DG cadena de opciones Dollar General Corporation

Vencimiento Cboe delayed options data · a fecha de 15:34 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 ±5.4% (124.08–138.32) · ATM IV 32.4% · P/C interés abierto 1.84

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
59.85	63.10			158.6%	1.00	0.0000	0.000	70	0	2.13		85	196.6%	-0.00	0.0000	-0.000
54.70	58.10		29	136.6%	1.00	0.0000	0.000	75	0	2.13		696	178.1%	-0.00	0.0000	-0.000
49.15	53.15		12	75.6%	1.00	0.0001	0.000	80	0	2.13		668	160.7%	-0.00	0.0001	-0.001
44.55	48.15		18	103.9%	1.00	0.0001	0.000	85	0	2.13		641	144.3%	-0.00	0.0001	-0.001
39.60	43.10		57	91.0%	1.00	0.0002	0.000	90	0	0.1300	1	1,461	78.5%	-0.00	0.0002	-0.002
35.65	37.50		46	91.4%	1.00	0.0005	0.000	95	0.0100	0.1000	4	812	66.9%	-0.00	0.0005	-0.003
30.55	33.10		107	87.6%	1.00	0.0010	-0.002	100	0.0200	0.0600	3	1,569	55.1%	-0.00	0.0010	-0.005
25.75	27.45		103	67.4%	0.99	0.0020	-0.006	105	0	0.3700	5	1,030	58.1%	-0.01	0.0020	-0.009
21.15	23.75			52.4%	0.98	0.0038	-0.013	109	0	2.17		68	74.9%	-0.02	0.0038	-0.015
20.75	23.20		257	65.5%	0.98	0.0044	-0.015	110	0.0100	0.2700	15	1,514	45.4%	-0.02	0.0044	-0.017
19.80	21.35			52.4%	0.98	0.0051	-0.017	111	0	2.19		10	69.7%	-0.03	0.0052	-0.020
18.80	21.25			61.4%	0.97	0.0060	-0.020	112	0	2.21			67.1%	-0.03	0.0060	-0.022
17.60	19.75			50.6%	0.97	0.0069	-0.023	113	0	0.8400		8	49.5%	-0.04	0.0070	-0.025
16.05	19.30	2	2	48.2%	0.96	0.0081	-0.026	114	0.0500	0.3300	2	1	39.8%	-0.04	0.0081	-0.028
15.70	17.70		232	46.5%	0.95	0.0094	-0.030	115	0.1000	0.2500	8	885	37.2%	-0.05	0.0095	-0.032
14.95	16.70		5	46.9%	0.94	0.0109	-0.034	116	0.0500	0.4200	2	201	37.3%	-0.06	0.0110	-0.036
13.65	15.75		2	41.7%	0.93	0.0126	-0.038	117	0.0700	0.4400		4	35.9%	-0.07	0.0127	-0.041
12.80	14.65		2	39.9%	0.92	0.0145	-0.043	118	0.0900	0.3800	2	23	33.1%	-0.08	0.0146	-0.045
11.80	13.75		1	38.5%	0.91	0.0167	-0.049	119	0.2200	0.6100	3	11	35.6%	-0.09	0.0168	-0.051
10.70	13.65	9	693	42.9%	0.89	0.0190	-0.054	120	0.2600	0.5700	50	4,459	33.3%	-0.11	0.0192	-0.056
10.05	12.05		1	38.3%	0.87	0.0216	-0.060	121	0.2400	0.7800	2	12	32.9%	-0.13	0.0219	-0.062
9.00	11.90	1	64	41.3%	0.85	0.0244	-0.067	122	0.6000	1.14	39	97	36.3%	-0.15	0.0247	-0.069
8.80	11.05		9	44.4%	0.83	0.0274	-0.073	123	0.6400	1.16		80	34.1%	-0.17	0.0277	-0.075
7.60	10.20		17	40.9%	0.80	0.0304	-0.080	124	0.9000	1.31	16	70	34.0%	-0.20	0.0308	-0.082
6.80	8.15	5	649	32.8%	0.77	0.0334	-0.086	125	1.09	1.50	50	611	33.4%	-0.23	0.0339	-0.088
6.40	7.95	4	28	37.5%	0.73	0.0364	-0.092	126	1.30	1.75	8	22	32.9%	-0.27	0.0369	-0.094
5.80	6.75		35	35.1%	0.70	0.0391	-0.098	127	1.58	2.04	8	94	32.6%	-0.31	0.0396	-0.100
4.40	6.10		20	31.3%	0.66	0.0414	-0.102	128	1.92	2.40	7	103	32.6%	-0.35	0.0421	-0.104
4.25	5.90	16	35	35.4%	0.61	0.0433	-0.106	129	2.30	2.94	2	20	33.2%	-0.39	0.0440	-0.108
4.00	4.55	93	854	33.2%	0.57	0.0446	-0.109	130	2.73	3.30	13	175	32.8%	-0.44	0.0454	-0.111
3.10	4.25	19	113	32.4%	0.53	0.0454	-0.110	131	3.15	3.75	5	8	32.3%	-0.48	0.0462	-0.112
3.00	3.55	16	66	33.1%	0.48	0.0454	-0.110	132	3.60	4.35	5	13	32.3%	-0.53	0.0463	-0.112
2.48	3.40		79	34.0%	0.44	0.0448	-0.109	133	3.55	5.05			29.9%	-0.57	0.0458	-0.111
2.13	2.57	24	44	32.1%	0.39	0.0436	-0.107	134	4.75	5.85			33.5%	-0.62	0.0446	-0.109
1.89	2.30	49	779	33.0%	0.35	0.0419	-0.103	135	5.40	6.60		105	33.9%	-0.66	0.0430	-0.105
1.56	1.84	11	40	32.1%	0.31	0.0398	-0.099	136	6.10	7.35		3	34.2%	-0.70	0.0408	-0.101
0.5900	0.9700	25	1,536	31.6%	0.19	0.0294	-0.077	140	8.25	10.10		44	19.9%	-0.83	0.0306	-0.079
0.0900	1.00	2	689	37.9%	0.10	0.0176	-0.051	145	12.85	15.50		3	27.6%	-0.92	0.0196	-0.057
0.0100	0.5500	1	1,119	40.1%	0.05	0.0099	-0.032	150	17.10	20.70		12		-0.98	0.0120	-0.036
0	0.3900		271	44.5%	0.03	0.0055	-0.019	155	22.10	25.40		1		-1.00	0.0022	-0.023
0	0.3300		179	49.8%	0.01	0.0031	-0.012	160	28.00	29.70		6		-1.00	0.0000	-0.023
0	2.13		53	82.0%	0.01	0.0018	-0.007	165	32.75	35.10				-1.00	0.0000	-0.023
0	2.13		158	89.5%	0.00	0.0010	-0.005	170	38.00	40.05				-1.00	0.0000	-0.023
0	2.13		11	96.7%	0.00	0.0006	-0.003	175	43.00	45.30				-1.00	0.0000	-0.023
0	2.13		50	103.5%	0.00	0.0004	-0.002	180	48.00	50.20				-1.00	0.0000	-0.023
0	2.13		28	110.0%	0.00	0.0002	-0.001	185	53.00	55.30				-1.00	0.0000	-0.023
0	2.13		8	116.2%	0.00	0.0002	-0.001	190	58.00	60.30				-1.00	0.0000	-0.023
0	2.13		3	122.2%	0.00	0.0001	-0.001	195	63.00	65.30				-1.00	0.0000	-0.023

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 — Sep 18, 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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DG cadena de opciones Dollar General Corporation

Sonrisa de volatilidad — Sep 18, 2026

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