DUK cadena de opciones Duke Energy Corporation
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 ±14.0% (104.18–138.18) · ATM IV 17.5% · P/C interés abierto 0.73
| 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 | |
| 54.50 | 59.50 | 37.0% | 0.99 | 0.0010 | 0.000 | 65 | 0 | 2.85 | 44.8% | -0.03 | 0.0015 | -0.003 | ||||
| 49.80 | 54.50 | 36.1% | 0.98 | 0.0016 | 0.000 | 70 | 0 | 1.25 | 33.5% | -0.03 | 0.0019 | -0.004 | ||||
| 45.30 | 49.50 | 32.8% | 0.97 | 0.0023 | 0.000 | 75 | 0 | 2.95 | 36.6% | -0.04 | 0.0025 | -0.004 | ||||
| 40.30 | 45.00 | 31.2% | 0.96 | 0.0031 | 0.000 | 80 | 0 | 3.10 | 33.1% | -0.06 | 0.0033 | -0.005 | ||||
| 36.40 | 39.30 | 27.3% | 0.94 | 0.0040 | -0.001 | 85 | 0.7000 | 3.20 | 31.4% | -0.07 | 0.0042 | -0.006 | ||||
| 31.30 | 35.50 | 26.1% | 0.92 | 0.0052 | -0.002 | 90 | 0.9500 | 1.70 | 6 | 24.7% | -0.09 | 0.0055 | -0.006 | |||
| 27.70 | 30.50 | 24.9% | 0.89 | 0.0068 | -0.004 | 95 | 1.45 | 2.00 | 25 | 23.2% | -0.12 | 0.0071 | -0.007 | |||
| 23.30 | 26.20 | 23.0% | 0.86 | 0.0088 | -0.005 | 100 | 1.85 | 2.65 | 500 | 59 | 21.7% | -0.16 | 0.0092 | -0.008 | ||
| 19.20 | 22.00 | 21.4% | 0.81 | 0.0111 | -0.006 | 105 | 2.50 | 3.50 | 20.4% | -0.20 | 0.0115 | -0.009 | ||||
| 15.00 | 18.90 | 20.6% | 0.75 | 0.0137 | -0.008 | 110 | 3.40 | 4.70 | 9 | 19.4% | -0.26 | 0.0142 | -0.010 | |||
| 11.50 | 15.30 | 19.4% | 0.68 | 0.0163 | -0.009 | 115 | 4.70 | 6.10 | 18.4% | -0.34 | 0.0168 | -0.010 | ||||
| 8.00 | 11.50 | 10 | 17.3% | 0.60 | 0.0183 | -0.010 | 120 | 6.50 | 8.00 | 25 | 17.7% | -0.43 | 0.0189 | -0.011 | ||
| 6.90 | 8.00 | 61 | 17.3% | 0.51 | 0.0194 | -0.010 | 125 | 9.20 | 10.50 | 17.6% | -0.52 | 0.0201 | -0.010 | |||
| 5.00 | 6.00 | 81 | 17.1% | 0.42 | 0.0191 | -0.010 | 130 | 11.70 | 15.00 | 18.6% | -0.62 | 0.0202 | -0.010 | |||
| 3.30 | 4.40 | 16.7% | 0.33 | 0.0178 | -0.009 | 135 | 14.00 | 18.50 | 17.3% | -0.71 | 0.0194 | -0.009 | ||||
| 2.30 | 3.30 | 3 | 16.9% | 0.26 | 0.0158 | -0.009 | 140 | 18.00 | 22.30 | 17.3% | -0.79 | 0.0176 | -0.007 | |||
| 1.60 | 2.35 | 15 | 16.9% | 0.20 | 0.0136 | -0.008 | 145 | 22.00 | 26.50 | 16.7% | -0.85 | 0.0148 | -0.006 | |||
| 1.10 | 1.75 | 17.1% | 0.16 | 0.0114 | -0.007 | 150 | 26.50 | 31.00 | -0.91 | 0.0155 | -0.004 | |||||
| 0.6500 | 3.30 | 21.0% | 0.12 | 0.0095 | -0.006 | 155 | 31.50 | 35.80 | -0.97 | 0.0153 | -0.011 | |||||
| 0.4500 | 3.00 | 21.9% | 0.10 | 0.0078 | -0.005 | 160 | 36.50 | 41.00 | -1.00 | 0.0000 | -0.015 | |||||
| 0 | 2.90 | 22.5% | 0.08 | 0.0064 | -0.004 | 165 | 41.50 | 46.50 | 24.4% | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 2.85 | 23.9% | 0.06 | 0.0053 | -0.004 | 170 | 46.50 | 51.50 | 26.4% | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 2.80 | 25.3% | 0.05 | 0.0043 | -0.003 | 175 | 51.50 | 56.50 | 28.2% | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 2.80 | 26.7% | 0.04 | 0.0036 | -0.003 | 180 | 56.50 | 61.50 | 30.1% | -1.00 | 0.0000 | -0.015 | ||||
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 17, 2027
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.