IBM cadena de opciones International Business Machines Corporation

Vencimiento Cboe delayed options data · a fecha de 18:35 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 ±8.5% (214.37–254.17) · ATM IV 30.8% · P/C interés abierto 0.74

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
113.15	117.00		1	83.7%	1.00	0.0001	0.000	120	0	0.1500		329	77.3%	-0.00	0.0001	-0.005
108.25	111.75			69.4%	1.00	0.0001	0.000	125	0	0.4900		343	84.3%	-0.00	0.0001	-0.005
103.50	106.60			68.2%	1.00	0.0002	0.000	130	0	0.3300	4	92	75.5%	-0.00	0.0002	-0.006
98.35	101.60				1.00	0.0002	0.000	135	0	0.3600	4	109	71.9%	-0.00	0.0002	-0.006
93.35	96.85			59.9%	1.00	0.0003	0.000	140	0	0.2300	1	202	63.9%	-0.00	0.0003	-0.007
88.65	91.70			59.9%	0.99	0.0003	0.000	145	0	0.3100		1,260	62.3%	-0.01	0.0003	-0.007
83.40	87.05		2	57.4%	0.99	0.0004	0.000	150	0	0.1000	2	207	51.0%	-0.01	0.0004	-0.008
78.40	82.05			52.1%	0.99	0.0005	0.000	155	0	0.1300	1	222	49.0%	-0.01	0.0005	-0.009
73.50	76.80		20	36.5%	0.99	0.0006	0.000	160	0	0.3600		501	51.9%	-0.01	0.0006	-0.010
68.55	71.85		72	38.8%	0.99	0.0007	0.000	165	0	0.3800		192	48.6%	-0.01	0.0007	-0.011
63.75	66.90		23	42.5%	0.99	0.0009	0.000	170	0.0500	0.1700	4	408	41.7%	-0.01	0.0009	-0.013
58.70	62.00		10	39.1%	0.98	0.0012	0.000	175	0.0500	0.2500	6	1,092	40.1%	-0.02	0.0012	-0.015
53.85	57.05		40	38.2%	0.98	0.0015	0.000	180	0.2000	0.2800	26	848	39.4%	-0.02	0.0016	-0.018
49.35	52.20		22	40.8%	0.97	0.0020	0.000	185	0.2600	0.3600	3	681	37.4%	-0.03	0.0021	-0.021
44.75	47.35		144	40.2%	0.96	0.0028	0.000	190	0.3100	0.5200	6	2,846	35.7%	-0.04	0.0028	-0.027
39.95	42.55	4	61	38.0%	0.95	0.0038	-0.005	195	0.5800	0.8600	15	768	35.9%	-0.05	0.0038	-0.034
34.75	37.95	2	167	34.6%	0.93	0.0050	-0.018	200	0.8400	1.03	60	3,431	34.1%	-0.07	0.0051	-0.043
30.80	32.30	12	242	31.9%	0.90	0.0066	-0.032	205	1.28	1.41	88	1,622	33.1%	-0.10	0.0067	-0.054
26.60	28.00	2	1,713	32.2%	0.86	0.0085	-0.048	210	1.83	2.05	63	1,830	32.4%	-0.14	0.0086	-0.066
22.15	23.70		1,814	30.5%	0.81	0.0105	-0.064	215	2.70	2.91	59	2,048	31.9%	-0.19	0.0106	-0.079
18.70	19.85	4	520	31.0%	0.75	0.0124	-0.080	220	3.85	4.05	48	4,747	31.5%	-0.25	0.0126	-0.091
14.95	16.35	16	2,613	30.2%	0.68	0.0141	-0.093	225	5.30	5.65	13	865	31.2%	-0.32	0.0143	-0.102
12.75	13.15	43	2,109	31.3%	0.61	0.0153	-0.103	230	7.20	7.70	42	594	31.2%	-0.40	0.0156	-0.108
10.00	10.45	60	2,011	31.0%	0.53	0.0159	-0.108	235	9.50	9.85	29	2,942	30.7%	-0.48	0.0163	-0.111
7.80	8.15	174	3,155	30.9%	0.45	0.0159	-0.109	240	12.25	12.80	20	713	30.9%	-0.56	0.0163	-0.109
6.00	6.35	78	772	31.1%	0.38	0.0152	-0.105	245	15.40	16.25	1	287	31.3%	-0.63	0.0157	-0.102
4.55	4.75	147	2,404	31.0%	0.31	0.0140	-0.099	250	18.50	19.85		291	30.7%	-0.71	0.0146	-0.092
3.40	3.65	110	2,230	31.3%	0.25	0.0125	-0.089	255	21.95	24.00		469	30.4%	-0.77	0.0132	-0.081
2.55	2.73	146	3,280	31.6%	0.20	0.0109	-0.079	260	26.80	28.10		172	32.0%	-0.82	0.0116	-0.067
1.83	2.08	133	1,129	31.9%	0.16	0.0092	-0.069	265	31.15	32.75		120	33.0%	-0.87	0.0100	-0.054
1.43	1.50	16	1,216	32.3%	0.12	0.0077	-0.059	270	35.95	37.20	2	682	34.0%	-0.90	0.0084	-0.041
1.02	1.17	39	2,836	32.7%	0.10	0.0064	-0.050	275	39.55	42.45	2	135	32.4%	-0.93	0.0069	-0.027
0.7700	0.8900	17	2,509	33.3%	0.07	0.0052	-0.043	280	44.25	46.85		159		-0.95	0.0068	-0.014
0.6000	0.7500	6	1,474	34.3%	0.06	0.0043	-0.036	285	49.20	52.55		65	36.3%	-0.97	0.0057	-0.021
0.4000	0.7400	3	434	35.5%	0.05	0.0035	-0.031	290	54.15	57.45	21	45	37.6%	-0.99	0.0040	-0.045
0.1600	0.7100		298	35.9%	0.04	0.0029	-0.027	295	59.15	62.50		10	40.5%	-0.99	0.0021	-0.084
0.3000	0.3800	8	2,369	36.5%	0.03	0.0024	-0.023	300	63.70	67.55		5		-1.00	0.0005	-0.116
0.2400	0.3400	2	271	37.6%	0.03	0.0020	-0.020	305	69.15	72.20		1		-1.00	0.0000	-0.134
0.1600	0.3600	20	678	38.9%	0.02	0.0017	-0.018	310	74.00	77.40		2	43.6%	-1.00	0.0000	-0.145
0.0200	0.4700	2	271	40.4%	0.02	0.0014	-0.016	315	79.35	82.50		1	51.2%	-1.00	0.0000	-0.150
0.1500	0.2800	5	391	41.5%	0.02	0.0012	-0.014	320	84.15	87.30			48.8%	-1.00	0.0000	-0.154
0.0700	0.1700	2	181	40.0%	0.01	0.0011	-0.013	325	88.95	92.45		10	49.7%	-1.00	0.0000	-0.156
0.0700	0.1600	4	440	41.4%	0.01	0.0009	-0.012	330	93.95	97.45			51.7%	-1.00	0.0000	-0.158
0.1000	0.1300	7	301	43.0%	0.01	0.0008	-0.011	335	98.85	102.25				-1.00	0.0000	-0.158
0	0.3600		285	47.1%	0.01	0.0007	-0.010	340	103.95	107.30				-1.00	0.0000	-0.159
0	0.3500		211	48.5%	0.01	0.0006	-0.009	345	108.95	112.55			59.5%	-1.00	0.0000	-0.159
0	0.3400		442	49.9%	0.01	0.0006	-0.008	350	113.95	117.50			60.3%	-1.00	0.0000	-0.159

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.

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IBM cadena de opciones International Business Machines Corporation

Sonrisa de volatilidad — Oct 16, 2026

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