HSY cadena de opciones The Hershey 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 ±9.1% (153.23–183.83) · ATM IV 28.0% · P/C interés abierto 0.96
| 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 | |
| 82.00 | 86.10 | 86.6% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 1.55 | 12 | 98.2% | -0.00 | 0.0001 | -0.001 | |||
| 77.00 | 81.10 | 79.0% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.15 | 97.1% | -0.00 | 0.0001 | -0.002 | ||||
| 71.80 | 76.20 | 67.8% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.15 | 1 | 89.9% | -0.00 | 0.0002 | -0.002 | |||
| 67.00 | 71.00 | 60.8% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 2.05 | 1 | 82.2% | -0.00 | 0.0003 | -0.003 | |||
| 61.90 | 66.00 | 1.00 | 0.0002 | 0.000 | 105 | 0 | 2.15 | 7 | 76.4% | -0.01 | 0.0005 | -0.004 | ||||
| 57.10 | 61.10 | 5 | 55.1% | 1.00 | 0.0003 | 0.000 | 110 | 0 | 0.4000 | 12 | 51.5% | -0.01 | 0.0007 | -0.005 | ||
| 52.10 | 56.10 | 49.2% | 1.00 | 0.0006 | 0.000 | 115 | 0 | 2.25 | 13 | 64.7% | -0.01 | 0.0010 | -0.007 | |||
| 47.20 | 51.10 | 45.8% | 0.99 | 0.0010 | 0.000 | 120 | 0.0500 | 2.05 | 23 | 57.9% | -0.02 | 0.0015 | -0.010 | |||
| 42.50 | 46.20 | 46.2% | 0.99 | 0.0017 | -0.004 | 125 | 0 | 2.35 | 22 | 53.7% | -0.03 | 0.0022 | -0.013 | |||
| 37.30 | 41.20 | 1 | 38.5% | 0.98 | 0.0027 | -0.009 | 130 | 0 | 2.35 | 207 | 48.0% | -0.04 | 0.0032 | -0.017 | ||
| 32.60 | 36.10 | 1 | 35.6% | 0.96 | 0.0041 | -0.016 | 135 | 0 | 2.25 | 154 | 42.1% | -0.06 | 0.0046 | -0.023 | ||
| 28.60 | 31.20 | 3 | 37.7% | 0.94 | 0.0062 | -0.024 | 140 | 0.4000 | 1.50 | 5 | 90 | 35.1% | -0.08 | 0.0065 | -0.029 | |
| 23.40 | 26.40 | 2 | 32.1% | 0.90 | 0.0088 | -0.033 | 145 | 1.00 | 1.55 | 99 | 32.6% | -0.12 | 0.0089 | -0.036 | ||
| 18.90 | 21.80 | 26 | 30.1% | 0.85 | 0.0120 | -0.043 | 150 | 1.55 | 2.00 | 1 | 120 | 30.4% | -0.17 | 0.0118 | -0.044 | |
| 15.80 | 17.30 | 13 | 30.9% | 0.79 | 0.0155 | -0.052 | 155 | 2.50 | 3.10 | 408 | 29.9% | -0.23 | 0.0151 | -0.052 | ||
| 12.30 | 13.20 | 17 | 29.4% | 0.70 | 0.0186 | -0.059 | 160 | 3.70 | 4.60 | 2 | 190 | 29.0% | -0.31 | 0.0184 | -0.059 | |
| 9.10 | 10.10 | 27 | 28.8% | 0.60 | 0.0209 | -0.063 | 165 | 5.60 | 6.30 | 148 | 28.2% | -0.41 | 0.0210 | -0.063 | ||
| 6.60 | 7.30 | 2 | 153 | 28.3% | 0.50 | 0.0218 | -0.063 | 170 | 7.90 | 8.80 | 173 | 27.7% | -0.52 | 0.0222 | -0.064 | |
| 4.30 | 5.30 | 1 | 106 | 27.6% | 0.39 | 0.0211 | -0.059 | 175 | 10.90 | 11.80 | 54 | 27.4% | -0.63 | 0.0216 | -0.060 | |
| 3.00 | 3.50 | 17 | 175 | 27.4% | 0.29 | 0.0189 | -0.053 | 180 | 14.50 | 15.30 | 46 | 27.4% | -0.73 | 0.0194 | -0.053 | |
| 1.85 | 2.40 | 6 | 73 | 27.3% | 0.22 | 0.0160 | -0.045 | 185 | 17.70 | 20.20 | 21 | 27.8% | -0.81 | 0.0162 | -0.043 | |
| 1.20 | 1.60 | 2 | 89 | 27.5% | 0.15 | 0.0128 | -0.037 | 190 | 22.00 | 24.60 | 33 | 28.3% | -0.87 | 0.0127 | -0.033 | |
| 0.7500 | 1.00 | 3 | 67 | 27.5% | 0.11 | 0.0099 | -0.029 | 195 | 26.10 | 29.30 | 9 | 27.2% | -0.91 | 0.0095 | -0.024 | |
| 0 | 0.9000 | 156 | 26.5% | 0.08 | 0.0075 | -0.023 | 200 | 30.80 | 33.60 | 18 | 21.9% | -0.94 | 0.0069 | -0.017 | ||
| 0.1500 | 0.3000 | 1 | 395 | 28.5% | 0.04 | 0.0042 | -0.014 | 210 | 40.20 | 43.40 | 37 | -0.98 | 0.0034 | -0.006 | ||
| 0 | 2.20 | 132 | 45.2% | 0.02 | 0.0023 | -0.008 | 220 | 50.00 | 54.00 | 6 | -0.99 | 0.0016 | 0.000 | |||
| 0 | 2.15 | 84 | 50.4% | 0.01 | 0.0013 | -0.005 | 230 | 59.90 | 63.90 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 2.15 | 141 | 55.5% | 0.01 | 0.0008 | -0.003 | 240 | 69.90 | 73.90 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 1.15 | 110 | 53.5% | 0.00 | 0.0005 | -0.002 | 250 | 79.80 | 83.80 | -1.00 | 0.0002 | 0.000 | ||||
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 — Dec 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.