CEG cadena de opciones Constellation Energy Corporation
Cboe delayed options data · a fecha de 15:33 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 ±16.3% (240.16–333.67) · ATM IV 43.9% · P/C interés abierto 1.72
| 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 | |
| 141.30 | 145.30 | 1.00 | 0.0002 | 0.000 | 145 | 0 | 3.70 | 2 | 91.9% | -0.01 | 0.0002 | -0.007 | ||||
| 136.50 | 140.50 | 1 | 0.99 | 0.0002 | 0.000 | 150 | 0 | 3.60 | 35 | 87.5% | -0.01 | 0.0002 | -0.009 | |||
| 131.50 | 135.70 | 1 | 0.99 | 0.0003 | 0.000 | 155 | 0 | 2.65 | 8 | 78.7% | -0.01 | 0.0003 | -0.010 | |||
| 126.90 | 130.50 | 46.0% | 0.99 | 0.0003 | 0.000 | 160 | 0 | 4.70 | 172 | 84.8% | -0.01 | 0.0003 | -0.012 | |||
| 122.00 | 125.60 | 2 | 48.5% | 0.99 | 0.0004 | 0.000 | 165 | 0 | 4.50 | 55 | 80.3% | -0.01 | 0.0004 | -0.014 | ||
| 116.80 | 120.70 | 1 | 0.99 | 0.0005 | 0.000 | 170 | 0 | 4.90 | 104 | 78.2% | -0.01 | 0.0005 | -0.017 | |||
| 112.10 | 115.80 | 3 | 46.6% | 0.98 | 0.0006 | 0.000 | 175 | 0 | 1.05 | 37 | 55.4% | -0.02 | 0.0006 | -0.020 | ||
| 107.20 | 111.00 | 17 | 47.5% | 0.98 | 0.0007 | 0.000 | 180 | 0 | 1.50 | 466 | 55.9% | -0.02 | 0.0007 | -0.023 | ||
| 102.60 | 106.30 | 50.8% | 0.98 | 0.0008 | 0.000 | 185 | 0 | 1.20 | 91 | 51.1% | -0.03 | 0.0009 | -0.026 | |||
| 98.20 | 101.50 | 8 | 52.6% | 0.97 | 0.0010 | 0.000 | 190 | 0.3500 | 1.00 | 349 | 49.4% | -0.03 | 0.0010 | -0.030 | ||
| 93.50 | 96.50 | 1 | 50.8% | 0.96 | 0.0012 | 0.000 | 195 | 0.4000 | 1.40 | 2 | 221 | 49.3% | -0.04 | 0.0012 | -0.035 | |
| 88.10 | 91.80 | 27 | 47.2% | 0.96 | 0.0014 | -0.005 | 200 | 0.4000 | 1.45 | 10 | 3,818 | 46.9% | -0.05 | 0.0014 | -0.040 | |
| 78.60 | 82.40 | 20 | 45.6% | 0.94 | 0.0019 | -0.020 | 210 | 1.00 | 1.90 | 5 | 1,088 | 45.8% | -0.06 | 0.0019 | -0.051 | |
| 70.30 | 73.50 | 22 | 47.4% | 0.91 | 0.0025 | -0.036 | 220 | 1.80 | 2.95 | 2,402 | 45.6% | -0.09 | 0.0025 | -0.064 | ||
| 61.90 | 64.80 | 25 | 47.0% | 0.88 | 0.0032 | -0.054 | 230 | 2.90 | 4.20 | 1 | 1,688 | 44.8% | -0.12 | 0.0032 | -0.078 | |
| 53.40 | 56.20 | 3 | 53 | 45.2% | 0.84 | 0.0040 | -0.073 | 240 | 3.80 | 6.00 | 2 | 665 | 43.3% | -0.16 | 0.0040 | -0.092 |
| 45.90 | 49.00 | 5 | 156 | 45.6% | 0.79 | 0.0048 | -0.091 | 250 | 7.60 | 8.20 | 10 | 991 | 45.1% | -0.21 | 0.0048 | -0.107 |
| 39.10 | 41.90 | 126 | 45.4% | 0.74 | 0.0056 | -0.107 | 260 | 10.30 | 11.00 | 344 | 44.4% | -0.27 | 0.0056 | -0.120 | ||
| 32.70 | 34.00 | 4 | 337 | 43.4% | 0.67 | 0.0062 | -0.121 | 270 | 13.90 | 14.80 | 2 | 3,286 | 44.4% | -0.33 | 0.0063 | -0.130 |
| 26.60 | 29.60 | 5 | 206 | 44.1% | 0.61 | 0.0066 | -0.132 | 280 | 18.20 | 19.20 | 160 | 44.3% | -0.40 | 0.0068 | -0.137 | |
| 21.80 | 24.60 | 9 | 668 | 44.0% | 0.54 | 0.0069 | -0.138 | 290 | 22.90 | 24.20 | 84 | 43.7% | -0.47 | 0.0070 | -0.141 | |
| 18.20 | 19.30 | 12 | 333 | 43.6% | 0.47 | 0.0069 | -0.140 | 300 | 28.50 | 29.90 | 81 | 43.5% | -0.54 | 0.0071 | -0.140 | |
| 14.60 | 15.70 | 2 | 282 | 43.6% | 0.41 | 0.0067 | -0.138 | 310 | 34.80 | 36.40 | 41 | 43.5% | -0.60 | 0.0069 | -0.135 | |
| 11.70 | 12.80 | 3 | 207 | 43.8% | 0.35 | 0.0063 | -0.134 | 320 | 40.80 | 43.80 | 24 | 43.0% | -0.66 | 0.0066 | -0.128 | |
| 9.30 | 11.50 | 3,614 | 45.2% | 0.30 | 0.0059 | -0.127 | 330 | 48.60 | 51.70 | 22 | 43.7% | -0.71 | 0.0062 | -0.118 | ||
| 7.20 | 9.70 | 10 | 1,019 | 45.6% | 0.25 | 0.0054 | -0.118 | 340 | 56.20 | 59.50 | 42 | 42.9% | -0.76 | 0.0057 | -0.107 | |
| 5.70 | 8.60 | 243 | 46.7% | 0.22 | 0.0048 | -0.109 | 350 | 64.70 | 68.60 | 48 | 43.9% | -0.80 | 0.0052 | -0.095 | ||
| 4.50 | 7.40 | 6 | 416 | 47.4% | 0.18 | 0.0043 | -0.100 | 360 | 73.80 | 77.80 | 1 | 45.2% | -0.84 | 0.0047 | -0.083 | |
| 3.70 | 6.10 | 62 | 48.0% | 0.15 | 0.0038 | -0.091 | 370 | 83.00 | 87.10 | 2 | 46.2% | -0.87 | 0.0042 | -0.071 | ||
| 2.95 | 5.00 | 1,030 | 48.3% | 0.13 | 0.0034 | -0.083 | 380 | 92.00 | 95.90 | 44.7% | -0.90 | 0.0038 | -0.059 | |||
| 2.35 | 3.50 | 1 | 72 | 47.3% | 0.11 | 0.0030 | -0.075 | 390 | 101.50 | 105.40 | 44.7% | -0.92 | 0.0034 | -0.048 | ||
| 1.95 | 3.50 | 1 | 178 | 49.3% | 0.09 | 0.0026 | -0.067 | 400 | 111.10 | 115.20 | 1 | 45.0% | -0.94 | 0.0030 | -0.036 | |
| 1.50 | 3.00 | 109 | 49.8% | 0.08 | 0.0023 | -0.060 | 410 | 121.20 | 125.20 | 48.2% | -0.95 | 0.0025 | -0.023 | |||
| 1.10 | 2.80 | 62 | 50.7% | 0.07 | 0.0020 | -0.054 | 420 | 130.80 | 134.90 | -0.97 | 0.0028 | -0.009 | ||||
| 0.8000 | 2.40 | 24 | 51.0% | 0.06 | 0.0018 | -0.049 | 430 | 140.80 | 144.90 | -0.98 | 0.0028 | 0.000 | ||||
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