FANG cadena de opciones Diamondback Energy, Inc.
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 ±8.8% (185.17–221.07) · ATM IV 37.1% · 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 | |
| 66.40 | 70.60 | 70.0% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 2.15 | 87.6% | -0.00 | 0.0003 | -0.005 | ||||
| 61.50 | 65.60 | 3 | 66.0% | 1.00 | 0.0003 | 0.000 | 140 | 0 | 1.15 | 71.4% | -0.01 | 0.0005 | -0.007 | |||
| 56.50 | 60.60 | 60.1% | 0.99 | 0.0006 | 0.000 | 145 | 0 | 1.15 | 11 | 65.6% | -0.01 | 0.0008 | -0.010 | |||
| 51.50 | 55.60 | 54.3% | 0.99 | 0.0009 | -0.004 | 150 | 0 | 0.1500 | 78 | 43.6% | -0.01 | 0.0012 | -0.014 | |||
| 46.80 | 50.70 | 54.5% | 0.98 | 0.0014 | -0.010 | 155 | 0 | 0.6500 | 6 | 49.0% | -0.02 | 0.0018 | -0.020 | |||
| 42.10 | 45.80 | 2 | 52.8% | 0.98 | 0.0022 | -0.018 | 160 | 0 | 0.9000 | 1 | 80 | 46.8% | -0.03 | 0.0026 | -0.028 | |
| 37.20 | 41.00 | 1 | 49.4% | 0.96 | 0.0033 | -0.028 | 165 | 0.0500 | 0.9500 | 53 | 42.6% | -0.05 | 0.0038 | -0.038 | ||
| 32.50 | 36.20 | 46.7% | 0.94 | 0.0048 | -0.041 | 170 | 0.1500 | 1.20 | 51 | 206 | 43.5% | -0.07 | 0.0053 | -0.050 | ||
| 27.80 | 31.10 | 5 | 41.9% | 0.91 | 0.0068 | -0.057 | 175 | 0.9500 | 1.50 | 3 | 131 | 40.6% | -0.10 | 0.0073 | -0.065 | |
| 23.30 | 26.80 | 61 | 41.0% | 0.87 | 0.0092 | -0.076 | 180 | 0.8500 | 1.95 | 158 | 105 | 36.2% | -0.14 | 0.0096 | -0.082 | |
| 19.00 | 22.60 | 8 | 228 | 39.6% | 0.82 | 0.0120 | -0.095 | 185 | 1.65 | 2.90 | 58 | 102 | 36.0% | -0.20 | 0.0121 | -0.099 |
| 15.90 | 18.40 | 1 | 85 | 39.9% | 0.75 | 0.0147 | -0.114 | 190 | 2.90 | 4.20 | 7 | 61 | 36.1% | -0.27 | 0.0146 | -0.114 |
| 12.30 | 15.20 | 4 | 235 | 39.4% | 0.67 | 0.0170 | -0.128 | 195 | 4.00 | 5.90 | 13 | 55 | 34.8% | -0.34 | 0.0167 | -0.127 |
| 9.10 | 12.30 | 12 | 788 | 38.7% | 0.58 | 0.0186 | -0.136 | 200 | 5.90 | 8.60 | 7 | 123 | 35.6% | -0.43 | 0.0181 | -0.133 |
| 4.60 | 6.50 | 137 | 703 | 35.5% | 0.40 | 0.0184 | -0.131 | 210 | 11.50 | 14.00 | 1 | 5 | 34.9% | -0.61 | 0.0179 | -0.127 |
| 2.50 | 3.30 | 116 | 417 | 36.3% | 0.24 | 0.0146 | -0.104 | 220 | 18.20 | 21.90 | 34.8% | -0.77 | 0.0143 | -0.100 | ||
| 1.30 | 1.70 | 90 | 134 | 37.4% | 0.13 | 0.0099 | -0.071 | 230 | 26.80 | 29.80 | 4 | 31.9% | -0.87 | 0.0097 | -0.067 | |
| 0.2000 | 1.00 | 6 | 49 | 36.6% | 0.07 | 0.0060 | -0.045 | 240 | 35.80 | 39.90 | 33.8% | -0.93 | 0.0058 | -0.039 | ||
| 0.1000 | 0.4500 | 50 | 10 | 37.5% | 0.04 | 0.0034 | -0.027 | 250 | 45.50 | 49.40 | 24.3% | -0.97 | 0.0033 | -0.020 | ||
| 0 | 2.35 | 1 | 38.3% | 0.02 | 0.0019 | -0.015 | 260 | 55.30 | 59.20 | -0.98 | 0.0018 | -0.008 | ||||
| 0 | 0.7500 | 50.8% | 0.01 | 0.0010 | -0.009 | 270 | 65.20 | 69.10 | -0.99 | 0.0010 | -0.000 | |||||
| 0 | 2.20 | 68.2% | 0.01 | 0.0006 | -0.005 | 280 | 75.10 | 79.10 | -0.99 | 0.0005 | 0.000 | |||||
| 0 | 2.20 | 3 | 73.8% | 0.00 | 0.0003 | -0.003 | 290 | 85.10 | 89.00 | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 5.00 | 94.7% | 0.00 | 0.0002 | -0.002 | 300 | 95.10 | 99.00 | -1.00 | 0.0002 | 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 — 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.