GIS cadena de opciones General Mills, 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 ±13.3% (28.90–37.80) · ATM IV 32.8% · P/C interés abierto 0.82
| 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 | |
| 15.10 | 16.70 | 3 | 1.00 | 0.0009 | 0.000 | 17.5 | 0 | 0.0500 | 48 | 57.5% | -0.00 | 0.0015 | -0.001 | |||
| 12.80 | 14.00 | 3 | 1.00 | 0.0024 | 0.000 | 20 | 0 | 0.1000 | 134 | 51.4% | -0.01 | 0.0038 | -0.001 | |||
| 10.10 | 11.70 | 0.99 | 0.0063 | -0.001 | 22.5 | 0 | 0.1500 | 209 | 43.6% | -0.03 | 0.0089 | -0.002 | ||||
| 8.20 | 9.00 | 47 | 0.96 | 0.0147 | -0.003 | 25 | 0.0500 | 0.2500 | 899 | 38.4% | -0.06 | 0.0188 | -0.004 | |||
| 6.20 | 6.60 | 54 | 31.6% | 0.91 | 0.0305 | -0.005 | 27.5 | 0.3500 | 0.4500 | 1 | 1,196 | 36.7% | -0.13 | 0.0356 | -0.007 | |
| 4.20 | 4.50 | 4 | 465 | 32.6% | 0.80 | 0.0535 | -0.009 | 30 | 0.7000 | 0.9500 | 3,884 | 33.4% | -0.25 | 0.0575 | -0.010 | |
| 2.60 | 2.80 | 1 | 2,818 | 32.6% | 0.63 | 0.0745 | -0.011 | 32.5 | 1.70 | 1.80 | 10 | 4,897 | 33.0% | -0.42 | 0.0748 | -0.012 |
| 1.50 | 1.55 | 333 | 4,644 | 32.5% | 0.44 | 0.0791 | -0.012 | 35 | 3.00 | 3.20 | 91 | 3,251 | 32.0% | -0.60 | 0.0756 | -0.011 |
| 0.7500 | 0.8500 | 127 | 3,158 | 32.7% | 0.27 | 0.0659 | -0.010 | 37.5 | 4.70 | 5.10 | 4 | 3,058 | 31.6% | -0.76 | 0.0612 | -0.009 |
| 0.3500 | 0.4500 | 35 | 4,187 | 33.1% | 0.16 | 0.0467 | -0.007 | 40 | 6.80 | 7.40 | 4 | 1,383 | 33.8% | -0.86 | 0.0429 | -0.006 |
| 0.1500 | 0.2000 | 1 | 3,179 | 32.8% | 0.09 | 0.0306 | -0.005 | 42.5 | 9.00 | 9.90 | 4,383 | 36.9% | -0.92 | 0.0280 | -0.004 | |
| 0.0500 | 0.1500 | 2,793 | 34.6% | 0.05 | 0.0194 | -0.004 | 45 | 11.40 | 12.30 | 2,425 | 39.9% | -0.95 | 0.0179 | -0.002 | ||
| 0.0500 | 0.1000 | 10 | 2,129 | 37.6% | 0.03 | 0.0125 | -0.003 | 47.5 | 13.50 | 15.20 | 2,104 | 46.3% | -0.97 | 0.0117 | -0.001 | |
| 0 | 0.0500 | 3 | 3,044 | 36.0% | 0.02 | 0.0082 | -0.002 | 50 | 16.20 | 17.20 | 248 | 43.7% | -1.00 | 0.0018 | -0.004 | |
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 — Jan 15, 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.