HON cadena de opciones Honeywell International 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 ±7.4% (191.04–221.74) · ATM IV 26.2% · P/C interés abierto 0.15
| 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 | |
| 94.60 | 98.80 | 1 | 75.9% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.2000 | 2 | 75.5% | -0.00 | 0.0000 | -0.001 | ||
| 89.60 | 93.90 | 68.4% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 1.25 | 91.5% | -0.00 | 0.0001 | -0.001 | ||||
| 84.70 | 88.90 | 65.8% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 1.00 | 82.3% | -0.00 | 0.0001 | -0.001 | ||||
| 79.80 | 84.10 | 75.4% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 1.40 | 76.8% | -0.00 | 0.0001 | -0.002 | ||||
| 74.70 | 79.10 | 56.5% | 1.00 | 0.0002 | 0.000 | 130 | 0 | 1.35 | 76.3% | -0.00 | 0.0002 | -0.003 | ||||
| 69.80 | 74.10 | 60.5% | 1.00 | 0.0003 | 0.000 | 135 | 0 | 1.65 | 68.9% | -0.00 | 0.0003 | -0.003 | ||||
| 64.70 | 68.70 | 43.4% | 0.99 | 0.0004 | 0.000 | 140 | 0 | 1.20 | 59.2% | -0.00 | 0.0004 | -0.005 | ||||
| 59.70 | 64.20 | 47.8% | 0.99 | 0.0006 | 0.000 | 145 | 0 | 0.9500 | 56.9% | -0.01 | 0.0006 | -0.006 | ||||
| 55.80 | 58.40 | 10 | 10 | 47.8% | 0.99 | 0.0009 | 0.000 | 150 | 0 | 0.7500 | 509 | 50.1% | -0.01 | 0.0009 | -0.008 | |
| 50.00 | 54.20 | 39.6% | 0.99 | 0.0013 | -0.002 | 155 | 0 | 0.8000 | 46.2% | -0.01 | 0.0013 | -0.011 | ||||
| 45.10 | 49.30 | 1 | 41.5% | 0.98 | 0.0019 | -0.007 | 160 | 0 | 1.60 | 2 | 46.5% | -0.02 | 0.0019 | -0.015 | ||
| 40.20 | 44.40 | 37.7% | 0.97 | 0.0027 | -0.013 | 165 | 0 | 1.40 | 21 | 40.5% | -0.03 | 0.0027 | -0.020 | |||
| 36.10 | 38.60 | 33.9% | 0.95 | 0.0038 | -0.020 | 170 | 0 | 0.9500 | 6 | 34.7% | -0.04 | 0.0038 | -0.026 | |||
| 30.90 | 33.80 | 29.3% | 0.93 | 0.0053 | -0.028 | 175 | 0.4500 | 0.8500 | 7 | 20 | 31.1% | -0.07 | 0.0054 | -0.034 | ||
| 26.40 | 29.20 | 29.9% | 0.91 | 0.0073 | -0.038 | 180 | 0.1500 | 1.15 | 7 | 44 | 28.3% | -0.09 | 0.0074 | -0.043 | ||
| 22.30 | 24.60 | 30.0% | 0.87 | 0.0098 | -0.050 | 185 | 0.5500 | 1.60 | 16 | 31 | 27.4% | -0.14 | 0.0099 | -0.054 | ||
| 17.70 | 21.30 | 1 | 30.6% | 0.81 | 0.0126 | -0.061 | 190 | 1.10 | 2.45 | 19 | 540 | 26.8% | -0.19 | 0.0128 | -0.065 | |
| 14.40 | 16.90 | 29.8% | 0.74 | 0.0156 | -0.073 | 195 | 3.10 | 3.70 | 24 | 162 | 28.9% | -0.26 | 0.0158 | -0.076 | ||
| 10.90 | 12.30 | 62 | 112 | 26.8% | 0.66 | 0.0182 | -0.082 | 200 | 4.10 | 6.10 | 36 | 436 | 26.8% | -0.35 | 0.0185 | -0.085 |
| 4.60 | 7.50 | 10 | 25.7% | 0.46 | 0.0203 | -0.087 | 210 | 8.70 | 9.90 | 10 | 287 | 26.7% | -0.55 | 0.0208 | -0.089 | |
| 3.00 | 5.30 | 30 | 539 | 31.1% | 0.28 | 0.0172 | -0.074 | 220 | 14.60 | 18.20 | 8 | 161 | 28.0% | -0.74 | 0.0180 | -0.076 |
| 1.30 | 1.75 | 31 | 447 | 28.1% | 0.15 | 0.0117 | -0.053 | 230 | 23.90 | 26.10 | 10 | 107 | 30.0% | -0.87 | 0.0127 | -0.054 |
| 0.6000 | 0.8000 | 468 | 8,438 | 28.9% | 0.08 | 0.0072 | -0.035 | 240 | 33.00 | 36.00 | 5 | 237 | 33.8% | -0.95 | 0.0092 | -0.039 |
| 0 | 0.9000 | 2,773 | 31.8% | 0.04 | 0.0041 | -0.022 | 250 | 42.40 | 46.10 | 44 | 37 | 38.7% | -0.99 | 0.0031 | -0.033 | |
| 0.1000 | 0.2000 | 6 | 3,964 | 30.9% | 0.02 | 0.0024 | -0.013 | 260 | 51.90 | 56.20 | 41.1% | -1.00 | 0.0000 | -0.033 | ||
| 0 | 0.9500 | 433 | 42.2% | 0.01 | 0.0014 | -0.009 | 270 | 61.90 | 66.20 | 48.0% | -1.00 | 0.0000 | -0.033 | |||
| 0 | 0.2000 | 25 | 368 | 37.2% | 0.01 | 0.0008 | -0.005 | 280 | 72.00 | 76.20 | 53.1% | -1.00 | 0.0000 | -0.033 | ||
| 0 | 0.7500 | 34 | 49.2% | 0.00 | 0.0005 | -0.004 | 290 | 82.10 | 86.20 | 59.6% | -1.00 | 0.0000 | -0.033 | |||
| 0 | 0.4500 | 8 | 96 | 49.3% | 0.00 | 0.0003 | -0.002 | 300 | 92.00 | 96.20 | 62.5% | -1.00 | 0.0000 | -0.033 | ||
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.