CVX cadena de opciones Chevron Corporation

Vencimiento Cboe delayed options data · a fecha de 21:54 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 ±6.8% (209.38–240.03) · ATM IV 27.7% · 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
108.15	111.90			112.1%	1.00	0.0000	0.000	115	0	0.4200		10	100.7%	-0.00	0.0000	-0.001
103.20	106.90			106.0%	1.00	0.0000	0.000	120	0	2.13			123.3%	-0.00	0.0000	-0.002
98.20	102.00			100.0%	1.00	0.0000	0.000	125	0	2.13		12	116.2%	-0.00	0.0001	-0.002
93.25	97.00		1	94.2%	1.00	0.0001	0.000	130	0	2.13			109.4%	-0.00	0.0001	-0.002
88.35	92.00			89.6%	1.00	0.0001	0.000	135	0	2.00		3	101.6%	-0.00	0.0001	-0.003
83.20	87.00			81.5%	1.00	0.0001	0.000	140	0	0.0600	50	36	58.3%	-0.00	0.0001	-0.003
78.20	82.05		11	75.5%	1.00	0.0001	0.000	145	0	2.14		25	90.5%	-0.00	0.0002	-0.003
73.40	77.05		5	73.8%	1.00	0.0002	0.000	150	0	0.1000		157	53.1%	-0.00	0.0003	-0.004
68.30	72.10		7	66.6%	1.00	0.0002	0.000	155	0	1.23		52	70.4%	-0.00	0.0003	-0.005
63.55	67.15		24	65.2%	1.00	0.0003	0.000	160	0	0.4700		803	55.4%	-0.00	0.0005	-0.006
58.85	62.15		9	63.0%	1.00	0.0004	0.000	165	0	0.4600	1	88	50.7%	-0.01	0.0006	-0.007
53.60	56.55	2	30	46.4%	0.99	0.0006	0.000	170	0.0400	0.2900	6	508	44.1%	-0.01	0.0008	-0.008
48.60	51.60		47	42.4%	0.99	0.0009	-0.002	175	0.0500	0.1300	8	658	36.7%	-0.01	0.0012	-0.011
43.65	46.65		34	39.4%	0.99	0.0013	-0.005	180	0.1000	0.1600	18	594	34.7%	-0.02	0.0018	-0.014
39.10	42.40		572	45.7%	0.98	0.0020	-0.009	185	0.1600	0.2400	93	1,058	33.1%	-0.02	0.0026	-0.019
35.00	36.70	8	550	41.7%	0.97	0.0031	-0.016	190	0.3000	0.3600	71	1,460	31.6%	-0.04	0.0040	-0.026
29.10	32.05	7	749	33.2%	0.95	0.0049	-0.027	195	0.4200	0.6200	50	1,504	30.2%	-0.06	0.0060	-0.037
26.75	29.30			30.2%	0.94	0.0061	-0.033	197.5	0.4300	1.14	1		30.9%	-0.08	0.0073	-0.044
25.50	27.30	11	1,203	36.1%	0.92	0.0075	-0.041	200	0.8500	1.04	134	2,989	29.8%	-0.10	0.0088	-0.052
22.70	24.70			31.8%	0.90	0.0091	-0.050	202.5	0.8900	1.41	24		29.0%	-0.12	0.0104	-0.060
20.05	22.45			29.4%	0.88	0.0108	-0.059	205	1.37	1.60	36		28.7%	-0.15	0.0121	-0.069
17.70	20.10			27.7%	0.85	0.0127	-0.069	207.5	1.78	2.21	17		29.0%	-0.18	0.0139	-0.078
16.55	17.65	35	2,639	29.1%	0.81	0.0146	-0.079	210	2.34	2.55	322	3,135	28.4%	-0.22	0.0157	-0.087
13.90	16.05			28.0%	0.77	0.0165	-0.089	212.5	2.75	3.20			27.8%	-0.26	0.0174	-0.095
12.70	14.70			30.5%	0.73	0.0183	-0.098	215	3.60	3.95	22		27.9%	-0.31	0.0189	-0.102
10.55	12.45			28.0%	0.68	0.0198	-0.105	217.5	4.40	5.00	249		28.0%	-0.36	0.0202	-0.108
9.75	10.40	89	14.5K	28.6%	0.63	0.0211	-0.111	220	5.40	5.85	19	748	27.4%	-0.41	0.0211	-0.112
8.25	9.30	4		29.0%	0.57	0.0220	-0.115	222.5	6.45	6.95	30		27.2%	-0.46	0.0217	-0.113
7.05	7.70	84		28.5%	0.52	0.0224	-0.116	225	7.70	8.20	56		27.0%	-0.52	0.0218	-0.113
5.90	6.50	89		28.4%	0.46	0.0224	-0.115	227.5	9.05	10.00			27.5%	-0.57	0.0216	-0.111
4.70	5.15	522	19.9K	27.3%	0.41	0.0219	-0.112	230	9.70	11.95		22	26.4%	-0.62	0.0209	-0.106
3.95	4.50	19		28.1%	0.36	0.0211	-0.107	232.5	11.15	13.75			26.0%	-0.67	0.0199	-0.100
3.10	3.50	16		27.3%	0.31	0.0199	-0.101	235	13.50	15.50			27.1%	-0.72	0.0186	-0.093
2.50	2.93	124		27.6%	0.26	0.0184	-0.093	237.5	15.20	17.80			27.5%	-0.76	0.0171	-0.085
2.05	2.62	202	11.4K	28.4%	0.22	0.0167	-0.085	240	17.15	19.85		3	27.4%	-0.80	0.0155	-0.076
1.47	1.95	21		27.5%	0.18	0.0150	-0.076	242.5	19.15	22.00			27.4%	-0.83	0.0138	-0.067
1.17	1.67	171		28.0%	0.15	0.0132	-0.067	245	21.80	24.05			28.6%	-0.86	0.0121	-0.059
0.6100	1.00	41	1,540	27.5%	0.10	0.0099	-0.051	250	25.70	28.85		2	27.7%	-0.91	0.0091	-0.044
0.3000	0.7500	33		28.2%	0.07	0.0073	-0.039	255	30.85	33.45			30.1%	-0.94	0.0066	-0.032
0.2700	0.4500	13	223	29.2%	0.05	0.0053	-0.030	260	35.80	38.15			31.5%	-0.95	0.0048	-0.023
0.0200	0.9300			33.9%	0.03	0.0039	-0.023	265	40.40	43.00			30.1%	-0.97	0.0035	-0.016
0.0800	0.2500		44	30.9%	0.03	0.0029	-0.018	270	44.40	48.20				-0.98	0.0026	-0.011
0.0100	0.1900		100	33.5%	0.01	0.0017	-0.012	280	54.30	58.05				-0.99	0.0015	-0.004
0	0.7000		8	45.5%	0.01	0.0010	-0.008	290	64.25	68.05				-0.99	0.0010	0.000
0	0.4700			47.3%	0.01	0.0007	-0.006	300	74.15	77.45				-0.99	0.0006	0.000
0	0.4600			51.5%	0.00	0.0004	-0.004	310	84.15	87.90				-1.00	0.0004	0.000
0.0100	0.1000	50		44.0%	0.00	0.0003	-0.004	320	94.10	97.35				-1.00	0.0003	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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