CVX cadena de opciones Chevron Corporation

Vencimiento Cboe delayed options data · a fecha de 20:03 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% (209.66–241.01) · ATM IV 28.8% · 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
108.55	111.05				1.00	0.0000	0.000	115	0	0.1000		10	86.8%	-0.00	0.0000	-0.002
103.55	106.20				1.00	0.0000	0.000	120	0	2.13			125.8%	-0.00	0.0001	-0.002
98.60	101.35				1.00	0.0000	0.000	125	0	2.13		12	118.6%	-0.00	0.0001	-0.002
93.60	96.35		1		1.00	0.0001	0.000	130	0	2.13			111.7%	-0.00	0.0001	-0.003
88.60	91.35				1.00	0.0001	0.000	135	0	2.13		3	105.0%	-0.00	0.0001	-0.003
83.65	86.40				1.00	0.0001	0.000	140	0	0.0600		86	59.6%	-0.00	0.0002	-0.004
78.65	81.40		11		1.00	0.0001	0.000	145	0	2.14		25	92.5%	-0.00	0.0002	-0.004
73.65	76.45		5		1.00	0.0002	0.000	150	0	0.2100		157	59.3%	-0.00	0.0003	-0.005
68.70	71.40		7		1.00	0.0002	0.000	155	0	1.77		52	77.3%	-0.00	0.0004	-0.006
63.70	66.45		24		1.00	0.0003	0.000	160	0	0.4700		803	56.8%	-0.01	0.0005	-0.007
58.75	61.45		9		0.99	0.0004	0.000	165	0	0.2700	4	88	48.1%	-0.01	0.0006	-0.008
53.75	56.50	1	31		0.99	0.0006	0.000	170	0.0500	0.1000	2	508	40.7%	-0.01	0.0009	-0.010
48.80	51.30		47		0.99	0.0009	-0.002	175	0.0700	0.1600	2	654	39.0%	-0.01	0.0012	-0.012
43.80	46.50	5	34		0.99	0.0013	-0.006	180	0.1200	0.1800	30	591	36.5%	-0.02	0.0018	-0.015
38.95	41.45		572		0.98	0.0020	-0.010	185	0.1800	0.2400	27	971	34.3%	-0.03	0.0026	-0.020
34.00	36.65	1	547		0.97	0.0030	-0.017	190	0.2900	0.3600	95	1,457	32.7%	-0.04	0.0039	-0.028
29.20	31.45		748		0.95	0.0047	-0.027	195	0.4800	0.6000	39	1,483	31.6%	-0.06	0.0057	-0.038
26.80	29.40				0.94	0.0058	-0.034	197.5	0.6200	1.13		1	32.9%	-0.07	0.0070	-0.045
25.35	27.10	20	1,203	27.4%	0.93	0.0071	-0.042	200	0.8300	0.9500	266	3,012	30.6%	-0.09	0.0083	-0.052
22.20	24.70	1		19.8%	0.91	0.0086	-0.050	202.5	1.06	1.36	64	24	30.7%	-0.12	0.0099	-0.061
19.95	22.40			22.0%	0.88	0.0103	-0.060	205	1.39	1.59	35	28	30.0%	-0.14	0.0116	-0.070
17.80	20.25			23.5%	0.85	0.0121	-0.070	207.5	1.78	2.04	14	17	29.8%	-0.17	0.0133	-0.080
17.05	17.95	40	2,632	28.0%	0.82	0.0140	-0.081	210	2.24	2.47	127	3,205	29.3%	-0.21	0.0150	-0.089
14.15	16.20			26.0%	0.78	0.0158	-0.091	212.5	2.87	3.20	11		29.4%	-0.25	0.0167	-0.098
13.15	14.15	8		27.9%	0.74	0.0175	-0.100	215	3.55	3.95	5	19	29.3%	-0.30	0.0182	-0.105
11.30	12.55			27.9%	0.69	0.0191	-0.108	217.5	4.40	4.90	5	246	29.4%	-0.34	0.0195	-0.112
10.05	10.80	121	14.4K	28.4%	0.64	0.0204	-0.115	220	5.35	5.75	78	759	28.9%	-0.39	0.0205	-0.116
8.15	9.35	5	3	27.5%	0.59	0.0213	-0.119	222.5	6.40	7.05	64	26	29.1%	-0.45	0.0211	-0.119
7.55	7.85	16	53	28.6%	0.54	0.0218	-0.122	225	7.65	8.30	33	32	29.0%	-0.50	0.0214	-0.119
6.35	6.60	149	88	28.4%	0.48	0.0220	-0.121	227.5	8.95	9.70	9		28.8%	-0.55	0.0213	-0.117
5.25	5.50	318	19.9K	28.3%	0.43	0.0217	-0.119	230	10.40	11.20	1	22	28.6%	-0.61	0.0208	-0.113
4.05	4.60	3	19	27.7%	0.37	0.0211	-0.114	232.5	12.05	13.95			30.9%	-0.66	0.0200	-0.107
3.45	3.75	24	13	28.0%	0.32	0.0200	-0.108	235	13.60	15.75			30.7%	-0.70	0.0189	-0.100
2.67	3.05	31	123	27.7%	0.28	0.0187	-0.100	237.5	15.45	17.65			30.9%	-0.75	0.0175	-0.092
2.12	2.45	41	11.4K	27.7%	0.23	0.0172	-0.091	240	17.55	19.65		3	31.6%	-0.79	0.0160	-0.083
1.68	1.93	3	20	27.6%	0.20	0.0155	-0.082	242.5	19.65	21.75			32.1%	-0.82	0.0143	-0.073
1.33	1.56	17	163	27.8%	0.16	0.0138	-0.073	245	21.75	23.90			32.5%	-0.85	0.0126	-0.064
0.8000	1.01	385	1,575	28.1%	0.11	0.0104	-0.055	250	26.15	28.40		2	33.6%	-0.90	0.0095	-0.047
0.4300	0.6700	137	32	28.3%	0.07	0.0076	-0.042	255	30.65	33.10			34.7%	-0.93	0.0069	-0.034
0.2500	0.4100	2	227	28.6%	0.05	0.0055	-0.032	260	35.70	37.95			38.1%	-0.95	0.0050	-0.025
0.0700	0.3000	1		28.6%	0.04	0.0040	-0.025	265	40.25	42.80			38.9%	-0.97	0.0037	-0.018
0	0.3100	2	44	30.5%	0.03	0.0030	-0.020	270	45.15	47.75			41.5%	-0.97	0.0028	-0.013
0	0.5500		100	38.8%	0.02	0.0018	-0.013	280	55.15	57.65			47.4%	-0.98	0.0016	-0.006
0	0.5000		8	43.2%	0.01	0.0011	-0.010	290	64.85	67.55			50.7%	-0.99	0.0010	-0.001
0	0.4700			47.5%	0.01	0.0007	-0.007	300	74.75	77.50			55.3%	-0.99	0.0007	0.000
0	1.46			62.5%	0.00	0.0005	-0.006	310	84.80	87.45			60.9%	-0.99	0.0005	0.000
0	0.0500		50	43.5%	0.00	0.0004	-0.004	320	94.75	97.45			65.8%	-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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