DIS cadena de opciones The Walt Disney Company
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 ±7.0% (99.78–114.72) · ATM IV 23.4% · P/C interés abierto —
| 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 | |
| 12.25 | 15.05 | 31.8% | 0.91 | 0.0153 | -0.008 | 95 | 0 | 2.43 | 35.9% | -0.09 | 0.0155 | -0.016 | ||||
| 11.80 | 14.15 | 33.5% | 0.90 | 0.0175 | -0.011 | 96 | 0 | 2.50 | 34.3% | -0.10 | 0.0177 | -0.018 | ||||
| 10.90 | 13.25 | 32.5% | 0.88 | 0.0198 | -0.013 | 97 | 0 | 2.57 | 32.6% | -0.12 | 0.0202 | -0.020 | ||||
| 9.90 | 12.40 | 31.1% | 0.86 | 0.0224 | -0.016 | 98 | 0 | 2.65 | 30.9% | -0.14 | 0.0228 | -0.022 | ||||
| 9.30 | 11.55 | 31.4% | 0.84 | 0.0251 | -0.018 | 99 | 0 | 2.78 | 29.5% | -0.17 | 0.0255 | -0.024 | ||||
| 8.35 | 10.10 | 2 | 27.5% | 0.81 | 0.0278 | -0.021 | 100 | 0.8700 | 1.28 | 1 | 24.6% | -0.19 | 0.0284 | -0.026 | ||
| 6.85 | 9.95 | 26.8% | 0.78 | 0.0305 | -0.024 | 101 | 0 | 1.49 | 19.5% | -0.22 | 0.0312 | -0.029 | ||||
| 6.25 | 8.45 | 24.1% | 0.75 | 0.0331 | -0.026 | 102 | 1.10 | 1.82 | 2 | 23.6% | -0.26 | 0.0339 | -0.030 | |||
| 6.20 | 8.50 | 29.2% | 0.71 | 0.0356 | -0.029 | 103 | 0.9600 | 1.96 | 21.4% | -0.29 | 0.0365 | -0.032 | ||||
| 5.25 | 6.25 | 22.4% | 0.68 | 0.0378 | -0.030 | 104 | 1.79 | 2.30 | 4 | 23.3% | -0.33 | 0.0389 | -0.034 | |||
| 4.85 | 6.15 | 25.0% | 0.64 | 0.0397 | -0.032 | 105 | 2.18 | 2.72 | 20 | 23.5% | -0.37 | 0.0410 | -0.035 | |||
| 4.30 | 5.85 | 25.9% | 0.60 | 0.0412 | -0.034 | 106 | 2.34 | 3.90 | 25.1% | -0.41 | 0.0426 | -0.036 | ||||
| 3.70 | 4.95 | 24.5% | 0.56 | 0.0423 | -0.034 | 107 | 2.70 | 3.60 | 22.3% | -0.46 | 0.0439 | -0.036 | ||||
| 3.10 | 3.95 | 10 | 22.6% | 0.51 | 0.0428 | -0.035 | 108 | 3.15 | 4.15 | 22.2% | -0.50 | 0.0446 | -0.036 | |||
| 2.75 | 4.10 | 24.8% | 0.47 | 0.0429 | -0.035 | 109 | 4.00 | 4.65 | 23.0% | -0.54 | 0.0448 | -0.036 | ||||
| 2.29 | 3.40 | 23.8% | 0.43 | 0.0424 | -0.035 | 110 | 4.35 | 5.20 | 22.0% | -0.59 | 0.0445 | -0.035 | ||||
| 0.6700 | 3.55 | 21.4% | 0.39 | 0.0414 | -0.034 | 111 | 3.85 | 6.50 | 20.3% | -0.63 | 0.0438 | -0.034 | ||||
| 1.74 | 2.76 | 24.6% | 0.35 | 0.0399 | -0.033 | 112 | 5.60 | 6.65 | 22.1% | -0.67 | 0.0425 | -0.033 | ||||
| 0.7100 | 3.35 | 25.2% | 0.31 | 0.0381 | -0.032 | 113 | 5.00 | 7.75 | 18.2% | -0.71 | 0.0409 | -0.031 | ||||
| 1.03 | 3.45 | 28.6% | 0.28 | 0.0360 | -0.030 | 114 | 5.75 | 9.30 | 21.3% | -0.75 | 0.0390 | -0.029 | ||||
| 0 | 3.25 | 26.1% | 0.25 | 0.0337 | -0.029 | 115 | 6.55 | 8.90 | -0.78 | 0.0369 | -0.027 | |||||
| 0 | 3.10 | 27.3% | 0.22 | 0.0313 | -0.027 | 116 | 7.40 | 10.85 | 20.5% | -0.81 | 0.0347 | -0.025 | ||||
| 0 | 2.93 | 28.3% | 0.19 | 0.0288 | -0.025 | 117 | 8.25 | 11.65 | 19.5% | -0.84 | 0.0322 | -0.022 | ||||
| 0 | 1.10 | 21.1% | 0.17 | 0.0264 | -0.023 | 118 | 9.15 | 12.55 | 18.5% | -0.87 | 0.0297 | -0.020 | ||||
| 0 | 2.69 | 30.4% | 0.15 | 0.0240 | -0.021 | 119 | 10.05 | 13.40 | -0.89 | 0.0269 | -0.017 | |||||
| 0 | 2.60 | 31.6% | 0.13 | 0.0217 | -0.019 | 120 | 11.00 | 14.30 | -0.91 | 0.0242 | -0.015 | |||||
| 0 | 2.52 | 32.7% | 0.11 | 0.0195 | -0.018 | 121 | 11.95 | 15.85 | 23.5% | -0.93 | 0.0214 | -0.012 | ||||
| 0 | 2.45 | 33.8% | 0.10 | 0.0175 | -0.016 | 122 | 12.95 | 16.80 | 24.1% | -0.95 | 0.0261 | -0.008 | ||||
| 0.0100 | 0.6100 | 6 | 23.9% | 0.08 | 0.0156 | -0.015 | 123 | 13.95 | 17.80 | 25.2% | -0.97 | 0.0279 | -0.005 | |||
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 — Oct 23, 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.