FDX cadena de opciones FedEx Corporation
Cboe delayed options data · a fecha de 12:36 UTC
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 ±9.2% (266.98–321.32) · ATM IV 37.1% · P/C interés abierto 1.69
| 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 | |
| 107.50 | 111.60 | 7 | 69.7% | 1.00 | 0.0002 | -0.005 | 185 | 0 | 0.5200 | 59 | 69.3% | -0.00 | 0.0002 | -0.005 | ||
| 102.50 | 106.65 | 66.2% | 1.00 | 0.0002 | -0.007 | 190 | 0 | 2.30 | 84.1% | -0.00 | 0.0002 | -0.007 | ||||
| 97.65 | 101.75 | 65.8% | 1.00 | 0.0003 | -0.008 | 195 | 0 | 0.2000 | 15 | 55.0% | -0.00 | 0.0003 | -0.008 | |||
| 92.50 | 96.70 | 1 | 58.7% | 0.99 | 0.0004 | -0.010 | 200 | 0 | 0.4000 | 7 | 56.8% | -0.01 | 0.0004 | -0.010 | ||
| 83.00 | 86.80 | 58.1% | 0.99 | 0.0006 | -0.016 | 210 | 0.0100 | 0.8500 | 5 | 56.5% | -0.01 | 0.0006 | -0.016 | |||
| 73.00 | 77.00 | 52.2% | 0.98 | 0.0010 | -0.025 | 220 | 0.0300 | 0.5700 | 299 | 47.0% | -0.02 | 0.0010 | -0.025 | |||
| 63.60 | 66.50 | 45.5% | 0.97 | 0.0017 | -0.038 | 230 | 0.1900 | 0.6800 | 199 | 43.3% | -0.03 | 0.0017 | -0.038 | |||
| 53.95 | 57.20 | 1 | 44.2% | 0.95 | 0.0027 | -0.057 | 240 | 0.4100 | 1.02 | 1 | 409 | 40.7% | -0.05 | 0.0028 | -0.057 | |
| 44.70 | 47.55 | 1 | 40.9% | 0.91 | 0.0042 | -0.082 | 250 | 1.25 | 1.77 | 145 | 503 | 40.6% | -0.09 | 0.0042 | -0.082 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 35.20 | 38.50 | 1 | 37.3% | 0.86 | 0.0062 | -0.112 | 260 | 2.29 | 3.00 | 110 | 182 | 39.3% | -0.14 | 0.0062 | -0.113 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 265 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 28.15 | 30.25 | 2 | 38.6% | 0.79 | 0.0083 | -0.144 | 270 | 3.85 | 5.25 | 21 | 224 | 38.6% | -0.21 | 0.0084 | -0.145 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 275 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 277.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 20.95 | 23.65 | 36 | 38.8% | 0.69 | 0.0103 | -0.171 | 280 | 6.85 | 7.30 | 82 | 528 | 37.0% | -0.31 | 0.0104 | -0.173 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 282.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 285 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 287.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.15 | 17.10 | 8 | 170 | 37.9% | 0.58 | 0.0117 | -0.187 | 290 | 10.60 | 11.50 | 16 | 551 | 36.3% | -0.42 | 0.0118 | -0.190 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 292.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 295 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 297.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.50 | 11.05 | 26 | 431 | 36.1% | 0.46 | 0.0120 | -0.187 | 300 | 15.55 | 17.25 | 15 | 166 | 35.6% | -0.55 | 0.0122 | -0.191 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 302.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 305 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 307.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.75 | 7.25 | 42 | 415 | 35.5% | 0.35 | 0.0113 | -0.172 | 310 | 21.40 | 23.65 | 40 | 36.0% | -0.66 | 0.0116 | -0.176 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 312.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 315 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 317.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.35 | 4.75 | 13 | 358 | 36.2% | 0.25 | 0.0097 | -0.145 | 320 | 28.30 | 31.80 | 10 | 36.1% | -0.77 | 0.0101 | -0.150 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 322.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 325 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.37 | 2.96 | 51 | 177 | 35.3% | 0.17 | 0.0077 | -0.114 | 330 | 37.25 | 40.50 | 22 | 38.4% | -0.85 | 0.0082 | -0.121 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 335 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.50 | 1.94 | 3 | 42 | 36.3% | 0.11 | 0.0058 | -0.086 | 340 | 45.60 | 49.50 | 37.4% | -0.91 | 0.0063 | -0.094 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 345 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7400 | 1.20 | 9 | 133 | 36.1% | 0.07 | 0.0042 | -0.064 | 350 | 55.65 | 58.50 | 39.0% | -0.95 | 0.0045 | -0.071 | ||
| 0.3700 | 1.04 | 86 | 38.0% | 0.05 | 0.0030 | -0.048 | 360 | 64.65 | 67.90 | -0.97 | 0.0029 | -0.049 | ||||
| 0 | 1.09 | 11 | 40.2% | 0.03 | 0.0021 | -0.036 | 370 | 74.55 | 78.50 | 39.4% | -0.99 | 0.0017 | -0.028 | |||
| 0 | 0.3600 | 7 | 12 | 37.1% | 0.02 | 0.0015 | -0.028 | 380 | 84.55 | 88.30 | -0.99 | 0.0009 | -0.013 | |||
| 0 | 0.7300 | 4 | 44.6% | 0.02 | 0.0011 | -0.022 | 390 | 94.55 | 98.00 | -1.00 | 0.0004 | -0.005 | ||||
| 0 | 0.4600 | 13 | 44.8% | 0.01 | 0.0008 | -0.017 | 400 | 104.55 | 108.50 | 50.0% | -1.00 | 0.0002 | -0.002 | |||
| 0 | 0.4100 | 47.1% | 0.01 | 0.0006 | -0.014 | 410 | 114.55 | 118.50 | 53.3% | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 0.3800 | 2 | 49.6% | 0.01 | 0.0005 | -0.011 | 420 | 124.55 | 128.50 | 56.5% | -1.00 | 0.0000 | -0.000 | |||
| 0 | 0.5500 | 54.9% | 0.01 | 0.0004 | -0.009 | 430 | 134.55 | 138.50 | 59.6% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.7500 | 60.3% | 0.00 | 0.0003 | -0.008 | 440 | 144.55 | 148.50 | 62.6% | -1.00 | 0.0000 | 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.
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