DPZ cadena de opciones Domino's Pizza, Inc.
Cboe delayed options data · a fecha de 03:34 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 ±4.7% (330.69–363.49) · ATM IV 26.8% · P/C interés abierto 0.79
| 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 | |
| 152.40 | 161.10 | 1.00 | 0.0000 | 0.000 | 190 | 0 | 8.50 | 207.9% | -0.00 | 0.0000 | -0.006 | |||||
| 147.50 | 156.10 | 1 | 1.00 | 0.0000 | 0.000 | 195 | 0 | 8.50 | 200.4% | -0.00 | 0.0000 | -0.006 | ||||
| 142.40 | 151.10 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 8.50 | 6 | 193.0% | -0.00 | 0.0001 | -0.007 | ||||
| 132.40 | 141.10 | 2 | 1.00 | 0.0000 | 0.000 | 210 | 0 | 3.60 | 20 | 146.6% | -0.00 | 0.0001 | -0.008 | |||
| 122.40 | 131.10 | 1.00 | 0.0001 | 0.000 | 220 | 0 | 8.60 | 32 | 165.8% | -0.00 | 0.0001 | -0.009 | ||||
| 113.10 | 121.10 | 1 | 78.5% | 1.00 | 0.0001 | 0.000 | 230 | 0 | 8.60 | 23 | 152.7% | -0.00 | 0.0002 | -0.011 | ||
| 103.10 | 111.20 | 75.2% | 1.00 | 0.0001 | 0.000 | 240 | 0 | 8.60 | 30 | 140.0% | -0.00 | 0.0002 | -0.014 | |||
| 93.10 | 101.20 | 5 | 66.4% | 1.00 | 0.0002 | 0.000 | 250 | 0 | 5.90 | 25 | 115.3% | -0.00 | 0.0003 | -0.017 | ||
| 83.10 | 91.20 | 8 | 57.9% | 1.00 | 0.0003 | -0.003 | 260 | 0 | 1.00 | 2 | 238 | 71.7% | -0.01 | 0.0005 | -0.021 | |
| 73.80 | 81.20 | 6 | 65.5% | 0.99 | 0.0004 | -0.008 | 270 | 0 | 0.8000 | 186 | 61.1% | -0.01 | 0.0007 | -0.027 | ||
| 63.80 | 71.20 | 2 | 30 | 57.1% | 0.99 | 0.0007 | -0.015 | 280 | 0 | 0.3000 | 381 | 45.9% | -0.01 | 0.0011 | -0.035 | |
| 53.90 | 60.00 | 10 | 0.99 | 0.0012 | -0.026 | 290 | 0.0500 | 0.4000 | 13 | 481 | 41.6% | -0.02 | 0.0017 | -0.046 | ||
| 43.30 | 51.40 | 81 | 37.5% | 0.98 | 0.0022 | -0.042 | 300 | 0.2500 | 1.00 | 6 | 820 | 41.7% | -0.04 | 0.0029 | -0.065 | |
| 34.20 | 41.00 | 102 | 34.7% | 0.95 | 0.0041 | -0.073 | 310 | 0.4500 | 1.05 | 9 | 372 | 35.1% | -0.06 | 0.0050 | -0.096 | |
| 24.80 | 32.10 | 139 | 34.6% | 0.90 | 0.0078 | -0.130 | 320 | 0.8500 | 1.75 | 4 | 248 | 31.2% | -0.13 | 0.0088 | -0.150 | |
| 15.50 | 23.70 | 484 | 31.4% | 0.80 | 0.0131 | -0.211 | 330 | 2.45 | 8.40 | 7 | 140 | 40.9% | -0.24 | 0.0135 | -0.220 | |
| 10.10 | 14.70 | 4 | 190 | 30.7% | 0.64 | 0.0176 | -0.277 | 340 | 2.00 | 10.50 | 5 | 167 | 30.3% | -0.39 | 0.0173 | -0.271 |
| 4.80 | 7.50 | 6 | 480 | 27.1% | 0.46 | 0.0187 | -0.289 | 350 | 7.20 | 13.30 | 2 | 209 | 26.6% | -0.57 | 0.0178 | -0.274 |
| 1.25 | 5.50 | 4 | 397 | 29.2% | 0.29 | 0.0158 | -0.247 | 360 | 15.90 | 22.00 | 184 | 33.9% | -0.73 | 0.0149 | -0.231 | |
| 0.6000 | 4.00 | 8 | 466 | 33.8% | 0.17 | 0.0112 | -0.179 | 370 | 22.20 | 29.40 | 79 | 27.4% | -0.84 | 0.0105 | -0.166 | |
| 0.0500 | 1.20 | 11 | 316 | 32.5% | 0.09 | 0.0070 | -0.118 | 380 | 32.70 | 38.40 | 122 | 32.6% | -0.92 | 0.0066 | -0.108 | |
| 0.1000 | 1.10 | 9 | 659 | 35.6% | 0.05 | 0.0042 | -0.077 | 390 | 40.90 | 49.00 | 1 | 31.5% | -0.95 | 0.0040 | -0.068 | |
| 0 | 0.7500 | 605 | 37.9% | 0.03 | 0.0027 | -0.055 | 400 | 50.70 | 58.20 | 3 | -0.97 | 0.0026 | -0.046 | |||
| 0 | 0.2000 | 1 | 156 | 35.5% | 0.02 | 0.0019 | -0.045 | 410 | 60.60 | 67.40 | 1 | -0.98 | 0.0018 | -0.036 | ||
| 0 | 4.00 | 121 | 67.1% | 0.02 | 0.0014 | -0.040 | 420 | 70.70 | 78.60 | 4 | 35.8% | -0.98 | 0.0014 | -0.030 | ||
| 0 | 5.00 | 133 | 77.0% | 0.01 | 0.0011 | -0.037 | 430 | 80.50 | 88.60 | -0.99 | 0.0011 | -0.025 | ||||
| 0 | 8.60 | 94 | 95.6% | 0.01 | 0.0009 | -0.034 | 440 | 90.50 | 98.60 | -0.99 | 0.0009 | -0.021 | ||||
| 0 | 2.55 | 34 | 76.3% | 0.01 | 0.0007 | -0.031 | 450 | 101.70 | 108.50 | 65.6% | -0.99 | 0.0007 | -0.018 | |||
| 0 | 5.10 | 25 | 94.2% | 0.01 | 0.0006 | -0.029 | 460 | 110.50 | 118.50 | -0.99 | 0.0006 | -0.015 | ||||
| 0 | 8.60 | 14 | 113.0% | 0.01 | 0.0005 | -0.027 | 470 | 121.70 | 129.00 | 79.6% | -0.99 | 0.0005 | -0.012 | |||
| 0 | 0.7500 | 16 | 74.0% | 0.01 | 0.0004 | -0.026 | 480 | 130.40 | 138.50 | -0.99 | 0.0004 | -0.009 | ||||
| 0 | 8.60 | 7 | 123.5% | 0.01 | 0.0004 | -0.024 | 490 | 141.10 | 148.90 | 81.5% | -0.99 | 0.0004 | -0.006 | |||
| 0 | 8.60 | 13 | 128.5% | 0.01 | 0.0003 | -0.023 | 500 | 150.40 | 157.80 | -0.99 | 0.0003 | -0.004 | ||||
| 0 | 8.60 | 5 | 133.3% | 0.01 | 0.0003 | -0.021 | 510 | 160.50 | 168.40 | -0.99 | 0.0003 | -0.001 | ||||
| 0 | 8.60 | 26 | 138.0% | 0.00 | 0.0003 | -0.020 | 520 | 171.40 | 178.90 | 97.4% | -1.00 | 0.0002 | 0.000 | |||
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 — Sep 18, 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.
callsputs