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 ±5.0% (59.83–66.08) · ATM IV 20.9% · P/C interés abierto 0.28
| 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 | |
| 19.50 | 21.80 | 64.4% | 1.00 | 0.0007 | 0.000 | 42.5 | 0 | 0.1000 | 62.6% | -0.00 | 0.0007 | -0.001 | ||||
| 17.00 | 19.30 | 54.6% | 1.00 | 0.0014 | 0.000 | 45 | 0 | 0.1000 | 1 | 54.5% | -0.00 | 0.0014 | -0.001 | |||
| 14.50 | 16.80 | 45.3% | 0.99 | 0.0026 | -0.000 | 47.5 | 0 | 0.0500 | 42.6% | -0.01 | 0.0026 | -0.002 | ||||
| 12.10 | 14.40 | 46.3% | 0.99 | 0.0050 | -0.002 | 50 | 0 | 0.0500 | 3 | 35.7% | -0.01 | 0.0050 | -0.004 | |||
| 9.60 | 11.90 | 37.6% | 0.97 | 0.0098 | -0.004 | 52.5 | 0 | 0.0500 | 45 | 29.1% | -0.03 | 0.0098 | -0.006 | |||
| 7.30 | 9.40 | 8 | 33.7% | 0.95 | 0.0193 | -0.008 | 55 | 0.0500 | 0.1500 | 77 | 28.6% | -0.05 | 0.0193 | -0.009 | ||
| 5.20 | 6.80 | 1 | 29.1% | 0.89 | 0.0374 | -0.013 | 57.5 | 0.2000 | 0.3500 | 42 | 27.1% | -0.11 | 0.0378 | -0.014 | ||
| 3.10 | 4.20 | 26 | 22.2% | 0.78 | 0.0678 | -0.020 | 60 | 0.5000 | 0.6500 | 1 | 239 | 23.8% | -0.22 | 0.0687 | -0.020 | |
| 1.80 | 2.00 | 608 | 21.1% | 0.58 | 0.1015 | -0.024 | 62.5 | 1.15 | 1.30 | 53 | 53 | 20.8% | -0.42 | 0.1039 | -0.025 | |
| 0.7000 | 0.8000 | 29 | 735 | 19.9% | 0.32 | 0.1003 | -0.020 | 65 | 2.50 | 2.70 | 141 | 19.7% | -0.70 | 0.1057 | -0.021 | |
| 0.1000 | 0.2000 | 48 | 728 | 17.4% | 0.12 | 0.0581 | -0.011 | 67.5 | 3.70 | 5.50 | 1 | 18.1% | -0.91 | 0.0664 | -0.013 | |
| 0 | 0.0500 | 65 | 17.2% | 0.04 | 0.0244 | -0.005 | 70 | 5.80 | 8.20 | -1.00 | 0.0110 | -0.007 | ||||
| 0 | 0.2500 | 1 | 29.0% | 0.01 | 0.0095 | -0.002 | 72.5 | 8.40 | 10.70 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.1000 | 9 | 29.4% | 0.01 | 0.0038 | -0.001 | 75 | 10.90 | 13.10 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.4500 | 49.7% | 0.00 | 0.0008 | -0.000 | 80 | 15.90 | 18.10 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 0.0500 | 42.5% | 0.00 | 0.0002 | -0.000 | 85 | 20.90 | 23.10 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 0.4500 | 68.1% | 0.00 | 0.0001 | 0.000 | 90 | 25.90 | 28.10 | -1.00 | 0.0000 | -0.007 | |||||
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.