MMM cadena de opciones 3M 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 ±5.9% (159.10–178.90) · ATM IV 22.8% · P/C interés abierto 0.00
| 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 | |
| 72.05 | 76.40 | 85.0% | 0.99 | 0.0005 | -0.003 | 95 | 0 | 2.16 | 114.3% | -0.01 | 0.0005 | -0.010 | ||||
| 67.15 | 71.35 | 90.8% | 0.99 | 0.0006 | -0.004 | 100 | 0 | 2.17 | 105.7% | -0.01 | 0.0006 | -0.011 | ||||
| 62.10 | 66.35 | 79.4% | 0.99 | 0.0007 | -0.005 | 105 | 0 | 2.19 | 97.6% | -0.01 | 0.0007 | -0.011 | ||||
| 57.25 | 61.40 | 72.7% | 0.99 | 0.0009 | -0.006 | 110 | 0 | 2.21 | 89.8% | -0.01 | 0.0009 | -0.012 | ||||
| 52.20 | 56.45 | 63.7% | 0.99 | 0.0011 | -0.007 | 115 | 0 | 2.22 | 82.2% | -0.01 | 0.0011 | -0.013 | ||||
| 47.25 | 51.50 | 58.5% | 0.99 | 0.0014 | -0.009 | 120 | 0 | 2.25 | 75.0% | -0.02 | 0.0014 | -0.014 | ||||
| 42.30 | 46.50 | 51.0% | 0.98 | 0.0018 | -0.010 | 125 | 0 | 2.27 | 68.0% | -0.02 | 0.0018 | -0.015 | ||||
| 37.40 | 41.50 | 52.7% | 0.98 | 0.0023 | -0.012 | 130 | 0 | 2.30 | 61.1% | -0.02 | 0.0024 | -0.016 | ||||
| 32.45 | 36.70 | 45.7% | 0.97 | 0.0032 | -0.014 | 135 | 0 | 2.33 | 54.4% | -0.03 | 0.0032 | -0.018 | ||||
| 27.50 | 31.90 | 39.3% | 0.96 | 0.0044 | -0.017 | 140 | 0 | 2.38 | 47.9% | -0.04 | 0.0045 | -0.020 | ||||
| 23.10 | 26.60 | 33.8% | 0.95 | 0.0065 | -0.021 | 145 | 0 | 0.5100 | 28.6% | -0.05 | 0.0066 | -0.024 | ||||
| 18.40 | 22.15 | 32.2% | 0.92 | 0.0099 | -0.028 | 150 | 0.1000 | 0.9700 | 27.6% | -0.08 | 0.0100 | -0.030 | ||||
| 14.15 | 16.60 | 26.8% | 0.87 | 0.0154 | -0.038 | 155 | 0.5100 | 1.37 | 25.7% | -0.13 | 0.0156 | -0.040 | ||||
| 10.55 | 11.80 | 25.1% | 0.78 | 0.0227 | -0.051 | 160 | 1.22 | 2.24 | 24.3% | -0.22 | 0.0231 | -0.053 | ||||
| 7.15 | 8.30 | 24.9% | 0.65 | 0.0296 | -0.062 | 165 | 2.71 | 3.40 | 23.1% | -0.35 | 0.0303 | -0.064 | ||||
| 4.10 | 5.25 | 23.2% | 0.49 | 0.0332 | -0.065 | 170 | 4.70 | 5.75 | 22.5% | -0.52 | 0.0344 | -0.067 | ||||
| 2.18 | 4.10 | 25.2% | 0.33 | 0.0307 | -0.058 | 175 | 7.90 | 8.85 | 22.6% | -0.68 | 0.0325 | -0.061 | ||||
| 1.03 | 2.00 | 1 | 3 | 23.4% | 0.21 | 0.0237 | -0.047 | 180 | 10.50 | 13.20 | 19.5% | -0.82 | 0.0257 | -0.050 | ||
| 0.2500 | 1.05 | 2 | 22.4% | 0.14 | 0.0167 | -0.037 | 185 | 14.80 | 17.70 | -0.90 | 0.0189 | -0.040 | ||||
| 0.1500 | 2.10 | 31.5% | 0.10 | 0.0119 | -0.033 | 190 | 19.55 | 23.30 | -0.94 | 0.0149 | -0.035 | |||||
| 0 | 2.32 | 36.6% | 0.08 | 0.0090 | -0.031 | 195 | 24.25 | 28.30 | -0.96 | 0.0117 | -0.039 | |||||
| 0 | 2.23 | 40.7% | 0.07 | 0.0071 | -0.030 | 200 | 29.25 | 33.30 | -0.97 | 0.0094 | -0.040 | |||||
| 0 | 2.19 | 44.7% | 0.06 | 0.0058 | -0.029 | 205 | 34.25 | 38.30 | -0.97 | 0.0076 | -0.043 | |||||
| 0 | 2.18 | 48.6% | 0.05 | 0.0049 | -0.029 | 210 | 39.25 | 43.30 | -0.98 | 0.0060 | -0.044 | |||||
| 0 | 2.17 | 52.4% | 0.04 | 0.0041 | -0.028 | 215 | 44.25 | 48.30 | -0.98 | 0.0047 | -0.038 | |||||
| 0 | 2.16 | 56.0% | 0.04 | 0.0036 | -0.027 | 220 | 49.25 | 53.30 | -0.99 | 0.0038 | -0.033 | |||||
| 0 | 2.16 | 59.6% | 0.04 | 0.0031 | -0.026 | 225 | 54.25 | 58.30 | -0.99 | 0.0031 | -0.028 | |||||
| 0 | 2.16 | 63.0% | 0.03 | 0.0028 | -0.026 | 230 | 59.25 | 63.30 | -0.99 | 0.0025 | -0.023 | |||||
| 0 | 2.15 | 66.2% | 0.03 | 0.0024 | -0.025 | 235 | 64.25 | 68.30 | -0.99 | 0.0021 | -0.019 | |||||
| 0 | 2.15 | 69.4% | 0.03 | 0.0022 | -0.024 | 240 | 69.25 | 73.30 | -1.00 | 0.0016 | -0.019 | |||||
| 0 | 2.15 | 72.4% | 0.03 | 0.0020 | -0.024 | 245 | 74.25 | 78.30 | -1.00 | 0.0012 | -0.019 | |||||
| 0 | 2.15 | 75.4% | 0.02 | 0.0018 | -0.023 | 250 | 79.25 | 83.30 | -1.00 | 0.0010 | -0.019 | |||||
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.