 | 46.9% | -0.17 | 0.0209 | -0.004 |
| 6.70 | 7.50 | 14 | 356 | 49.1% | 0.73 | 0.0272 | -0.005 | 23 | 1.97 | 2.56 | 272 | 44.8% | -0.26 | 0.0278 | -0.005 | |
| 5.60 | 6.00 | 16 | 256 | 46.0% | 0.66 | 0.0307 | -0.005 | 25 | 2.90 | 3.25 | 1,604 | 44.0% | -0.32 | 0.0318 | -0.006 | |
| 4.60 | 4.80 | 42 | 650 | 44.0% | 0.59 | 0.0333 | -0.006 | 27 | 3.80 | 4.10 | 15 | 109 | 42.5% | -0.39 | 0.0349 | -0.006 |
| 3.20 | 3.45 | 5 | 913 | 41.5% | 0.49 | 0.0352 | -0.006 | 30 | 5.35 | 6.40 | 164 | 43.8% | -0.50 | 0.0378 | -0.006 | |
| 2.68 | 3.10 | 4 | 257 | 43.2% | 0.43 | 0.0352 | -0.006 | 32 | 6.50 | 7.90 | 43.6% | -0.57 | 0.0384 | -0.006 | ||
| 1.81 | 2.43 | 4 | 1,243 | 42.8% | 0.34 | 0.0335 | -0.006 | 35 | 8.95 | 9.40 | 82 | 40.8% | -0.67 | 0.0380 | -0.006 | |
| 1.54 | 1.77 | 100 | 394 | 41.8% | 0.29 | 0.0316 | -0.005 | 37 | 10.15 | 11.80 | 43.0% | -0.73 | 0.0370 | -0.005 | ||
| 1.00 | 1.20 | 105 | 40.3% | 0.22 | 0.0279 | -0.004 | 40 | 11.80 | 14.40 | 1 | 36.2% | -0.81 | 0.0348 | -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 — Sep 17, 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.