F cadena de opciones Ford Motor Company
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 ±11.4% (10.78–13.56) · ATM IV 35.5% · P/C interés abierto 1.17
| 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 | |
| 4.10 | 6.45 | 4 | 100.4% | 1.00 | 0.0012 | 0.000 | 7 | 0 | 0.0400 | 501 | 67.2% | -0.01 | 0.0071 | -0.000 | ||
| 3.45 | 5.80 | 175 | 89.7% | 1.00 | 0.0043 | 0.000 | 7.67 | 0.0100 | 0.0200 | 39.8K | 54.8% | -0.01 | 0.0133 | -0.001 | ||
| 4.15 | 4.80 | 109 | 90.7% | 1.00 | 0.0058 | 0.000 | 7.85 | 0 | 0.0500 | 15.8K | 56.7% | -0.02 | 0.0156 | -0.001 | ||
| 3.65 | 4.85 | 4 | 74.3% | 1.00 | 0.0075 | 0.000 | 8 | 0 | 0.0300 | 31 | 50.3% | -0.02 | 0.0179 | -0.001 | ||
| 3.00 | 3.55 | 4 | 60.7% | 0.98 | 0.0329 | -0.001 | 9 | 0.0200 | 0.0500 | 10 | 1,201 | 43.7% | -0.05 | 0.0429 | -0.002 | |
| 2.47 | 2.86 | 2,901 | 56.2% | 0.95 | 0.0708 | -0.002 | 9.67 | 0.0500 | 0.0700 | 1 | 33.3K | 39.3% | -0.08 | 0.0732 | -0.003 | |
| 2.29 | 2.71 | 1,886 | 54.5% | 0.93 | 0.0843 | -0.003 | 9.85 | 0.0600 | 0.1000 | 13.8K | 39.6% | -0.10 | 0.0838 | -0.003 | ||
| 2.11 | 2.56 | 167 | 50.2% | 0.92 | 0.0965 | -0.003 | 10 | 0.0800 | 0.1000 | 18 | 1,961 | 38.6% | -0.11 | 0.0934 | -0.003 | |
| 1.36 | 1.43 | 9 | 208 | 36.9% | 0.78 | 0.1827 | -0.005 | 11 | 0.2700 | 0.2800 | 134 | 7,554 | 37.4% | -0.24 | 0.1712 | -0.005 |
| 0.9200 | 0.9500 | 27 | 12.3K | 35.6% | 0.64 | 0.2238 | -0.006 | 11.67 | 0.4900 | 0.5000 | 24 | 31.9K | 36.3% | -0.37 | 0.2202 | -0.005 |
| 0.7400 | 0.7700 | 159 | 2,230 | 35.5% | 0.56 | 0.2338 | -0.006 | 12 | 0.6200 | 0.6500 | 42 | 5,913 | 35.6% | -0.45 | 0.2350 | -0.006 |
| 0.3400 | 0.3600 | 552 | 13.0K | 34.6% | 0.34 | 0.2152 | -0.005 | 13 | 1.21 | 1.28 | 24 | 21.1K | 35.3% | -0.68 | 0.2233 | -0.005 |
| 0.1400 | 0.1700 | 280 | 8,126 | 35.4% | 0.18 | 0.1507 | -0.004 | 14 | 2.00 | 2.11 | 29 | 4,013 | 36.0% | -0.84 | 0.1551 | -0.004 |
| 0.0900 | 0.1000 | 164 | 18.0K | 36.8% | 0.12 | 0.1089 | -0.003 | 14.67 | 2.58 | 2.82 | 6 | 1,794 | 40.8% | -0.90 | 0.1085 | -0.003 |
| 0.0700 | 0.0900 | 9 | 14.7K | 36.8% | 0.10 | 0.0993 | -0.003 | 14.85 | 2.57 | 2.97 | 1,967 | -0.92 | 0.0977 | -0.002 | ||
| 0.0600 | 0.0800 | 91 | 10.3K | 36.9% | 0.09 | 0.0918 | -0.003 | 15 | 2.70 | 3.10 | 4,216 | -0.93 | 0.0893 | -0.002 | ||
| 0.0300 | 0.0400 | 34 | 8,714 | 39.0% | 0.05 | 0.0538 | -0.002 | 16 | 3.65 | 4.05 | 256 | -0.97 | 0.0471 | -0.001 | ||
| 0.0200 | 0.0300 | 17.3K | 41.0% | 0.03 | 0.0378 | -0.001 | 16.67 | 4.35 | 4.70 | 480 | -0.98 | 0.0302 | -0.000 | |||
| 0.0200 | 0.0300 | 6 | 3,186 | 43.1% | 0.03 | 0.0319 | -0.001 | 17 | 4.85 | 5.05 | 2 | 565 | 47.6% | -0.98 | 0.0242 | -0.000 |
| 0.0100 | 0.0200 | 6,208 | 45.3% | 0.02 | 0.0194 | -0.001 | 18 | 5.45 | 6.15 | 3,640 | -0.99 | 0.0125 | 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 — Dec 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.