CL cadena de opciones Colgate-Palmolive Company
Cboe delayed options data · a fecha de 12:33 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 ±3.2% (87.20–93.00) · ATM IV 19.1% · P/C interés abierto 0.82
| 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 | |
| 38.90 | 41.90 | 143.1% | 0.99 | 0.0007 | -0.005 | 50 | 0 | 2.15 | 7 | 204.3% | -0.01 | 0.0007 | -0.010 | |||
| 33.90 | 36.70 | 106.2% | 0.99 | 0.0011 | -0.007 | 55 | 0 | 2.15 | 27 | 176.8% | -0.01 | 0.0011 | -0.011 | |||
| 28.90 | 31.70 | 1 | 87.3% | 0.99 | 0.0016 | -0.009 | 60 | 0 | 2.15 | 177 | 151.4% | -0.01 | 0.0016 | -0.013 | ||
| 24.00 | 26.80 | 6 | 82.9% | 0.99 | 0.0025 | -0.011 | 65 | 0 | 2.15 | 260 | 127.8% | -0.01 | 0.0025 | -0.014 | ||
| 19.00 | 21.60 | 65 | 53.8% | 0.98 | 0.0042 | -0.014 | 70 | 0 | 2.10 | 573 | 104.6% | -0.02 | 0.0042 | -0.016 | ||
| 14.30 | 16.50 | 64 | 49.7% | 0.97 | 0.0074 | -0.016 | 75 | 0 | 0.7500 | 646 | 38.8% | -0.03 | 0.0074 | -0.018 | ||
| 9.90 | 12.70 | 27.6% | 0.96 | 0.0128 | -0.019 | 79 | 0 | 0.7500 | 48.4% | -0.04 | 0.0129 | -0.020 | ||||
| 9.40 | 11.60 | 184 | 39.2% | 0.95 | 0.0151 | -0.019 | 80 | 0 | 0.1000 | 4,191 | 29.6% | -0.05 | 0.0152 | -0.021 | ||
| 8.30 | 10.80 | 37.8% | 0.94 | 0.0178 | -0.020 | 81 | 0 | 0.9500 | 44.4% | -0.06 | 0.0180 | -0.021 | ||||
| 7.20 | 10.40 | 41.7% | 0.94 | 0.0214 | -0.021 | 82 | 0 | 0.7500 | 50 | 38.0% | -0.06 | 0.0216 | -0.022 | |||
| 7.20 | 9.50 | 41.1% | 0.93 | 0.0237 | -0.021 | 82.5 | 0 | 0.5500 | 132 | 33.2% | -0.07 | 0.0239 | -0.023 | |||
| 6.00 | 9.10 | 31.1% | 0.93 | 0.0262 | -0.022 | 83 | 0 | 0.9500 | 6 | 37.1% | -0.08 | 0.0265 | -0.023 | |||
| 5.50 | 7.60 | 27.7% | 0.91 | 0.0328 | -0.024 | 84 | 0 | 0.6500 | 29.6% | -0.09 | 0.0331 | -0.025 | ||||
| 5.20 | 6.40 | 2 | 218 | 30.3% | 0.89 | 0.0417 | -0.027 | 85 | 0.1500 | 0.4000 | 679 | 24.8% | -0.12 | 0.0422 | -0.028 | |
| 4.50 | 5.80 | 32.9% | 0.85 | 0.0537 | -0.031 | 86 | 0.2000 | 0.8000 | 8 | 26.2% | -0.15 | 0.0544 | -0.032 | |||
| 3.00 | 5.10 | 26.7% | 0.80 | 0.0682 | -0.036 | 87 | 0.3000 | 0.8500 | 2 | 23.6% | -0.20 | 0.0692 | -0.036 | |||
| 3.20 | 4.50 | 515 | 29.2% | 0.77 | 0.0759 | -0.038 | 87.5 | 0.4000 | 0.6000 | 4 | 883 | 20.2% | -0.24 | 0.0771 | -0.039 | |
| 2.70 | 3.50 | 1 | 23.0% | 0.73 | 0.0835 | -0.041 | 88 | 0.5000 | 0.7000 | 1 | 4 | 19.7% | -0.28 | 0.0848 | -0.042 | |
| 1.80 | 2.70 | 20.2% | 0.64 | 0.0964 | -0.045 | 89 | 0.7500 | 1.00 | 4 | 31 | 19.0% | -0.37 | 0.0982 | -0.046 | ||
| 1.00 | 2.05 | 7 | 2,215 | 18.2% | 0.54 | 0.1036 | -0.048 | 90 | 1.10 | 1.65 | 14 | 1,691 | 20.0% | -0.47 | 0.1059 | -0.049 |
| 1.00 | 1.90 | 15 | 19 | 23.5% | 0.44 | 0.1034 | -0.047 | 91 | 1.50 | 2.10 | 5 | 18.5% | -0.57 | 0.1062 | -0.048 | |
| 0.8000 | 1.50 | 1 | 17 | 24.7% | 0.34 | 0.0960 | -0.044 | 92 | 2.10 | 3.30 | 38 | 22.2% | -0.67 | 0.0988 | -0.045 | |
| 0.6500 | 0.9000 | 15 | 1,367 | 21.5% | 0.29 | 0.0901 | -0.041 | 92.5 | 2.50 | 3.10 | 2 | 504 | 18.2% | -0.72 | 0.0929 | -0.042 |
| 0.5000 | 1.00 | 17 | 23.3% | 0.25 | 0.0832 | -0.038 | 93 | 2.85 | 3.50 | 5 | 17.9% | -0.76 | 0.0861 | -0.039 | ||
| 0.0500 | 0.5500 | 19 | 19.0% | 0.19 | 0.0680 | -0.032 | 94 | 3.20 | 4.70 | 6 | 15.7% | -0.83 | 0.0715 | -0.033 | ||
| 0.2000 | 0.4000 | 33 | 1,952 | 22.2% | 0.14 | 0.0537 | -0.027 | 95 | 4.10 | 5.20 | 80 | -0.88 | 0.0585 | -0.029 | ||
| 0 | 0.2500 | 29 | 20.0% | 0.10 | 0.0421 | -0.024 | 96 | 4.70 | 6.80 | -0.92 | 0.0473 | -0.027 | ||||
| 0 | 0.2500 | 144 | 22.6% | 0.08 | 0.0334 | -0.021 | 97 | 5.70 | 7.70 | -0.94 | 0.0401 | -0.025 | ||||
| 0.0500 | 0.1500 | 7 | 1,361 | 22.7% | 0.07 | 0.0300 | -0.020 | 97.5 | 6.50 | 7.80 | 12 | -0.95 | 0.0365 | -0.024 | ||
| 0 | 0.6500 | 31.6% | 0.07 | 0.0270 | -0.019 | 98 | 6.50 | 9.00 | -0.96 | 0.0333 | -0.023 | |||||
| 0 | 0.9500 | 38.3% | 0.06 | 0.0222 | -0.018 | 99 | 7.70 | 9.80 | -0.97 | 0.0277 | -0.022 | |||||
| 0.0500 | 0.3500 | 12 | 2,402 | 32.9% | 0.05 | 0.0186 | -0.016 | 100 | 8.70 | 10.40 | 53 | -0.98 | 0.0226 | -0.019 | ||
| 0 | 0.7000 | 40.4% | 0.04 | 0.0157 | -0.015 | 101 | 9.60 | 12.10 | -0.98 | 0.0188 | -0.017 | |||||
| 0 | 0.7500 | 43.8% | 0.04 | 0.0135 | -0.015 | 102 | 9.70 | 13.20 | -0.99 | 0.0153 | -0.016 | |||||
| 0 | 0.7500 | 6 | 46.3% | 0.03 | 0.0117 | -0.014 | 103 | 11.50 | 14.10 | -0.99 | 0.0118 | -0.015 | ||||
| 0 | 0.7500 | 1,087 | 51.2% | 0.03 | 0.0090 | -0.013 | 105 | 13.00 | 15.50 | -0.99 | 0.0074 | -0.014 | ||||
| 0 | 0.7500 | 267 | 62.6% | 0.02 | 0.0053 | -0.011 | 110 | 18.30 | 21.20 | -1.00 | 0.0023 | -0.011 | ||||
| 0 | 0.6000 | 27 | 69.7% | 0.01 | 0.0035 | -0.009 | 115 | 23.30 | 26.20 | -1.00 | 0.0008 | -0.011 | ||||
| 0 | 0.9000 | 173 | 85.8% | 0.01 | 0.0025 | -0.008 | 120 | 28.30 | 31.20 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.7500 | 2 | 91.7% | 0.01 | 0.0018 | -0.007 | 125 | 33.30 | 36.20 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 1.05 | 2 | 107.0% | 0.01 | 0.0014 | -0.006 | 130 | 38.30 | 41.20 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.9500 | 4 | 113.1% | 0.01 | 0.0011 | -0.006 | 135 | 43.30 | 46.20 | -1.00 | 0.0000 | -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.
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