EL cadena de opciones The Estée Lauder Companies Inc.

Vencimiento Cboe delayed options data · a fecha de 15:34 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 ±4.8% (96.25–106.05) · ATM IV 28.8% · P/C interés abierto 1.49

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
45.70	47.70			163.4%	1.00	0.0000	0.000	55	0	1.70		302	193.5%	-0.00	0.0000	-0.000
40.20	42.60		2	107.6%	1.00	0.0000	0.000	60	0	2.15		606	179.8%	-0.00	0.0000	-0.000
35.20	37.90			110.9%	1.00	0.0001	0.000	65	0	2.15		898	157.1%	-0.00	0.0001	-0.001
30.20	33.00		28	97.8%	1.00	0.0003	0.000	70	0	0.4000		1,997	71.1%	-0.00	0.0003	-0.001
25.40	27.80			81.4%	1.00	0.0009	-0.000	75	0	0.1500		3,118	68.0%	-0.00	0.0009	-0.003
20.20	22.70		159	53.9%	0.99	0.0023	-0.005	80	0	0.0500		4,707	47.5%	-0.01	0.0023	-0.007
15.60	17.60		378	51.1%	0.98	0.0062	-0.014	85	0	0.6500	6	3,336	40.2%	-0.02	0.0062	-0.016
14.30	16.80			45.6%	0.97	0.0075	-0.017	86	0	0.2000		1	42.3%	-0.03	0.0076	-0.018
13.30	15.70			39.8%	0.96	0.0091	-0.020	87	0	0.3000		26	42.9%	-0.04	0.0092	-0.021
12.90	14.70			50.0%	0.96	0.0110	-0.023	88	0.0500	0.3000	50	76	41.5%	-0.05	0.0110	-0.025
11.40	13.80			39.7%	0.94	0.0132	-0.027	89	0.1000	0.3000		120	39.9%	-0.06	0.0133	-0.029
11.00	12.70	1	1,799	45.2%	0.93	0.0158	-0.032	90	0.1500	1.00	7	776	37.1%	-0.07	0.0159	-0.033
9.50	11.90			37.6%	0.92	0.0188	-0.037	91	0.1500	0.4500		6	37.9%	-0.08	0.0189	-0.038
9.10	10.80			41.2%	0.90	0.0222	-0.042	92	0	0.5500		3	34.2%	-0.10	0.0224	-0.044
7.90	9.80			35.6%	0.88	0.0260	-0.048	93	0.3500	0.6500			37.0%	-0.12	0.0263	-0.050
6.80	9.20		1	35.6%	0.85	0.0303	-0.054	94	0.4000	0.8000		28	35.9%	-0.15	0.0306	-0.056
6.90	8.10		815	41.0%	0.82	0.0348	-0.060	95	0.6000	0.8500	8	536	34.8%	-0.18	0.0352	-0.062
5.70	7.40			37.9%	0.79	0.0396	-0.067	96	0.4500	1.15		67	32.5%	-0.22	0.0400	-0.068
4.70	6.00		3	30.9%	0.74	0.0442	-0.073	97	0.0500	1.30		8	26.7%	-0.26	0.0447	-0.074
3.40	5.70			29.7%	0.70	0.0486	-0.078	98	0.9000	2.55		28	37.6%	-0.30	0.0492	-0.079
3.90	5.00		2	37.0%	0.65	0.0525	-0.082	99	0.4500	3.10		489	33.6%	-0.36	0.0531	-0.084
3.30	3.90	20	1,721	33.7%	0.59	0.0554	-0.085	100	2.05	2.45	17	518	34.4%	-0.41	0.0561	-0.086
2.80	3.30	15	41	33.5%	0.54	0.0572	-0.087	101	0.9000	2.80		16	24.1%	-0.47	0.0580	-0.088
0.9500	3.80	1	50	31.2%	0.48	0.0577	-0.087	102	2.55	3.50		3	31.8%	-0.53	0.0587	-0.088
0.8000	2.30	3	115	26.4%	0.42	0.0569	-0.085	103	3.30	4.00		5	32.4%	-0.58	0.0580	-0.086
1.30	1.85		155	31.1%	0.37	0.0549	-0.082	104	2.85	4.60		155	25.1%	-0.64	0.0560	-0.083
1.25	1.55	55	1,686	32.9%	0.32	0.0518	-0.077	105	4.60	6.40		530	39.2%	-0.69	0.0529	-0.078
0	1.25		87	25.3%	0.27	0.0479	-0.072	106	5.20	6.30		56	32.9%	-0.74	0.0490	-0.073
0	2.00	6	34	34.5%	0.23	0.0435	-0.066	107	5.60	6.90		18	28.1%	-0.78	0.0446	-0.067
0	0.9000		7	28.1%	0.19	0.0390	-0.060	108	6.30	8.50		29	33.8%	-0.82	0.0401	-0.060
0.2500	0.7000	1	10	31.3%	0.16	0.0345	-0.053	109	7.20	9.20		27	32.8%	-0.85	0.0358	-0.054
0.2000	0.6000	432	1,239	32.3%	0.13	0.0302	-0.048	110	7.80	9.80		65		-0.88	0.0318	-0.048
0	0.5500	15	235	31.5%	0.11	0.0262	-0.042	111	8.70	11.10			29.1%	-0.90	0.0281	-0.043
0.1500	0.5000		7	35.2%	0.09	0.0225	-0.037	112	9.70	12.10			31.3%	-0.92	0.0248	-0.040
0.1000	0.3500		555	34.4%	0.08	0.0193	-0.032	113	10.60	13.00				-0.94	0.0224	-0.037
0	0.3000			33.6%	0.06	0.0165	-0.028	114	11.30	13.30				-0.96	0.0198	-0.033
0.0500	0.4000	1	563	38.6%	0.05	0.0141	-0.025	115	12.40	14.40		43		-0.97	0.0174	-0.031
0	0.4000		4	39.7%	0.04	0.0120	-0.021	116	13.40	16.00				-0.98	0.0144	-0.024
0	0.4000			41.6%	0.04	0.0102	-0.019	117	14.40	17.20				-0.99	0.0111	-0.020
0	0.2000			38.4%	0.03	0.0086	-0.016	118	15.10	17.70				-0.99	0.0073	-0.018
0	0.2000		1	40.1%	0.03	0.0074	-0.014	119	16.00	18.60				-1.00	0.0044	-0.015
0	0.3500		637	46.1%	0.02	0.0063	-0.012	120	17.40	20.00		8		-1.00	0.0022	-0.015
0	0.3000		485	53.4%	0.01	0.0029	-0.006	125	22.40	25.00				-1.00	0.0000	-0.015
0	0.1500		1,144	55.3%	0.00	0.0014	-0.003	130	27.40	29.30				-1.00	0.0000	-0.015
0	0.1500	1	62	62.3%	0.00	0.0007	-0.002	135	32.10	34.80				-1.00	0.0000	-0.015
0	0.0500		260	94.2%	0.00	0.0004	-0.001	140	37.20	40.00				-1.00	0.0000	-0.015
0	0.5500		34	91.4%	0.00	0.0002	-0.001	145	42.40	45.00				-1.00	0.0000	-0.015
0	0.9500		74	108.3%	0.00	0.0001	-0.000	150	47.40	50.00				-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 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.

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EL cadena de opciones The Estée Lauder Companies Inc.

Sonrisa de volatilidad — Sep 18, 2026

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