CVX cadena de opciones Chevron Corporation

Vencimiento Cboe delayed options data · a fecha de 21:52 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 ±7.0% (209.59–241.34) · ATM IV 29.2% · P/C interés abierto 0.26

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
109.15	112.65				1.00	0.0000	0.000	115	0	0.1000		10	86.9%	-0.00	0.0000	-0.002
104.15	107.45				1.00	0.0000	0.000	120	0	2.13			126.1%	-0.00	0.0001	-0.002
99.15	102.80			75.0%	1.00	0.0000	0.000	125	0	2.13		12	118.9%	-0.00	0.0001	-0.002
94.20	97.50		1		1.00	0.0001	0.000	130	0	2.13			112.0%	-0.00	0.0001	-0.003
89.20	92.70				1.00	0.0001	0.000	135	0	2.13		3	105.3%	-0.00	0.0001	-0.003
84.20	87.80				1.00	0.0001	0.000	140	0	0.0600		86	59.7%	-0.00	0.0002	-0.004
79.25	82.85		11	58.1%	1.00	0.0001	0.000	145	0	2.14		25	92.7%	-0.00	0.0002	-0.004
74.25	77.50		5		1.00	0.0002	0.000	150	0	0.2100		157	59.5%	-0.00	0.0003	-0.005
69.30	72.85		7	47.8%	1.00	0.0002	0.000	155	0	2.15		52	80.9%	-0.00	0.0004	-0.006
64.30	67.30		24		1.00	0.0003	0.000	160	0	0.4700		803	57.0%	-0.01	0.0005	-0.007
59.35	63.10		9	51.0%	0.99	0.0004	0.000	165	0	0.2700	4	88	48.4%	-0.01	0.0006	-0.008
55.10	57.60	1	31	50.9%	0.99	0.0006	0.000	170	0.0500	0.1000	2	508	40.9%	-0.01	0.0009	-0.009
49.40	52.60		47		0.99	0.0009	-0.002	175	0.0700	0.1600	12	654	39.3%	-0.01	0.0012	-0.012
44.35	47.50	5	34		0.99	0.0013	-0.005	180	0.1100	0.1800	30	591	36.6%	-0.02	0.0017	-0.015
39.45	42.70		572		0.98	0.0019	-0.010	185	0.1700	0.2500	27	971	34.6%	-0.02	0.0025	-0.020
34.55	37.45	1	547		0.97	0.0029	-0.017	190	0.2800	0.3600	95	1,457	32.9%	-0.04	0.0037	-0.027
29.75	32.35		748		0.96	0.0046	-0.026	195	0.4100	0.5900	39	1,483	31.3%	-0.06	0.0056	-0.037
27.40	30.20			23.3%	0.94	0.0056	-0.033	197.5	0.2000	1.13		1	31.1%	-0.07	0.0068	-0.044
25.35	27.80	20	1,203	27.2%	0.93	0.0069	-0.040	200	0.7600	0.9000	270	3,012	30.3%	-0.09	0.0081	-0.051
23.55	25.55	1		30.4%	0.91	0.0084	-0.049	202.5	0.8300	1.36	64	24	30.1%	-0.11	0.0096	-0.060
20.50	23.05			25.1%	0.89	0.0100	-0.058	205	1.19	1.59	35	28	29.7%	-0.14	0.0113	-0.069
18.30	20.95			25.8%	0.86	0.0118	-0.069	207.5	1.55	2.01	14	17	29.4%	-0.17	0.0130	-0.078
17.80	18.65	41	2,632	30.5%	0.83	0.0137	-0.079	210	2.19	2.44	129	3,205	29.5%	-0.21	0.0148	-0.088
14.25	16.75			26.1%	0.79	0.0155	-0.089	212.5	2.63	3.15	11		29.2%	-0.25	0.0164	-0.097
13.15	14.65	9		27.7%	0.75	0.0173	-0.099	215	3.40	3.95	5	19	29.4%	-0.29	0.0180	-0.104
11.30	13.20			28.2%	0.70	0.0188	-0.107	217.5	4.20	5.85	5	246	31.5%	-0.34	0.0193	-0.111
10.55	11.00	122	14.4K	28.8%	0.65	0.0202	-0.114	220	5.05	5.60	80	759	28.6%	-0.39	0.0203	-0.116
8.15	9.85	5	3	27.6%	0.60	0.0211	-0.119	222.5	5.85	7.05	64	26	28.7%	-0.44	0.0210	-0.119
7.70	8.40	16	53	29.1%	0.54	0.0218	-0.122	225	7.35	8.30	33	32	29.2%	-0.49	0.0214	-0.119
6.45	6.90	149	88	28.5%	0.49	0.0220	-0.122	227.5	8.65	9.70	9		29.1%	-0.55	0.0213	-0.118
5.30	5.80	330	19.9K	28.3%	0.43	0.0218	-0.120	230	9.90	11.20	1	22	28.6%	-0.60	0.0209	-0.114
4.05	4.95	3	19	27.8%	0.38	0.0212	-0.115	232.5	11.25	13.90			30.2%	-0.65	0.0202	-0.109
3.50	3.90	24	13	27.9%	0.33	0.0202	-0.109	235	12.50	15.60			29.2%	-0.70	0.0191	-0.102
2.67	3.20	32	123	27.6%	0.28	0.0190	-0.101	237.5	14.95	17.45			30.6%	-0.74	0.0177	-0.093
2.13	2.76	65	11.4K	28.0%	0.24	0.0174	-0.092	240	16.90	19.35		3	30.7%	-0.78	0.0162	-0.084
1.68	2.15	3	20	27.8%	0.20	0.0158	-0.083	242.5	18.95	21.40			31.0%	-0.82	0.0146	-0.074
1.33	1.71	17	163	27.9%	0.17	0.0140	-0.074	245	21.25	23.55			31.9%	-0.85	0.0129	-0.065
0.8000	1.03	385	1,575	27.9%	0.11	0.0106	-0.056	250	25.45	28.00		2	32.1%	-0.90	0.0097	-0.048
0.4300	0.9900	137	32	29.7%	0.08	0.0078	-0.042	255	30.05	32.65			33.2%	-0.93	0.0071	-0.035
0.2500	0.5300	2	227	29.3%	0.05	0.0056	-0.032	260	34.60	37.45			33.8%	-0.95	0.0052	-0.025
0	0.8400	1		32.8%	0.04	0.0041	-0.025	265	39.25	41.65			28.0%	-0.96	0.0038	-0.018
0	0.5100	2	44	32.8%	0.03	0.0031	-0.020	270	44.15	47.25			36.3%	-0.97	0.0028	-0.013
0	0.5500		100	38.6%	0.02	0.0018	-0.014	280	53.90	57.15			39.1%	-0.98	0.0017	-0.006
0	0.5000		8	43.0%	0.01	0.0011	-0.010	290	63.75	67.05			41.8%	-0.99	0.0011	-0.001
0	0.4700			47.3%	0.01	0.0008	-0.007	300	73.70	77.00			45.9%	-0.99	0.0007	0.000
0	1.46			62.2%	0.00	0.0005	-0.006	310	83.70	87.00			51.5%	-0.99	0.0005	0.000
0	0.0500		50	43.4%	0.00	0.0004	-0.005	320	93.65	96.90			54.3%	-1.00	0.0004	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.

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CVX cadena de opciones Chevron Corporation

Sonrisa de volatilidad — Nov 20, 2026

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