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 ±29.9% (8.72–16.18) · ATM IV 126.8% · P/C interés abierto 0.38
| 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 | |
| 3.30 | 7.60 | 4 | 0.99 | 0.0117 | -0.002 | 7 | 0 | 3.40 | 9 | 355.2% | -0.03 | 0.0158 | -0.004 | |||
| 2.35 | 6.60 | 9 | 0.97 | 0.0223 | -0.003 | 8 | 0 | 3.40 | 1,301 | 300.2% | -0.04 | 0.0272 | -0.005 | |||
| 1.85 | 6.10 | 0.96 | 0.0307 | -0.004 | 8.5 | 0 | 3.40 | 275.6% | -0.06 | 0.0358 | -0.005 | |||||
| 1.36 | 5.60 | 1 | 0.95 | 0.0421 | -0.005 | 9 | 0 | 3.40 | 151 | 896 | 252.4% | -0.07 | 0.0472 | -0.006 | ||
| 0.8600 | 5.10 | 0.93 | 0.0578 | -0.006 | 9.5 | 0 | 3.40 | 230.4% | -0.09 | 0.0624 | -0.007 | |||||
| 0.3800 | 4.65 | 459 | 50.0% | 0.90 | 0.0792 | -0.007 | 10 | 0 | 3.40 | 182 | 1,263 | 209.5% | -0.12 | 0.0826 | -0.008 | |
| 0 | 4.40 | 69.5% | 0.87 | 0.1081 | -0.008 | 10.5 | 0 | 3.45 | 191.3% | -0.16 | 0.1093 | -0.009 | ||||
| 0 | 4.20 | 15 | 307 | 92.7% | 0.81 | 0.1454 | -0.009 | 11 | 0 | 3.45 | 2,004 | 5,966 | 171.5% | -0.22 | 0.1432 | -0.009 |
| 0 | 4.00 | 107.3% | 0.74 | 0.1891 | -0.010 | 11.5 | 0 | 3.55 | 155.8% | -0.29 | 0.1825 | -0.010 | ||||
| 0 | 3.80 | 554 | 4,728 | 118.2% | 0.64 | 0.2280 | -0.011 | 12 | 0 | 3.60 | 1,373 | 9,260 | 138.2% | -0.39 | 0.2182 | -0.011 |
| 0 | 3.70 | 130.1% | 0.52 | 0.2439 | -0.011 | 12.5 | 0 | 3.75 | 123.6% | -0.50 | 0.2345 | -0.011 | ||||
| 0 | 3.60 | 3,837 | 9,050 | 140.2% | 0.40 | 0.2291 | -0.011 | 13 | 0 | 3.90 | 251 | 12.2K | 108.1% | -0.61 | 0.2228 | -0.010 |
| 0 | 3.50 | 148.9% | 0.31 | 0.1973 | -0.010 | 13.5 | 0 | 4.10 | 92.8% | -0.70 | 0.1941 | -0.010 | ||||
| 0 | 3.45 | 2,288 | 59.9K | 158.2% | 0.24 | 0.1641 | -0.009 | 14 | 0 | 4.30 | 20 | 3,826 | 74.5% | -0.77 | 0.1624 | -0.009 |
| 0 | 3.45 | 168.3% | 0.20 | 0.1355 | -0.009 | 14.5 | 0.1000 | 4.50 | 52.7% | -0.81 | 0.1344 | -0.008 | ||||
| 0 | 3.40 | 107 | 6,700 | 176.0% | 0.16 | 0.1127 | -0.008 | 15 | 0.5700 | 4.80 | 48 | 836 | 43.3% | -0.85 | 0.1118 | -0.008 |
| 0 | 3.40 | 184.8% | 0.14 | 0.0947 | -0.008 | 15.5 | 1.05 | 5.30 | 46.7% | -0.87 | 0.0938 | -0.007 | ||||
| 0 | 3.40 | 60 | 8,155 | 193.0% | 0.12 | 0.0806 | -0.007 | 16 | 1.54 | 5.80 | 102 | 50.6% | -0.89 | 0.0796 | -0.007 | |
| 0 | 3.40 | 200.8% | 0.10 | 0.0693 | -0.007 | 16.5 | 2.04 | 6.30 | 55.7% | -0.91 | 0.0684 | -0.006 | ||||
| 0 | 3.40 | 10 | 2,120 | 208.1% | 0.09 | 0.0603 | -0.006 | 17 | 2.53 | 6.80 | 8 | 59.0% | -0.92 | 0.0593 | -0.006 | |
| 0 | 3.40 | 215.1% | 0.08 | 0.0529 | -0.006 | 17.5 | 3.00 | 7.30 | 57.5% | -0.93 | 0.0519 | -0.005 | ||||
| 0 | 3.40 | 21 | 1,602 | 221.7% | 0.07 | 0.0468 | -0.006 | 18 | 3.50 | 7.75 | 8 | -0.93 | 0.0459 | -0.005 | ||
| 0 | 3.40 | 228.0% | 0.06 | 0.0418 | -0.006 | 18.5 | 4.00 | 8.25 | -0.94 | 0.0408 | -0.005 | |||||
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.