HYG cadena de opciones iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · a fecha de 21:04 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 ±1.6% (75.64–78.06) · ATM IV 6.1% · P/C interés abierto 2.21
| 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 | |
| 29.25 | 34.20 | 2 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 4.90 | 2,001 | 177.6% | -0.00 | 0.0004 | -0.001 | |||
| 24.35 | 29.30 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 4.90 | 150.7% | -0.00 | 0.0007 | -0.002 | |||||
| 19.50 | 24.45 | 62.0% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.1500 | 166 | 54.5% | -0.00 | 0.0013 | -0.002 | |||
| 14.40 | 19.30 | 6 | 1.00 | 0.0009 | 0.000 | 60 | 0 | 0.0400 | 100.8K | 34.8% | -0.01 | 0.0027 | -0.002 | |||
| 9.45 | 14.40 | 26.4% | 1.00 | 0.0026 | 0.000 | 65 | 0 | 0.2400 | 67.7K | 23.6% | -0.01 | 0.0062 | -0.003 | |||
| 7.95 | 12.90 | 0.99 | 0.0034 | -0.000 | 66 | 0 | 5.00 | 4 | 76.5% | -0.02 | 0.0076 | -0.003 | ||||
| 7.55 | 12.50 | 31.3% | 0.99 | 0.0043 | -0.000 | 67 | 0 | 5.00 | 802 | 72.1% | -0.02 | 0.0095 | -0.004 | |||
| 6.50 | 11.45 | 25.7% | 0.99 | 0.0057 | -0.001 | 68 | 0 | 5.00 | 8 | 67.8% | -0.02 | 0.0120 | -0.004 | |||
| 5.45 | 10.40 | 0.99 | 0.0080 | -0.001 | 69 | 0 | 1.51 | 6,487 | 37.7% | -0.03 | 0.0155 | -0.004 | ||||
| 5.00 | 9.95 | 34.4% | 0.99 | 0.0113 | -0.002 | 70 | 0 | 0.1100 | 18 | 36.0K | 17.2% | -0.04 | 0.0206 | -0.005 | ||
| 3.55 | 8.50 | 20.4% | 0.98 | 0.0167 | -0.002 | 71 | 0 | 2.17 | 100 | 32.0K | 35.9% | -0.05 | 0.0281 | -0.005 | ||
| 2.50 | 7.40 | 13.7% | 0.97 | 0.0258 | -0.003 | 72 | 0.0300 | 0.2400 | 42 | 220.5K | 15.5% | -0.06 | 0.0396 | -0.006 | ||
| 1.55 | 6.50 | 22 | 14.8% | 0.96 | 0.0420 | -0.004 | 73 | 0 | 0.1200 | 1 | 47.3K | 10.6% | -0.09 | 0.0581 | -0.007 | |
| 1.00 | 5.90 | 10.0% | 0.95 | 0.0547 | -0.005 | 73.5 | 0 | 0.1400 | 9.7% | -0.11 | 0.0715 | -0.007 | ||||
| 0.1000 | 5.00 | 0.93 | 0.0725 | -0.006 | 74 | 0 | 0.6500 | 6 | 145.4K | 13.7% | -0.13 | 0.0891 | -0.008 | |||
| 0.1000 | 5.00 | 11.0% | 0.91 | 0.0978 | -0.007 | 74.5 | 0 | 3.25 | 28.6% | -0.16 | 0.1125 | -0.009 | ||||
| 0 | 4.90 | 10 | 15.8% | 0.87 | 0.1335 | -0.008 | 75 | 0 | 0.5000 | 14 | 255.2K | 9.2% | -0.21 | 0.1431 | -0.009 | |
| 0 | 4.90 | 19.9% | 0.82 | 0.1830 | -0.010 | 75.5 | 0 | 4.90 | 3,103 | 33.2% | -0.27 | 0.1826 | -0.010 | |||
| 0.6000 | 5.20 | 5,243 | 28.3% | 0.74 | 0.2478 | -0.011 | 76 | 0.1000 | 0.8000 | 2,587 | 238.6K | 8.0% | -0.36 | 0.2311 | -0.010 | |
| 0.1700 | 1.30 | 6.6% | 0.62 | 0.3228 | -0.011 | 76.5 | 0 | 2.58 | 950 | 12.1% | -0.48 | 0.2844 | -0.010 | |||
| 0.1500 | 1.07 | 2,994 | 42.1K | 7.1% | 0.46 | 0.3806 | -0.010 | 77 | 0.3100 | 0.8800 | 5,336 | 365.7K | 5.1% | -0.64 | 0.3221 | -0.008 |
| 0 | 0.1900 | 1,090 | 4.0% | 0.26 | 0.3359 | -0.006 | 77.5 | 0 | 4.90 | 21.8% | -0.82 | 0.2700 | -0.005 | |||
| 0 | 0.2000 | 1,499 | 152.1K | 5.6% | 0.12 | 0.1976 | -0.004 | 78 | 0.1400 | 1.76 | 7 | 250.1K | -0.93 | 0.1434 | -0.002 | |
| 0 | 0.6500 | 10.7% | 0.05 | 0.0971 | -0.002 | 78.5 | 0 | 5.00 | 14.7% | -0.98 | 0.0567 | -0.001 | ||||
| 0 | 0.0500 | 548 | 223.0K | 6.0% | 0.03 | 0.0510 | -0.001 | 79 | 1.64 | 2.55 | 11 | 144.4K | -0.99 | 0.0240 | -0.000 | |
| 0 | 4.90 | 40.2% | 0.02 | 0.0318 | -0.001 | 79.5 | 0.4500 | 5.40 | -0.99 | 0.0133 | 0.000 | |||||
| 0 | 0.0100 | 186.2K | 6.2% | 0.01 | 0.0226 | -0.001 | 80 | 0.8000 | 5.70 | 76.4K | -1.00 | 0.0092 | 0.000 | |||
| 0 | 4.90 | 44.2% | 0.01 | 0.0176 | -0.001 | 80.5 | 1.30 | 6.20 | -1.00 | 0.0072 | 0.000 | |||||
| 0 | 0.0100 | 244.3K | 7.8% | 0.01 | 0.0143 | -0.001 | 81 | 1.90 | 6.80 | 97 | -1.00 | 0.0060 | 0.000 | |||
| 0 | 4.90 | 47.9% | 0.01 | 0.0120 | -0.001 | 81.5 | 2.40 | 7.30 | -1.00 | 0.0052 | 0.000 | |||||
| 0 | 4.90 | 5,945 | 49.7% | 0.01 | 0.0102 | -0.001 | 82 | 2.90 | 7.80 | 180 | -1.00 | 0.0045 | 0.000 | |||
| 0 | 4.90 | 51.4% | 0.01 | 0.0089 | -0.001 | 82.5 | 3.35 | 8.30 | -1.00 | 0.0040 | 0.000 | |||||
| 0 | 4.90 | 10.0K | 53.1% | 0.01 | 0.0078 | -0.001 | 83 | 4.05 | 9.00 | 214 | 17.0% | -1.00 | 0.0035 | 0.000 | ||
| 0 | 4.90 | 30.0K | 56.4% | 0.01 | 0.0061 | -0.001 | 84 | 4.90 | 9.85 | 228 | -1.00 | 0.0028 | 0.000 | |||
| 0 | 4.90 | 59.6% | 0.01 | 0.0049 | -0.001 | 85 | 5.90 | 10.85 | 16 | -1.00 | 0.0024 | 0.000 | ||||
| 0 | 4.90 | 62.7% | 0.00 | 0.0041 | -0.001 | 86 | 7.00 | 11.95 | 25 | 19.1% | -1.00 | 0.0020 | 0.000 | |||
| 0 | 4.90 | 65.7% | 0.00 | 0.0034 | -0.001 | 87 | 7.85 | 12.80 | 3 | -1.00 | 0.0017 | 0.000 | ||||
| 0 | 4.90 | 68.5% | 0.00 | 0.0030 | -0.001 | 88 | 8.85 | 13.80 | 2 | -1.00 | 0.0014 | 0.000 | ||||
| 0 | 0.4300 | 32.8% | 0.00 | 0.0026 | -0.001 | 89 | 9.95 | 14.90 | 1 | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 4.90 | 74.1% | 0.00 | 0.0022 | -0.001 | 90 | 10.80 | 15.75 | 1 | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 4.90 | 76.7% | 0.00 | 0.0020 | -0.001 | 91 | 11.85 | 16.80 | 2 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 4.90 | 79.3% | 0.00 | 0.0017 | -0.001 | 92 | 12.85 | 17.80 | 4 | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 4.90 | 86.7% | 0.00 | 0.0013 | -0.001 | 95 | 15.85 | 20.80 | -1.00 | 0.0006 | 0.000 | |||||
| 0 | 4.90 | 98.0% | 0.00 | 0.0008 | -0.001 | 100 | 20.85 | 25.80 | -1.00 | 0.0004 | 0.000 | |||||
| 0 | 0.5700 | 61.9% | 0.00 | 0.0006 | -0.001 | 105 | 25.85 | 30.80 | -1.00 | 0.0003 | 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.
callsputs