DVN cadena de opciones Devon 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 ±22.3% (37.91–59.66) · ATM IV 35.7% · P/C interés abierto 0.13
| 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 | |
| 21.00 | 22.60 | 54.1% | 0.97 | 0.0042 | 0.000 | 27.5 | 0 | 0.5700 | 45.8% | -0.03 | 0.0045 | -0.003 | ||||
| 18.10 | 19.85 | 36.1% | 0.96 | 0.0060 | -0.001 | 30 | 0 | 0.6800 | 41.4% | -0.05 | 0.0064 | -0.003 | ||||
| 16.60 | 18.00 | 47.8% | 0.94 | 0.0086 | -0.002 | 32.5 | 0.1500 | 0.6000 | 36.6% | -0.07 | 0.0090 | -0.004 | ||||
| 13.40 | 15.80 | 37.3% | 0.91 | 0.0120 | -0.003 | 35 | 0.5900 | 0.9100 | 4 | 37.8% | -0.10 | 0.0124 | -0.005 | |||
| 12.15 | 13.40 | 39.4% | 0.86 | 0.0160 | -0.005 | 37.5 | 0.5800 | 1.68 | 500 | 36.7% | -0.14 | 0.0163 | -0.007 | |||
| 10.45 | 11.35 | 1 | 38.6% | 0.81 | 0.0201 | -0.007 | 40 | 1.31 | 2.00 | 21 | 35.9% | -0.20 | 0.0205 | -0.008 | ||
| 8.60 | 9.30 | 36.0% | 0.75 | 0.0240 | -0.008 | 42.5 | 1.95 | 2.90 | 35.8% | -0.26 | 0.0244 | -0.009 | ||||
| 7.05 | 8.25 | 8 | 37.4% | 0.68 | 0.0273 | -0.010 | 45 | 2.70 | 4.10 | 19 | 35.9% | -0.33 | 0.0277 | -0.010 | ||
| 5.70 | 6.45 | 4 | 35.4% | 0.61 | 0.0296 | -0.010 | 47.5 | 3.75 | 4.65 | 33.4% | -0.40 | 0.0301 | -0.011 | |||
| 4.15 | 5.75 | 4,269 | 35.4% | 0.53 | 0.0307 | -0.011 | 50 | 5.40 | 6.45 | 9 | 36.0% | -0.48 | 0.0314 | -0.011 | ||
| 3.40 | 4.95 | 2 | 36.5% | 0.46 | 0.0307 | -0.011 | 52.5 | 6.35 | 8.00 | 34.2% | -0.55 | 0.0316 | -0.011 | |||
| 2.60 | 3.50 | 19 | 34.2% | 0.39 | 0.0296 | -0.011 | 55 | 8.40 | 9.10 | 33.4% | -0.62 | 0.0308 | -0.010 | |||
| 1.61 | 3.35 | 6 | 34.8% | 0.33 | 0.0279 | -0.010 | 57.5 | 9.55 | 11.05 | 31.0% | -0.69 | 0.0294 | -0.010 | |||
| 1.70 | 2.15 | 19 | 34.5% | 0.28 | 0.0256 | -0.009 | 60 | 12.15 | 13.85 | 36.9% | -0.74 | 0.0279 | -0.009 | |||
| 0.9900 | 1.69 | 2 | 36.2% | 0.20 | 0.0207 | -0.008 | 65 | 15.60 | 18.50 | 35.3% | -0.84 | 0.0247 | -0.007 | |||
| 0.3400 | 1.43 | 36.9% | 0.14 | 0.0162 | -0.007 | 70 | 20.65 | 21.95 | -0.91 | 0.0200 | -0.006 | |||||
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 — Apr 16, 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.