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 ±13.9% (103.03–136.43) · ATM IV 18.6% · P/C interés abierto 4.14
| 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 | |
| 52.50 | 57.50 | 0.99 | 0.0011 | 0.000 | 65 | 0 | 2.70 | 16 | 46.3% | -0.03 | 0.0015 | -0.003 | ||||
| 47.50 | 52.50 | 0.98 | 0.0018 | 0.000 | 70 | 0.2000 | 0.6500 | 34 | 32.5% | -0.03 | 0.0020 | -0.004 | ||||
| 42.60 | 47.50 | 0.97 | 0.0024 | 0.000 | 75 | 0 | 2.85 | 13 | 37.8% | -0.04 | 0.0026 | -0.004 | ||||
| 39.00 | 42.50 | 30.8% | 0.96 | 0.0032 | 0.000 | 80 | 0 | 2.95 | 10 | 34.0% | -0.05 | 0.0034 | -0.005 | |||
| 34.50 | 38.00 | 29.6% | 0.94 | 0.0042 | -0.001 | 85 | 0.8500 | 3.00 | 5 | 11 | 32.5% | -0.07 | 0.0045 | -0.006 | ||
| 30.00 | 33.50 | 1 | 27.6% | 0.92 | 0.0056 | -0.002 | 90 | 1.00 | 1.50 | 59 | 25.0% | -0.09 | 0.0060 | -0.007 | ||
| 24.50 | 29.00 | 22.9% | 0.89 | 0.0074 | -0.004 | 95 | 1.60 | 1.90 | 12 | 4,049 | 23.8% | -0.12 | 0.0078 | -0.008 | ||
| 20.00 | 25.00 | 5 | 21.6% | 0.85 | 0.0096 | -0.006 | 100 | 1.95 | 2.75 | 432 | 22.4% | -0.16 | 0.0101 | -0.009 | ||
| 16.00 | 21.00 | 1 | 20.6% | 0.80 | 0.0123 | -0.007 | 105 | 2.75 | 3.70 | 176 | 21.3% | -0.22 | 0.0127 | -0.010 | ||
| 14.30 | 16.50 | 54 | 21.4% | 0.73 | 0.0151 | -0.009 | 110 | 3.70 | 4.90 | 182 | 20.0% | -0.29 | 0.0156 | -0.011 | ||
| 10.50 | 13.90 | 5 | 20.7% | 0.65 | 0.0177 | -0.010 | 115 | 5.40 | 6.50 | 83 | 19.4% | -0.37 | 0.0182 | -0.011 | ||
| 8.10 | 9.40 | 94 | 18.6% | 0.56 | 0.0195 | -0.011 | 120 | 7.30 | 8.60 | 207 | 18.6% | -0.46 | 0.0202 | -0.012 | ||
| 5.70 | 6.90 | 164 | 17.8% | 0.47 | 0.0200 | -0.011 | 125 | 9.50 | 12.60 | 207 | 19.3% | -0.56 | 0.0210 | -0.011 | ||
| 4.30 | 5.00 | 388 | 18.0% | 0.38 | 0.0192 | -0.011 | 130 | 12.80 | 16.20 | 19.8% | -0.66 | 0.0208 | -0.010 | |||
| 2.65 | 3.60 | 33 | 17.4% | 0.30 | 0.0174 | -0.010 | 135 | 15.60 | 20.00 | 18.9% | -0.75 | 0.0201 | -0.009 | |||
| 1.80 | 2.80 | 561 | 17.8% | 0.23 | 0.0151 | -0.009 | 140 | 19.50 | 24.00 | 18.6% | -0.84 | 0.0187 | -0.009 | |||
| 1.40 | 1.95 | 1 | 15 | 18.1% | 0.18 | 0.0127 | -0.008 | 145 | 24.00 | 28.50 | 19.0% | -0.90 | 0.0152 | -0.006 | ||
| 0.8500 | 3.10 | 1 | 21.4% | 0.14 | 0.0105 | -0.007 | 150 | 29.00 | 33.50 | 21.5% | -0.95 | 0.0103 | -0.002 | |||
| 0.5500 | 1.80 | 20.2% | 0.11 | 0.0086 | -0.006 | 155 | 33.50 | 38.50 | 22.1% | -0.98 | 0.0058 | 0.000 | ||||
| 0 | 2.95 | 23.3% | 0.08 | 0.0070 | -0.005 | 160 | 38.50 | 43.50 | 24.2% | -0.99 | 0.0028 | 0.000 | ||||
| 0 | 2.85 | 24.8% | 0.06 | 0.0057 | -0.004 | 165 | 43.50 | 48.50 | 26.3% | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 2.85 | 26.5% | 0.05 | 0.0046 | -0.003 | 170 | 48.50 | 53.50 | 28.4% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 2.80 | 28.0% | 0.04 | 0.0038 | -0.003 | 175 | 53.50 | 58.50 | 30.3% | -1.00 | 0.0001 | 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 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.