DG cadena de opciones Dollar General Corporation

Vencimiento Cboe delayed options data · a fecha de 06:36 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 ±8.5% (122.00–144.54) · ATM IV 35.7% · P/C interés abierto 0.90

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
61.45	65.45		1		1.00	0.0000	0.000	70	0	0.2000		89	95.6%	-0.00	0.0000	-0.000
56.50	60.60				1.00	0.0000	0.000	75	0	2.13		40	129.1%	-0.00	0.0000	-0.000
52.20	55.40			81.6%	1.00	0.0001	0.000	80	0	0.1000		477	71.1%	-0.00	0.0001	-0.001
46.50	49.95		6		1.00	0.0002	0.000	85	0	2.13		380	105.4%	-0.00	0.0002	-0.001
42.30	44.95		4		1.00	0.0004	0.000	90	0.0100	0.0700	3	487	54.7%	-0.00	0.0004	-0.002
37.15	40.00		2		0.99	0.0008	0.000	95	0	0.5000		356	62.2%	-0.01	0.0008	-0.004
32.30	35.05		76		0.99	0.0016	-0.003	100	0.0100	0.1200	4	356	44.0%	-0.01	0.0016	-0.007
26.70	30.85		153	30.6%	0.98	0.0031	-0.009	105	0.0800	0.1500	1	530	40.7%	-0.02	0.0031	-0.013
22.50	25.25		121	32.7%	0.96	0.0057	-0.018	110	0.2000	0.3500	6	511	39.6%	-0.04	0.0058	-0.021
18.00	20.50		73	35.8%	0.92	0.0099	-0.032	115	0.4500	0.8000	4	816	38.9%	-0.08	0.0100	-0.034
14.50	15.10	2	376	34.9%	0.86	0.0157	-0.048	120	0.8000	1.47	14	370	36.7%	-0.14	0.0158	-0.050
12.05	14.40			35.5%	0.82	0.0183	-0.055	122	1.24	1.62	5		35.9%	-0.18	0.0185	-0.057
11.40	13.55			35.8%	0.80	0.0197	-0.059	123	1.15	1.95			34.9%	-0.20	0.0199	-0.061
10.50	12.85			35.5%	0.78	0.0210	-0.062	124	1.63	2.58			37.7%	-0.22	0.0213	-0.064
9.80	12.10	14	505	35.5%	0.76	0.0223	-0.066	125	1.91	2.26	6	300	35.3%	-0.24	0.0226	-0.067
9.15	11.30			35.4%	0.74	0.0236	-0.069	126	2.10	2.54			34.9%	-0.26	0.0239	-0.070
8.85	9.80			33.8%	0.71	0.0248	-0.072	127	2.48	2.86	2		35.2%	-0.29	0.0251	-0.073
8.30	9.50			35.5%	0.69	0.0259	-0.074	128	2.68	3.50			35.7%	-0.32	0.0263	-0.076
7.10	8.65			32.8%	0.66	0.0269	-0.077	129	2.96	3.80			35.2%	-0.34	0.0273	-0.078
6.95	8.50	6	780	35.9%	0.63	0.0278	-0.079	130	3.40	3.85	14	85	34.2%	-0.37	0.0282	-0.080
6.35	7.20			33.4%	0.61	0.0286	-0.080	131	3.75	4.35			34.2%	-0.40	0.0290	-0.082
5.75	6.80	4		33.8%	0.58	0.0291	-0.082	132	4.10	4.95	1		34.3%	-0.43	0.0296	-0.083
5.25	7.00	4		36.1%	0.55	0.0296	-0.082	133	4.60	5.70	1		35.2%	-0.46	0.0301	-0.084
4.70	5.85			33.8%	0.52	0.0298	-0.083	134	5.00	5.95			34.0%	-0.49	0.0304	-0.084
4.35	5.20	15	549	33.6%	0.49	0.0299	-0.083	135	5.40	6.50	9	285	33.6%	-0.52	0.0305	-0.084
3.15	4.60			30.6%	0.46	0.0298	-0.082	136	6.25	7.20			34.9%	-0.55	0.0304	-0.084
3.40	4.50			33.6%	0.43	0.0295	-0.081	137	6.60	7.60			33.4%	-0.58	0.0302	-0.083
3.25	4.10			34.2%	0.40	0.0290	-0.080	138	7.50	8.40			34.9%	-0.61	0.0298	-0.082
2.92	3.60			33.8%	0.37	0.0285	-0.078	139	8.00	8.85			33.7%	-0.64	0.0293	-0.080
2.74	3.10	41	1,005	33.7%	0.35	0.0277	-0.076	140	8.45	10.15		7	35.0%	-0.66	0.0286	-0.078
2.14	3.80			36.1%	0.32	0.0269	-0.074	141	8.60	11.05			33.7%	-0.69	0.0278	-0.076
1.97	2.72	6		33.6%	0.30	0.0259	-0.071	142	10.15	11.75			36.6%	-0.72	0.0269	-0.073
1.86	2.30	2		33.5%	0.27	0.0249	-0.069	143	10.35	12.25			33.6%	-0.74	0.0259	-0.070
1.51	2.08			33.0%	0.25	0.0238	-0.066	144	11.15	13.30			34.7%	-0.76	0.0248	-0.067
1.28	1.86	26	639	32.9%	0.23	0.0226	-0.063	145	12.25	14.15		6	36.3%	-0.79	0.0237	-0.064
1.10	1.93			34.0%	0.21	0.0214	-0.060	146	13.10	15.05			36.9%	-0.81	0.0226	-0.061
0.9700	1.53			33.1%	0.19	0.0202	-0.057	147	13.40	15.80			34.1%	-0.83	0.0214	-0.058
0.9700	1.95			36.6%	0.17	0.0190	-0.053	148	14.30	16.70			34.5%	-0.84	0.0203	-0.055
0.7100	3.05			41.9%	0.16	0.0179	-0.050	149	15.15	17.60			34.6%	-0.86	0.0191	-0.052
0.7800	1.03	19	452	33.8%	0.14	0.0167	-0.047	150	16.00	18.50			34.5%	-0.88	0.0180	-0.049
0.2000	0.7800	4	253	34.4%	0.09	0.0114	-0.033	155	20.70	23.20			36.1%	-0.94	0.0129	-0.035
0.0500	0.3500	3	559	33.3%	0.05	0.0075	-0.022	160	25.55	28.05			37.9%	-0.98	0.0090	-0.022
0	0.6000	6	99	40.7%	0.03	0.0048	-0.015	165	30.45	33.10			41.9%	-1.00	0.0022	-0.017
0	0.9100		18	49.1%	0.02	0.0030	-0.010	170	35.55	38.10			48.5%	-1.00	0.0000	-0.017
0	2.17		8	64.9%	0.01	0.0019	-0.006	175	40.45	43.85			61.3%	-1.00	0.0000	-0.017
0	2.15		17	69.6%	0.01	0.0012	-0.004	180	45.45	48.85			66.1%	-1.00	0.0000	-0.017
0	2.14		1	74.2%	0.00	0.0007	-0.003	185	50.45	53.10			59.4%	-1.00	0.0000	-0.017
0	0.6700	5	17	62.7%	0.00	0.0005	-0.002	190	55.45	58.10			63.4%	-1.00	0.0000	-0.017
0	2.13		4	82.8%	0.00	0.0003	-0.001	195	60.45	63.10			67.2%	-1.00	0.0000	-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 — 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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DG cadena de opciones Dollar General Corporation

Sonrisa de volatilidad — Nov 20, 2026

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