DG cadena de opciones Dollar General Corporation

Vencimiento Cboe delayed options data · a fecha de 15:35 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 ±8.0% (123.38–144.97) · ATM IV 34.3% · 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
63.35	66.45		1	113.7%	1.00	0.0000	0.000	70	0	0.2000		89	97.7%	-0.00	0.0000	-0.000
57.80	61.40				1.00	0.0000	0.000	75	0	2.13		40	132.0%	-0.00	0.0000	-0.000
53.40	56.50			93.3%	1.00	0.0001	0.000	80	0	0.1000		477	72.9%	-0.00	0.0001	-0.001
48.40	51.50		6	82.7%	1.00	0.0002	0.000	85	0	2.13		380	108.0%	-0.00	0.0002	-0.001
43.40	46.50		4	72.7%	1.00	0.0004	0.000	90	0.0100	0.0900	5	487	57.8%	-0.00	0.0004	-0.002
38.45	41.55		2	65.5%	1.00	0.0007	0.000	95	0	2.15		356	86.5%	-0.00	0.0008	-0.004
33.65	36.35		76	56.4%	0.99	0.0015	-0.003	100	0.0100	0.2000	5	355	48.7%	-0.01	0.0015	-0.007
29.10	31.05		153	50.3%	0.98	0.0028	-0.008	105	0.0800	0.1200		530	41.4%	-0.02	0.0028	-0.012
24.25	26.55		121	49.3%	0.96	0.0051	-0.017	110	0.1500	0.3100	7	506	39.9%	-0.04	0.0052	-0.020
19.20	21.55		73	40.0%	0.93	0.0090	-0.029	115	0.3500	0.5600	1	816	37.7%	-0.07	0.0090	-0.032
14.80	17.25		374	39.6%	0.87	0.0145	-0.046	120	0.8700	1.01	5	377	36.4%	-0.13	0.0146	-0.048
13.30	15.55			39.8%	0.84	0.0170	-0.053	122	1.14	1.32	17	5	36.0%	-0.16	0.0173	-0.055
12.35	14.70			38.6%	0.82	0.0184	-0.057	123	0.8700	3.25			41.8%	-0.18	0.0186	-0.059
11.70	13.95			39.1%	0.81	0.0197	-0.060	124	1.03	2.09			35.2%	-0.20	0.0200	-0.062
10.80	12.25	2	516	34.3%	0.78	0.0211	-0.064	125	1.69	1.97		306	35.5%	-0.22	0.0214	-0.066
10.30	12.00			37.3%	0.76	0.0224	-0.067	126	1.89	2.71			37.2%	-0.24	0.0227	-0.069
9.45	11.45			37.3%	0.74	0.0237	-0.070	127	1.52	2.89		2	34.1%	-0.27	0.0240	-0.072
9.10	9.95			35.5%	0.71	0.0249	-0.073	128	2.00	3.05	1		34.2%	-0.29	0.0253	-0.075
8.30	9.55			35.9%	0.69	0.0260	-0.076	129	2.73	3.50			36.0%	-0.32	0.0265	-0.078
7.70	9.10	2	777	36.6%	0.66	0.0271	-0.078	130	2.91	3.45	2	89	33.9%	-0.34	0.0276	-0.080
7.10	8.05			35.1%	0.63	0.0280	-0.080	131	2.53	4.10	1		32.2%	-0.37	0.0285	-0.082
6.40	7.70		1	35.4%	0.61	0.0288	-0.082	132	3.80	4.80		1	35.9%	-0.40	0.0293	-0.084
5.90	6.85		4	32.6%	0.58	0.0294	-0.083	133	4.30	4.75		1	34.4%	-0.43	0.0300	-0.085
5.40	6.20			34.2%	0.55	0.0298	-0.084	134	4.80	5.20	3		34.4%	-0.46	0.0304	-0.086
4.95	5.30	4	553	33.0%	0.52	0.0300	-0.084	135	5.20	5.55	3	289	33.5%	-0.49	0.0308	-0.086
4.45	5.20			34.0%	0.49	0.0301	-0.084	136	4.70	6.65			31.9%	-0.52	0.0309	-0.086
4.00	4.65	5		32.5%	0.46	0.0300	-0.084	137	6.30	6.75	21		33.7%	-0.55	0.0309	-0.086
3.65	4.25			33.8%	0.43	0.0298	-0.083	138	7.00	8.80			38.7%	-0.58	0.0306	-0.085
3.35	4.30			35.4%	0.40	0.0293	-0.081	139	7.55	8.35			34.9%	-0.61	0.0303	-0.083
2.87	3.20	1	1,029	32.5%	0.37	0.0287	-0.080	140	7.85	8.75		7	32.9%	-0.64	0.0297	-0.082
2.56	3.55			34.8%	0.34	0.0280	-0.077	141	7.65	10.05			31.9%	-0.67	0.0290	-0.080
2.31	3.85		6	37.1%	0.32	0.0271	-0.075	142	9.55	10.35			34.6%	-0.70	0.0283	-0.077
2.09	2.93		2	35.0%	0.29	0.0261	-0.072	143	8.70	11.00			28.0%	-0.72	0.0273	-0.075
1.80	2.70			35.0%	0.27	0.0251	-0.069	144	9.65	12.10			30.0%	-0.75	0.0263	-0.072
1.63	1.87	1	659	32.9%	0.25	0.0239	-0.066	145	10.50	12.65		6	28.8%	-0.77	0.0253	-0.069
1.38	3.35			39.5%	0.23	0.0228	-0.063	146	12.30	13.60			34.0%	-0.79	0.0241	-0.066
1.29	2.03			35.4%	0.21	0.0215	-0.060	147	11.85	14.80			29.2%	-0.81	0.0229	-0.062
1.14	2.48			38.4%	0.19	0.0203	-0.057	148	13.35	15.65			32.7%	-0.83	0.0218	-0.059
1.00	1.94			36.9%	0.17	0.0191	-0.053	149	13.55	16.35			26.3%	-0.85	0.0206	-0.056
0.9200	1.06	1	451	33.6%	0.16	0.0179	-0.050	150	15.05	17.10			29.9%	-0.87	0.0194	-0.053
0.3600	0.5900	2	254	33.2%	0.09	0.0123	-0.035	155	19.10	21.55				-0.94	0.0145	-0.039
0.2200	1.20		561	42.6%	0.05	0.0080	-0.024	160	23.95	26.45				-0.98	0.0087	-0.026
0.0100	0.3700	1	98	36.9%	0.03	0.0050	-0.015	165	28.90	32.55				-1.00	0.0016	-0.021
0	0.9100		18	48.4%	0.02	0.0031	-0.010	170	33.95	37.70				-1.00	0.0000	-0.021
0	2.19		8	64.4%	0.01	0.0019	-0.006	175	38.90	42.80			48.4%	-1.00	0.0000	-0.021
0	2.17		17	69.2%	0.01	0.0012	-0.004	180	44.25	47.80			60.8%	-1.00	0.0000	-0.021
0	2.15		1	73.8%	0.00	0.0007	-0.003	185	48.90	52.70				-1.00	0.0000	-0.021
0	2.14		22	78.3%	0.00	0.0004	-0.002	190	54.25	57.80			69.5%	-1.00	0.0000	-0.021
0	2.13		4	82.5%	0.00	0.0003	-0.001	195	58.90	62.80			64.1%	-1.00	0.0000	-0.021
0	2.13		2	86.7%	0.00	0.0002	-0.001	200	63.90	67.75				-1.00	0.0000	-0.021

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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