HAL cadena de opciones Halliburton 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 ±14.4% (28.33–37.89) · ATM IV 37.1% · P/C interés abierto 0.68
| 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 | |
| 13.15 | 17.40 | 184 | 81.2% | 1.00 | 0.0016 | 0.000 | 18 | 0 | 0.1100 | 6,257 | 61.1% | -0.01 | 0.0022 | -0.001 | ||
| 11.25 | 15.30 | 648 | 68.2% | 0.99 | 0.0034 | 0.000 | 20 | 0 | 2.15 | 10.0K | 103.6% | -0.01 | 0.0041 | -0.001 | ||
| 8.35 | 11.25 | 4,937 | 0.97 | 0.0103 | -0.001 | 23 | 0 | 2.20 | 10.0K | 82.6% | -0.03 | 0.0107 | -0.003 | |||
| 8.20 | 9.90 | 1 | 4,024 | 66.6% | 0.94 | 0.0194 | -0.003 | 25 | 0.0800 | 0.2400 | 146 | 14.3K | 38.5% | -0.06 | 0.0194 | -0.004 |
| 5.00 | 8.15 | 4 | 870 | 41.5% | 0.88 | 0.0326 | -0.006 | 27 | 0.2300 | 0.6000 | 6,888 | 39.0% | -0.12 | 0.0324 | -0.007 | |
| 4.00 | 4.50 | 181 | 1,965 | 39.0% | 0.74 | 0.0554 | -0.010 | 30 | 0.6900 | 1.15 | 349 | 3,255 | 34.5% | -0.26 | 0.0559 | -0.011 |
| 1.89 | 4.25 | 9,778 | 39.1% | 0.61 | 0.0663 | -0.012 | 32 | 1.26 | 2.28 | 605 | 2,277 | 36.0% | -0.39 | 0.0675 | -0.013 | |
| 2.36 | 2.67 | 33 | 400 | 38.2% | 0.54 | 0.0688 | -0.013 | 33 | 1.74 | 2.79 | 10 | 288 | 36.0% | -0.46 | 0.0703 | -0.013 |
| 1.45 | 2.73 | 1 | 234 | 38.4% | 0.48 | 0.0692 | -0.013 | 34 | 2.03 | 3.45 | 475 | 34.7% | -0.53 | 0.0708 | -0.013 | |
| 1.46 | 2.14 | 55 | 15.6K | 39.7% | 0.41 | 0.0676 | -0.012 | 35 | 1.55 | 4.90 | 13 | 18.4K | 32.4% | -0.60 | 0.0693 | -0.012 |
| 1.16 | 1.41 | 25 | 187 | 36.7% | 0.35 | 0.0643 | -0.012 | 36 | 3.25 | 4.85 | 219 | 34.5% | -0.66 | 0.0659 | -0.012 | |
| 0.6900 | 1.15 | 42 | 46.0K | 34.7% | 0.29 | 0.0598 | -0.011 | 37 | 3.35 | 5.95 | 78 | 902 | 31.7% | -0.72 | 0.0611 | -0.011 |
| 0.6100 | 1.07 | 19 | 842 | 37.2% | 0.25 | 0.0544 | -0.010 | 38 | 4.30 | 6.65 | 124 | 31.9% | -0.77 | 0.0554 | -0.009 | |
| 0.3900 | 0.6500 | 11 | 899 | 34.1% | 0.20 | 0.0485 | -0.009 | 39 | 4.80 | 7.80 | 172 | 31.1% | -0.81 | 0.0492 | -0.008 | |
| 0.3800 | 0.5200 | 204 | 5,462 | 35.6% | 0.17 | 0.0427 | -0.008 | 40 | 5.75 | 8.55 | 17 | 1,367 | 29.4% | -0.85 | 0.0430 | -0.007 |
| 0.2800 | 0.4100 | 7 | 420 | 35.6% | 0.14 | 0.0370 | -0.007 | 41 | 7.55 | 8.85 | 132 | 34.2% | -0.88 | 0.0368 | -0.006 | |
| 0.2200 | 0.5000 | 23 | 803 | 38.8% | 0.11 | 0.0317 | -0.006 | 42 | 7.45 | 10.45 | 325 | -0.90 | 0.0312 | -0.004 | ||
| 0.1000 | 0.7500 | 244 | 43.4% | 0.09 | 0.0269 | -0.005 | 43 | 8.20 | 11.60 | 6 | -0.92 | 0.0261 | -0.003 | |||
| 0 | 0.9000 | 5 | 312 | 46.8% | 0.07 | 0.0226 | -0.004 | 44 | 9.00 | 12.95 | 6 | -0.94 | 0.0224 | -0.002 | ||
| 0.0800 | 0.3000 | 8,125 | 40.0% | 0.06 | 0.0189 | -0.004 | 45 | 10.00 | 13.65 | 48 | -0.96 | 0.0204 | -0.002 | |||
| 0 | 0.6100 | 1 | 242 | 46.8% | 0.04 | 0.0157 | -0.003 | 46 | 10.90 | 14.85 | -0.97 | 0.0218 | -0.002 | |||
| 0.0100 | 0.5000 | 1 | 1,295 | 47.1% | 0.04 | 0.0129 | -0.003 | 47 | 11.85 | 15.90 | 1 | -0.99 | 0.0213 | -0.002 | ||
| 0 | 0.9000 | 46 | 56.2% | 0.03 | 0.0106 | -0.002 | 48 | 12.80 | 17.00 | -1.00 | 0.0077 | -0.004 | ||||
| 0 | 0.3700 | 86 | 47.9% | 0.02 | 0.0087 | -0.002 | 49 | 13.85 | 17.85 | -1.00 | 0.0000 | -0.005 | ||||
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.