CMCSA cadena de opciones Comcast Corporation
Cboe delayed options data · a fecha de 00:33 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 ±5.3% (25.55–28.39) · ATM IV 31.1% · P/C interés abierto 0.29
| 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 | |
| 10.85 | 12.20 | 1 | 2 | 1.00 | 0.0020 | -0.001 | 15 | 0 | 0.0200 | 829 | 112.7% | -0.00 | 0.0020 | -0.002 | ||
| 9.90 | 11.20 | 1 | 0.99 | 0.0027 | -0.001 | 16 | 0 | 0.1800 | 121 | 139.4% | -0.01 | 0.0027 | -0.003 | |||
| 8.90 | 10.20 | 0.99 | 0.0036 | -0.002 | 17 | 0 | 0.1800 | 125.4% | -0.01 | 0.0036 | -0.003 | |||||
| 8.40 | 9.70 | 23 | 0.99 | 0.0043 | -0.002 | 17.5 | 0 | 0.0100 | 3,139 | 79.0% | -0.01 | 0.0043 | -0.003 | |||
| 7.85 | 9.40 | 1 | 0.99 | 0.0050 | -0.002 | 18 | 0 | 0.1800 | 112.0% | -0.01 | 0.0050 | -0.003 | ||||
| 6.85 | 8.40 | 9 | 0.99 | 0.0070 | -0.003 | 19 | 0 | 0.1800 | 945 | 99.3% | -0.01 | 0.0070 | -0.004 | |||
| 5.85 | 7.20 | 253 | 0.98 | 0.0101 | -0.004 | 20 | 0 | 0.0500 | 6,700 | 69.6% | -0.02 | 0.0101 | -0.004 | |||
| 5.05 | 6.10 | 226 | 0.98 | 0.0148 | -0.004 | 21 | 0 | 0.1900 | 2,911 | 76.1% | -0.02 | 0.0149 | -0.005 | |||
| 4.35 | 5.70 | 0.97 | 0.0182 | -0.005 | 21.5 | 0 | 0.1900 | 70.3% | -0.03 | 0.0183 | -0.006 | |||||
| 3.90 | 5.25 | 0.97 | 0.0226 | -0.005 | 22 | 0 | 0.1900 | 64.6% | -0.03 | 0.0227 | -0.006 | |||||
| 3.55 | 4.65 | 2,306 | 0.96 | 0.0284 | -0.006 | 22.5 | 0.0100 | 0.0400 | 2 | 6,470 | 45.4% | -0.04 | 0.0285 | -0.007 | ||
| 2.95 | 4.25 | 3 | 0.95 | 0.0361 | -0.007 | 23 | 0 | 0.2000 | 53.9% | -0.05 | 0.0363 | -0.007 | ||||
| 2.42 | 3.75 | 20 | 0.94 | 0.0466 | -0.008 | 23.5 | 0 | 0.2100 | 2 | 48.9% | -0.06 | 0.0469 | -0.008 | |||
| 2.83 | 3.15 | 5 | 3,092 | 0.93 | 0.0612 | -0.009 | 24 | 0.0300 | 0.1400 | 3,827 | 40.9% | -0.07 | 0.0616 | -0.009 | ||
| 1.58 | 2.71 | 0.90 | 0.0816 | -0.010 | 24.5 | 0.0400 | 0.2600 | 35 | 41.6% | -0.10 | 0.0822 | -0.011 | ||||
| 1.45 | 2.18 | 6,163 | 0.87 | 0.1100 | -0.012 | 25 | 0.0800 | 0.1900 | 5 | 3,641 | 34.2% | -0.13 | 0.1109 | -0.013 | ||
| 1.18 | 1.79 | 16 | 0.82 | 0.1475 | -0.014 | 25.5 | 0.1400 | 0.2500 | 1 | 211 | 32.2% | -0.18 | 0.1488 | -0.015 | ||
| 0.8300 | 1.36 | 1 | 8,037 | 17.3% | 0.74 | 0.1902 | -0.017 | 26 | 0.2200 | 0.4300 | 30 | 2,953 | 32.4% | -0.26 | 0.1922 | -0.017 |
| 0.4900 | 1.00 | 118 | 19.2% | 0.64 | 0.2274 | -0.019 | 26.5 | 0.3700 | 0.5300 | 25 | 127 | 30.1% | -0.37 | 0.2300 | -0.019 | |
| 0.4900 | 0.7000 | 18 | 197 | 25.6% | 0.52 | 0.2452 | -0.020 | 27 | 0.6000 | 1.05 | 106 | 36.6% | -0.49 | 0.2487 | -0.020 | |
| 0.2900 | 0.4800 | 9 | 14.3K | 25.8% | 0.40 | 0.2371 | -0.019 | 27.5 | 0.8300 | 1.25 | 1,415 | 33.7% | -0.61 | 0.2413 | -0.020 | |
| 0.2600 | 0.3200 | 5 | 353 | 28.8% | 0.29 | 0.2086 | -0.017 | 28 | 1.20 | 2.10 | 21 | 47.0% | -0.72 | 0.2129 | -0.018 | |
| 0.0500 | 0.2900 | 397 | 28.3% | 0.20 | 0.1700 | -0.014 | 28.5 | 1.50 | 2.63 | 50.4% | -0.81 | 0.1745 | -0.015 | |||
| 0.0100 | 0.1900 | 2 | 2,087 | 28.5% | 0.14 | 0.1300 | -0.011 | 29 | 2.03 | 3.00 | 537 | 54.6% | -0.88 | 0.1361 | -0.011 | |
| 0 | 0.1700 | 22 | 31.8% | 0.09 | 0.0953 | -0.009 | 29.5 | 2.47 | 3.45 | 57.8% | -0.92 | 0.1045 | -0.009 | |||
| 0.0300 | 0.0700 | 55 | 43.9K | 31.9% | 0.07 | 0.0697 | -0.007 | 30 | 2.90 | 3.80 | 501 | 57.1% | -0.95 | 0.0803 | -0.008 | |
| 0 | 0.1500 | 6,430 | 43.1% | 0.04 | 0.0413 | -0.005 | 31 | 3.95 | 4.25 | 1 | 46.6% | -0.98 | 0.0460 | -0.006 | ||
| 0 | 0.1900 | 4 | 53.2% | 0.03 | 0.0266 | -0.004 | 32 | 4.90 | 5.20 | 16 | 45.8% | -0.99 | 0.0244 | -0.004 | ||
| 0 | 0.0300 | 8,909 | 41.0% | 0.02 | 0.0214 | -0.004 | 32.5 | 5.45 | 5.70 | 4 | 54.4% | -0.99 | 0.0161 | -0.004 | ||
| 0 | 0.1900 | 60.4% | 0.02 | 0.0171 | -0.003 | 33 | 5.90 | 6.15 | 20 | -1.00 | 0.0094 | -0.004 | ||||
| 0 | 0.1800 | 200 | 1,002 | 66.5% | 0.01 | 0.0108 | -0.002 | 34 | 6.90 | 7.15 | 8 | -1.00 | 0.0018 | -0.003 | ||
| 0 | 0.0500 | 5,892 | 58.7% | 0.01 | 0.0072 | -0.002 | 35 | 7.90 | 8.15 | 5 | -1.00 | 0.0002 | -0.003 | |||
| 0 | 0.0100 | 7,088 | 52.4% | 0.01 | 0.0053 | -0.001 | 36 | 8.85 | 10.20 | 123.0% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1800 | 6,875 | 87.8% | 0.00 | 0.0037 | -0.001 | 37.5 | 10.35 | 11.70 | 134.2% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1800 | 390 | 96.0% | 0.00 | 0.0027 | -0.001 | 39 | 11.85 | 13.20 | 144.7% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0100 | 1,436 | 101.2% | 0.00 | 0.0023 | -0.001 | 40 | 12.85 | 14.20 | 151.3% | -1.00 | 0.0000 | -0.003 | |||
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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