DG cadena de opciones Dollar General Corporation
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 ±34.5% (85.92–176.47) · ATM IV 38.0% · P/C interés abierto 1.42
| 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 | |
| 63.75 | 67.00 | 6 | 43.6% | 0.95 | 0.0018 | -0.000 | 70 | 1.93 | 2.75 | 51 | 45.1% | -0.06 | 0.0019 | -0.008 | ||
| 59.65 | 63.00 | 108 | 43.2% | 0.93 | 0.0022 | -0.002 | 75 | 2.61 | 3.25 | 61 | 44.0% | -0.08 | 0.0022 | -0.009 | ||
| 55.25 | 59.00 | 68 | 41.6% | 0.91 | 0.0026 | -0.004 | 80 | 3.35 | 4.05 | 233 | 43.4% | -0.10 | 0.0027 | -0.011 | ||
| 52.10 | 54.10 | 1 | 18 | 40.4% | 0.89 | 0.0030 | -0.006 | 85 | 4.25 | 4.90 | 243 | 42.6% | -0.12 | 0.0031 | -0.012 | |
| 48.30 | 51.50 | 14 | 41.6% | 0.87 | 0.0034 | -0.008 | 90 | 5.00 | 6.25 | 862 | 42.0% | -0.14 | 0.0036 | -0.013 | ||
| 44.30 | 47.25 | 26 | 39.5% | 0.85 | 0.0039 | -0.010 | 95 | 4.60 | 7.30 | 165 | 39.1% | -0.16 | 0.0040 | -0.015 | ||
| 41.45 | 44.50 | 479 | 40.7% | 0.82 | 0.0043 | -0.011 | 100 | 7.75 | 8.60 | 199 | 41.0% | -0.19 | 0.0045 | -0.016 | ||
| 37.90 | 40.75 | 16 | 39.3% | 0.80 | 0.0048 | -0.013 | 105 | 8.55 | 10.30 | 70 | 39.9% | -0.22 | 0.0050 | -0.017 | ||
| 35.25 | 38.50 | 1 | 305 | 40.2% | 0.77 | 0.0052 | -0.014 | 110 | 10.90 | 12.05 | 156 | 40.3% | -0.25 | 0.0054 | -0.018 | |
| 32.05 | 35.50 | 206 | 39.4% | 0.74 | 0.0055 | -0.016 | 115 | 12.50 | 14.10 | 19 | 39.8% | -0.28 | 0.0058 | -0.019 | ||
| 29.40 | 33.00 | 65 | 39.4% | 0.71 | 0.0059 | -0.017 | 120 | 14.75 | 16.25 | 20 | 39.8% | -0.31 | 0.0062 | -0.020 | ||
| 26.95 | 30.50 | 388 | 39.2% | 0.68 | 0.0062 | -0.018 | 125 | 16.75 | 18.35 | 44 | 39.1% | -0.35 | 0.0066 | -0.021 | ||
| 23.75 | 27.00 | 1 | 35 | 37.2% | 0.64 | 0.0064 | -0.019 | 130 | 18.35 | 21.45 | 210 | 38.7% | -0.38 | 0.0069 | -0.021 | |
| 22.40 | 26.00 | 32 | 38.8% | 0.61 | 0.0066 | -0.020 | 135 | 21.55 | 24.20 | 20 | 39.1% | -0.42 | 0.0072 | -0.022 | ||
| 20.90 | 23.50 | 5 | 23 | 38.7% | 0.58 | 0.0068 | -0.020 | 140 | 24.70 | 26.10 | 502 | 38.4% | -0.45 | 0.0074 | -0.022 | |
| 18.45 | 22.00 | 541 | 38.4% | 0.55 | 0.0069 | -0.021 | 145 | 26.85 | 29.25 | 3 | 37.7% | -0.49 | 0.0077 | -0.022 | ||
| 17.40 | 19.25 | 4 | 38 | 37.9% | 0.52 | 0.0070 | -0.021 | 150 | 30.75 | 32.40 | 1,200 | 1 | 38.2% | -0.52 | 0.0078 | -0.022 |
| 15.25 | 18.35 | 1,201 | 58 | 37.9% | 0.49 | 0.0070 | -0.021 | 155 | 32.50 | 35.65 | 3 | 36.7% | -0.56 | 0.0080 | -0.022 | |
| 13.75 | 16.90 | 55 | 37.8% | 0.46 | 0.0070 | -0.021 | 160 | 36.00 | 38.95 | 4 | 36.4% | -0.59 | 0.0081 | -0.022 | ||
| 12.30 | 15.10 | 1 | 8 | 37.2% | 0.43 | 0.0069 | -0.021 | 165 | 39.55 | 42.60 | 36.3% | -0.63 | 0.0082 | -0.021 | ||
| 11.20 | 13.85 | 1 | 9 | 37.2% | 0.40 | 0.0068 | -0.020 | 170 | 44.70 | 47.15 | 5 | 38.2% | -0.66 | 0.0083 | -0.021 | |
| 10.05 | 13.10 | 94 | 37.5% | 0.38 | 0.0067 | -0.020 | 175 | 47.35 | 50.90 | 5 | 36.9% | -0.69 | 0.0083 | -0.021 | ||
| 9.00 | 11.55 | 1 | 25 | 36.9% | 0.35 | 0.0066 | -0.019 | 180 | 52.55 | 54.60 | 37.7% | -0.72 | 0.0083 | -0.020 | ||
| 8.05 | 11.05 | 69 | 37.2% | 0.33 | 0.0064 | -0.019 | 185 | 56.00 | 58.75 | 5 | 36.9% | -0.75 | 0.0082 | -0.019 | ||
| 7.20 | 9.75 | 8 | 36.8% | 0.31 | 0.0063 | -0.018 | 190 | 59.50 | 63.25 | 36.2% | -0.78 | 0.0081 | -0.018 | |||
| 6.40 | 9.40 | 11 | 37.1% | 0.29 | 0.0061 | -0.018 | 195 | 64.00 | 68.00 | 2 | 36.8% | -0.81 | 0.0079 | -0.017 | ||
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 — Jan 21, 2028
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.