HSY cadena de opciones The Hershey Company
Cboe delayed options data · a fecha de 03:38 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 ±7.4% (154.70–179.30) · ATM IV 30.1% · P/C interés abierto 0.92
| 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 | |
| 65.40 | 69.50 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.2500 | 1 | 77.0% | -0.00 | 0.0001 | -0.001 | ||||
| 60.40 | 64.60 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 1 | 101.8% | -0.00 | 0.0001 | -0.001 | ||||
| 55.40 | 59.60 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 2 | 93.2% | -0.00 | 0.0002 | -0.002 | ||||
| 50.60 | 54.60 | 1.00 | 0.0002 | 0.000 | 115 | 0 | 2.15 | 10 | 85.0% | -0.00 | 0.0004 | -0.003 | ||||
| 45.60 | 49.60 | 1.00 | 0.0004 | 0.000 | 120 | 0 | 2.15 | 15 | 77.0% | -0.00 | 0.0006 | -0.004 | ||||
| 40.50 | 44.70 | 1.00 | 0.0007 | 0.000 | 125 | 0 | 1.95 | 1 | 52 | 67.6% | -0.01 | 0.0011 | -0.007 | |||
| 35.70 | 39.70 | 0.99 | 0.0014 | -0.003 | 130 | 0 | 2.05 | 33 | 61.0% | -0.01 | 0.0020 | -0.011 | ||||
| 30.80 | 34.80 | 35.2% | 0.98 | 0.0025 | -0.009 | 135 | 0 | 1.60 | 1 | 52 | 50.4% | -0.03 | 0.0033 | -0.017 | ||
| 26.90 | 30.00 | 45.5% | 0.97 | 0.0044 | -0.017 | 140 | 0.1500 | 0.7000 | 2 | 167 | 37.5% | -0.05 | 0.0055 | -0.026 | ||
| 22.30 | 25.00 | 41.0% | 0.94 | 0.0074 | -0.029 | 145 | 0.0500 | 0.9500 | 3 | 172 | 32.5% | -0.08 | 0.0088 | -0.038 | ||
| 17.80 | 20.00 | 36.3% | 0.90 | 0.0118 | -0.045 | 150 | 0.8500 | 1.15 | 21 | 269 | 31.9% | -0.13 | 0.0133 | -0.053 | ||
| 15.10 | 17.80 | 33.0% | 0.86 | 0.0145 | -0.054 | 152.5 | 0.7500 | 1.60 | 13 | 29.8% | -0.17 | 0.0159 | -0.061 | |||
| 13.40 | 15.70 | 20 | 34.0% | 0.83 | 0.0174 | -0.064 | 155 | 1.40 | 2.25 | 25 | 489 | 31.0% | -0.21 | 0.0186 | -0.070 | |
| 11.00 | 13.70 | 31.8% | 0.78 | 0.0204 | -0.073 | 157.5 | 2.00 | 2.80 | 3 | 30.6% | -0.26 | 0.0213 | -0.077 | |||
| 9.70 | 11.20 | 3 | 42 | 31.0% | 0.72 | 0.0232 | -0.081 | 160 | 2.75 | 3.50 | 40 | 445 | 30.2% | -0.32 | 0.0237 | -0.084 |
| 8.00 | 9.60 | 6 | 30.9% | 0.66 | 0.0256 | -0.088 | 162.5 | 3.80 | 4.90 | 3 | 31.7% | -0.38 | 0.0256 | -0.089 | ||
| 6.50 | 8.30 | 21 | 159 | 31.3% | 0.60 | 0.0273 | -0.093 | 165 | 4.80 | 5.70 | 15 | 852 | 30.6% | -0.44 | 0.0269 | -0.091 |
| 5.30 | 6.60 | 1 | 30.6% | 0.53 | 0.0281 | -0.095 | 167.5 | 5.70 | 7.00 | 2 | 29.6% | -0.51 | 0.0273 | -0.092 | ||
| 4.20 | 5.50 | 13 | 504 | 30.8% | 0.46 | 0.0280 | -0.094 | 170 | 6.90 | 8.60 | 1 | 712 | 29.4% | -0.58 | 0.0269 | -0.089 |
| 2.90 | 4.70 | 1 | 30.3% | 0.39 | 0.0271 | -0.090 | 172.5 | 8.60 | 10.10 | 29.4% | -0.64 | 0.0257 | -0.085 | |||
| 2.45 | 3.20 | 2 | 480 | 29.4% | 0.33 | 0.0254 | -0.085 | 175 | 10.00 | 12.20 | 103 | 29.4% | -0.70 | 0.0239 | -0.079 | |
| 1.85 | 2.55 | 29.6% | 0.27 | 0.0231 | -0.078 | 177.5 | 11.60 | 13.70 | 27.1% | -0.75 | 0.0216 | -0.072 | ||||
| 1.15 | 2.10 | 83 | 204 | 29.3% | 0.22 | 0.0206 | -0.070 | 180 | 13.70 | 16.00 | 2 | 91 | 28.2% | -0.80 | 0.0192 | -0.064 |
| 1.00 | 1.85 | 1 | 31.0% | 0.18 | 0.0179 | -0.062 | 182.5 | 16.10 | 18.00 | 28.8% | -0.84 | 0.0167 | -0.056 | |||
| 0.7000 | 1.15 | 26 | 291 | 28.9% | 0.14 | 0.0154 | -0.054 | 185 | 18.00 | 20.70 | 180 | 29.8% | -0.87 | 0.0143 | -0.048 | |
| 0.4000 | 1.65 | 33.3% | 0.12 | 0.0130 | -0.047 | 187.5 | 19.90 | 22.50 | 23.4% | -0.90 | 0.0121 | -0.041 | ||||
| 0.1000 | 0.7500 | 5 | 1,146 | 28.8% | 0.09 | 0.0109 | -0.040 | 190 | 22.50 | 25.00 | 61 | 26.8% | -0.92 | 0.0101 | -0.034 | |
| 0.1000 | 1.25 | 34.5% | 0.07 | 0.0091 | -0.034 | 192.5 | 24.40 | 27.40 | -0.93 | 0.0084 | -0.028 | |||||
| 0.3000 | 0.5000 | 1 | 392 | 32.8% | 0.06 | 0.0075 | -0.029 | 195 | 27.00 | 29.70 | 28 | -0.95 | 0.0069 | -0.023 | ||
| 0 | 2.00 | 5 | 244 | 45.3% | 0.04 | 0.0050 | -0.020 | 200 | 32.00 | 34.50 | 20 | -0.97 | 0.0047 | -0.015 | ||
| 0.0500 | 1.05 | 43.5% | 0.02 | 0.0034 | -0.014 | 205 | 36.60 | 40.20 | -0.98 | 0.0031 | -0.008 | |||||
| 0 | 0.5000 | 228 | 41.0% | 0.02 | 0.0023 | -0.010 | 210 | 41.50 | 45.50 | 17 | 35.4% | -0.99 | 0.0021 | -0.004 | ||
| 0 | 2.25 | 59.7% | 0.01 | 0.0015 | -0.007 | 215 | 46.50 | 50.60 | 41.6% | -0.99 | 0.0014 | -0.001 | ||||
| 0 | 1.15 | 227 | 40.2% | 0.01 | 0.0010 | -0.005 | 220 | 51.40 | 55.60 | 1 | 43.3% | -1.00 | 0.0010 | 0.000 | ||
| 0 | 2.15 | 59 | 70.4% | 0.00 | 0.0005 | -0.003 | 230 | 61.40 | 65.50 | 48.2% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 2.15 | 35 | 77.3% | 0.00 | 0.0002 | -0.001 | 240 | 71.30 | 75.30 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 2.15 | 52 | 83.8% | 0.00 | 0.0001 | -0.001 | 250 | 81.30 | 85.30 | 50.4% | -1.00 | 0.0001 | 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 — 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.
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