GM cadena de opciones General Motors Company
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 ±8.4% (79.87–94.57) · ATM IV 30.6% · P/C interés abierto 0.42
| 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 | |
| 25.80 | 28.65 | 20 | 20 | 0.99 | 0.0022 | 0.000 | 60 | 0 | 0.1400 | 5 | 51.1% | -0.01 | 0.0022 | -0.006 | ||
| 20.85 | 24.10 | 41.1% | 0.98 | 0.0039 | 0.000 | 65 | 0.0100 | 0.1900 | 114 | 43.8% | -0.02 | 0.0040 | -0.008 | |||
| 15.60 | 17.95 | 3 | 0.96 | 0.0076 | 0.000 | 70 | 0.0600 | 0.3400 | 7 | 35 | 38.8% | -0.04 | 0.0077 | -0.012 | ||
| 11.85 | 13.25 | 5 | 73 | 24.4% | 0.91 | 0.0154 | -0.010 | 75 | 0.3400 | 0.5200 | 21 | 112 | 34.4% | -0.09 | 0.0156 | -0.019 |
| 9.95 | 11.00 | 10 | 30.1% | 0.87 | 0.0214 | -0.017 | 77.5 | 0.6500 | 0.7700 | 29 | 253 | 33.6% | -0.13 | 0.0216 | -0.024 | |
| 7.95 | 8.90 | 43 | 73 | 30.4% | 0.81 | 0.0284 | -0.025 | 80 | 1.05 | 1.15 | 64 | 195 | 32.3% | -0.20 | 0.0288 | -0.030 |
| 6.20 | 7.25 | 1 | 68 | 31.9% | 0.72 | 0.0352 | -0.032 | 82.5 | 1.53 | 1.85 | 44 | 156 | 31.5% | -0.28 | 0.0357 | -0.036 |
| 4.90 | 5.20 | 168 | 597 | 31.1% | 0.63 | 0.0404 | -0.038 | 85 | 2.37 | 2.69 | 247 | 1,103 | 30.8% | -0.38 | 0.0412 | -0.040 |
| 3.60 | 3.75 | 100 | 1,713 | 30.7% | 0.52 | 0.0430 | -0.040 | 87.5 | 3.55 | 3.80 | 29 | 466 | 30.6% | -0.48 | 0.0440 | -0.041 |
| 2.55 | 2.65 | 163 | 649 | 30.6% | 0.42 | 0.0425 | -0.040 | 90 | 4.90 | 5.40 | 4 | 16 | 30.9% | -0.59 | 0.0438 | -0.039 |
| 1.74 | 1.84 | 12 | 208 | 30.6% | 0.32 | 0.0390 | -0.037 | 92.5 | 6.40 | 7.05 | 5 | 29.6% | -0.69 | 0.0406 | -0.035 | |
| 1.06 | 1.23 | 279 | 1,257 | 30.1% | 0.23 | 0.0335 | -0.032 | 95 | 7.95 | 9.40 | 51 | 29.7% | -0.78 | 0.0354 | -0.028 | |
| 0.5600 | 1.03 | 15 | 84 | 31.1% | 0.17 | 0.0272 | -0.026 | 97.5 | 10.35 | 12.85 | 40.0% | -0.85 | 0.0294 | -0.021 | ||
| 0.4500 | 0.5200 | 33 | 945 | 30.8% | 0.12 | 0.0210 | -0.020 | 100 | 12.65 | 14.25 | 36.5% | -0.91 | 0.0229 | -0.014 | ||
| 0.0600 | 0.2800 | 8 | 206 | 30.7% | 0.06 | 0.0116 | -0.012 | 105 | 16.15 | 19.95 | 36.4% | -0.98 | 0.0140 | -0.017 | ||
| 0.0500 | 0.1500 | 1 | 6 | 33.7% | 0.03 | 0.0065 | -0.007 | 110 | 22.15 | 24.45 | 49.8% | -1.00 | 0.0000 | -0.052 | ||
| 0 | 0.1400 | 25 | 37.0% | 0.02 | 0.0041 | -0.005 | 115 | 27.00 | 29.45 | 54.9% | -1.00 | 0.0000 | -0.059 | |||
| 0 | 0.1200 | 40.9% | 0.01 | 0.0028 | -0.004 | 120 | 31.95 | 34.90 | 66.0% | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.1100 | 44.9% | 0.01 | 0.0021 | -0.004 | 125 | 36.65 | 39.05 | -1.00 | 0.0000 | -0.061 | |||||
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 — Oct 16, 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.