DIS cadena de opciones The Walt Disney Company
Cboe delayed options data · a fecha de 19:03 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 ±7.9% (101.19–118.50) · ATM IV 33.2% · P/C interés abierto 0.65
| 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 | |
| 54.00 | 56.00 | 3 | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.3700 | 8 | 113.9% | -0.00 | 0.0002 | -0.002 | |||
| 48.45 | 51.20 | 3 | 1.00 | 0.0002 | 0.000 | 60 | 0 | 0.3100 | 54 | 98.4% | -0.00 | 0.0003 | -0.002 | |||
| 43.50 | 46.25 | 2 | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.3100 | 60 | 86.7% | -0.00 | 0.0004 | -0.003 | |||
| 38.50 | 41.25 | 4 | 1.00 | 0.0006 | 0.000 | 70 | 0 | 0.3200 | 355 | 76.2% | -0.00 | 0.0006 | -0.003 | |||
| 33.55 | 36.30 | 44 | 0.99 | 0.0010 | 0.000 | 75 | 0 | 0.1100 | 786 | 56.6% | -0.01 | 0.0010 | -0.004 | |||
| 28.85 | 31.10 | 150 | 0.99 | 0.0016 | -0.002 | 80 | 0.0200 | 0.0500 | 846 | 45.4% | -0.01 | 0.0017 | -0.006 | |||
| 23.90 | 26.20 | 53 | 0.98 | 0.0031 | -0.006 | 85 | 0.0700 | 0.1800 | 1 | 1,749 | 45.1% | -0.02 | 0.0031 | -0.009 | ||
| 19.85 | 20.85 | 8,011 | 38.0% | 0.96 | 0.0062 | -0.013 | 90 | 0.1600 | 0.2400 | 2 | 9,199 | 39.7% | -0.04 | 0.0063 | -0.016 | |
| 15.35 | 16.05 | 1 | 8,372 | 37.8% | 0.92 | 0.0123 | -0.026 | 95 | 0.4300 | 0.4700 | 52 | 11.4K | 37.0% | -0.08 | 0.0123 | -0.028 |
| 10.75 | 12.60 | 28.9% | 0.86 | 0.0193 | -0.040 | 99 | 0.8600 | 1.01 | 2 | 36.3% | -0.15 | 0.0195 | -0.041 | |||
| 11.00 | 11.60 | 1 | 2,529 | 35.7% | 0.83 | 0.0213 | -0.043 | 100 | 1.01 | 1.10 | 615 | 4,917 | 35.5% | -0.17 | 0.0215 | -0.045 |
| 9.45 | 10.90 | 31.8% | 0.81 | 0.0233 | -0.047 | 101 | 1.15 | 1.35 | 1 | 35.4% | -0.19 | 0.0235 | -0.049 | |||
| 8.65 | 10.05 | 31.4% | 0.79 | 0.0253 | -0.051 | 102 | 1.39 | 1.48 | 11 | 34.9% | -0.21 | 0.0255 | -0.052 | |||
| 8.70 | 9.20 | 1 | 35.1% | 0.76 | 0.0272 | -0.054 | 103 | 1.57 | 1.77 | 34.7% | -0.24 | 0.0275 | -0.055 | |||
| 7.90 | 8.55 | 1 | 35.0% | 0.73 | 0.0291 | -0.057 | 104 | 1.87 | 2.00 | 2 | 34.5% | -0.27 | 0.0294 | -0.058 | ||
| 7.35 | 7.65 | 3 | 4,596 | 34.5% | 0.70 | 0.0309 | -0.060 | 105 | 2.19 | 2.26 | 5,581 | 2,372 | 34.2% | -0.30 | 0.0312 | -0.061 |
| 6.65 | 6.95 | 4 | 34.1% | 0.67 | 0.0325 | -0.062 | 106 | 2.51 | 2.59 | 10 | 34.0% | -0.33 | 0.0329 | -0.063 | ||
| 6.05 | 6.40 | 2 | 34.4% | 0.64 | 0.0339 | -0.064 | 107 | 2.87 | 2.95 | 11 | 33.8% | -0.37 | 0.0344 | -0.065 | ||
| 5.45 | 5.75 | 5 | 34.0% | 0.60 | 0.0352 | -0.065 | 108 | 3.25 | 3.35 | 15 | 33.5% | -0.40 | 0.0356 | -0.067 | ||
| 4.85 | 5.20 | 33.7% | 0.57 | 0.0361 | -0.066 | 109 | 3.65 | 3.80 | 8 | 33.3% | -0.44 | 0.0366 | -0.068 | |||
| 4.35 | 4.55 | 202 | 8,484 | 33.2% | 0.53 | 0.0367 | -0.067 | 110 | 4.15 | 4.25 | 97 | 3,662 | 33.1% | -0.47 | 0.0373 | -0.068 |
| 3.85 | 4.05 | 3 | 33.0% | 0.49 | 0.0370 | -0.067 | 111 | 4.65 | 4.75 | 1 | 32.9% | -0.51 | 0.0376 | -0.068 | ||
| 3.40 | 3.60 | 178 | 32.9% | 0.46 | 0.0369 | -0.066 | 112 | 5.10 | 5.45 | 1 | 33.0% | -0.55 | 0.0376 | -0.067 | ||
| 3.00 | 3.20 | 52 | 32.8% | 0.42 | 0.0365 | -0.065 | 113 | 5.65 | 6.80 | 2 | 35.7% | -0.59 | 0.0373 | -0.066 | ||
| 2.64 | 2.78 | 2 | 32.6% | 0.39 | 0.0357 | -0.064 | 114 | 6.30 | 7.20 | 34.8% | -0.62 | 0.0366 | -0.065 | |||
| 2.33 | 2.44 | 154 | 10.1K | 32.7% | 0.35 | 0.0347 | -0.061 | 115 | 6.95 | 7.40 | 1 | 752 | 32.8% | -0.66 | 0.0356 | -0.063 |
| 2.03 | 2.12 | 14 | 32.6% | 0.32 | 0.0334 | -0.059 | 116 | 7.65 | 8.90 | 36.2% | -0.69 | 0.0344 | -0.060 | |||
| 1.73 | 1.90 | 12 | 32.6% | 0.29 | 0.0320 | -0.057 | 117 | 8.40 | 9.65 | 36.5% | -0.72 | 0.0330 | -0.058 | |||
| 1.48 | 1.67 | 42 | 32.6% | 0.26 | 0.0303 | -0.053 | 118 | 8.95 | 10.45 | 35.8% | -0.75 | 0.0315 | -0.055 | |||
| 1.28 | 1.44 | 5 | 32.6% | 0.23 | 0.0286 | -0.050 | 119 | 9.85 | 11.25 | 36.6% | -0.78 | 0.0298 | -0.051 | |||
| 1.14 | 1.20 | 219 | 5,729 | 32.6% | 0.21 | 0.0267 | -0.047 | 120 | 10.65 | 11.55 | 150 | 34.0% | -0.81 | 0.0280 | -0.048 | |
| 0.6500 | 1.35 | 32.6% | 0.18 | 0.0248 | -0.043 | 121 | 11.05 | 13.35 | 37.0% | -0.83 | 0.0262 | -0.044 | ||||
| 0.7900 | 1.00 | 33.1% | 0.16 | 0.0229 | -0.040 | 122 | 11.95 | 14.20 | 37.5% | -0.86 | 0.0244 | -0.041 | ||||
| 0.6600 | 0.7900 | 1 | 32.6% | 0.14 | 0.0210 | -0.036 | 123 | 12.85 | 15.05 | 37.8% | -0.88 | 0.0225 | -0.038 | |||
| 0.2500 | 1.00 | 32.7% | 0.12 | 0.0191 | -0.033 | 124 | 13.75 | 16.00 | 38.6% | -0.90 | 0.0208 | -0.034 | ||||
| 0.4800 | 0.5600 | 28 | 3,687 | 32.6% | 0.11 | 0.0173 | -0.030 | 125 | 14.75 | 16.90 | 39.6% | -0.91 | 0.0190 | -0.031 | ||
| 0.1800 | 0.2500 | 18 | 1,301 | 32.8% | 0.06 | 0.0102 | -0.019 | 130 | 19.40 | 22.05 | 46.0% | -0.97 | 0.0125 | -0.020 | ||
| 0.0500 | 0.1900 | 4 | 920 | 34.9% | 0.03 | 0.0062 | -0.013 | 135 | 24.05 | 27.15 | 50.9% | -0.99 | 0.0049 | -0.012 | ||
| 0 | 0.2500 | 413 | 40.3% | 0.02 | 0.0039 | -0.009 | 140 | 29.05 | 32.05 | 56.4% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.3400 | 733 | 47.4% | 0.01 | 0.0026 | -0.007 | 145 | 34.05 | 37.15 | 63.6% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.3300 | 469 | 51.9% | 0.01 | 0.0018 | -0.005 | 150 | 38.85 | 42.05 | 65.6% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.1200 | 82 | 49.0% | 0.01 | 0.0013 | -0.004 | 155 | 44.00 | 47.15 | 74.3% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.1000 | 134 | 51.8% | 0.01 | 0.0010 | -0.003 | 160 | 48.85 | 52.05 | 76.1% | -1.00 | 0.0000 | -0.012 | |||
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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