HAL cadena de opciones Halliburton Company
Cboe delayed options data · a fecha de 15:35 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 ±5.6% (35.74–39.95) · ATM IV 34.0% · P/C interés abierto 0.93
| 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 | |
| 18.40 | 19.45 | 158.8% | 1.00 | 0.0002 | 0.000 | 19 | 0 | 0.2800 | 55 | 186.8% | -0.00 | 0.0001 | -0.000 | |||
| 17.35 | 18.45 | 182 | 134.4% | 1.00 | 0.0003 | 0.000 | 20 | 0 | 0.2800 | 3,456 | 174.5% | -0.00 | 0.0002 | -0.000 | ||
| 16.25 | 17.35 | 1.00 | 0.0004 | 0.000 | 21 | 0 | 0.4800 | 16 | 180.9% | -0.00 | 0.0002 | -0.000 | ||||
| 15.35 | 16.35 | 1.00 | 0.0004 | 0.000 | 22 | 0 | 0.2800 | 115 | 151.5% | -0.00 | 0.0003 | -0.000 | ||||
| 14.35 | 15.10 | 525 | 1.00 | 0.0005 | 0.000 | 23 | 0 | 0.2800 | 1,480 | 140.8% | -0.00 | 0.0005 | -0.001 | |||
| 13.35 | 14.35 | 1.00 | 0.0007 | 0.000 | 24 | 0 | 0.0900 | 278 | 107.7% | -0.00 | 0.0007 | -0.001 | ||||
| 12.35 | 13.50 | 101 | 98.4% | 1.00 | 0.0010 | 0.000 | 25 | 0 | 0.2500 | 2,987 | 117.8% | -0.00 | 0.0010 | -0.001 | ||
| 11.20 | 12.35 | 1.00 | 0.0014 | 0.000 | 26 | 0 | 0.0800 | 494 | 89.3% | -0.00 | 0.0014 | -0.001 | ||||
| 10.25 | 11.40 | 12 | 1.00 | 0.0021 | 0.000 | 27 | 0 | 0.0800 | 3,531 | 81.4% | -0.00 | 0.0021 | -0.001 | |||
| 9.25 | 10.40 | 0.99 | 0.0032 | 0.000 | 28 | 0 | 0.0800 | 5,315 | 73.7% | -0.01 | 0.0032 | -0.002 | ||||
| 8.35 | 9.35 | 1 | 0.99 | 0.0050 | 0.000 | 29 | 0 | 0.0400 | 3,886 | 59.8% | -0.01 | 0.0050 | -0.003 | |||
| 7.90 | 8.85 | 0.99 | 0.0062 | 0.000 | 29.5 | 0 | 0.1000 | 5 | 65.0% | -0.01 | 0.0062 | -0.003 | ||||
| 7.25 | 8.35 | 38 | 0.99 | 0.0077 | 0.000 | 30 | 0 | 0.0400 | 8,421 | 53.1% | -0.01 | 0.0077 | -0.004 | |||
| 6.85 | 7.80 | 0.98 | 0.0097 | -0.001 | 30.5 | 0 | 0.2900 | 40 | 71.0% | -0.01 | 0.0097 | -0.004 | ||||
| 6.40 | 7.30 | 0.98 | 0.0122 | -0.002 | 31 | 0 | 0.1100 | 5,556 | 54.8% | -0.02 | 0.0122 | -0.005 | ||||
| 5.85 | 6.75 | 0.98 | 0.0154 | -0.003 | 31.5 | 0 | 0.1100 | 19 | 51.1% | -0.02 | 0.0154 | -0.006 | ||||
| 5.40 | 6.25 | 133 | 0.97 | 0.0195 | -0.004 | 32 | 0.0100 | 0.1100 | 7,226 | 48.3% | -0.03 | 0.0195 | -0.007 | |||
| 4.80 | 5.80 | 0.96 | 0.0246 | -0.006 | 32.5 | 0 | 0.3200 | 2 | 55.5% | -0.04 | 0.0247 | -0.009 | ||||
| 4.35 | 5.15 | 7,375 | 0.95 | 0.0312 | -0.008 | 33 | 0.0200 | 0.0800 | 2 | 5,691 | 39.5% | -0.05 | 0.0313 | -0.010 | ||
| 3.80 | 4.80 | 41 | 0.94 | 0.0394 | -0.010 | 33.5 | 0.0500 | 0.0800 | 1 | 4 | 38.0% | -0.06 | 0.0395 | -0.012 | ||
| 3.35 | 4.20 | 28 | 898 | 0.92 | 0.0496 | -0.013 | 34 | 0.0500 | 0.1500 | 1 | 5,857 | 37.8% | -0.08 | 0.0498 | -0.015 | |
| 2.93 | 3.70 | 138 | 0.89 | 0.0620 | -0.016 | 34.5 | 0.0700 | 0.2200 | 33 | 37.4% | -0.11 | 0.0622 | -0.017 | |||
| 2.83 | 3.15 | 5 | 30.0K | 28.9% | 0.86 | 0.0766 | -0.019 | 35 | 0.1000 | 0.2900 | 1 | 5,911 | 36.3% | -0.14 | 0.0768 | -0.020 |
| 2.35 | 2.70 | 998 | 27.4% | 0.82 | 0.0931 | -0.022 | 35.5 | 0.1800 | 0.3800 | 88 | 36.2% | -0.18 | 0.0934 | -0.023 | ||
| 2.16 | 2.29 | 26 | 10.4K | 33.4% | 0.77 | 0.1104 | -0.025 | 36 | 0.2900 | 0.4900 | 4,210 | 36.1% | -0.23 | 0.1108 | -0.026 | |
| 1.74 | 1.98 | 32 | 33.2% | 0.72 | 0.1272 | -0.029 | 36.5 | 0.4000 | 0.6400 | 1,614 | 35.6% | -0.28 | 0.1277 | -0.029 | ||
| 1.44 | 1.71 | 2 | 4,510 | 34.8% | 0.65 | 0.1412 | -0.031 | 37 | 0.5800 | 0.8200 | 2,732 | 35.8% | -0.35 | 0.1418 | -0.032 | |
| 1.13 | 1.41 | 25 | 397 | 34.3% | 0.58 | 0.1504 | -0.033 | 37.5 | 0.7400 | 1.08 | 48 | 35.8% | -0.42 | 0.1511 | -0.033 | |
| 0.7800 | 1.14 | 2 | 2,879 | 32.5% | 0.50 | 0.1533 | -0.034 | 38 | 1.00 | 1.29 | 636 | 35.4% | -0.50 | 0.1540 | -0.034 | |
| 0.7100 | 0.8800 | 16 | 26 | 34.2% | 0.42 | 0.1497 | -0.034 | 38.5 | 1.24 | 1.62 | 35.5% | -0.58 | 0.1506 | -0.033 | ||
| 0.5400 | 0.7200 | 12 | 1,907 | 34.8% | 0.35 | 0.1407 | -0.032 | 39 | 1.38 | 1.97 | 607 | 33.0% | -0.65 | 0.1416 | -0.032 | |
| 0.2900 | 0.3800 | 14 | 9,052 | 33.8% | 0.24 | 0.1135 | -0.028 | 40 | 2.15 | 2.76 | 1,747 | 34.8% | -0.76 | 0.1145 | -0.027 | |
| 0.1600 | 0.2800 | 1,449 | 36.4% | 0.16 | 0.0846 | -0.022 | 41 | 2.95 | 3.80 | 420 | 39.4% | -0.84 | 0.0856 | -0.021 | ||
| 0.0300 | 0.1700 | 2,560 | 35.3% | 0.10 | 0.0605 | -0.017 | 42 | 3.85 | 4.75 | 1,446 | 42.5% | -0.90 | 0.0613 | -0.015 | ||
| 0.0100 | 0.1100 | 2,344 | 37.0% | 0.07 | 0.0426 | -0.013 | 43 | 4.85 | 5.70 | 630 | 47.4% | -0.93 | 0.0432 | -0.011 | ||
| 0 | 0.3100 | 1,085 | 51.8% | 0.05 | 0.0299 | -0.010 | 44 | 5.80 | 6.70 | 113 | 51.6% | -0.96 | 0.0313 | -0.007 | ||
| 0 | 0.0500 | 4,441 | 40.9% | 0.03 | 0.0211 | -0.008 | 45 | 6.80 | 7.70 | 4 | 57.3% | -0.97 | 0.0236 | -0.004 | ||
| 0 | 0.0900 | 1,270 | 66.5% | 0.01 | 0.0042 | -0.002 | 50 | 11.65 | 12.70 | 72.6% | -1.00 | 0.0016 | -0.006 | |||
| 0 | 0.2000 | 337 | 96.2% | 0.00 | 0.0011 | -0.001 | 55 | 16.60 | 17.70 | 86.8% | -1.00 | 0.0000 | -0.008 | |||
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 — Sep 18, 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