KO cadena de opciones The Coca-Cola 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 ±5.6% (83.93–93.80) · ATM IV 18.7% · P/C interés abierto —
| 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 | |
| 10.15 | 14.10 | 27.5% | 0.97 | 0.0122 | 0.000 | 77 | 0.0300 | 0.4000 | 26 | 25.4% | -0.05 | 0.0127 | -0.007 | |||
| 9.90 | 12.90 | 30.9% | 0.96 | 0.0159 | -0.002 | 78 | 0.0200 | 0.3600 | 22.9% | -0.06 | 0.0156 | -0.009 | ||||
| 8.75 | 11.95 | 27.9% | 0.94 | 0.0202 | -0.005 | 79 | 0.0600 | 0.4200 | 22.2% | -0.07 | 0.0191 | -0.010 | ||||
| 7.25 | 11.00 | 21.5% | 0.92 | 0.0250 | -0.007 | 80 | 0.1100 | 0.4900 | 22 | 21.6% | -0.09 | 0.0232 | -0.011 | |||
| 6.35 | 10.10 | 21.4% | 0.90 | 0.0302 | -0.010 | 81 | 0.1800 | 0.5900 | 26 | 21.1% | -0.12 | 0.0280 | -0.013 | |||
| 6.20 | 9.20 | 25.6% | 0.87 | 0.0354 | -0.012 | 82 | 0.2800 | 0.7200 | 20.7% | -0.14 | 0.0334 | -0.015 | ||||
| 4.65 | 8.15 | 19.6% | 0.83 | 0.0409 | -0.014 | 83 | 0.4100 | 0.8900 | 20.3% | -0.18 | 0.0393 | -0.017 | ||||
| 5.20 | 6.10 | 20.1% | 0.79 | 0.0463 | -0.016 | 84 | 0.5700 | 1.08 | 19.9% | -0.22 | 0.0455 | -0.019 | ||||
| 4.45 | 5.30 | 19.7% | 0.74 | 0.0516 | -0.018 | 85 | 0.7800 | 1.33 | 5 | 19.6% | -0.27 | 0.0517 | -0.021 | |||
| 3.75 | 4.55 | 19.3% | 0.69 | 0.0565 | -0.020 | 86 | 1.04 | 1.63 | 19.3% | -0.32 | 0.0574 | -0.022 | ||||
| 3.15 | 3.90 | 19.4% | 0.63 | 0.0606 | -0.022 | 87 | 1.35 | 1.99 | 18.9% | -0.38 | 0.0624 | -0.023 | ||||
| 2.58 | 3.25 | 19.0% | 0.57 | 0.0636 | -0.023 | 88 | 1.75 | 2.30 | 18.3% | -0.44 | 0.0660 | -0.024 | ||||
| 2.06 | 2.70 | 2 | 18.8% | 0.50 | 0.0650 | -0.023 | 89 | 2.20 | 2.91 | 18.6% | -0.51 | 0.0680 | -0.024 | |||
| 1.61 | 2.23 | 18.7% | 0.44 | 0.0646 | -0.023 | 90 | 2.73 | 3.50 | 18.5% | -0.58 | 0.0681 | -0.023 | ||||
| 1.25 | 1.83 | 2 | 18.7% | 0.38 | 0.0625 | -0.022 | 91 | 3.30 | 4.15 | 18.3% | -0.64 | 0.0663 | -0.022 | |||
| 0.9300 | 1.49 | 18.6% | 0.32 | 0.0588 | -0.021 | 92 | 3.95 | 4.90 | 18.3% | -0.71 | 0.0627 | -0.020 | ||||
| 0.6800 | 1.20 | 18.6% | 0.26 | 0.0539 | -0.019 | 93 | 4.65 | 5.65 | 17.9% | -0.76 | 0.0576 | -0.018 | ||||
| 0.4800 | 0.9700 | 18.6% | 0.22 | 0.0482 | -0.017 | 94 | 5.45 | 6.50 | 18.1% | -0.81 | 0.0514 | -0.015 | ||||
| 0.3800 | 0.7900 | 5 | 19.0% | 0.18 | 0.0423 | -0.015 | 95 | 5.45 | 8.85 | 22.1% | -0.86 | 0.0444 | -0.012 | |||
| 0.2100 | 0.6400 | 18.8% | 0.14 | 0.0363 | -0.013 | 96 | 6.75 | 9.70 | 24.9% | -0.89 | 0.0371 | -0.009 | ||||
| 0.1200 | 0.5300 | 18.9% | 0.11 | 0.0308 | -0.011 | 97 | 7.25 | 10.60 | 22.9% | -0.92 | 0.0302 | -0.006 | ||||
| 0.0600 | 0.4400 | 19.2% | 0.09 | 0.0257 | -0.010 | 98 | 8.80 | 11.55 | 28.1% | -0.94 | 0.0238 | -0.003 | ||||
| 0.0200 | 0.3700 | 19.4% | 0.07 | 0.0213 | -0.008 | 99 | 9.90 | 12.50 | 30.2% | -0.96 | 0.0182 | -0.001 | ||||
| 0.0100 | 0.3100 | 20.0% | 0.06 | 0.0175 | -0.007 | 100 | 9.70 | 13.50 | 20.4% | -0.97 | 0.0137 | 0.000 | ||||
| 0 | 2.27 | 36.1% | 0.04 | 0.0143 | -0.006 | 101 | 10.70 | 14.45 | 20.5% | -0.98 | 0.0102 | 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 23, 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.