GILD cadena de opciones Gilead Sciences, Inc.
Cboe delayed options data · a fecha de 09:37 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 ±8.8% (139.83–166.83) · ATM IV 37.2% · P/C interés abierto 0.72
| 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 | |
| 72.05 | 75.40 | 107.8% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.06 | 14 | 137.9% | -0.00 | 0.0001 | -0.002 | |||
| 67.05 | 69.75 | 1.00 | 0.0002 | 0.000 | 85 | 0 | 1.05 | 8 | 111.1% | -0.00 | 0.0002 | -0.002 | ||||
| 62.10 | 65.45 | 1 | 90.6% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 1.80 | 36 | 113.0% | -0.00 | 0.0002 | -0.003 | ||
| 57.10 | 60.45 | 10 | 81.4% | 1.00 | 0.0004 | 0.000 | 95 | 0 | 0.6100 | 15 | 84.4% | -0.00 | 0.0004 | -0.005 | ||
| 52.15 | 54.85 | 29 | 0.99 | 0.0006 | 0.000 | 100 | 0 | 0.8100 | 46 | 80.3% | -0.01 | 0.0006 | -0.006 | |||
| 47.20 | 49.90 | 6 | 0.99 | 0.0009 | -0.003 | 105 | 0 | 0.2500 | 51 | 60.0% | -0.01 | 0.0009 | -0.009 | |||
| 42.35 | 45.60 | 121 | 135 | 64.0% | 0.99 | 0.0014 | -0.007 | 110 | 0 | 0.3000 | 439 | 54.9% | -0.01 | 0.0014 | -0.012 | |
| 37.35 | 40.70 | 23 | 57.6% | 0.98 | 0.0022 | -0.012 | 115 | 0 | 0.3900 | 12 | 367 | 50.5% | -0.02 | 0.0022 | -0.017 | |
| 32.05 | 35.80 | 71 | 47.2% | 0.97 | 0.0034 | -0.019 | 120 | 0.0200 | 0.3800 | 2 | 396 | 44.3% | -0.03 | 0.0034 | -0.024 | |
| 28.20 | 31.05 | 220 | 53.3% | 0.95 | 0.0052 | -0.029 | 125 | 0.2200 | 0.6100 | 4 | 411 | 43.7% | -0.05 | 0.0052 | -0.033 | |
| 22.55 | 26.30 | 453 | 42.8% | 0.92 | 0.0078 | -0.041 | 130 | 0.2500 | 1.01 | 20 | 609 | 40.7% | -0.08 | 0.0078 | -0.044 | |
| 18.40 | 21.80 | 1 | 550 | 42.4% | 0.88 | 0.0113 | -0.056 | 135 | 0.9000 | 1.26 | 26 | 1,104 | 39.0% | -0.13 | 0.0114 | -0.058 |
| 14.85 | 17.00 | 9 | 618 | 40.7% | 0.81 | 0.0155 | -0.071 | 140 | 1.70 | 2.06 | 40 | 13.3K | 38.1% | -0.19 | 0.0157 | -0.074 |
| 11.85 | 15.25 | 39.5% | 0.76 | 0.0182 | -0.081 | 143 | 2.22 | 3.15 | 26 | 38.5% | -0.24 | 0.0184 | -0.083 | |||
| 11.20 | 13.80 | 37.1% | 0.74 | 0.0191 | -0.083 | 144 | 1.52 | 4.10 | 37.3% | -0.26 | 0.0193 | -0.085 | ||||
| 11.25 | 12.85 | 8 | 734 | 38.7% | 0.72 | 0.0200 | -0.086 | 145 | 2.81 | 3.25 | 29 | 306 | 36.8% | -0.28 | 0.0202 | -0.088 |
| 9.75 | 12.40 | 36.7% | 0.70 | 0.0208 | -0.088 | 146 | 2.58 | 5.00 | 3 | 39.5% | -0.30 | 0.0211 | -0.090 | |||
| 9.05 | 12.40 | 38.6% | 0.68 | 0.0216 | -0.091 | 147 | 2.97 | 5.35 | 1 | 39.5% | -0.32 | 0.0219 | -0.093 | |||
| 8.60 | 11.75 | 39.0% | 0.66 | 0.0224 | -0.093 | 148 | 2.61 | 5.55 | 1 | 36.8% | -0.34 | 0.0226 | -0.095 | |||
| 7.80 | 10.05 | 35.1% | 0.64 | 0.0230 | -0.095 | 149 | 3.00 | 5.80 | 3 | 36.3% | -0.37 | 0.0234 | -0.096 | |||
| 7.10 | 8.90 | 5 | 4,812 | 33.1% | 0.61 | 0.0236 | -0.096 | 150 | 4.45 | 6.15 | 68 | 226 | 39.1% | -0.39 | 0.0240 | -0.098 |
| 6.45 | 9.10 | 39.5% | 0.55 | 0.0247 | -0.098 | 152.5 | 4.55 | 6.90 | 2 | 34.9% | -0.45 | 0.0252 | -0.100 | |||
| 5.10 | 6.45 | 27 | 1,538 | 35.0% | 0.49 | 0.0252 | -0.098 | 155 | 5.90 | 8.45 | 20 | 119 | 35.7% | -0.52 | 0.0257 | -0.100 |
| 3.70 | 6.00 | 12 | 35.6% | 0.43 | 0.0250 | -0.096 | 157.5 | 7.25 | 9.80 | 5 | 35.1% | -0.58 | 0.0256 | -0.098 | ||
| 3.25 | 4.60 | 371 | 1,534 | 35.5% | 0.37 | 0.0242 | -0.091 | 160 | 8.85 | 11.45 | 26 | 35.1% | -0.64 | 0.0249 | -0.093 | |
| 2.06 | 4.40 | 35.9% | 0.31 | 0.0228 | -0.085 | 162.5 | 11.10 | 13.20 | 3 | 36.7% | -0.70 | 0.0236 | -0.087 | |||
| 1.35 | 2.62 | 296 | 10.9K | 31.9% | 0.26 | 0.0210 | -0.078 | 165 | 12.45 | 15.15 | 4 | 35.2% | -0.75 | 0.0218 | -0.080 | |
| 1.13 | 2.38 | 26 | 33.8% | 0.21 | 0.0188 | -0.070 | 167.5 | 13.70 | 17.50 | 33.7% | -0.80 | 0.0198 | -0.072 | |||
| 0.7700 | 1.51 | 80 | 861 | 32.0% | 0.17 | 0.0166 | -0.061 | 170 | 15.80 | 19.45 | 1 | 32.7% | -0.84 | 0.0177 | -0.063 | |
| 0.7300 | 1.44 | 2 | 34.5% | 0.14 | 0.0144 | -0.053 | 172.5 | 18.00 | 21.80 | 33.3% | -0.88 | 0.0156 | -0.056 | |||
| 0.1900 | 0.9600 | 7 | 1,251 | 31.5% | 0.11 | 0.0122 | -0.046 | 175 | 20.30 | 24.00 | 32.5% | -0.91 | 0.0135 | -0.048 | ||
| 0 | 1.38 | 35.5% | 0.09 | 0.0103 | -0.039 | 177.5 | 22.60 | 26.35 | 31.1% | -0.94 | 0.0116 | -0.041 | ||||
| 0.1700 | 0.6600 | 4 | 614 | 33.9% | 0.07 | 0.0086 | -0.032 | 180 | 25.00 | 28.65 | 1 | -0.96 | 0.0101 | -0.035 | ||
| 0 | 0.8500 | 22 | 38.6% | 0.04 | 0.0058 | -0.022 | 185 | 30.55 | 33.25 | -0.99 | 0.0057 | -0.024 | ||||
| 0 | 0.8500 | 14 | 42.8% | 0.03 | 0.0038 | -0.015 | 190 | 34.80 | 38.85 | -1.00 | 0.0006 | -0.020 | ||||
| 0 | 0.9200 | 16 | 47.6% | 0.02 | 0.0024 | -0.010 | 195 | 40.50 | 43.25 | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.6700 | 21 | 48.6% | 0.01 | 0.0016 | -0.006 | 200 | 45.50 | 48.25 | -1.00 | 0.0000 | -0.020 | ||||
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.
callsputs