GD cadena de opciones General Dynamics 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 ±10.7% (304.98–377.88) · ATM IV 22.9% · P/C interés abierto 0.29
| 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 | |
| 122.20 | 126.10 | 38.0% | 0.99 | 0.0004 | 0.000 | 220 | 0 | 1.70 | 8 | 42.3% | -0.01 | 0.0004 | -0.008 | |||
| 112.50 | 116.40 | 36.3% | 0.99 | 0.0005 | 0.000 | 230 | 0 | 1.50 | 13 | 37.8% | -0.02 | 0.0006 | -0.010 | |||
| 102.80 | 106.60 | 33.8% | 0.98 | 0.0008 | 0.000 | 240 | 0.0500 | 1.50 | 26 | 34.6% | -0.02 | 0.0008 | -0.013 | |||
| 93.60 | 96.60 | 30.8% | 0.97 | 0.0011 | -0.004 | 250 | 0.1000 | 1.45 | 31.2% | -0.03 | 0.0011 | -0.016 | ||||
| 84.00 | 87.00 | 29.5% | 0.96 | 0.0015 | -0.009 | 260 | 0.2000 | 1.70 | 16 | 29.1% | -0.04 | 0.0015 | -0.020 | |||
| 74.70 | 77.40 | 28.6% | 0.95 | 0.0020 | -0.016 | 270 | 0.6000 | 2.20 | 16 | 28.1% | -0.06 | 0.0021 | -0.025 | |||
| 65.20 | 68.10 | 27.0% | 0.92 | 0.0027 | -0.023 | 280 | 1.15 | 2.00 | 16 | 25.4% | -0.08 | 0.0028 | -0.032 | |||
| 56.10 | 59.10 | 2 | 25.8% | 0.89 | 0.0036 | -0.031 | 290 | 1.85 | 3.80 | 6 | 25.9% | -0.11 | 0.0037 | -0.039 | ||
| 47.90 | 50.50 | 5 | 25.5% | 0.85 | 0.0047 | -0.040 | 300 | 2.90 | 4.80 | 7 | 24.5% | -0.15 | 0.0048 | -0.047 | ||
| 39.50 | 42.50 | 24.5% | 0.80 | 0.0058 | -0.049 | 310 | 4.40 | 6.70 | 9 | 23.8% | -0.20 | 0.0060 | -0.055 | |||
| 32.00 | 35.10 | 293 | 23.9% | 0.74 | 0.0070 | -0.058 | 320 | 6.70 | 9.20 | 10 | 23.2% | -0.27 | 0.0072 | -0.062 | ||
| 25.40 | 28.50 | 1 | 23.6% | 0.66 | 0.0081 | -0.064 | 330 | 9.60 | 12.50 | 12 | 22.7% | -0.35 | 0.0083 | -0.068 | ||
| 20.10 | 22.70 | 3 | 14 | 23.6% | 0.58 | 0.0088 | -0.069 | 340 | 13.50 | 16.60 | 11 | 22.2% | -0.44 | 0.0091 | -0.072 | |
| 14.50 | 17.50 | 7 | 22.7% | 0.49 | 0.0090 | -0.070 | 350 | 18.60 | 21.50 | 16 | 21.9% | -0.53 | 0.0094 | -0.072 | ||
| 10.40 | 13.10 | 10 | 22.3% | 0.40 | 0.0088 | -0.068 | 360 | 25.40 | 27.50 | 4 | 22.2% | -0.62 | 0.0094 | -0.070 | ||
| 7.90 | 9.60 | 1 | 37 | 22.4% | 0.32 | 0.0082 | -0.063 | 370 | 32.10 | 34.40 | 17 | 21.9% | -0.71 | 0.0091 | -0.067 | |
| 4.90 | 7.30 | 19 | 22.0% | 0.25 | 0.0073 | -0.056 | 380 | 39.50 | 42.10 | 1 | 21.4% | -0.79 | 0.0087 | -0.063 | ||
| 3.30 | 5.40 | 15 | 22.1% | 0.20 | 0.0062 | -0.049 | 390 | 47.90 | 50.80 | 29 | 21.1% | -0.86 | 0.0082 | -0.058 | ||
| 2.00 | 4.30 | 33 | 22.5% | 0.15 | 0.0052 | -0.041 | 400 | 57.10 | 60.70 | -0.92 | 0.0077 | -0.056 | ||||
| 1.55 | 2.95 | 23 | 22.7% | 0.11 | 0.0042 | -0.034 | 410 | 66.50 | 70.00 | -0.98 | 0.0056 | -0.051 | ||||
| 1.00 | 3.50 | 37 | 25.0% | 0.08 | 0.0034 | -0.028 | 420 | 76.50 | 80.90 | -1.00 | 0.0004 | -0.048 | ||||
| 0 | 3.20 | 3 | 25.0% | 0.06 | 0.0027 | -0.023 | 430 | 86.50 | 90.90 | -1.00 | 0.0000 | -0.048 | ||||
| 0.1500 | 1.65 | 228 | 24.0% | 0.05 | 0.0021 | -0.018 | 440 | 96.50 | 100.70 | -1.00 | 0.0000 | -0.048 | ||||
| 0.0500 | 1.75 | 4 | 25.8% | 0.03 | 0.0016 | -0.014 | 450 | 106.50 | 110.90 | -1.00 | 0.0000 | -0.048 | ||||
| 0 | 1.90 | 11 | 27.7% | 0.03 | 0.0012 | -0.011 | 460 | 116.50 | 120.90 | -1.00 | 0.0000 | -0.048 | ||||
| 0 | 2.30 | 2 | 30.4% | 0.02 | 0.0010 | -0.009 | 470 | 126.50 | 131.00 | -1.00 | 0.0000 | -0.048 | ||||
| 0 | 1.50 | 10 | 29.7% | 0.01 | 0.0007 | -0.007 | 480 | 136.50 | 140.60 | -1.00 | 0.0000 | -0.048 | ||||
| 0 | 2.10 | 1 | 33.1% | 0.01 | 0.0006 | -0.005 | 490 | 146.50 | 150.70 | -1.00 | 0.0000 | -0.048 | ||||
| 0 | 1.90 | 2 | 34.0% | 0.01 | 0.0004 | -0.004 | 500 | 156.50 | 160.60 | -1.00 | 0.0000 | -0.048 | ||||
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 — Feb 19, 2027
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.