MS cadena de opciones Morgan Stanley
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 ±9.0% (163.25–195.65) · ATM IV 27.8% · P/C interés abierto 1.72
| 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 | |
| 87.70 | 91.35 | 10 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.4300 | 1,708 | 78.9% | -0.00 | 0.0000 | -0.001 | |||
| 85.35 | 88.85 | 73.9% | 1.00 | 0.0000 | 0.000 | 92.5 | 0 | 0.6300 | 10 | 80.4% | -0.00 | 0.0001 | -0.001 | |||
| 82.50 | 86.35 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.4300 | 87 | 73.3% | -0.00 | 0.0001 | -0.001 | ||||
| 80.45 | 83.95 | 10 | 76.3% | 1.00 | 0.0000 | 0.000 | 97.5 | 0 | 0.4300 | 409 | 70.6% | -0.00 | 0.0001 | -0.001 | ||
| 77.95 | 81.45 | 31 | 73.1% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.2400 | 1,067 | 62.8% | -0.00 | 0.0001 | -0.001 | ||
| 73.20 | 76.45 | 208 | 72.0% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.2400 | 880 | 58.0% | -0.00 | 0.0002 | -0.002 | ||
| 68.35 | 71.40 | 261 | 67.4% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.2100 | 2,525 | 52.5% | -0.00 | 0.0003 | -0.003 | ||
| 63.25 | 66.45 | 82 | 60.9% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.2700 | 790 | 49.9% | -0.01 | 0.0005 | -0.004 | ||
| 58.30 | 61.40 | 79 | 55.2% | 1.00 | 0.0004 | 0.000 | 120 | 0 | 0.2900 | 817 | 46.0% | -0.01 | 0.0007 | -0.006 | ||
| 53.30 | 56.50 | 275 | 51.1% | 0.99 | 0.0008 | 0.000 | 125 | 0 | 0.3300 | 746 | 42.7% | -0.01 | 0.0011 | -0.008 | ||
| 48.45 | 50.85 | 113 | 37.0% | 0.99 | 0.0015 | -0.004 | 130 | 0 | 0.3800 | 334 | 39.4% | -0.02 | 0.0016 | -0.010 | ||
| 43.35 | 46.55 | 146 | 41.8% | 0.98 | 0.0024 | -0.009 | 135 | 0.0100 | 0.4600 | 525 | 36.6% | -0.03 | 0.0022 | -0.013 | ||
| 38.85 | 41.75 | 1,350 | 41.8% | 0.97 | 0.0034 | -0.014 | 140 | 0.1400 | 0.5700 | 503 | 35.1% | -0.04 | 0.0032 | -0.018 | ||
| 34.35 | 36.50 | 187 | 38.0% | 0.95 | 0.0046 | -0.019 | 145 | 0.3000 | 0.7600 | 1,576 | 33.5% | -0.05 | 0.0045 | -0.023 | ||
| 29.85 | 31.90 | 2,403 | 36.8% | 0.92 | 0.0062 | -0.025 | 150 | 0.8400 | 0.9500 | 7 | 1,382 | 33.0% | -0.08 | 0.0062 | -0.029 | |
| 25.35 | 27.35 | 104 | 34.8% | 0.89 | 0.0083 | -0.033 | 155 | 1.24 | 1.45 | 4 | 2,875 | 31.8% | -0.11 | 0.0084 | -0.037 | |
| 21.45 | 23.05 | 1 | 1,285 | 32.5% | 0.84 | 0.0109 | -0.043 | 160 | 1.96 | 2.16 | 26 | 847 | 31.1% | -0.16 | 0.0111 | -0.046 |
| 16.95 | 19.10 | 126 | 31.9% | 0.78 | 0.0137 | -0.052 | 165 | 2.92 | 3.15 | 153 | 932 | 30.2% | -0.23 | 0.0139 | -0.055 | |
| 13.30 | 14.10 | 1 | 335 | 28.2% | 0.70 | 0.0163 | -0.059 | 170 | 4.20 | 4.55 | 69 | 3,214 | 29.5% | -0.30 | 0.0167 | -0.062 |
| 10.05 | 10.75 | 2 | 310 | 27.4% | 0.61 | 0.0185 | -0.064 | 175 | 5.95 | 6.10 | 50 | 1,828 | 28.3% | -0.39 | 0.0191 | -0.067 |
| 7.70 | 7.95 | 15 | 742 | 27.5% | 0.52 | 0.0199 | -0.066 | 180 | 8.15 | 8.60 | 286 | 1,535 | 28.1% | -0.49 | 0.0206 | -0.068 |
| 5.40 | 5.70 | 48 | 268 | 26.9% | 0.42 | 0.0200 | -0.063 | 185 | 10.90 | 11.35 | 17 | 1,269 | 27.5% | -0.60 | 0.0210 | -0.065 |
| 3.65 | 3.90 | 55 | 1,214 | 26.4% | 0.32 | 0.0187 | -0.057 | 190 | 13.90 | 14.80 | 5 | 1,126 | 26.8% | -0.70 | 0.0199 | -0.059 |
| 2.40 | 2.55 | 40 | 380 | 26.0% | 0.24 | 0.0164 | -0.048 | 195 | 17.00 | 19.05 | 1,683 | 26.0% | -0.79 | 0.0175 | -0.050 | |
| 1.52 | 1.66 | 80 | 3,523 | 25.8% | 0.17 | 0.0134 | -0.039 | 200 | 21.45 | 23.00 | 5 | 2,387 | 25.6% | -0.86 | 0.0142 | -0.038 |
| 0.5600 | 0.6800 | 64 | 1,445 | 25.9% | 0.08 | 0.0077 | -0.022 | 210 | 30.10 | 32.10 | 1,120 | -0.96 | 0.0069 | -0.016 | ||
| 0.2000 | 0.2800 | 20 | 1,832 | 26.4% | 0.03 | 0.0039 | -0.012 | 220 | 39.65 | 42.45 | 351 | -0.99 | 0.0023 | -0.001 | ||
| 0.0400 | 0.1500 | 26 | 1,023 | 27.1% | 0.02 | 0.0021 | -0.007 | 230 | 49.55 | 52.35 | 265 | -1.00 | 0.0007 | 0.000 | ||
| 0.0200 | 0.0900 | 30 | 871 | 29.0% | 0.01 | 0.0012 | -0.005 | 240 | 59.45 | 62.40 | 106 | -1.00 | 0.0003 | 0.000 | ||
| 0 | 0.2900 | 1,406 | 36.7% | 0.01 | 0.0008 | -0.004 | 250 | 69.55 | 72.30 | 14 | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.2500 | 1 | 300 | 39.6% | 0.01 | 0.0006 | -0.003 | 260 | 79.50 | 82.35 | -1.00 | 0.0001 | 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 — Dec 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.