KHC cadena de opciones The Kraft Heinz 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 ±7.1% (23.52–27.12) · ATM IV 30.6% · 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 | |
| 9.70 | 12.45 | 19 | 193.7% | 1.00 | 0.0000 | -0.219 | 15 | 0 | 0.7200 | 142.0% | -0.00 | 0.0017 | -0.001 | |||
| 8.15 | 8.55 | 12 | 99.6% | 1.00 | 0.0000 | -0.208 | 17 | 0 | 0.7200 | 114.0% | -0.01 | 0.0043 | -0.001 | |||
| 7.05 | 9.40 | 150.6% | 1.00 | 0.0000 | -0.201 | 18 | 0 | 0.7200 | 101.0% | -0.01 | 0.0070 | -0.002 | ||||
| 6.20 | 8.40 | 138.3% | 1.00 | 0.0000 | -0.191 | 19 | 0 | 0.7200 | 88.5% | -0.02 | 0.0116 | -0.002 | ||||
| 5.70 | 7.90 | 130.2% | 1.00 | 0.0000 | -0.185 | 19.5 | 0 | 0.8600 | 87.3% | -0.02 | 0.0150 | -0.002 | ||||
| 4.95 | 7.45 | 117.2% | 1.00 | 0.0000 | -0.177 | 20 | 0 | 0.8700 | 81.4% | -0.03 | 0.0197 | -0.003 | ||||
| 4.70 | 6.95 | 115.6% | 1.00 | 0.0000 | -0.167 | 20.5 | 0 | 0.7300 | 20 | 70.8% | -0.03 | 0.0260 | -0.004 | |||
| 4.15 | 6.45 | 106.7% | 1.00 | 0.0000 | -0.154 | 21 | 0 | 0.8900 | 10 | 69.7% | -0.04 | 0.0345 | -0.004 | |||
| 3.65 | 5.55 | 89.8% | 1.00 | 0.0000 | -0.136 | 21.5 | 0 | 0.7400 | 10 | 59.3% | -0.06 | 0.0460 | -0.005 | |||
| 3.15 | 5.45 | 91.3% | 1.00 | 0.0000 | -0.112 | 22 | 0 | 0.1100 | 22 | 30.7% | -0.08 | 0.0611 | -0.006 | |||
| 2.71 | 4.95 | 84.9% | 0.99 | 0.0567 | -0.078 | 22.5 | 0.0700 | 0.1100 | 46 | 29.9% | -0.11 | 0.0812 | -0.007 | |||
| 2.12 | 3.20 | 4 | 51.1% | 0.94 | 0.1942 | -0.038 | 23 | 0 | 0.3700 | 38 | 31.7% | -0.15 | 0.1074 | -0.009 | ||
| 1.14 | 2.63 | 1 | 29.5% | 0.84 | 0.2464 | -0.013 | 23.5 | 0.1100 | 0.2800 | 80 | 27.0% | -0.20 | 0.1386 | -0.010 | ||
| 1.16 | 2.49 | 8 | 42.1% | 0.74 | 0.1662 | -0.010 | 24 | 0.2900 | 0.4400 | 5 | 132 | 29.0% | -0.27 | 0.1728 | -0.011 | |
| 0.9500 | 1.98 | 213 | 39.8% | 0.65 | 0.1948 | -0.012 | 24.5 | 0.3700 | 0.5900 | 4 | 55 | 26.7% | -0.37 | 0.2044 | -0.013 | |
| 0.7100 | 1.10 | 1 | 110 | 29.3% | 0.55 | 0.2121 | -0.012 | 25 | 0.4100 | 0.8800 | 4 | 127 | 24.6% | -0.47 | 0.2252 | -0.013 |
| 0.3800 | 1.25 | 169 | 34.4% | 0.44 | 0.2123 | -0.012 | 25.5 | 0.6800 | 1.29 | 65 | 26.8% | -0.59 | 0.2292 | -0.013 | ||
| 0.2000 | 1.00 | 183 | 33.5% | 0.35 | 0.1963 | -0.012 | 26 | 0.3300 | 1.61 | 342 | -0.69 | 0.2159 | -0.013 | |||
| 0.2100 | 0.4200 | 2 | 204 | 28.1% | 0.26 | 0.1701 | -0.011 | 26.5 | 0.5000 | 2.25 | -0.78 | 0.1888 | -0.011 | |||
| 0 | 0.7000 | 165 | 34.7% | 0.20 | 0.1409 | -0.009 | 27 | 1.15 | 2.30 | -0.85 | 0.1539 | -0.009 | ||||
| 0 | 0.5000 | 66 | 34.5% | 0.15 | 0.1134 | -0.008 | 27.5 | 1.55 | 2.77 | -0.91 | 0.1175 | -0.007 | ||||
| 0.0600 | 0.2100 | 48 | 31.8% | 0.11 | 0.0898 | -0.007 | 28 | 2.29 | 3.30 | -0.94 | 0.0847 | -0.005 | ||||
| 0 | 0.6600 | 60 | 47.0% | 0.08 | 0.0706 | -0.006 | 28.5 | 2.86 | 3.85 | -0.96 | 0.0583 | -0.003 | ||||
| 0 | 0.6500 | 7 | 50.6% | 0.06 | 0.0554 | -0.005 | 29 | 3.20 | 4.30 | -0.98 | 0.0387 | -0.001 | ||||
| 0 | 0.7500 | 2 | 57.1% | 0.05 | 0.0435 | -0.004 | 29.5 | 3.70 | 4.85 | -0.99 | 0.0250 | 0.000 | ||||
| 0 | 0.9500 | 1 | 66.1% | 0.04 | 0.0343 | -0.003 | 30 | 4.20 | 5.35 | -0.99 | 0.0158 | 0.000 | ||||
| 0 | 0.7600 | 2 | 64.7% | 0.03 | 0.0272 | -0.003 | 30.5 | 4.75 | 5.85 | -1.00 | 0.0097 | 0.000 | ||||
| 0 | 0.7500 | 67.9% | 0.02 | 0.0216 | -0.002 | 31 | 5.20 | 6.35 | -1.00 | 0.0061 | 0.000 | |||||
| 0 | 0.9500 | 5 | 80.3% | 0.01 | 0.0140 | -0.002 | 32 | 6.30 | 7.25 | -1.00 | 0.0022 | 0.000 | ||||
| 0 | 0.7500 | 80.8% | 0.01 | 0.0092 | -0.001 | 33 | 7.20 | 8.25 | -1.00 | 0.0008 | 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 — Oct 02, 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.