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 ±7.5% (197.22–229.42) · ATM IV 32.3% · P/C interés abierto 0.86
| 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 | |
| 86.60 | 89.80 | 2 | 1.00 | 0.0001 | 0.000 | 125 | 0 | 1.10 | 98.3% | -0.00 | 0.0001 | -0.002 | ||||
| 81.60 | 85.10 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 1.30 | 94.7% | -0.00 | 0.0001 | -0.003 | |||||
| 76.60 | 80.10 | 1.00 | 0.0002 | 0.000 | 135 | 0 | 1.30 | 88.4% | -0.00 | 0.0002 | -0.004 | |||||
| 71.60 | 74.90 | 1.00 | 0.0002 | 0.000 | 140 | 0 | 1.10 | 79.9% | -0.00 | 0.0003 | -0.005 | |||||
| 66.60 | 69.90 | 1.00 | 0.0004 | 0.000 | 145 | 0 | 1.15 | 74.8% | -0.01 | 0.0004 | -0.007 | |||||
| 61.70 | 65.00 | 0.99 | 0.0005 | 0.000 | 150 | 0 | 1.95 | 7 | 76.8% | -0.01 | 0.0006 | -0.010 | ||||
| 56.70 | 60.30 | 0.99 | 0.0008 | -0.003 | 155 | 0 | 1.40 | 6 | 66.2% | -0.01 | 0.0009 | -0.013 | ||||
| 51.80 | 55.20 | 0.99 | 0.0011 | -0.008 | 160 | 0 | 2.20 | 27 | 66.9% | -0.01 | 0.0013 | -0.017 | ||||
| 46.80 | 50.10 | 0.98 | 0.0016 | -0.014 | 165 | 0 | 1.55 | 9 | 56.5% | -0.02 | 0.0018 | -0.022 | ||||
| 41.90 | 45.20 | 0.97 | 0.0024 | -0.021 | 170 | 0 | 0.7500 | 3 | 65 | 44.2% | -0.03 | 0.0026 | -0.029 | |||
| 37.00 | 40.60 | 0.96 | 0.0034 | -0.030 | 175 | 0.1500 | 1.40 | 50 | 45.9% | -0.04 | 0.0037 | -0.038 | ||||
| 32.20 | 35.80 | 33 | 30.8% | 0.94 | 0.0048 | -0.042 | 180 | 0 | 1.55 | 1 | 92 | 40.7% | -0.06 | 0.0051 | -0.049 | |
| 27.50 | 30.80 | 1 | 29.8% | 0.92 | 0.0067 | -0.056 | 185 | 0.8500 | 1.55 | 130 | 211 | 39.8% | -0.09 | 0.0069 | -0.062 | |
| 22.90 | 26.60 | 2 | 32.6% | 0.88 | 0.0090 | -0.072 | 190 | 1.25 | 2.00 | 4 | 1,015 | 37.6% | -0.13 | 0.0092 | -0.076 | |
| 20.60 | 24.30 | 31.7% | 0.86 | 0.0103 | -0.081 | 192.5 | 0.6500 | 3.00 | 3 | 8 | 36.1% | -0.15 | 0.0105 | -0.084 | ||
| 18.90 | 22.00 | 32.6% | 0.83 | 0.0117 | -0.089 | 195 | 2.00 | 3.80 | 3 | 165 | 39.6% | -0.18 | 0.0119 | -0.092 | ||
| 16.60 | 20.10 | 32.1% | 0.80 | 0.0132 | -0.098 | 197.5 | 1.20 | 4.00 | 2 | 34.5% | -0.21 | 0.0133 | -0.100 | |||
| 14.60 | 18.20 | 49 | 31.9% | 0.77 | 0.0147 | -0.106 | 200 | 2.75 | 4.60 | 255 | 499 | 36.8% | -0.24 | 0.0147 | -0.108 | |
| 12.80 | 16.00 | 31.1% | 0.73 | 0.0161 | -0.114 | 202.5 | 2.30 | 5.90 | 35.1% | -0.28 | 0.0160 | -0.115 | ||||
| 11.00 | 14.30 | 31.0% | 0.69 | 0.0174 | -0.120 | 205 | 3.40 | 6.10 | 3 | 34.2% | -0.32 | 0.0173 | -0.121 | |||
| 9.40 | 12.70 | 31.0% | 0.64 | 0.0184 | -0.126 | 207.5 | 4.50 | 7.00 | 31 | 34.4% | -0.37 | 0.0183 | -0.125 | |||
| 8.20 | 10.40 | 3 | 237 | 29.8% | 0.59 | 0.0193 | -0.129 | 210 | 5.20 | 8.60 | 102 | 486 | 34.6% | -0.42 | 0.0191 | -0.129 |
| 6.50 | 9.90 | 3 | 30.7% | 0.55 | 0.0198 | -0.131 | 212.5 | 6.10 | 9.70 | 1 | 33.9% | -0.46 | 0.0196 | -0.130 | ||
| 5.30 | 8.60 | 4 | 34 | 30.6% | 0.50 | 0.0200 | -0.131 | 215 | 7.50 | 11.00 | 34.0% | -0.51 | 0.0198 | -0.130 | ||
| 4.20 | 7.50 | 30.5% | 0.45 | 0.0199 | -0.129 | 217.5 | 8.90 | 12.40 | 33.9% | -0.56 | 0.0197 | -0.128 | ||||
| 4.20 | 5.80 | 67 | 1,060 | 30.9% | 0.40 | 0.0194 | -0.126 | 220 | 10.70 | 13.30 | 2 | 56 | 33.1% | -0.61 | 0.0192 | -0.124 |
| 3.00 | 5.90 | 2 | 32.1% | 0.35 | 0.0186 | -0.121 | 222.5 | 12.30 | 15.60 | 34.4% | -0.65 | 0.0184 | -0.119 | |||
| 2.30 | 4.00 | 9 | 3 | 29.5% | 0.31 | 0.0176 | -0.115 | 225 | 13.90 | 17.50 | 34.4% | -0.70 | 0.0174 | -0.112 | ||
| 1.00 | 4.50 | 3 | 30.5% | 0.27 | 0.0165 | -0.108 | 227.5 | 15.60 | 19.30 | 34.0% | -0.73 | 0.0163 | -0.105 | |||
| 2.35 | 3.10 | 31 | 746 | 33.1% | 0.24 | 0.0152 | -0.101 | 230 | 17.60 | 21.20 | 4 | 29 | 34.1% | -0.77 | 0.0150 | -0.097 |
| 0.7000 | 3.70 | 32.9% | 0.20 | 0.0139 | -0.093 | 232.5 | 19.90 | 23.30 | 35.1% | -0.80 | 0.0137 | -0.089 | ||||
| 0.3000 | 1.90 | 2 | 28.1% | 0.18 | 0.0126 | -0.085 | 235 | 21.80 | 25.40 | 34.8% | -0.83 | 0.0124 | -0.081 | |||
| 0.1000 | 2.60 | 32.1% | 0.15 | 0.0113 | -0.078 | 237.5 | 24.30 | 27.70 | 36.5% | -0.85 | 0.0111 | -0.074 | ||||
| 0.6500 | 2.05 | 4 | 621 | 34.3% | 0.13 | 0.0101 | -0.070 | 240 | 26.20 | 29.80 | 91 | 35.4% | -0.87 | 0.0099 | -0.066 | |
| 0.6000 | 1.10 | 1 | 10 | 34.0% | 0.10 | 0.0079 | -0.057 | 245 | 31.10 | 34.40 | 37.6% | -0.91 | 0.0079 | -0.053 | ||
| 0 | 0.8500 | 2 | 169 | 32.4% | 0.07 | 0.0062 | -0.046 | 250 | 35.50 | 39.00 | 1 | 36.7% | -0.93 | 0.0064 | -0.042 | |
| 0 | 2.40 | 44.6% | 0.05 | 0.0047 | -0.037 | 255 | 40.30 | 44.00 | 39.0% | -0.95 | 0.0054 | -0.037 | ||||
| 0 | 2.25 | 4 | 89 | 47.4% | 0.04 | 0.0036 | -0.030 | 260 | 45.30 | 48.80 | 41.0% | -0.97 | 0.0052 | -0.035 | ||
| 0 | 1.55 | 129 | 49.8% | 0.02 | 0.0022 | -0.019 | 270 | 55.30 | 58.80 | 47.4% | -0.99 | 0.0023 | -0.030 | |||
| 0 | 1.60 | 107 | 56.0% | 0.01 | 0.0013 | -0.012 | 280 | 65.30 | 68.80 | 53.5% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 1.50 | 60.8% | 0.01 | 0.0008 | -0.008 | 290 | 75.30 | 78.80 | 59.3% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 0.5000 | 55.2% | 0.00 | 0.0005 | -0.005 | 300 | 85.30 | 88.80 | 64.8% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.45 | 70.6% | 0.00 | 0.0003 | -0.004 | 310 | 95.50 | 98.80 | 72.0% | -1.00 | 0.0000 | -0.030 | ||||
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.