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 ±15.4% (137.00–187.04) · ATM IV 27.8% · P/C interés abierto 0.60
| 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 | |
| 52.10 | 55.80 | 37.4% | 0.96 | 0.0022 | -0.002 | 110 | 0.1500 | 1.54 | 36.5% | -0.04 | 0.0022 | -0.009 | ||||
| 47.45 | 51.15 | 35.8% | 0.95 | 0.0028 | -0.005 | 115 | 0 | 2.90 | 1 | 37.7% | -0.05 | 0.0028 | -0.011 | |||
| 43.00 | 46.55 | 34.7% | 0.93 | 0.0036 | -0.007 | 120 | 0.5000 | 3.05 | 53 | 36.0% | -0.07 | 0.0037 | -0.013 | |||
| 38.70 | 42.10 | 33.8% | 0.91 | 0.0046 | -0.011 | 125 | 0.5000 | 3.60 | 9 | 33.2% | -0.09 | 0.0047 | -0.016 | |||
| 34.25 | 37.80 | 12 | 32.5% | 0.88 | 0.0057 | -0.014 | 130 | 1.70 | 2.46 | 5 | 6 | 30.2% | -0.12 | 0.0058 | -0.019 | |
| 30.15 | 33.65 | 31.6% | 0.85 | 0.0069 | -0.018 | 135 | 1.35 | 4.65 | 22 | 30.3% | -0.16 | 0.0071 | -0.022 | |||
| 26.00 | 29.55 | 1 | 30.2% | 0.81 | 0.0081 | -0.022 | 140 | 2.87 | 4.75 | 1 | 10 | 29.2% | -0.20 | 0.0084 | -0.026 | |
| 22.95 | 26.00 | 30.7% | 0.76 | 0.0094 | -0.025 | 145 | 4.15 | 6.60 | 1 | 22 | 29.7% | -0.24 | 0.0097 | -0.029 | ||
| 18.95 | 22.65 | 1 | 29.5% | 0.71 | 0.0105 | -0.028 | 150 | 5.95 | 8.25 | 28 | 29.7% | -0.30 | 0.0109 | -0.031 | ||
| 15.80 | 19.55 | 1 | 29.0% | 0.65 | 0.0115 | -0.031 | 155 | 6.60 | 10.00 | 27.8% | -0.36 | 0.0120 | -0.033 | |||
| 13.00 | 16.70 | 19 | 28.6% | 0.59 | 0.0122 | -0.032 | 160 | 8.50 | 11.85 | 34 | 26.9% | -0.42 | 0.0128 | -0.034 | ||
| 10.90 | 13.70 | 7 | 4 | 28.2% | 0.53 | 0.0127 | -0.033 | 165 | 10.90 | 14.60 | 11 | 26.8% | -0.49 | 0.0133 | -0.035 | |
| 8.50 | 11.55 | 2 | 13 | 27.7% | 0.47 | 0.0128 | -0.033 | 170 | 14.00 | 17.45 | 25 | 26.9% | -0.55 | 0.0136 | -0.034 | |
| 6.60 | 9.60 | 2 | 60 | 27.4% | 0.41 | 0.0126 | -0.032 | 175 | 17.75 | 20.55 | 2 | 27.4% | -0.62 | 0.0136 | -0.034 | |
| 6.00 | 7.25 | 2 | 140 | 27.5% | 0.35 | 0.0121 | -0.031 | 180 | 20.40 | 24.10 | 26.3% | -0.68 | 0.0133 | -0.032 | ||
| 3.85 | 6.75 | 16 | 27.3% | 0.30 | 0.0114 | -0.029 | 185 | 24.20 | 27.70 | 26.0% | -0.74 | 0.0128 | -0.030 | |||
| 2.90 | 5.55 | 2 | 32 | 27.3% | 0.25 | 0.0105 | -0.026 | 190 | 28.25 | 32.00 | 26.3% | -0.79 | 0.0119 | -0.027 | ||
| 1.56 | 4.80 | 22 | 26.7% | 0.21 | 0.0095 | -0.024 | 195 | 32.55 | 36.25 | 26.2% | -0.84 | 0.0107 | -0.023 | |||
| 1.18 | 3.95 | 4 | 16 | 27.0% | 0.17 | 0.0084 | -0.021 | 200 | 37.00 | 40.70 | 26.0% | -0.88 | 0.0093 | -0.019 | ||
| 0.3700 | 2.84 | 10 | 27.2% | 0.12 | 0.0064 | -0.017 | 210 | 46.35 | 50.00 | 24.8% | -0.94 | 0.0062 | -0.010 | |||
| 0.2000 | 2.71 | 8 | 30.0% | 0.08 | 0.0048 | -0.013 | 220 | 56.00 | 59.50 | -0.97 | 0.0036 | -0.002 | ||||
| 0 | 1.24 | 6 | 27.8% | 0.06 | 0.0036 | -0.010 | 230 | 65.65 | 70.00 | -0.99 | 0.0026 | 0.000 | ||||
| 0 | 1.59 | 9 | 31.9% | 0.04 | 0.0028 | -0.009 | 240 | 75.70 | 79.90 | -1.00 | 0.0007 | -0.007 | ||||
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 — Apr 16, 2027
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.