CMCSA cadena de opciones Comcast Corporation
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 ±7.2% (20.47–23.65) · ATM IV 51.8% · P/C interés abierto 6.64
| 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 | |
| 5.95 | 7.90 | 2 | 0.99 | 0.0069 | -0.003 | 15 | 0 | 0.9500 | 207.8% | -0.01 | 0.0069 | -0.004 | ||||
| 5.00 | 7.10 | 0.99 | 0.0106 | -0.004 | 16 | 0 | 1.19 | 196.8% | -0.01 | 0.0107 | -0.005 | |||||
| 3.30 | 6.10 | 2 | 1 | 0.98 | 0.0173 | -0.006 | 17 | 0 | 0.9700 | 2 | 158.1% | -0.02 | 0.0173 | -0.006 | ||
| 2.38 | 4.95 | 0.97 | 0.0298 | -0.008 | 18 | 0 | 0.0500 | 93 | 62.5% | -0.03 | 0.0299 | -0.008 | ||||
| 2.15 | 4.05 | 43.6% | 0.94 | 0.0553 | -0.012 | 19 | 0.0500 | 0.0800 | 20 | 166 | 58.7% | -0.06 | 0.0555 | -0.012 | ||
| 1.65 | 2.30 | 89 | 0.86 | 0.1047 | -0.020 | 20 | 0.1400 | 0.1700 | 27 | 40.3K | 54.8% | -0.14 | 0.1052 | -0.020 | ||
| 1.72 | 1.88 | 2 | 51.0% | 0.80 | 0.1354 | -0.026 | 20.5 | 0.2300 | 0.2400 | 37 | 184 | 53.2% | -0.20 | 0.1362 | -0.026 | |
| 1.36 | 1.49 | 256 | 50.7% | 0.72 | 0.1643 | -0.031 | 21 | 0.3500 | 0.3800 | 39 | 1,016 | 52.9% | -0.28 | 0.1653 | -0.031 | |
| 1.08 | 1.14 | 7 | 65 | 51.2% | 0.63 | 0.1871 | -0.035 | 21.5 | 0.5100 | 0.5500 | 1 | 71 | 52.1% | -0.37 | 0.1882 | -0.035 |
| 0.8000 | 0.8700 | 86 | 692 | 51.2% | 0.54 | 0.1996 | -0.036 | 22 | 0.7300 | 0.7800 | 29 | 2,413 | 52.3% | -0.47 | 0.2009 | -0.036 |
| 0.5800 | 0.6400 | 65 | 203 | 51.5% | 0.44 | 0.1992 | -0.036 | 22.5 | 0.9600 | 1.05 | 43 | 52.0% | -0.57 | 0.2005 | -0.036 | |
| 0.4200 | 0.4500 | 261 | 2,584 | 50.6% | 0.34 | 0.1866 | -0.033 | 23 | 1.30 | 1.39 | 6 | 109 | 51.7% | -0.66 | 0.1879 | -0.033 |
| 0.2700 | 0.3200 | 24 | 777 | 51.3% | 0.26 | 0.1646 | -0.029 | 23.5 | 1.67 | 1.75 | 51.7% | -0.75 | 0.1661 | -0.029 | ||
| 0.1800 | 0.2000 | 77 | 927 | 50.7% | 0.19 | 0.1374 | -0.024 | 24 | 2.04 | 2.39 | 1 | 168 | 61.0% | -0.82 | 0.1391 | -0.024 |
| 0.1100 | 0.1400 | 170 | 51.1% | 0.13 | 0.1089 | -0.018 | 24.5 | 2.10 | 4.05 | 98.0% | -0.87 | 0.1110 | -0.018 | |||
| 0.0700 | 0.0900 | 42 | 416 | 51.4% | 0.09 | 0.0827 | -0.014 | 25 | 2.90 | 3.55 | 34 | 77.6% | -0.92 | 0.0851 | -0.014 | |
| 0.0400 | 0.0600 | 23 | 5 | 51.6% | 0.06 | 0.0613 | -0.011 | 25.5 | 3.30 | 5.00 | 121.1% | -0.95 | 0.0640 | -0.011 | ||
| 0.0300 | 0.0400 | 22 | 73 | 53.2% | 0.04 | 0.0458 | -0.008 | 26 | 3.85 | 4.55 | 2 | 15 | 89.4% | -0.96 | 0.0488 | -0.008 |
| 0.0100 | 0.0500 | 1 | 56.6% | 0.03 | 0.0352 | -0.007 | 26.5 | 4.30 | 5.90 | 132.9% | -0.97 | 0.0381 | -0.007 | |||
| 0 | 0.0500 | 109 | 59.4% | 0.03 | 0.0282 | -0.006 | 27 | 4.10 | 6.85 | 1 | 129.6% | -0.98 | 0.0306 | -0.006 | ||
| 0 | 0.1400 | 94 | 81.7% | 0.02 | 0.0198 | -0.005 | 28 | 4.65 | 7.35 | 83.6% | -0.99 | 0.0209 | -0.005 | |||
| 0 | 0.4000 | 174 | 114.6% | 0.02 | 0.0150 | -0.004 | 29 | 6.60 | 8.50 | 162.6% | -0.99 | 0.0149 | -0.004 | |||
| 0 | 0.3000 | 67 | 116.6% | 0.01 | 0.0117 | -0.004 | 30 | 7.60 | 10.05 | 199.0% | -0.99 | 0.0111 | -0.004 | |||
| 0 | 0.4100 | 15 | 135.1% | 0.01 | 0.0094 | -0.004 | 31 | 8.55 | 10.95 | 204.4% | -1.00 | 0.0083 | -0.003 | |||
| 0 | 0.4000 | 143.3% | 0.01 | 0.0078 | -0.004 | 32 | 9.80 | 11.60 | 210.9% | -1.00 | 0.0062 | -0.003 | ||||
| 0 | 0.6100 | 167.9% | 0.01 | 0.0065 | -0.003 | 33 | 10.15 | 12.20 | 161.8% | -1.00 | 0.0046 | -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 — Oct 30, 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.