EXC cadena de opciones Exelon 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 ±5.2% (40.07–44.47) · ATM IV 20.8% · 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 | |
| 8.80 | 10.40 | 0.99 | 0.0064 | -0.002 | 33 | 0 | 0.0500 | 21 | 39.9% | -0.02 | 0.0095 | -0.004 | ||||
| 7.80 | 9.40 | 0.99 | 0.0090 | -0.002 | 34 | 0 | 0.0500 | 3 | 35.7% | -0.03 | 0.0127 | -0.005 | ||||
| 7.00 | 8.40 | 1 | 0.98 | 0.0127 | -0.003 | 35 | 0 | 0.4000 | 2 | 47.1% | -0.04 | 0.0172 | -0.006 | |||
| 6.20 | 7.40 | 38.5% | 0.97 | 0.0183 | -0.004 | 36 | 0 | 0.4000 | 1 | 41.7% | -0.05 | 0.0237 | -0.007 | |||
| 5.50 | 6.30 | 39.6% | 0.96 | 0.0267 | -0.006 | 37 | 0 | 0.1500 | 8 | 8 | 30.7% | -0.07 | 0.0330 | -0.008 | ||
| 4.40 | 4.90 | 2 | 0.94 | 0.0394 | -0.007 | 38 | 0.0500 | 0.2000 | 1 | 22 | 27.3% | -0.09 | 0.0465 | -0.009 | ||
| 3.50 | 4.30 | 28.3% | 0.91 | 0.0588 | -0.009 | 39 | 0.1000 | 0.3000 | 11 | 40 | 25.6% | -0.13 | 0.0663 | -0.011 | ||
| 2.65 | 3.30 | 106 | 25.2% | 0.85 | 0.0874 | -0.012 | 40 | 0.2000 | 0.4000 | 28 | 104 | 23.2% | -0.20 | 0.0944 | -0.013 | |
| 1.90 | 2.45 | 171 | 24.2% | 0.76 | 0.1261 | -0.014 | 41 | 0.2500 | 0.5500 | 3 | 141 | 19.4% | -0.29 | 0.1304 | -0.015 | |
| 1.20 | 1.55 | 8 | 310 | 21.0% | 0.63 | 0.1639 | -0.016 | 42 | 0.7000 | 0.9500 | 4 | 194 | 20.6% | -0.43 | 0.1637 | -0.016 |
| 0.7000 | 0.9000 | 667 | 673 | 19.7% | 0.46 | 0.1742 | -0.016 | 43 | 1.15 | 1.50 | 8 | 158 | 19.9% | -0.60 | 0.1691 | -0.015 |
| 0.3500 | 0.6000 | 31 | 771 | 20.4% | 0.31 | 0.1471 | -0.014 | 44 | 1.60 | 2.15 | 113 | 16.2% | -0.75 | 0.1395 | -0.013 | |
| 0.1500 | 0.4000 | 571 | 210 | 19.6% | 0.20 | 0.1085 | -0.012 | 45 | 2.55 | 3.10 | 29 | 36 | 19.8% | -0.84 | 0.1003 | -0.010 |
| 0.0500 | 0.1500 | 61 | 29 | 19.4% | 0.13 | 0.0767 | -0.009 | 46 | 3.00 | 4.30 | -0.90 | 0.0690 | -0.008 | |||
| 0 | 0.1500 | 1 | 25 | 21.8% | 0.09 | 0.0545 | -0.008 | 47 | 3.80 | 5.30 | -0.94 | 0.0477 | -0.006 | |||
| 0 | 0.1500 | 18 | 6 | 25.3% | 0.07 | 0.0395 | -0.006 | 48 | 4.80 | 6.40 | -0.96 | 0.0336 | -0.005 | |||
| 0 | 0.3000 | 1 | 33.2% | 0.05 | 0.0292 | -0.005 | 49 | 5.80 | 7.40 | -0.97 | 0.0243 | -0.004 | ||||
| 0.0500 | 0.1000 | 1 | 31.8% | 0.04 | 0.0221 | -0.005 | 50 | 6.80 | 8.40 | -0.98 | 0.0180 | -0.003 | ||||
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.