MET cadena de opciones MetLife, Inc.
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 ±3.1% (93.39–99.44) · ATM IV 17.9% · P/C interés abierto 1.50
| 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 | |
| 45.10 | 47.30 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.1000 | 100 | 131.1% | -0.00 | 0.0000 | -0.000 | ||||
| 40.10 | 42.30 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 1.55 | 235 | 178.7% | -0.00 | 0.0000 | -0.000 | ||||
| 35.10 | 37.40 | 1.00 | 0.0001 | 0.000 | 60 | 0 | 1.15 | 409 | 145.3% | -0.00 | 0.0001 | -0.001 | ||||
| 32.80 | 35.10 | 1.00 | 0.0001 | 0.000 | 62.5 | 0 | 0.9500 | 42 | 129.4% | -0.00 | 0.0001 | -0.001 | ||||
| 30.10 | 32.50 | 1.00 | 0.0002 | 0.000 | 65 | 0 | 0.9500 | 3,101 | 119.6% | -0.00 | 0.0002 | -0.001 | ||||
| 27.60 | 29.90 | 1.00 | 0.0003 | 0.000 | 67.5 | 0 | 0.3000 | 699 | 88.6% | -0.00 | 0.0003 | -0.001 | ||||
| 25.10 | 27.40 | 8 | 1.00 | 0.0004 | 0.000 | 70 | 0 | 0.7500 | 585 | 95.9% | -0.00 | 0.0004 | -0.001 | |||
| 23.00 | 25.20 | 5 | 54.3% | 1.00 | 0.0006 | 0.000 | 72.5 | 0 | 0.7500 | 1,299 | 87.2% | -0.00 | 0.0006 | -0.002 | ||
| 20.60 | 22.40 | 113 | 1.00 | 0.0009 | 0.000 | 75 | 0 | 0.2000 | 1 | 1,173 | 61.5% | -0.00 | 0.0009 | -0.002 | ||
| 17.50 | 20.00 | 995 | 1.00 | 0.0015 | -0.001 | 77.5 | 0 | 0.9500 | 2,227 | 74.4% | -0.00 | 0.0015 | -0.003 | |||
| 16.00 | 17.40 | 2 | 621 | 47.9% | 0.99 | 0.0025 | -0.002 | 80 | 0 | 0.1500 | 10 | 1,871 | 45.6% | -0.01 | 0.0025 | -0.004 |
| 13.10 | 14.90 | 279 | 0.99 | 0.0044 | -0.004 | 82.5 | 0 | 0.9500 | 2,595 | 57.5% | -0.01 | 0.0045 | -0.006 | |||
| 10.30 | 12.50 | 324 | 0.98 | 0.0081 | -0.008 | 85 | 0 | 0.2000 | 9 | 1,184 | 34.6% | -0.02 | 0.0082 | -0.009 | ||
| 7.70 | 10.00 | 279 | 0.96 | 0.0154 | -0.013 | 87.5 | 0 | 0.3000 | 3 | 315 | 30.4% | -0.04 | 0.0156 | -0.014 | ||
| 6.30 | 7.60 | 4 | 1,345 | 28.8% | 0.92 | 0.0300 | -0.022 | 90 | 0 | 0.3500 | 151 | 24.3% | -0.08 | 0.0303 | -0.023 | |
| 4.30 | 4.70 | 51 | 1,821 | 21.5% | 0.83 | 0.0560 | -0.035 | 92.5 | 0.1000 | 0.8000 | 2 | 575 | 22.9% | -0.17 | 0.0568 | -0.036 |
| 2.25 | 3.00 | 45 | 2,259 | 21.1% | 0.66 | 0.0872 | -0.048 | 95 | 0.8500 | 1.15 | 62 | 602 | 21.0% | -0.35 | 0.0888 | -0.049 |
| 1.10 | 1.45 | 56 | 1,122 | 20.6% | 0.43 | 0.0943 | -0.051 | 97.5 | 1.15 | 2.35 | 45 | 713 | 15.2% | -0.58 | 0.0968 | -0.053 |
| 0.4500 | 0.6500 | 30 | 2,027 | 21.2% | 0.23 | 0.0700 | -0.041 | 100 | 2.80 | 5.20 | 364 | 21.7% | -0.78 | 0.0725 | -0.042 | |
| 0 | 0.2000 | 8 | 616 | 23.8% | 0.06 | 0.0232 | -0.018 | 105 | 7.80 | 10.00 | 34.8% | -0.97 | 0.0289 | -0.022 | ||
| 0 | 0.0500 | 303 | 27.6% | 0.02 | 0.0070 | -0.007 | 110 | 12.60 | 15.00 | 44.4% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.0500 | 15 | 35.5% | 0.01 | 0.0022 | -0.003 | 115 | 17.70 | 20.00 | 57.2% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.0500 | 4 | 42.9% | 0.00 | 0.0008 | -0.001 | 120 | 22.70 | 25.00 | 67.5% | -1.00 | 0.0000 | -0.012 | |||
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 18, 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.