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 ±9.3% (30.10–36.28) · ATM IV 39.5% · P/C interés abierto 0.20
| 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 | |
| 11.25 | 15.30 | 106.9% | 1.00 | 0.0019 | 0.000 | 20 | 0 | 1.50 | 1 | 152.2% | -0.00 | 0.0019 | -0.001 | |||
| 7.50 | 11.05 | 72.2% | 0.98 | 0.0084 | -0.002 | 24 | 0 | 1.45 | 107.7% | -0.02 | 0.0084 | -0.004 | ||||
| 6.25 | 10.35 | 66.5% | 0.97 | 0.0124 | -0.004 | 25 | 0.0100 | 0.2900 | 28 | 62.8% | -0.03 | 0.0124 | -0.005 | |||
| 5.30 | 9.40 | 62.4% | 0.96 | 0.0181 | -0.005 | 26 | 0 | 0.5400 | 174 | 64.5% | -0.04 | 0.0182 | -0.006 | |||
| 4.35 | 8.40 | 56.1% | 0.94 | 0.0262 | -0.007 | 27 | 0.0200 | 0.3900 | 70 | 74 | 52.6% | -0.06 | 0.0264 | -0.008 | ||
| 3.40 | 7.45 | 4 | 51.0% | 0.91 | 0.0372 | -0.010 | 28 | 0.0700 | 0.2400 | 4 | 60 | 42.1% | -0.09 | 0.0374 | -0.011 | |
| 2.75 | 6.35 | 48.6% | 0.87 | 0.0512 | -0.013 | 29 | 0.2100 | 0.4000 | 71 | 1,351 | 43.2% | -0.13 | 0.0516 | -0.014 | ||
| 2.05 | 6.15 | 46.4% | 0.84 | 0.0591 | -0.015 | 29.5 | 0.0200 | 0.8100 | 3 | 44.0% | -0.16 | 0.0595 | -0.016 | |||
| 2.34 | 4.90 | 3 | 59 | 42.8% | 0.81 | 0.0673 | -0.017 | 30 | 0.3300 | 0.5100 | 1,126 | 707 | 40.1% | -0.19 | 0.0678 | -0.017 |
| 1.22 | 5.35 | 44.0% | 0.77 | 0.0755 | -0.018 | 30.5 | 0 | 2.64 | 1 | 64.3% | -0.23 | 0.0762 | -0.019 | |||
| 2.26 | 4.25 | 5 | 46 | 53.3% | 0.73 | 0.0834 | -0.020 | 31 | 0.3800 | 0.7400 | 50 | 258 | 36.2% | -0.27 | 0.0842 | -0.020 |
| 1.24 | 4.00 | 44.1% | 0.69 | 0.0906 | -0.021 | 31.5 | 0 | 1.61 | 38.8% | -0.32 | 0.0915 | -0.022 | ||||
| 2.08 | 2.38 | 309 | 15.6K | 41.7% | 0.64 | 0.0965 | -0.022 | 32 | 0.8500 | 1.04 | 223 | 839 | 37.5% | -0.36 | 0.0976 | -0.023 |
| 0.9400 | 2.20 | 6 | 31.7% | 0.59 | 0.1010 | -0.023 | 32.5 | 1.05 | 1.36 | 73 | 38.7% | -0.41 | 0.1023 | -0.024 | ||
| 1.60 | 1.72 | 11.5K | 292 | 40.8% | 0.54 | 0.1036 | -0.024 | 33 | 1.32 | 1.54 | 118 | 908 | 38.2% | -0.47 | 0.1051 | -0.024 |
| 1.25 | 1.65 | 27 | 41.3% | 0.49 | 0.1044 | -0.024 | 33.5 | 1.42 | 2.33 | 3 | 42.8% | -0.52 | 0.1061 | -0.024 | ||
| 1.09 | 1.28 | 59 | 1,028 | 39.9% | 0.44 | 0.1032 | -0.023 | 34 | 1.24 | 3.20 | 6 | 180 | 44.2% | -0.57 | 0.1051 | -0.024 |
| 0.5400 | 1.58 | 12 | 41.4% | 0.39 | 0.1004 | -0.023 | 34.5 | 0.8200 | 4.35 | 40 | 45.5% | -0.62 | 0.1025 | -0.023 | ||
| 0.6300 | 0.9900 | 233 | 3,806 | 39.0% | 0.34 | 0.0960 | -0.022 | 35 | 1.71 | 3.55 | 230 | 37.5% | -0.67 | 0.0983 | -0.022 | |
| 0.0900 | 1.42 | 3 | 41.4% | 0.30 | 0.0904 | -0.021 | 35.5 | 1.63 | 4.95 | 46.1% | -0.71 | 0.0930 | -0.021 | |||
| 0.3800 | 0.7000 | 797 | 878 | 38.6% | 0.26 | 0.0840 | -0.019 | 36 | 2.24 | 4.45 | 10 | 284 | 36.1% | -0.75 | 0.0868 | -0.019 |
| 0 | 2.61 | 64.7% | 0.22 | 0.0771 | -0.018 | 36.5 | 1.76 | 5.75 | 36.1% | -0.79 | 0.0802 | -0.018 | ||||
| 0.3200 | 0.4500 | 711 | 472 | 39.7% | 0.19 | 0.0700 | -0.016 | 37 | 2.16 | 5.95 | 286 | 29.3% | -0.82 | 0.0732 | -0.017 | |
| 0.0300 | 0.7300 | 18 | 42.4% | 0.16 | 0.0630 | -0.015 | 37.5 | 2.57 | 6.60 | 33.8% | -0.85 | 0.0664 | -0.015 | |||
| 0.2400 | 0.3300 | 47 | 2,637 | 41.5% | 0.14 | 0.0561 | -0.013 | 38 | 3.00 | 7.05 | 47 | 31.7% | -0.88 | 0.0597 | -0.013 | |
| 0 | 0.2200 | 179 | 36.4% | 0.10 | 0.0436 | -0.011 | 39 | 4.00 | 8.00 | 32.3% | -0.92 | 0.0476 | -0.011 | |||
| 0.0600 | 0.1500 | 15 | 583 | 40.2% | 0.07 | 0.0332 | -0.008 | 40 | 5.00 | 8.95 | -0.95 | 0.0370 | -0.008 | |||
| 0.0400 | 0.3200 | 6 | 362 | 41.9% | 0.05 | 0.0248 | -0.006 | 41 | 6.00 | 9.85 | 4 | -0.97 | 0.0303 | -0.006 | ||
| 0 | 0.2000 | 1 | 36 | 47.6% | 0.03 | 0.0183 | -0.005 | 42 | 6.90 | 10.90 | -0.99 | 0.0178 | -0.005 | |||
| 0 | 0.3200 | 2 | 56.4% | 0.02 | 0.0134 | -0.004 | 43 | 7.85 | 11.85 | -1.00 | 0.0055 | -0.004 | ||||
| 0 | 0.1000 | 48.6% | 0.02 | 0.0097 | -0.003 | 44 | 8.85 | 12.85 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 0.1000 | 185 | 51.7% | 0.01 | 0.0070 | -0.002 | 45 | 9.85 | 13.85 | -1.00 | 0.0000 | -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 — 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.