MDT cadena de opciones Medtronic plc
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 ±1.3% (91.84–94.25) · ATM IV 30.5% · P/C interés abierto 1.76
| 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 | |
| 37.20 | 38.25 | 5 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.13 | 728.1% | 0.00 | 0.0000 | 0.000 | ||||
| 31.00 | 33.35 | 4 | 1 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 1.90 | 610.8% | 0.00 | 0.0000 | 0.000 | |||
| 26.00 | 28.30 | 4 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.13 | 5 | 536.6% | 0.00 | 0.0000 | 0.000 | |||
| 21.00 | 23.35 | 4 | 1 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.0100 | 471 | 189.8% | 0.00 | 0.0000 | 0.000 | ||
| 20.00 | 22.50 | 4 | 1 | 1.00 | 0.0000 | 0.000 | 71 | 0 | 2.13 | 1 | 432.6% | 0.00 | 0.0000 | 0.000 | ||
| 19.55 | 21.50 | 5 | 1 | 1.00 | 0.0000 | 0.000 | 72 | 0 | 2.13 | 7 | 415.8% | 0.00 | 0.0000 | 0.000 | ||
| 18.45 | 21.60 | 5 | 3 | 1.00 | 0.0000 | 0.000 | 73 | 0 | 0.0200 | 39 | 175.7% | 0.00 | 0.0000 | -0.000 | ||
| 18.20 | 19.45 | 4 | 3 | 1.00 | 0.0000 | 0.000 | 74 | 0 | 2.13 | 1 | 382.7% | -0.00 | 0.0000 | -0.000 | ||
| 16.85 | 18.30 | 4 | 1 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.0200 | 93 | 157.9% | -0.00 | 0.0001 | -0.000 | ||
| 15.90 | 17.45 | 4 | 1 | 1.00 | 0.0001 | 0.000 | 76 | 0 | 0.0200 | 9 | 149.2% | -0.00 | 0.0001 | -0.000 | ||
| 14.30 | 16.25 | 4 | 2 | 1.00 | 0.0001 | 0.000 | 77 | 0 | 0.0100 | 31 | 130.9% | -0.00 | 0.0001 | -0.000 | ||
| 13.45 | 15.30 | 4 | 1 | 1.00 | 0.0001 | 0.000 | 78 | 0 | 0.0100 | 224 | 122.8% | -0.00 | 0.0001 | -0.000 | ||
| 12.05 | 14.25 | 4 | 17 | 1.00 | 0.0002 | 0.000 | 79 | 0 | 0.0100 | 35 | 228 | 114.7% | -0.00 | 0.0002 | -0.000 | |
| 11.00 | 13.30 | 4 | 2 | 1.00 | 0.0003 | 0.000 | 80 | 0 | 0.0200 | 35 | 1,996 | 106.7% | -0.00 | 0.0003 | -0.000 | |
| 10.10 | 12.30 | 4 | 3 | 1.00 | 0.0004 | 0.000 | 81 | 0 | 0.0100 | 381 | 98.8% | -0.00 | 0.0004 | -0.001 | ||
| 9.55 | 11.45 | 4 | 9 | 1.00 | 0.0006 | 0.000 | 82 | 0 | 0.0200 | 440 | 98.0% | -0.00 | 0.0006 | -0.001 | ||
| 8.90 | 10.30 | 4 | 2 | 1.00 | 0.0010 | 0.000 | 83 | 0 | 0.0100 | 3,700 | 83.1% | -0.00 | 0.0010 | -0.001 | ||
| 8.40 | 9.25 | 4 | 13 | 1.00 | 0.0015 | 0.000 | 84 | 0 | 0.4400 | 2 | 384 | 137.0% | -0.00 | 0.0015 | -0.001 | |
| 7.75 | 8.80 | 14 | 17 | 110.7% | 1.00 | 0.0024 | 0.000 | 85 | 0 | 0.0100 | 14 | 984 | 67.5% | -0.00 | 0.0024 | -0.002 |
| 6.30 | 7.50 | 4 | 52 | 1.00 | 0.0041 | 0.000 | 86 | 0 | 0.2500 | 7 | 477 | 98.3% | -0.00 | 0.0041 | -0.003 | |
| 5.65 | 6.60 | 5 | 49 | 0.99 | 0.0070 | -0.002 | 87 | 0 | 0.0100 | 34 | 5,584 | 51.9% | -0.01 | 0.0070 | -0.005 | |
| 4.05 | 5.90 | 22 | 153 | 0.99 | 0.0127 | -0.006 | 88 | 0 | 0.4900 | 46 | 792 | 90.1% | -0.01 | 0.0127 | -0.009 | |
| 1.90 | 5.85 | 13 | 105 | 0.98 | 0.0242 | -0.014 | 89 | 0 | 0.2900 | 14 | 3,495 | 66.3% | -0.02 | 0.0242 | -0.016 | |
| 2.14 | 3.75 | 49 | 264 | 0.96 | 0.0487 | -0.031 | 90 | 0 | 0.1000 | 220 | 6,324 | 41.5% | -0.04 | 0.0487 | -0.032 | |
| 2.02 | 2.31 | 22 | 482 | 24.8% | 0.90 | 0.1017 | -0.074 | 91 | 0 | 0.1900 | 180 | 927 | 36.2% | -0.10 | 0.1017 | -0.075 |
| 1.11 | 1.40 | 362 | 1,548 | 24.4% | 0.77 | 0.1939 | -0.202 | 92 | 0.0100 | 0.4200 | 44 | 375 | 32.2% | -0.23 | 0.1940 | -0.203 |
| 0.4000 | 0.6800 | 1,058 | 3,915 | 23.5% | 0.54 | 0.2586 | -0.500 | 93 | 0.0100 | 1.32 | 27 | 189 | 37.5% | -0.46 | 0.2608 | -0.500 |
| 0.1800 | 0.4500 | 967 | 1,614 | 33.2% | 0.30 | 0.2176 | -0.303 | 94 | 0.1300 | 2.79 | 3 | 115 | 49.4% | -0.70 | 0.2252 | -0.305 |
| 0.0600 | 0.1400 | 374 | 1,383 | 32.4% | 0.15 | 0.1329 | -0.126 | 95 | 0.8100 | 3.65 | 66 | 53.1% | -0.87 | 0.1394 | -0.135 | |
| 0.0100 | 0.3500 | 104 | 927 | 52.1% | 0.06 | 0.0681 | -0.049 | 96 | 2.76 | 4.30 | 21 | 87.5% | -0.95 | 0.0675 | -0.068 | |
| 0 | 0.2700 | 25 | 556 | 59.0% | 0.03 | 0.0309 | -0.018 | 97 | 3.35 | 5.10 | 1 | 80.6% | -0.98 | 0.0257 | -0.046 | |
| 0 | 0.0100 | 18 | 404 | 39.7% | 0.01 | 0.0142 | -0.007 | 98 | 4.65 | 6.45 | 1 | 118.0% | -0.99 | 0.0092 | -0.041 | |
| 0 | 0.0100 | 23 | 955 | 46.6% | 0.01 | 0.0079 | -0.004 | 99 | 5.75 | 6.80 | 2 | 3 | 109.7% | -1.00 | 0.0043 | -0.039 |
| 0 | 0.0100 | 12 | 1,080 | 53.3% | 0.00 | 0.0052 | -0.003 | 100 | 6.50 | 8.70 | 148.1% | -1.00 | 0.0026 | -0.039 | ||
| 0 | 0.0100 | 746 | 59.9% | 0.00 | 0.0036 | -0.003 | 101 | 7.45 | 9.15 | 135.3% | -1.00 | 0.0016 | -0.039 | |||
| 0 | 0.1000 | 10 | 557 | 90.1% | 0.00 | 0.0026 | -0.002 | 102 | 8.60 | 10.35 | 3 | 162.4% | -1.00 | 0.0011 | -0.039 | |
| 0 | 0.0200 | 7 | 117 | 78.5% | 0.00 | 0.0018 | -0.002 | 103 | 8.95 | 12.05 | 176.0% | -1.00 | 0.0007 | -0.039 | ||
| 0 | 0.0100 | 118 | 78.8% | 0.00 | 0.0013 | -0.001 | 104 | 9.75 | 13.05 | 177.8% | -1.00 | 0.0004 | -0.038 | |||
| 0 | 0.0100 | 196 | 84.9% | 0.00 | 0.0009 | -0.001 | 105 | 11.05 | 14.05 | 202.6% | -1.00 | 0.0002 | -0.038 | |||
| 0 | 0.0100 | 85 | 90.9% | 0.00 | 0.0006 | -0.001 | 106 | 11.80 | 15.05 | 201.2% | -1.00 | 0.0001 | -0.038 | |||
| 0 | 0.0100 | 33 | 96.7% | 0.00 | 0.0004 | -0.000 | 107 | 12.45 | 16.05 | 191.7% | -1.00 | 0.0001 | -0.038 | |||
| 0 | 0.0200 | 39 | 110.2% | 0.00 | 0.0003 | -0.000 | 108 | 14.15 | 17.05 | 238.8% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0200 | 27 | 122.2% | 0.00 | 0.0001 | -0.000 | 110 | 16.15 | 19.05 | 258.9% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0200 | 91 | 140.8% | 0.00 | 0.0000 | 0.000 | 115 | 20.45 | 24.05 | 262.0% | -1.00 | 0.0000 | -0.038 | |||
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 — Sep 04, 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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