MCD cadena de opciones McDonald's Corporation
Cboe delayed options data · a fecha de 00:36 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 ±5.0% (247.75–274.00) · ATM IV 19.4% · P/C interés abierto 1.83
| 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 | |
| 89.80 | 93.75 | 1.00 | 0.0002 | 0.000 | 170 | 0 | 1.10 | 72.3% | -0.00 | 0.0002 | -0.004 | |||||
| 79.85 | 83.80 | 1.00 | 0.0003 | 0.000 | 180 | 0 | 1.10 | 64.0% | -0.00 | 0.0003 | -0.005 | |||||
| 69.90 | 73.85 | 1.00 | 0.0004 | 0.000 | 190 | 0 | 1.11 | 56.1% | -0.00 | 0.0004 | -0.006 | |||||
| 64.70 | 68.95 | 0.99 | 0.0005 | 0.000 | 195 | 0 | 1.11 | 1 | 52.2% | -0.01 | 0.0005 | -0.006 | ||||
| 59.95 | 64.00 | 0.99 | 0.0006 | -0.001 | 200 | 0 | 1.12 | 48.6% | -0.01 | 0.0006 | -0.007 | |||||
| 54.80 | 59.00 | 0.99 | 0.0008 | -0.002 | 205 | 0 | 1.13 | 44.9% | -0.01 | 0.0008 | -0.007 | |||||
| 49.80 | 54.05 | 0.99 | 0.0010 | -0.003 | 210 | 0 | 1.03 | 40.5% | -0.01 | 0.0010 | -0.008 | |||||
| 45.05 | 49.10 | 0.99 | 0.0013 | -0.004 | 215 | 0 | 0.8300 | 2 | 35.4% | -0.01 | 0.0013 | -0.009 | ||||
| 39.90 | 44.15 | 0.99 | 0.0018 | -0.006 | 220 | 0 | 0.5000 | 2 | 29.2% | -0.02 | 0.0018 | -0.011 | ||||
| 35.95 | 38.75 | 24.2% | 0.98 | 0.0025 | -0.009 | 225 | 0 | 0.9600 | 3 | 29.4% | -0.02 | 0.0025 | -0.013 | |||
| 31.15 | 33.85 | 23.5% | 0.97 | 0.0038 | -0.014 | 230 | 0 | 0.5000 | 1 | 6 | 22.9% | -0.03 | 0.0038 | -0.018 | ||
| 26.10 | 29.10 | 21.2% | 0.95 | 0.0058 | -0.022 | 235 | 0.2100 | 0.4800 | 5 | 31 | 21.0% | -0.05 | 0.0059 | -0.025 | ||
| 21.90 | 23.90 | 20.5% | 0.92 | 0.0090 | -0.034 | 240 | 0.5600 | 0.8900 | 21 | 20 | 21.1% | -0.09 | 0.0091 | -0.036 | ||
| 17.55 | 19.45 | 20.3% | 0.86 | 0.0131 | -0.048 | 245 | 1.07 | 1.49 | 7 | 76 | 20.6% | -0.14 | 0.0133 | -0.051 | ||
| 13.50 | 15.05 | 1 | 19.4% | 0.78 | 0.0176 | -0.064 | 250 | 2.07 | 2.30 | 25 | 54 | 20.2% | -0.22 | 0.0180 | -0.067 | |
| 10.00 | 11.15 | 1 | 2 | 19.1% | 0.69 | 0.0215 | -0.078 | 255 | 3.15 | 4.00 | 36 | 54 | 20.0% | -0.32 | 0.0222 | -0.081 |
| 7.15 | 7.90 | 8 | 5 | 18.9% | 0.57 | 0.0239 | -0.087 | 260 | 5.10 | 6.10 | 17 | 44 | 20.0% | -0.44 | 0.0248 | -0.090 |
| 4.95 | 5.60 | 48 | 6 | 19.5% | 0.45 | 0.0241 | -0.087 | 265 | 7.85 | 8.80 | 1 | 18 | 20.3% | -0.57 | 0.0253 | -0.092 |
| 3.30 | 3.65 | 28 | 37 | 19.5% | 0.34 | 0.0221 | -0.081 | 270 | 10.50 | 12.25 | 2 | 4 | 19.7% | -0.69 | 0.0237 | -0.086 |
| 1.94 | 2.60 | 25 | 15 | 20.0% | 0.24 | 0.0187 | -0.070 | 275 | 14.55 | 16.25 | 6 | 20.6% | -0.79 | 0.0204 | -0.075 | |
| 1.16 | 1.68 | 23 | 34 | 20.2% | 0.17 | 0.0147 | -0.057 | 280 | 19.25 | 20.45 | 4 | 22.0% | -0.87 | 0.0166 | -0.060 | |
| 0.5800 | 1.11 | 1 | 34 | 20.4% | 0.11 | 0.0111 | -0.044 | 285 | 23.25 | 25.25 | 21.5% | -0.93 | 0.0147 | -0.054 | ||
| 0.1100 | 0.7900 | 13 | 1 | 20.2% | 0.08 | 0.0081 | -0.034 | 290 | 27.65 | 30.65 | 23.5% | -0.98 | 0.0092 | -0.050 | ||
| 0.1400 | 0.5000 | 7 | 21.3% | 0.05 | 0.0059 | -0.026 | 295 | 32.15 | 36.20 | 27.5% | -1.00 | 0.0026 | -0.030 | |||
| 0 | 1.19 | 18 | 26.9% | 0.04 | 0.0043 | -0.021 | 300 | 37.15 | 41.20 | 30.0% | -1.00 | 0.0000 | -0.030 | |||
| 0.0800 | 0.5200 | 6 | 25.8% | 0.03 | 0.0033 | -0.018 | 305 | 42.20 | 46.20 | 33.3% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 1.27 | 5 | 32.2% | 0.02 | 0.0026 | -0.015 | 310 | 47.15 | 51.20 | 35.3% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 1.24 | 4 | 34.5% | 0.02 | 0.0021 | -0.014 | 315 | 52.15 | 56.20 | 37.9% | -1.00 | 0.0000 | -0.030 | |||
| 0 | 1.20 | 36.6% | 0.02 | 0.0018 | -0.013 | 320 | 57.15 | 61.20 | 41.0% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.17 | 38.6% | 0.01 | 0.0015 | -0.012 | 325 | 62.15 | 66.20 | 43.4% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.15 | 40.6% | 0.01 | 0.0013 | -0.012 | 330 | 67.15 | 71.20 | 45.8% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.13 | 42.6% | 0.01 | 0.0012 | -0.011 | 335 | 72.15 | 76.20 | 48.1% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.12 | 44.6% | 0.01 | 0.0010 | -0.011 | 340 | 77.15 | 81.20 | 50.3% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.12 | 46.6% | 0.01 | 0.0009 | -0.011 | 345 | 82.20 | 86.20 | 52.5% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.11 | 48.5% | 0.01 | 0.0008 | -0.010 | 350 | 87.15 | 91.20 | 54.7% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.11 | 50.4% | 0.01 | 0.0007 | -0.010 | 355 | 92.20 | 96.20 | 55.9% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.11 | 52.3% | 0.01 | 0.0007 | -0.010 | 360 | 97.20 | 101.20 | 57.9% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.10 | 54.0% | 0.01 | 0.0006 | -0.009 | 365 | 102.15 | 106.20 | 60.8% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.10 | 55.8% | 0.01 | 0.0006 | -0.009 | 370 | 107.20 | 111.20 | 61.9% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.10 | 57.6% | 0.01 | 0.0005 | -0.009 | 375 | 112.15 | 116.20 | 64.8% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.10 | 59.3% | 0.01 | 0.0005 | -0.008 | 380 | 117.15 | 121.20 | 65.7% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.10 | 61.1% | 0.01 | 0.0004 | -0.008 | 385 | 122.15 | 126.20 | 67.5% | -1.00 | 0.0000 | -0.030 | ||||
| 0 | 1.10 | 62.7% | 0.01 | 0.0004 | -0.008 | 390 | 127.15 | 131.20 | 70.4% | -1.00 | 0.0000 | -0.030 | ||||
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 09, 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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