EMR cadena de opciones Emerson Electric Co.
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 ±8.5% (147.72–175.22) · ATM IV 34.4% · P/C interés abierto 0.37
| 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 | |
| 69.70 | 73.80 | 96.4% | 1.00 | 0.0002 | -0.004 | 90 | 0 | 2.15 | 2 | 119.4% | -0.00 | 0.0003 | -0.004 | |||
| 64.70 | 68.80 | 87.8% | 1.00 | 0.0003 | -0.004 | 95 | 0 | 2.15 | 109.9% | -0.00 | 0.0004 | -0.005 | ||||
| 59.60 | 63.80 | 77.1% | 0.99 | 0.0004 | -0.006 | 100 | 0 | 2.15 | 100.9% | -0.01 | 0.0005 | -0.007 | ||||
| 54.70 | 58.80 | 71.9% | 0.99 | 0.0006 | -0.007 | 105 | 0 | 1.05 | 79.6% | -0.01 | 0.0008 | -0.009 | ||||
| 49.70 | 53.90 | 66.5% | 0.99 | 0.0009 | -0.010 | 110 | 0 | 2.15 | 83.9% | -0.01 | 0.0011 | -0.012 | ||||
| 44.80 | 48.90 | 61.1% | 0.98 | 0.0014 | -0.013 | 115 | 0 | 1.55 | 1 | 70.5% | -0.02 | 0.0016 | -0.016 | |||
| 39.80 | 44.00 | 55.6% | 0.98 | 0.0021 | -0.018 | 120 | 0 | 0.2000 | 44.0% | -0.03 | 0.0023 | -0.020 | ||||
| 35.10 | 37.90 | 0.97 | 0.0031 | -0.024 | 125 | 0 | 2.30 | 3 | 61.7% | -0.04 | 0.0034 | -0.027 | ||||
| 30.70 | 32.90 | 39.2% | 0.95 | 0.0046 | -0.032 | 130 | 0.1000 | 0.6500 | 4 | 18 | 41.8% | -0.06 | 0.0049 | -0.035 | ||
| 26.10 | 27.90 | 37.9% | 0.93 | 0.0067 | -0.043 | 135 | 0.1500 | 1.60 | 90 | 43.5% | -0.08 | 0.0070 | -0.045 | |||
| 21.00 | 24.70 | 42.3% | 0.89 | 0.0095 | -0.056 | 140 | 0.3500 | 3.30 | 75 | 46.1% | -0.12 | 0.0098 | -0.057 | |||
| 16.60 | 19.00 | 1 | 34.3% | 0.84 | 0.0131 | -0.070 | 145 | 1.30 | 2.70 | 94 | 39.5% | -0.17 | 0.0132 | -0.071 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 149 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.10 | 15.20 | 50 | 35 | 36.4% | 0.76 | 0.0170 | -0.084 | 150 | 2.55 | 4.40 | 3 | 83 | 40.8% | -0.25 | 0.0170 | -0.084 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 152.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.70 | 11.30 | 112 | 121 | 35.0% | 0.67 | 0.0206 | -0.096 | 155 | 4.00 | 5.10 | 53 | 259 | 37.0% | -0.34 | 0.0204 | -0.095 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 157.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.20 | 8.30 | 573 | 360 | 35.5% | 0.56 | 0.0229 | -0.101 | 160 | 4.70 | 7.30 | 1 | 51 | 33.2% | -0.45 | 0.0226 | -0.099 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.80 | 6.70 | 15 | 130 | 37.0% | 0.44 | 0.0232 | -0.099 | 165 | 8.30 | 10.00 | 5 | 35.2% | -0.56 | 0.0228 | -0.097 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.00 | 3.70 | 7 | 332 | 33.5% | 0.33 | 0.0214 | -0.090 | 170 | 10.90 | 13.30 | 33.4% | -0.67 | 0.0210 | -0.088 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.90 | 2.45 | 15 | 467 | 33.8% | 0.24 | 0.0183 | -0.076 | 175 | 15.20 | 17.10 | 35.1% | -0.76 | 0.0180 | -0.075 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.00 | 1.85 | 285 | 34.5% | 0.17 | 0.0146 | -0.062 | 180 | 18.90 | 21.30 | 9 | 33.8% | -0.83 | 0.0143 | -0.061 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7000 | 1.05 | 49 | 35.0% | 0.11 | 0.0110 | -0.047 | 185 | 22.30 | 26.30 | 30.7% | -0.89 | 0.0109 | -0.047 | |||
| 0.3500 | 1.00 | 15 | 37.0% | 0.08 | 0.0081 | -0.036 | 190 | 26.90 | 31.00 | 28.9% | -0.92 | 0.0080 | -0.035 | |||
| 0 | 2.40 | 10 | 47.5% | 0.05 | 0.0058 | -0.026 | 195 | 32.30 | 35.20 | 22.8% | -0.95 | 0.0057 | -0.026 | |||
| 0 | 2.25 | 52 | 51.1% | 0.03 | 0.0041 | -0.019 | 200 | 37.00 | 40.60 | 31.6% | -0.96 | 0.0040 | -0.019 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 210 | 0 | 0 | 0.00 | 0.0000 | 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 — Nov 20, 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.