DPZ cadena de opciones Domino's Pizza, Inc.
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 ±11.3% (307.79–386.39) · ATM IV 40.6% · P/C interés abierto 2.91
| 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 | |
| 144.00 | 151.10 | 87.6% | 0.99 | 0.0004 | -0.017 | 200 | 0 | 8.60 | 1 | 117.4% | -0.02 | 0.0005 | -0.048 | |||
| 134.00 | 141.10 | 80.3% | 0.99 | 0.0005 | -0.023 | 210 | 0 | 6.40 | 101.1% | -0.02 | 0.0006 | -0.051 | ||||
| 124.00 | 131.10 | 73.4% | 0.98 | 0.0006 | -0.029 | 220 | 0 | 8.70 | 101.0% | -0.02 | 0.0007 | -0.054 | ||||
| 114.00 | 121.20 | 67.6% | 0.98 | 0.0008 | -0.036 | 230 | 0 | 8.80 | 93.3% | -0.03 | 0.0008 | -0.058 | ||||
| 104.10 | 111.20 | 61.9% | 0.97 | 0.0010 | -0.044 | 240 | 0 | 8.90 | 85.9% | -0.03 | 0.0010 | -0.063 | ||||
| 94.30 | 101.30 | 57.5% | 0.97 | 0.0013 | -0.052 | 250 | 0 | 5.40 | 9 | 68.6% | -0.04 | 0.0013 | -0.068 | |||
| 84.50 | 91.40 | 53.0% | 0.96 | 0.0017 | -0.061 | 260 | 0 | 5.60 | 2 | 1 | 62.7% | -0.05 | 0.0016 | -0.074 | ||
| 74.90 | 81.70 | 1 | 49.8% | 0.94 | 0.0021 | -0.071 | 270 | 0 | 3.60 | 16 | 50.2% | -0.06 | 0.0021 | -0.081 | ||
| 65.30 | 72.20 | 46.6% | 0.93 | 0.0028 | -0.084 | 280 | 0.2000 | 3.80 | 217 | 45.6% | -0.08 | 0.0027 | -0.091 | |||
| 56.20 | 62.90 | 44.5% | 0.90 | 0.0036 | -0.099 | 290 | 0.7500 | 5.40 | 197 | 44.9% | -0.10 | 0.0035 | -0.106 | |||
| 47.60 | 52.90 | 1 | 40.9% | 0.86 | 0.0046 | -0.120 | 300 | 3.00 | 4.60 | 6 | 87 | 41.4% | -0.14 | 0.0045 | -0.125 | |
| 39.40 | 46.00 | 42.1% | 0.81 | 0.0057 | -0.144 | 310 | 4.00 | 6.10 | 33 | 58 | 38.9% | -0.19 | 0.0057 | -0.150 | ||
| 31.50 | 38.40 | 40.6% | 0.74 | 0.0068 | -0.168 | 320 | 4.60 | 11.00 | 29 | 39.3% | -0.26 | 0.0069 | -0.173 | |||
| 24.50 | 31.90 | 3 | 40.0% | 0.67 | 0.0078 | -0.187 | 330 | 7.80 | 14.10 | 32 | 38.6% | -0.34 | 0.0079 | -0.192 | ||
| 18.80 | 26.00 | 23 | 39.8% | 0.59 | 0.0085 | -0.198 | 340 | 12.10 | 19.10 | 22 | 39.4% | -0.42 | 0.0087 | -0.203 | ||
| 15.60 | 21.00 | 3 | 20 | 41.3% | 0.50 | 0.0089 | -0.201 | 350 | 18.80 | 23.20 | 14 | 40.0% | -0.51 | 0.0091 | -0.205 | |
| 10.80 | 13.70 | 1 | 25 | 37.1% | 0.41 | 0.0088 | -0.194 | 360 | 22.80 | 27.40 | 8 | 35.9% | -0.60 | 0.0090 | -0.197 | |
| 6.10 | 10.70 | 37 | 35.6% | 0.33 | 0.0082 | -0.179 | 370 | 29.90 | 34.00 | 29 | 35.8% | -0.68 | 0.0085 | -0.181 | ||
| 3.40 | 10.00 | 43 | 37.5% | 0.26 | 0.0074 | -0.158 | 380 | 37.20 | 42.80 | 3 | 36.9% | -0.76 | 0.0076 | -0.158 | ||
| 1.65 | 5.60 | 51 | 67 | 34.0% | 0.19 | 0.0063 | -0.135 | 390 | 45.40 | 50.40 | 2 | 35.9% | -0.82 | 0.0065 | -0.132 | |
| 1.50 | 6.00 | 4 | 4 | 39.0% | 0.15 | 0.0052 | -0.111 | 400 | 53.90 | 59.70 | 2 | 36.4% | -0.87 | 0.0053 | -0.105 | |
| 0.9500 | 3.80 | 16 | 37.9% | 0.11 | 0.0042 | -0.092 | 410 | 63.30 | 68.00 | 34.6% | -0.91 | 0.0042 | -0.081 | |||
| 0 | 2.00 | 3 | 34.1% | 0.08 | 0.0034 | -0.077 | 420 | 72.50 | 79.70 | 41.0% | -0.94 | 0.0033 | -0.062 | |||
| 0 | 5.70 | 47.5% | 0.07 | 0.0027 | -0.067 | 430 | 82.20 | 89.00 | 41.5% | -0.95 | 0.0026 | -0.049 | ||||
| 0.0500 | 1.85 | 3 | 1 | 40.0% | 0.06 | 0.0023 | -0.061 | 440 | 92.00 | 98.90 | 43.7% | -0.96 | 0.0021 | -0.040 | ||
| 0 | 3.30 | 48.0% | 0.05 | 0.0020 | -0.058 | 450 | 101.90 | 108.70 | 45.5% | -0.97 | 0.0018 | -0.035 | ||||
| 0 | 8.70 | 2 | 64.4% | 0.04 | 0.0017 | -0.057 | 460 | 111.80 | 119.20 | 50.4% | -0.97 | 0.0015 | -0.031 | |||
| 0 | 3.00 | 53.0% | 0.04 | 0.0015 | -0.056 | 470 | 121.80 | 129.00 | 52.6% | -0.97 | 0.0014 | -0.028 | ||||
| 0 | 1.30 | 4 | 48.0% | 0.04 | 0.0014 | -0.055 | 480 | 131.70 | 139.20 | 56.0% | -0.97 | 0.0012 | -0.025 | |||
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 16, 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.