COP cadena de opciones ConocoPhillips
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 ±12.1% (127.68–162.98) · ATM IV 31.1% · P/C interés abierto 0.91
| 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 | |
| 69.00 | 71.60 | 48 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.3300 | 496 | 62.4% | -0.00 | 0.0001 | -0.001 | |||
| 66.50 | 69.10 | 58 | 1.00 | 0.0000 | 0.000 | 77.5 | 0 | 0.1400 | 1,150 | 53.4% | -0.00 | 0.0002 | -0.001 | |||
| 64.00 | 66.70 | 96 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.1500 | 3,223 | 51.3% | -0.00 | 0.0002 | -0.001 | |||
| 61.50 | 64.20 | 63 | 1.00 | 0.0001 | 0.000 | 82.5 | 0 | 0.1500 | 349 | 48.9% | -0.00 | 0.0003 | -0.001 | |||
| 59.00 | 61.65 | 183 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 0.3600 | 3,944 | 52.4% | -0.00 | 0.0004 | -0.002 | |||
| 56.55 | 59.15 | 3,659 | 1.00 | 0.0002 | 0.000 | 87.5 | 0 | 1.00 | 801 | 59.0% | -0.00 | 0.0005 | -0.002 | |||
| 54.05 | 56.75 | 159 | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.5000 | 2,533 | 49.8% | -0.01 | 0.0006 | -0.003 | |||
| 51.60 | 54.20 | 232 | 1.00 | 0.0005 | 0.000 | 92.5 | 0 | 0.2100 | 1,323 | 41.7% | -0.01 | 0.0008 | -0.003 | |||
| 49.10 | 51.80 | 508 | 0.99 | 0.0008 | 0.000 | 95 | 0.0500 | 0.1500 | 5,402 | 39.3% | -0.01 | 0.0010 | -0.004 | |||
| 46.65 | 49.35 | 449 | 0.99 | 0.0010 | 0.000 | 97.5 | 0.1000 | 0.1500 | 2 | 946 | 38.3% | -0.01 | 0.0012 | -0.005 | ||
| 44.15 | 46.80 | 1,450 | 0.99 | 0.0014 | -0.002 | 100 | 0.0100 | 0.1900 | 2,766 | 35.0% | -0.02 | 0.0016 | -0.006 | |||
| 39.50 | 41.95 | 555 | 33.0% | 0.98 | 0.0024 | -0.006 | 105 | 0.1900 | 0.3000 | 1,258 | 35.5% | -0.03 | 0.0025 | -0.009 | ||
| 34.75 | 36.95 | 2 | 933 | 31.9% | 0.96 | 0.0038 | -0.011 | 110 | 0.2400 | 0.5000 | 39 | 1,314 | 33.6% | -0.04 | 0.0038 | -0.013 |
| 30.10 | 32.55 | 2,703 | 34.0% | 0.93 | 0.0056 | -0.016 | 115 | 0.6100 | 1.05 | 2,864 | 34.9% | -0.07 | 0.0055 | -0.018 | ||
| 26.15 | 27.15 | 2 | 2,233 | 31.8% | 0.90 | 0.0076 | -0.022 | 120 | 1.15 | 1.42 | 51 | 3,168 | 33.8% | -0.11 | 0.0076 | -0.025 |
| 21.85 | 23.25 | 7 | 5,799 | 32.5% | 0.85 | 0.0100 | -0.029 | 125 | 1.73 | 2.10 | 19 | 1,877 | 32.6% | -0.15 | 0.0101 | -0.031 |
| 17.90 | 19.20 | 30 | 7,310 | 31.7% | 0.79 | 0.0125 | -0.036 | 130 | 2.81 | 3.10 | 155 | 1,408 | 32.2% | -0.21 | 0.0128 | -0.038 |
| 15.05 | 15.55 | 2,555 | 32.7% | 0.71 | 0.0148 | -0.042 | 135 | 4.20 | 4.50 | 27 | 764 | 31.7% | -0.29 | 0.0152 | -0.044 | |
| 11.90 | 12.65 | 5 | 1,726 | 32.7% | 0.63 | 0.0166 | -0.047 | 140 | 6.00 | 6.35 | 49 | 367 | 31.4% | -0.37 | 0.0171 | -0.049 |
| 8.85 | 9.60 | 2 | 3,517 | 31.1% | 0.55 | 0.0176 | -0.050 | 145 | 8.25 | 8.60 | 15 | 124 | 31.0% | -0.46 | 0.0182 | -0.051 |
| 6.70 | 7.35 | 2 | 2,789 | 31.1% | 0.46 | 0.0177 | -0.050 | 150 | 10.95 | 12.10 | 98 | 32.0% | -0.55 | 0.0184 | -0.051 | |
| 5.00 | 5.55 | 7 | 2,407 | 31.2% | 0.38 | 0.0170 | -0.048 | 155 | 14.30 | 15.50 | 86 | 32.5% | -0.64 | 0.0178 | -0.049 | |
| 3.70 | 4.10 | 152 | 751 | 31.2% | 0.30 | 0.0156 | -0.044 | 160 | 17.85 | 19.20 | 32.6% | -0.72 | 0.0164 | -0.045 | ||
| 2.63 | 3.05 | 27 | 1,163 | 31.4% | 0.24 | 0.0138 | -0.039 | 165 | 20.90 | 23.45 | 1 | 31.3% | -0.78 | 0.0144 | -0.039 | |
| 1.91 | 2.20 | 7 | 370 | 31.5% | 0.18 | 0.0118 | -0.034 | 170 | 25.30 | 27.85 | 32.2% | -0.84 | 0.0122 | -0.033 | ||
| 1.27 | 1.81 | 16 | 671 | 32.1% | 0.14 | 0.0098 | -0.028 | 175 | 29.85 | 32.40 | 33.1% | -0.88 | 0.0100 | -0.026 | ||
| 0.9200 | 1.23 | 11 | 32 | 32.1% | 0.11 | 0.0080 | -0.023 | 180 | 34.50 | 37.10 | 33.9% | -0.92 | 0.0078 | -0.020 | ||
| 0.6000 | 1.14 | 31 | 33.3% | 0.08 | 0.0064 | -0.019 | 185 | 39.25 | 41.80 | 34.4% | -0.94 | 0.0059 | -0.014 | |||
| 0.4000 | 0.8300 | 93 | 33.4% | 0.06 | 0.0050 | -0.015 | 190 | 44.05 | 46.60 | 1 | 34.8% | -0.96 | 0.0044 | -0.009 | ||
| 0.1400 | 0.6800 | 1 | 71 | 33.3% | 0.04 | 0.0039 | -0.012 | 195 | 48.95 | 51.70 | 37.6% | -0.98 | 0.0031 | -0.005 | ||
| 0.0200 | 0.5300 | 145 | 33.2% | 0.03 | 0.0030 | -0.009 | 200 | 53.90 | 56.60 | 39.1% | -0.98 | 0.0022 | -0.002 | |||
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 — Jan 15, 2027
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.