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 ±6.2% (21.89–24.77) · ATM IV 37.4% · P/C interés abierto 1.65
| 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 | |
| 10.30 | 10.45 | 1 | 121.2% | 0.99 | 0.0032 | 0.000 | 13 | 0 | 0.0700 | 2,201 | 139.5% | -0.01 | 0.0032 | -0.003 | ||
| 8.30 | 8.75 | 35 | 144.6% | 0.99 | 0.0057 | 0.000 | 15 | 0 | 0.0200 | 16.3K | 91.6% | -0.01 | 0.0057 | -0.004 | ||
| 7.20 | 8.15 | 150.4% | 0.99 | 0.0079 | -0.000 | 16 | 0 | 0.0700 | 4 | 94.9% | -0.01 | 0.0079 | -0.004 | |||
| 6.20 | 7.15 | 131.3% | 0.98 | 0.0112 | -0.001 | 17 | 0 | 0.0700 | 100 | 81.6% | -0.02 | 0.0113 | -0.004 | |||
| 5.30 | 5.90 | 3 | 104.0% | 0.98 | 0.0168 | -0.002 | 18 | 0 | 0.0700 | 1,836 | 68.9% | -0.02 | 0.0168 | -0.005 | ||
| 4.25 | 5.00 | 7 | 90.1% | 0.97 | 0.0264 | -0.004 | 19 | 0 | 0.0800 | 100 | 58.1% | -0.03 | 0.0266 | -0.006 | ||
| 3.35 | 4.00 | 221 | 78.2% | 0.95 | 0.0451 | -0.006 | 20 | 0 | 0.0900 | 1 | 7,030 | 47.0% | -0.05 | 0.0453 | -0.007 | |
| 2.31 | 2.98 | 1 | 144 | 58.6% | 0.91 | 0.0849 | -0.009 | 21 | 0.0600 | 0.1000 | 33 | 1,201 | 40.0% | -0.09 | 0.0855 | -0.010 |
| 1.54 | 1.67 | 594 | 38.6% | 0.80 | 0.1572 | -0.016 | 22 | 0.2000 | 0.2300 | 62 | 9,069 | 37.8% | -0.21 | 0.1586 | -0.017 | |
| 0.8900 | 0.9100 | 58 | 212 | 36.7% | 0.60 | 0.2175 | -0.022 | 23 | 0.5100 | 0.5400 | 19 | 10.3K | 36.9% | -0.40 | 0.2199 | -0.023 |
| 0.6400 | 0.6800 | 73 | 153 | 37.6% | 0.49 | 0.2254 | -0.023 | 23.5 | 0.7500 | 0.8000 | 5 | 543 | 37.2% | -0.52 | 0.2283 | -0.023 |
| 0.4400 | 0.4800 | 22 | 3,542 | 37.7% | 0.38 | 0.2152 | -0.022 | 24 | 1.05 | 1.09 | 24 | 34.2K | 36.9% | -0.63 | 0.2186 | -0.022 |
| 0.2900 | 0.3300 | 57 | 281 | 37.9% | 0.28 | 0.1903 | -0.020 | 24.5 | 1.36 | 1.48 | 1 | 1,219 | 36.8% | -0.72 | 0.1939 | -0.020 |
| 0.1900 | 0.2300 | 193 | 8,812 | 38.6% | 0.21 | 0.1576 | -0.017 | 25 | 1.75 | 1.86 | 12 | 12.4K | 35.9% | -0.80 | 0.1610 | -0.016 |
| 0.1200 | 0.1600 | 2 | 730 | 39.3% | 0.14 | 0.1240 | -0.013 | 25.5 | 2.18 | 2.41 | 1 | 95 | 41.4% | -0.87 | 0.1265 | -0.013 |
| 0.0700 | 0.1000 | 64 | 4,171 | 39.2% | 0.10 | 0.0945 | -0.011 | 26 | 2.55 | 2.80 | 15 | 47.0K | 27.9% | -0.91 | 0.0980 | -0.010 |
| 0.0400 | 0.0800 | 3 | 122 | 40.8% | 0.07 | 0.0713 | -0.009 | 26.5 | 2.80 | 3.35 | 64 | -0.94 | 0.0801 | -0.007 | ||
| 0.0300 | 0.0600 | 33 | 4,485 | 42.7% | 0.06 | 0.0546 | -0.007 | 27 | 3.60 | 3.70 | 7 | 12.4K | -0.96 | 0.0663 | -0.006 | |
| 0.0100 | 0.0800 | 2 | 194 | 46.9% | 0.04 | 0.0429 | -0.006 | 27.5 | 3.40 | 4.35 | 17 | -0.97 | 0.0537 | -0.006 | ||
| 0.0200 | 0.0300 | 3 | 11.4K | 46.0% | 0.04 | 0.0346 | -0.005 | 28 | 4.55 | 4.75 | 5 | 13.5K | -0.98 | 0.0425 | -0.006 | |
| 0 | 0.0900 | 247 | 55.0% | 0.03 | 0.0287 | -0.005 | 28.5 | 4.40 | 5.30 | 1 | -0.99 | 0.0320 | -0.007 | |||
| 0.0100 | 0.0300 | 16 | 5,401 | 51.4% | 0.03 | 0.0242 | -0.005 | 29 | 4.95 | 5.80 | 1,217 | -0.99 | 0.0248 | -0.008 | ||
| 0.0100 | 0.0800 | 2 | 62.5% | 0.02 | 0.0208 | -0.004 | 29.5 | 5.40 | 6.35 | -0.99 | 0.0196 | -0.008 | ||||
| 0.0100 | 0.0300 | 26 | 19.4K | 58.1% | 0.02 | 0.0180 | -0.004 | 30 | 6.55 | 6.90 | 5,682 | 75.1% | -0.99 | 0.0155 | -0.008 | |
| 0 | 0.0800 | 115 | 68.3% | 0.02 | 0.0158 | -0.004 | 30.5 | 6.35 | 7.35 | 3 | -1.00 | 0.0121 | -0.009 | |||
| 0.0100 | 0.0300 | 4,703 | 64.5% | 0.02 | 0.0140 | -0.004 | 31 | 7.50 | 7.80 | 79 | -1.00 | 0.0095 | -0.009 | |||
| 0 | 0.0700 | 4 | 73.4% | 0.02 | 0.0124 | -0.004 | 31.5 | 7.60 | 8.30 | -1.00 | 0.0074 | -0.010 | ||||
| 0.0100 | 0.0300 | 5 | 7,640 | 70.5% | 0.01 | 0.0111 | -0.004 | 32 | 8.50 | 8.80 | 213 | -1.00 | 0.0057 | -0.010 | ||
| 0 | 0.0200 | 6,937 | 69.9% | 0.01 | 0.0090 | -0.003 | 33 | 8.90 | 9.80 | -1.00 | 0.0031 | -0.011 | ||||
| 0 | 0.0700 | 1,115 | 88.5% | 0.01 | 0.0074 | -0.003 | 34 | 9.90 | 10.80 | -1.00 | 0.0019 | -0.011 | ||||
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 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.