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 ±7.7% (281.82–329.02) · ATM IV 32.1% · P/C interés abierto 1.60
| 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 | |
| 117.00 | 125.70 | 3 | 74.1% | 1.00 | 0.0001 | 0.000 | 185 | 0 | 1.25 | 88.4% | -0.00 | 0.0001 | -0.007 | |||
| 113.40 | 119.60 | 75.8% | 1.00 | 0.0002 | 0.000 | 190 | 0 | 4.90 | 10 | 110.2% | -0.00 | 0.0002 | -0.007 | |||
| 107.10 | 115.80 | 69.6% | 1.00 | 0.0002 | 0.000 | 195 | 0 | 0.1500 | 60.2% | -0.00 | 0.0002 | -0.008 | ||||
| 103.60 | 110.70 | 81.8% | 1.00 | 0.0002 | 0.000 | 200 | 0 | 4.90 | 1 | 100.4% | -0.00 | 0.0002 | -0.009 | |||
| 92.20 | 100.80 | 1 | 58.8% | 0.99 | 0.0004 | -0.000 | 210 | 0 | 4.90 | 1 | 91.0% | -0.01 | 0.0004 | -0.012 | ||
| 82.20 | 90.90 | 52.6% | 0.99 | 0.0005 | -0.005 | 220 | 0 | 4.90 | 3 | 81.9% | -0.01 | 0.0005 | -0.015 | |||
| 72.50 | 80.70 | 2 | 46.5% | 0.99 | 0.0008 | -0.010 | 230 | 0.0500 | 5.00 | 68 | 73.7% | -0.01 | 0.0008 | -0.019 | ||
| 62.70 | 70.80 | 42.9% | 0.98 | 0.0013 | -0.018 | 240 | 0.1000 | 0.4000 | 10 | 104 | 40.7% | -0.02 | 0.0013 | -0.026 | ||
| 53.80 | 60.00 | 3 | 38.5% | 0.97 | 0.0020 | -0.029 | 250 | 0.1500 | 1.15 | 8 | 164 | 35.8% | -0.03 | 0.0020 | -0.036 | |
| 43.40 | 50.70 | 1 | 33.6% | 0.95 | 0.0034 | -0.048 | 260 | 0.5000 | 1.25 | 25 | 334 | 36.9% | -0.05 | 0.0034 | -0.053 | |
| 35.70 | 41.90 | 7 | 39.1% | 0.90 | 0.0055 | -0.076 | 270 | 1.05 | 1.75 | 149 | 384 | 33.9% | -0.10 | 0.0056 | -0.082 | |
| 25.40 | 32.20 | 1 | 3 | 30.8% | 0.83 | 0.0082 | -0.115 | 280 | 1.95 | 3.10 | 10 | 301 | 32.1% | -0.17 | 0.0083 | -0.119 |
| 18.90 | 23.50 | 5 | 32 | 31.2% | 0.73 | 0.0110 | -0.152 | 290 | 1.70 | 5.90 | 14 | 157 | 28.3% | -0.27 | 0.0111 | -0.156 |
| 12.70 | 17.60 | 4 | 81 | 32.2% | 0.61 | 0.0130 | -0.176 | 300 | 6.30 | 11.30 | 8 | 224 | 32.9% | -0.40 | 0.0132 | -0.179 |
| 7.10 | 11.70 | 16 | 188 | 30.2% | 0.47 | 0.0137 | -0.180 | 310 | 10.70 | 17.70 | 107 | 34.0% | -0.53 | 0.0140 | -0.183 | |
| 2.10 | 7.50 | 22 | 263 | 27.3% | 0.34 | 0.0128 | -0.164 | 320 | 17.00 | 23.60 | 94 | 52 | 33.4% | -0.67 | 0.0132 | -0.168 |
| 2.55 | 3.90 | 58 | 273 | 29.9% | 0.23 | 0.0107 | -0.133 | 330 | 23.30 | 31.70 | 24 | 32.5% | -0.79 | 0.0112 | -0.137 | |
| 1.30 | 2.45 | 67 | 171 | 30.7% | 0.14 | 0.0080 | -0.098 | 340 | 31.20 | 40.00 | 3 | 30.6% | -0.88 | 0.0087 | -0.103 | |
| 0.6000 | 1.25 | 23 | 84 | 30.4% | 0.09 | 0.0055 | -0.068 | 350 | 40.80 | 49.00 | 20 | 30.6% | -0.94 | 0.0062 | -0.072 | |
| 0.3500 | 3.40 | 65 | 41.8% | 0.05 | 0.0037 | -0.048 | 360 | 51.60 | 58.70 | 38.1% | -0.98 | 0.0044 | -0.049 | |||
| 0 | 0.5000 | 2 | 17 | 31.4% | 0.04 | 0.0026 | -0.038 | 370 | 60.00 | 68.80 | -0.99 | 0.0021 | -0.039 | |||
| 0 | 4.90 | 5 | 55.1% | 0.03 | 0.0020 | -0.032 | 380 | 70.50 | 78.70 | -1.00 | 0.0007 | -0.038 | ||||
| 0 | 1.25 | 1 | 4 | 44.7% | 0.02 | 0.0015 | -0.029 | 390 | 80.50 | 88.70 | -1.00 | 0.0002 | -0.038 | |||
| 0 | 4.90 | 7 | 64.2% | 0.02 | 0.0013 | -0.027 | 400 | 90.50 | 97.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 4.90 | 4 | 68.5% | 0.02 | 0.0010 | -0.026 | 410 | 101.30 | 107.50 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 4.90 | 72.6% | 0.02 | 0.0009 | -0.024 | 420 | 110.30 | 118.80 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 4.90 | 76.6% | 0.01 | 0.0008 | -0.023 | 430 | 120.30 | 128.80 | -1.00 | 0.0000 | -0.038 | |||||
| 0 | 1.50 | 4 | 64.0% | 0.01 | 0.0007 | -0.022 | 440 | 130.30 | 138.80 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 4.90 | 4 | 84.1% | 0.01 | 0.0006 | -0.021 | 450 | 141.30 | 148.80 | 73.1% | -1.00 | 0.0000 | -0.038 | |||
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.