MMM cadena de opciones 3M Company
Cboe delayed options data · a fecha de 21:58 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 ±6.3% (160.59–182.15) · ATM IV 26.6% · P/C interés abierto 0.18
| 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 | |
| 74.55 | 78.60 | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.13 | 126.2% | -0.00 | 0.0001 | -0.003 | |||||
| 69.60 | 73.65 | 1 | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.0500 | 68.0% | -0.00 | 0.0002 | -0.003 | ||||
| 64.65 | 67.75 | 1.00 | 0.0002 | 0.000 | 105 | 0 | 2.13 | 107.8% | -0.00 | 0.0003 | -0.004 | |||||
| 59.70 | 63.20 | 8 | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.0500 | 1 | 1 | 56.8% | -0.00 | 0.0004 | -0.004 | ||
| 54.70 | 58.15 | 1.00 | 0.0003 | 0.000 | 115 | 0 | 2.13 | 90.8% | -0.00 | 0.0005 | -0.005 | |||||
| 49.75 | 53.00 | 1.00 | 0.0005 | 0.000 | 120 | 0 | 2.14 | 1 | 82.9% | -0.01 | 0.0006 | -0.006 | ||||
| 44.75 | 48.20 | 5 | 5 | 1.00 | 0.0007 | 0.000 | 125 | 0 | 2.14 | 2 | 75.1% | -0.01 | 0.0009 | -0.007 | ||
| 39.75 | 43.15 | 9 | 0.99 | 0.0010 | -0.001 | 130 | 0.0200 | 0.0800 | 144 | 113 | 39.9% | -0.01 | 0.0013 | -0.009 | ||
| 34.80 | 38.10 | 1 | 0.99 | 0.0015 | -0.004 | 135 | 0 | 0.4500 | 111 | 145 | 39.7% | -0.01 | 0.0020 | -0.011 | ||
| 29.85 | 32.75 | 4 | 7 | 0.98 | 0.0024 | -0.008 | 140 | 0.0500 | 0.3300 | 89 | 187 | 36.8% | -0.02 | 0.0030 | -0.014 | |
| 25.70 | 28.05 | 3 | 1 | 28.5% | 0.97 | 0.0041 | -0.013 | 145 | 0.1200 | 0.4800 | 59 | 174 | 34.1% | -0.04 | 0.0048 | -0.020 |
| 20.50 | 23.65 | 104 | 29.4% | 0.95 | 0.0071 | -0.022 | 150 | 0.1300 | 0.6200 | 292 | 1,056 | 29.7% | -0.06 | 0.0080 | -0.028 | |
| 18.55 | 21.20 | 31.3% | 0.93 | 0.0094 | -0.029 | 152.5 | 0.1000 | 0.8800 | 2 | 5 | 28.5% | -0.08 | 0.0103 | -0.035 | ||
| 15.50 | 17.85 | 1 | 45 | 0.91 | 0.0123 | -0.038 | 155 | 0.6600 | 1.09 | 72 | 349 | 29.8% | -0.11 | 0.0131 | -0.043 | |
| 13.20 | 15.70 | 17.5% | 0.87 | 0.0156 | -0.048 | 157.5 | 0.9400 | 1.28 | 23 | 4 | 28.5% | -0.15 | 0.0163 | -0.052 | ||
| 11.20 | 13.75 | 13 | 420 | 22.3% | 0.83 | 0.0192 | -0.058 | 160 | 1.39 | 1.71 | 109 | 718 | 28.2% | -0.19 | 0.0197 | -0.061 |
| 9.95 | 11.55 | 28 | 20 | 25.1% | 0.78 | 0.0228 | -0.068 | 162.5 | 1.79 | 2.31 | 20 | 55 | 27.5% | -0.25 | 0.0230 | -0.070 |
| 8.45 | 9.65 | 812 | 1,558 | 26.0% | 0.71 | 0.0261 | -0.076 | 165 | 2.55 | 3.05 | 111 | 598 | 27.4% | -0.31 | 0.0260 | -0.077 |
| 6.95 | 7.90 | 15 | 19 | 26.1% | 0.64 | 0.0288 | -0.083 | 167.5 | 3.40 | 4.30 | 69 | 28.1% | -0.38 | 0.0284 | -0.082 | |
| 5.65 | 6.25 | 1,465 | 580 | 25.9% | 0.57 | 0.0306 | -0.086 | 170 | 4.35 | 5.00 | 413 | 350 | 26.6% | -0.45 | 0.0300 | -0.085 |
| 4.35 | 5.00 | 371 | 44 | 25.8% | 0.49 | 0.0312 | -0.087 | 172.5 | 5.45 | 6.75 | 10 | 27.3% | -0.52 | 0.0304 | -0.084 | |
| 3.35 | 3.85 | 7,794 | 11.4K | 25.7% | 0.42 | 0.0306 | -0.084 | 175 | 6.95 | 8.40 | 22 | 29 | 27.9% | -0.60 | 0.0298 | -0.081 |
| 2.49 | 3.15 | 62 | 27 | 26.2% | 0.34 | 0.0289 | -0.078 | 177.5 | 7.75 | 10.00 | 5 | 25.5% | -0.67 | 0.0281 | -0.075 | |
| 1.84 | 2.17 | 370 | 834 | 25.5% | 0.28 | 0.0263 | -0.070 | 180 | 10.30 | 11.90 | 2 | 156 | 27.9% | -0.73 | 0.0255 | -0.067 |
| 1.27 | 1.79 | 38 | 8 | 26.0% | 0.22 | 0.0231 | -0.061 | 182.5 | 11.30 | 14.55 | 27.3% | -0.79 | 0.0224 | -0.058 | ||
| 0.7800 | 1.20 | 1,205 | 6,146 | 25.1% | 0.17 | 0.0196 | -0.051 | 185 | 13.80 | 15.95 | 5 | 34 | 26.4% | -0.84 | 0.0190 | -0.048 |
| 0.4700 | 1.07 | 14 | 25.9% | 0.12 | 0.0162 | -0.042 | 187.5 | 15.45 | 18.85 | 27.4% | -0.88 | 0.0156 | -0.038 | |||
| 0.2500 | 0.7700 | 24 | 436 | 25.6% | 0.09 | 0.0130 | -0.034 | 190 | 17.85 | 20.40 | 11 | 24.1% | -0.91 | 0.0125 | -0.030 | |
| 0.1500 | 0.6800 | 23 | 359 | 27.4% | 0.05 | 0.0081 | -0.022 | 195 | 22.40 | 25.85 | 28.8% | -0.95 | 0.0078 | -0.018 | ||
| 0.0400 | 0.1400 | 462 | 25.4% | 0.03 | 0.0054 | -0.017 | 200 | 27.25 | 30.80 | 31.5% | -0.97 | 0.0052 | -0.012 | |||
| 0 | 1.21 | 1 | 38.8% | 0.03 | 0.0039 | -0.014 | 205 | 32.20 | 35.60 | 32.7% | -0.98 | 0.0037 | -0.009 | |||
| 0 | 2.16 | 4 | 54 | 49.8% | 0.02 | 0.0030 | -0.013 | 210 | 37.15 | 40.55 | 35.2% | -0.98 | 0.0029 | -0.007 | ||
| 0 | 2.14 | 54.9% | 0.02 | 0.0024 | -0.011 | 215 | 42.70 | 45.50 | 1 | 45.5% | -0.98 | 0.0023 | -0.005 | |||
| 0 | 2.13 | 17 | 58.8% | 0.01 | 0.0019 | -0.011 | 220 | 47.20 | 50.55 | 43.7% | -0.99 | 0.0018 | -0.004 | |||
| 0 | 2.13 | 15 | 66.4% | 0.01 | 0.0013 | -0.009 | 230 | 56.90 | 60.50 | 43.3% | -0.99 | 0.0012 | -0.001 | |||
| 0 | 2.13 | 73.5% | 0.01 | 0.0009 | -0.008 | 240 | 67.10 | 70.50 | 55.5% | -0.99 | 0.0014 | -0.005 | ||||
| 0 | 2.13 | 80.1% | 0.01 | 0.0007 | -0.007 | 250 | 77.10 | 80.50 | 62.4% | -1.00 | 0.0004 | -0.022 | ||||
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.
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