MO cadena de opciones Altria Group, Inc.
Cboe delayed options data · a fecha de 21:52 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 ±3.8% (66.44–71.62) · ATM IV 19.6% · P/C interés abierto 1.55
| 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 | |
| 33.50 | 35.35 | 1 | 226.0% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0100 | 70 | 115.5% | -0.00 | 0.0000 | -0.000 | ||
| 31.15 | 32.85 | 2 | 213.0% | 1.00 | 0.0000 | 0.000 | 37.5 | 0 | 0.0100 | 80 | 104.2% | -0.00 | 0.0000 | -0.000 | ||
| 28.55 | 29.75 | 149.8% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 621 | 93.6% | -0.00 | 0.0000 | -0.000 | |||
| 26.05 | 26.95 | 1.00 | 0.0000 | 0.000 | 42.5 | 0 | 0.0100 | 79 | 83.5% | -0.00 | 0.0001 | -0.000 | ||||
| 23.60 | 25.35 | 1 | 155.8% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0100 | 1,127 | 74.1% | -0.00 | 0.0002 | -0.000 | ||
| 21.15 | 22.85 | 141.2% | 1.00 | 0.0000 | -0.000 | 47.5 | 0 | 0.0100 | 296 | 75.2% | -0.00 | 0.0003 | -0.001 | |||
| 18.75 | 19.35 | 20 | 1.00 | 0.0001 | -0.000 | 50 | 0 | 0.0100 | 791 | 65.5% | -0.00 | 0.0007 | -0.001 | |||
| 16.00 | 17.85 | 10 | 105.6% | 1.00 | 0.0003 | -0.000 | 52.5 | 0 | 0.0100 | 879 | 48.2% | -0.00 | 0.0014 | -0.002 | ||
| 13.65 | 14.70 | 9 | 72.4% | 1.00 | 0.0007 | -0.001 | 55 | 0 | 0.0300 | 4,057 | 61.5% | -0.01 | 0.0030 | -0.003 | ||
| 12.50 | 14.15 | 79.8% | 1.00 | 0.0010 | -0.001 | 56 | 0 | 0.0800 | 184 | 47.9% | -0.01 | 0.0039 | -0.004 | |||
| 11.45 | 12.90 | 1 | 62.8% | 1.00 | 0.0013 | -0.001 | 57 | 0 | 0.0900 | 1 | 54 | 44.9% | -0.01 | 0.0052 | -0.005 | |
| 11.20 | 12.40 | 109 | 70.3% | 1.00 | 0.0016 | -0.001 | 57.5 | 0 | 0.0100 | 2 | 1,136 | 32.5% | -0.01 | 0.0060 | -0.005 | |
| 10.70 | 12.35 | 79.4% | 1.00 | 0.0019 | -0.001 | 58 | 0 | 0.0900 | 12 | 41.0% | -0.01 | 0.0069 | -0.005 | |||
| 9.55 | 11.15 | 65.2% | 1.00 | 0.0026 | -0.002 | 59 | 0 | 0.1000 | 9 | 37.9% | -0.02 | 0.0092 | -0.006 | |||
| 8.70 | 9.50 | 3 | 378 | 40.2% | 1.00 | 0.0036 | -0.002 | 60 | 0.0100 | 0.0500 | 7 | 20.2K | 31.4% | -0.02 | 0.0124 | -0.008 |
| 7.70 | 8.80 | 49.4% | 0.99 | 0.0053 | -0.003 | 61 | 0 | 0.1100 | 1 | 33 | 30.8% | -0.03 | 0.0170 | -0.009 | ||
| 6.65 | 7.95 | 47.0% | 0.99 | 0.0080 | -0.003 | 62 | 0 | 0.0800 | 86 | 25.4% | -0.04 | 0.0241 | -0.011 | |||
| 6.00 | 6.85 | 1,018 | 0.99 | 0.0102 | -0.004 | 62.5 | 0.0600 | 0.0900 | 74 | 26.2K | 26.6% | -0.05 | 0.0290 | -0.012 | ||
| 5.70 | 7.10 | 46.1% | 0.98 | 0.0130 | -0.005 | 63 | 0.0400 | 0.1200 | 12 | 64 | 24.9% | -0.06 | 0.0352 | -0.014 | ||
| 4.70 | 5.65 | 30.2% | 0.97 | 0.0228 | -0.007 | 64 | 0.1100 | 0.1900 | 15 | 142 | 24.2% | -0.09 | 0.0527 | -0.018 | ||
| 3.70 | 4.25 | 19 | 5,084 | 0.95 | 0.0413 | -0.012 | 65 | 0.2000 | 0.2700 | 478 | 16.4K | 22.5% | -0.15 | 0.0777 | -0.024 | |
| 2.92 | 3.30 | 89 | 16.5% | 0.90 | 0.0716 | -0.020 | 66 | 0.3400 | 0.4400 | 43 | 392 | 21.3% | -0.23 | 0.1077 | -0.031 | |
| 2.10 | 2.71 | 2 | 118 | 23.1% | 0.81 | 0.1119 | -0.031 | 67 | 0.6400 | 0.7300 | 38 | 557 | 21.0% | -0.35 | 0.1347 | -0.037 |
| 1.80 | 2.03 | 43 | 7,159 | 20.1% | 0.75 | 0.1326 | -0.036 | 67.5 | 0.8100 | 0.9000 | 63 | 18.6K | 20.4% | -0.42 | 0.1438 | -0.039 |
| 1.36 | 1.66 | 13 | 287 | 18.9% | 0.68 | 0.1508 | -0.040 | 68 | 1.03 | 1.15 | 106 | 192 | 20.4% | -0.50 | 0.1484 | -0.039 |
| 0.8800 | 0.9900 | 52 | 528 | 19.2% | 0.52 | 0.1708 | -0.044 | 69 | 1.59 | 1.72 | 4 | 449 | 20.0% | -0.64 | 0.1418 | -0.036 |
| 0.5000 | 0.5700 | 480 | 21.1K | 19.6% | 0.35 | 0.1595 | -0.040 | 70 | 2.29 | 2.78 | 107 | 4,179 | 23.8% | -0.77 | 0.1162 | -0.029 |
| 0.2600 | 0.3000 | 267 | 1,420 | 20.1% | 0.22 | 0.1230 | -0.031 | 71 | 2.85 | 3.40 | 21 | 17.1% | -0.86 | 0.0830 | -0.021 | |
| 0.1100 | 0.2100 | 17 | 378 | 21.1% | 0.13 | 0.0835 | -0.023 | 72 | 3.80 | 4.50 | 4 | 10 | 22.2% | -0.92 | 0.0554 | -0.015 |
| 0.0900 | 0.1400 | 23 | 9,662 | 21.4% | 0.10 | 0.0674 | -0.020 | 72.5 | 4.35 | 5.10 | 5,662 | 27.3% | -0.93 | 0.0452 | -0.013 | |
| 0.0500 | 0.1400 | 90 | 531 | 22.4% | 0.08 | 0.0546 | -0.017 | 73 | 4.75 | 5.55 | 2 | 26.0% | -0.95 | 0.0370 | -0.011 | |
| 0.0200 | 0.1600 | 24 | 144 | 25.9% | 0.05 | 0.0360 | -0.013 | 74 | 5.40 | 6.50 | -0.96 | 0.0255 | -0.009 | |||
| 0.0100 | 0.0400 | 52 | 6,930 | 23.6% | 0.04 | 0.0246 | -0.010 | 75 | 6.50 | 7.50 | 931 | -0.97 | 0.0181 | -0.007 | ||
| 0 | 0.1100 | 60 | 30.0% | 0.03 | 0.0173 | -0.008 | 76 | 7.20 | 8.40 | -0.98 | 0.0132 | -0.006 | ||||
| 0 | 0.0600 | 1 | 44 | 30.0% | 0.02 | 0.0125 | -0.006 | 77 | 8.35 | 9.40 | -0.98 | 0.0099 | -0.005 | |||
| 0 | 0.0300 | 6 | 2,860 | 28.6% | 0.02 | 0.0107 | -0.005 | 77.5 | 8.65 | 9.90 | 206 | -0.99 | 0.0086 | -0.004 | ||
| 0 | 0.1000 | 35.4% | 0.01 | 0.0093 | -0.005 | 78 | 9.15 | 10.45 | -0.99 | 0.0075 | -0.004 | |||||
| 0 | 0.0900 | 37.6% | 0.01 | 0.0070 | -0.004 | 79 | 10.15 | 11.40 | -0.99 | 0.0058 | -0.003 | |||||
| 0 | 0.0500 | 5 | 3,898 | 37.1% | 0.01 | 0.0054 | -0.004 | 80 | 11.10 | 12.40 | 158 | -0.99 | 0.0046 | -0.003 | ||
| 0 | 0.0500 | 2,422 | 43.2% | 0.01 | 0.0030 | -0.002 | 82.5 | 13.25 | 14.90 | 1 | -1.00 | 0.0026 | -0.002 | |||
| 0 | 0.0100 | 2,077 | 41.0% | 0.00 | 0.0018 | -0.002 | 85 | 16.05 | 17.60 | 19 | -1.00 | 0.0016 | -0.001 | |||
| 0 | 0.0100 | 454 | 50.4% | 0.00 | 0.0007 | -0.001 | 90 | 20.75 | 22.35 | 14 | -1.00 | 0.0007 | -0.001 | |||
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.
callsputs