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 ±6.7% (93.89–107.28) · ATM IV 28.2% · P/C interés abierto 1.60
| 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 | |
| 43.50 | 47.50 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 1.70 | 134.8% | -0.01 | 0.0006 | -0.006 | |||||
| 38.50 | 42.40 | 1.00 | 0.0005 | 0.000 | 60 | 0 | 1.10 | 13 | 107.4% | -0.01 | 0.0010 | -0.007 | ||||
| 33.60 | 37.60 | 0.99 | 0.0009 | -0.001 | 65 | 0 | 0.7500 | 16 | 86.1% | -0.01 | 0.0015 | -0.009 | ||||
| 28.60 | 32.60 | 1 | 0.99 | 0.0015 | -0.003 | 70 | 0.0500 | 0.2500 | 727 | 62.3% | -0.02 | 0.0023 | -0.011 | |||
| 23.60 | 27.40 | 3 | 0.99 | 0.0028 | -0.007 | 75 | 0 | 0.9500 | 159 | 64.8% | -0.03 | 0.0038 | -0.014 | |||
| 18.60 | 22.10 | 2 | 0.97 | 0.0054 | -0.012 | 80 | 0 | 0.9500 | 14 | 53.0% | -0.04 | 0.0066 | -0.018 | |||
| 14.40 | 16.70 | 5 | 0.95 | 0.0108 | -0.021 | 85 | 0.2500 | 0.4000 | 10 | 58 | 37.9% | -0.07 | 0.0118 | -0.025 | ||
| 12.00 | 14.40 | 2 | 26.5% | 0.92 | 0.0153 | -0.027 | 87.5 | 0.4000 | 0.6000 | 3 | 387 | 36.4% | -0.10 | 0.0158 | -0.029 | |
| 10.10 | 11.90 | 3 | 59 | 31.9% | 0.89 | 0.0214 | -0.033 | 90 | 0.6000 | 0.8000 | 1 | 5,228 | 34.0% | -0.14 | 0.0213 | -0.034 |
| 8.10 | 9.50 | 726 | 31.0% | 0.84 | 0.0294 | -0.041 | 92.5 | 0.9000 | 1.10 | 248 | 31.9% | -0.19 | 0.0283 | -0.040 | ||
| 6.70 | 7.00 | 1 | 649 | 30.9% | 0.76 | 0.0383 | -0.048 | 95 | 1.40 | 1.55 | 3 | 101 | 30.2% | -0.26 | 0.0363 | -0.046 |
| 4.80 | 5.20 | 2 | 51 | 29.2% | 0.66 | 0.0461 | -0.053 | 97.5 | 2.15 | 2.30 | 2 | 220 | 29.2% | -0.36 | 0.0437 | -0.050 |
| 3.30 | 3.70 | 24 | 1,328 | 28.4% | 0.54 | 0.0500 | -0.054 | 100 | 3.10 | 3.30 | 28 | 253 | 27.9% | -0.47 | 0.0481 | -0.052 |
| 1.45 | 1.60 | 32 | 1,266 | 27.9% | 0.31 | 0.0425 | -0.046 | 105 | 6.10 | 6.70 | 3 | 28.8% | -0.70 | 0.0423 | -0.045 | |
| 0.5000 | 0.6500 | 9 | 457 | 28.0% | 0.16 | 0.0272 | -0.033 | 110 | 10.10 | 11.10 | 1 | 31.2% | -0.85 | 0.0274 | -0.032 | |
| 0 | 0.7500 | 65 | 32.9% | 0.08 | 0.0158 | -0.021 | 115 | 14.00 | 16.30 | 32.1% | -0.93 | 0.0156 | -0.020 | |||
| 0 | 0.7500 | 4 | 40.3% | 0.04 | 0.0089 | -0.014 | 120 | 18.90 | 21.30 | 38.1% | -0.96 | 0.0086 | -0.011 | |||
| 0 | 0.9500 | 49.5% | 0.02 | 0.0051 | -0.009 | 125 | 22.90 | 26.90 | 35.3% | -0.98 | 0.0047 | -0.005 | ||||
| 0 | 0.7500 | 53.4% | 0.01 | 0.0030 | -0.006 | 130 | 28.00 | 31.90 | 44.9% | -0.99 | 0.0026 | -0.002 | ||||
| 0 | 0.7500 | 59.3% | 0.01 | 0.0018 | -0.004 | 135 | 32.90 | 36.90 | 47.2% | -0.99 | 0.0015 | 0.000 | ||||
| 0 | 0.7500 | 64.9% | 0.00 | 0.0011 | -0.003 | 140 | 37.80 | 41.90 | 47.2% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.7500 | 13 | 70.1% | 0.00 | 0.0007 | -0.002 | 145 | 42.90 | 46.90 | 58.3% | -1.00 | 0.0005 | 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 — Nov 20, 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.