ETN cadena de opciones Eaton Corporation plc
Cboe delayed options data · a fecha de 03:34 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 ±18.2% (319.65–462.05) · ATM IV 37.6% · P/C interés abierto 1.32
| 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 | |
| 191.70 | 195.70 | 34 | 55.3% | 0.99 | 0.0002 | 0.000 | 200 | 0 | 2.40 | 322 | 60.2% | -0.01 | 0.0002 | -0.008 | ||
| 182.00 | 185.90 | 4 | 52.6% | 0.99 | 0.0002 | 0.000 | 210 | 0 | 2.45 | 238 | 56.6% | -0.01 | 0.0002 | -0.010 | ||
| 172.30 | 176.20 | 40 | 50.4% | 0.99 | 0.0003 | 0.000 | 220 | 0 | 2.55 | 353 | 53.3% | -0.01 | 0.0003 | -0.013 | ||
| 162.60 | 166.50 | 30 | 48.1% | 0.98 | 0.0004 | 0.000 | 230 | 0 | 2.75 | 196 | 50.5% | -0.02 | 0.0004 | -0.017 | ||
| 153.00 | 156.80 | 18 | 46.1% | 0.98 | 0.0005 | 0.000 | 240 | 0 | 2.00 | 281 | 44.4% | -0.02 | 0.0005 | -0.021 | ||
| 143.50 | 147.40 | 47 | 45.1% | 0.97 | 0.0007 | 0.000 | 250 | 0.8000 | 3.30 | 1,024 | 47.3% | -0.03 | 0.0007 | -0.026 | ||
| 134.20 | 138.10 | 28 | 44.3% | 0.96 | 0.0009 | 0.000 | 260 | 0.8000 | 3.90 | 143 | 45.2% | -0.04 | 0.0009 | -0.033 | ||
| 124.90 | 128.40 | 42 | 42.4% | 0.95 | 0.0011 | -0.004 | 270 | 1.30 | 2.70 | 386 | 42.0% | -0.05 | 0.0011 | -0.039 | ||
| 115.80 | 119.30 | 28 | 41.6% | 0.93 | 0.0013 | -0.015 | 280 | 1.35 | 3.90 | 183 | 39.6% | -0.07 | 0.0013 | -0.047 | ||
| 106.80 | 110.30 | 33 | 40.6% | 0.91 | 0.0016 | -0.025 | 290 | 2.15 | 4.80 | 245 | 39.0% | -0.09 | 0.0016 | -0.055 | ||
| 98.30 | 101.80 | 1 | 89 | 40.5% | 0.89 | 0.0019 | -0.037 | 300 | 4.40 | 6.30 | 183 | 40.3% | -0.11 | 0.0019 | -0.064 | |
| 89.80 | 93.40 | 78 | 39.8% | 0.87 | 0.0022 | -0.048 | 310 | 5.70 | 8.10 | 86 | 40.0% | -0.13 | 0.0023 | -0.073 | ||
| 81.80 | 85.30 | 73 | 39.4% | 0.84 | 0.0026 | -0.060 | 320 | 8.30 | 9.30 | 27 | 425 | 39.7% | -0.16 | 0.0026 | -0.082 | |
| 74.10 | 77.60 | 73 | 39.1% | 0.81 | 0.0029 | -0.071 | 330 | 10.30 | 11.20 | 119 | 39.0% | -0.19 | 0.0030 | -0.091 | ||
| 66.70 | 70.30 | 154 | 38.7% | 0.78 | 0.0032 | -0.082 | 340 | 12.90 | 13.70 | 15 | 149 | 38.7% | -0.23 | 0.0033 | -0.100 | |
| 59.80 | 62.70 | 1 | 126 | 38.0% | 0.74 | 0.0035 | -0.092 | 350 | 15.50 | 16.80 | 3 | 461 | 38.2% | -0.26 | 0.0036 | -0.107 |
| 53.20 | 56.20 | 219 | 37.7% | 0.70 | 0.0038 | -0.101 | 360 | 18.60 | 20.30 | 482 | 37.9% | -0.30 | 0.0039 | -0.114 | ||
| 47.10 | 50.80 | 95 | 37.8% | 0.66 | 0.0041 | -0.108 | 370 | 22.60 | 24.30 | 1 | 467 | 37.8% | -0.35 | 0.0042 | -0.119 | |
| 41.60 | 45.30 | 1 | 174 | 37.7% | 0.62 | 0.0043 | -0.115 | 380 | 26.00 | 29.90 | 363 | 37.8% | -0.39 | 0.0044 | -0.123 | |
| 36.50 | 40.20 | 6 | 68 | 37.6% | 0.57 | 0.0044 | -0.119 | 390 | 30.90 | 34.80 | 457 | 37.7% | -0.44 | 0.0045 | -0.125 | |
| 32.40 | 35.40 | 4 | 309 | 37.7% | 0.53 | 0.0045 | -0.121 | 400 | 36.20 | 40.00 | 229 | 37.5% | -0.48 | 0.0046 | -0.125 | |
| 27.50 | 31.40 | 79 | 37.2% | 0.49 | 0.0045 | -0.122 | 410 | 42.00 | 45.80 | 515 | 37.5% | -0.53 | 0.0047 | -0.123 | ||
| 24.00 | 27.60 | 1 | 938 | 37.3% | 0.44 | 0.0045 | -0.122 | 420 | 48.20 | 52.00 | 1,327 | 37.3% | -0.57 | 0.0047 | -0.120 | |
| 20.30 | 24.30 | 5 | 185 | 37.1% | 0.40 | 0.0044 | -0.120 | 430 | 55.10 | 58.50 | 1,236 | 37.3% | -0.61 | 0.0046 | -0.116 | |
| 17.40 | 21.30 | 90 | 37.1% | 0.36 | 0.0043 | -0.117 | 440 | 61.90 | 65.70 | 18 | 37.3% | -0.65 | 0.0045 | -0.110 | ||
| 15.70 | 18.60 | 468 | 37.6% | 0.33 | 0.0041 | -0.112 | 450 | 69.40 | 73.00 | 1 | 12 | 37.3% | -0.69 | 0.0043 | -0.104 | |
| 12.30 | 16.00 | 1 | 56 | 36.8% | 0.29 | 0.0039 | -0.107 | 460 | 77.10 | 80.80 | 2 | 37.3% | -0.73 | 0.0042 | -0.097 | |
| 10.60 | 13.20 | 226 | 36.5% | 0.26 | 0.0037 | -0.102 | 470 | 85.30 | 88.70 | 2 | 37.3% | -0.76 | 0.0040 | -0.089 | ||
| 8.40 | 12.30 | 3 | 866 | 36.7% | 0.23 | 0.0035 | -0.096 | 480 | 93.50 | 97.00 | 7 | 37.2% | -0.80 | 0.0038 | -0.081 | |
| 7.80 | 10.50 | 2 | 158 | 37.2% | 0.20 | 0.0032 | -0.089 | 490 | 102.10 | 105.70 | 37.4% | -0.83 | 0.0036 | -0.074 | ||
| 6.60 | 9.20 | 770 | 37.4% | 0.18 | 0.0030 | -0.083 | 500 | 110.60 | 114.50 | 9 | 37.1% | -0.85 | 0.0034 | -0.066 | ||
| 4.90 | 8.30 | 99 | 37.2% | 0.16 | 0.0027 | -0.076 | 510 | 119.60 | 123.50 | 37.1% | -0.88 | 0.0032 | -0.059 | |||
| 3.70 | 6.00 | 562 | 35.7% | 0.14 | 0.0025 | -0.070 | 520 | 128.60 | 132.70 | 1 | 36.8% | -0.90 | 0.0030 | -0.051 | ||
| 4.30 | 5.00 | 64 | 37.0% | 0.12 | 0.0023 | -0.064 | 530 | 138.10 | 142.20 | 37.1% | -0.92 | 0.0030 | -0.044 | |||
| 2.45 | 4.30 | 168 | 35.6% | 0.11 | 0.0021 | -0.058 | 540 | 147.70 | 151.80 | 37.4% | -0.94 | 0.0029 | -0.034 | |||
| 1.35 | 3.10 | 89 | 35.3% | 0.08 | 0.0017 | -0.048 | 560 | 167.50 | 171.30 | 38.7% | -0.98 | 0.0022 | -0.046 | |||
| 0.3000 | 2.35 | 41 | 34.4% | 0.06 | 0.0014 | -0.039 | 580 | 187.20 | 191.20 | -1.00 | 0.0005 | -0.096 | ||||
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 — Jan 15, 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.
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