D cadena de opciones Dominion Energy, Inc.
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 ±4.8% (59.23–65.19) · ATM IV 20.1% · P/C interés abierto 0.40
| 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 | |
| 18.80 | 21.00 | 62.6% | 0.99 | 0.0014 | 0.000 | 42.5 | 0 | 0.0500 | 55.0% | -0.00 | 0.0014 | -0.002 | ||||
| 16.30 | 18.60 | 58.6% | 0.99 | 0.0024 | -0.001 | 45 | 0 | 0.1000 | 1 | 52.2% | -0.01 | 0.0024 | -0.003 | |||
| 13.80 | 16.10 | 49.3% | 0.99 | 0.0042 | -0.002 | 47.5 | 0 | 0.1000 | 44.6% | -0.01 | 0.0042 | -0.004 | ||||
| 11.30 | 13.60 | 40.5% | 0.98 | 0.0074 | -0.004 | 50 | 0 | 0.5000 | 3 | 50.4% | -0.02 | 0.0074 | -0.005 | |||
| 9.20 | 11.00 | 40.3% | 0.96 | 0.0133 | -0.007 | 52.5 | 0 | 0.2000 | 45 | 34.0% | -0.04 | 0.0134 | -0.008 | |||
| 6.90 | 8.50 | 8 | 34.6% | 0.93 | 0.0246 | -0.011 | 55 | 0.0500 | 0.1500 | 2 | 77 | 26.3% | -0.07 | 0.0248 | -0.011 | |
| 4.90 | 5.80 | 1 | 28.7% | 0.86 | 0.0453 | -0.016 | 57.5 | 0.1000 | 0.4000 | 2 | 40 | 23.6% | -0.14 | 0.0459 | -0.016 | |
| 2.85 | 3.40 | 26 | 22.9% | 0.73 | 0.0786 | -0.021 | 60 | 0.3000 | 0.6500 | 17 | 227 | 18.6% | -0.27 | 0.0800 | -0.022 | |
| 1.15 | 1.65 | 520 | 100 | 19.6% | 0.50 | 0.1079 | -0.023 | 62.5 | 1.15 | 2.00 | 12 | 46 | 20.6% | -0.51 | 0.1110 | -0.024 |
| 0.2500 | 0.5500 | 218 | 538 | 19.1% | 0.25 | 0.0894 | -0.017 | 65 | 2.45 | 3.40 | 17 | 127 | 14.9% | -0.77 | 0.0957 | -0.018 |
| 0.0500 | 0.2000 | 47 | 685 | 20.3% | 0.10 | 0.0471 | -0.010 | 67.5 | 4.30 | 6.30 | 1 | -0.94 | 0.0540 | -0.011 | ||
| 0 | 0.0500 | 28 | 43 | 18.7% | 0.04 | 0.0214 | -0.005 | 70 | 6.60 | 8.90 | -1.00 | 0.0109 | -0.006 | |||
| 0 | 0.2500 | 1 | 30.7% | 0.02 | 0.0100 | -0.003 | 72.5 | 9.10 | 11.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2500 | 9 | 36.0% | 0.01 | 0.0050 | -0.002 | 75 | 11.60 | 13.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.4500 | 51.1% | 0.00 | 0.0015 | -0.001 | 80 | 16.60 | 18.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0500 | 43.5% | 0.00 | 0.0006 | -0.000 | 85 | 21.60 | 23.90 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.4500 | 69.2% | 0.00 | 0.0002 | -0.000 | 90 | 26.60 | 28.90 | -1.00 | 0.0000 | -0.006 | |||||
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.