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 ±5.3% (40.92–45.52) · ATM IV 22.2% · P/C interés abierto 0.27
| 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 | |
| 9.50 | 11.10 | 48.2% | 1.00 | 0.0025 | 0.000 | 33 | 0 | 0.0500 | 21 | 42.3% | -0.01 | 0.0050 | -0.002 | |||
| 8.50 | 10.10 | 43.0% | 1.00 | 0.0041 | -0.000 | 34 | 0 | 0.4000 | 3 | 55.7% | -0.01 | 0.0073 | -0.002 | |||
| 7.40 | 9.10 | 1 | 1.00 | 0.0066 | -0.001 | 35 | 0 | 0.4000 | 2 | 50.2% | -0.02 | 0.0108 | -0.003 | |||
| 6.60 | 8.00 | 33.2% | 0.99 | 0.0106 | -0.002 | 36 | 0 | 0.4000 | 1 | 44.8% | -0.03 | 0.0160 | -0.004 | |||
| 5.50 | 7.00 | 0.98 | 0.0173 | -0.003 | 37 | 0 | 0.3500 | 12 | 16 | 38.1% | -0.04 | 0.0239 | -0.005 | |||
| 4.70 | 5.60 | 2 | 0.96 | 0.0279 | -0.005 | 38 | 0 | 0.3000 | 6 | 23 | 31.6% | -0.06 | 0.0356 | -0.007 | ||
| 3.80 | 4.90 | 25.0% | 0.94 | 0.0447 | -0.007 | 39 | 0.1000 | 0.2000 | 2 | 50 | 26.5% | -0.10 | 0.0530 | -0.009 | ||
| 2.90 | 3.90 | 106 | 23.0% | 0.89 | 0.0697 | -0.010 | 40 | 0.0500 | 0.4500 | 121 | 25.0% | -0.15 | 0.0774 | -0.012 | ||
| 2.25 | 2.65 | 171 | 19.6% | 0.82 | 0.1033 | -0.014 | 41 | 0.3000 | 0.4000 | 31 | 144 | 22.0% | -0.23 | 0.1087 | -0.015 | |
| 1.65 | 1.95 | 317 | 22.5% | 0.70 | 0.1400 | -0.017 | 42 | 0.4000 | 0.9000 | 41 | 193 | 21.9% | -0.35 | 0.1416 | -0.017 | |
| 1.05 | 1.25 | 10 | 1,177 | 21.4% | 0.55 | 0.1640 | -0.018 | 43 | 1.00 | 1.30 | 105 | 166 | 23.0% | -0.50 | 0.1617 | -0.017 |
| 0.6500 | 1.00 | 314 | 780 | 23.9% | 0.39 | 0.1596 | -0.016 | 44 | 1.30 | 1.90 | 113 | 19.9% | -0.66 | 0.1542 | -0.016 | |
| 0.1500 | 0.4000 | 99 | 740 | 18.1% | 0.25 | 0.1297 | -0.013 | 45 | 2.00 | 2.70 | 65 | 19.9% | -0.79 | 0.1221 | -0.012 | |
| 0.0500 | 0.2500 | 4 | 77 | 19.2% | 0.15 | 0.0929 | -0.010 | 46 | 2.70 | 3.60 | 16.8% | -0.88 | 0.0840 | -0.009 | ||
| 0 | 0.1500 | 6 | 26 | 19.8% | 0.09 | 0.0622 | -0.007 | 47 | 3.40 | 4.80 | 14.8% | -0.94 | 0.0534 | -0.006 | ||
| 0 | 0.3500 | 5 | 22 | 28.6% | 0.06 | 0.0407 | -0.005 | 48 | 4.40 | 5.70 | -0.97 | 0.0329 | -0.004 | |||
| 0 | 0.4500 | 1 | 22.1% | 0.04 | 0.0266 | -0.004 | 49 | 5.30 | 6.70 | -0.98 | 0.0203 | -0.002 | ||||
| 0 | 0.4000 | 1 | 24.9% | 0.02 | 0.0176 | -0.003 | 50 | 6.30 | 7.70 | -0.99 | 0.0126 | -0.001 | ||||
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.