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 ±14.5% (153.37–205.52) · ATM IV 28.4% · P/C interés abierto 1.70
| 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 | |
| 88.30 | 91.40 | 50.4% | 1.00 | 0.0003 | 0.000 | 90 | 0.0200 | 0.2900 | 14 | 48.1% | -0.01 | 0.0004 | -0.004 | |||
| 83.40 | 86.50 | 20 | 48.0% | 0.99 | 0.0004 | 0.000 | 95 | 0 | 0.3500 | 37 | 45.4% | -0.01 | 0.0005 | -0.005 | ||
| 78.65 | 81.60 | 23 | 47.4% | 0.99 | 0.0006 | 0.000 | 100 | 0 | 0.4000 | 5 | 42.9% | -0.01 | 0.0007 | -0.005 | ||
| 73.70 | 76.70 | 6 | 44.1% | 0.99 | 0.0008 | 0.000 | 105 | 0.0200 | 0.4700 | 47 | 40.9% | -0.02 | 0.0009 | -0.007 | ||
| 69.00 | 71.85 | 3 | 43.5% | 0.98 | 0.0010 | -0.000 | 110 | 0.1000 | 0.5500 | 14 | 39.4% | -0.02 | 0.0011 | -0.008 | ||
| 64.40 | 67.05 | 10 | 43.0% | 0.98 | 0.0014 | -0.002 | 115 | 0.2300 | 0.6700 | 154 | 38.4% | -0.03 | 0.0014 | -0.009 | ||
| 59.55 | 62.35 | 59 | 41.1% | 0.97 | 0.0018 | -0.005 | 120 | 0.3800 | 0.8200 | 1,101 | 37.2% | -0.04 | 0.0018 | -0.011 | ||
| 54.85 | 57.55 | 3 | 39.2% | 0.96 | 0.0023 | -0.007 | 125 | 0.5900 | 1.04 | 297 | 36.2% | -0.05 | 0.0023 | -0.013 | ||
| 50.15 | 52.90 | 7 | 37.6% | 0.94 | 0.0029 | -0.010 | 130 | 0.8500 | 1.34 | 512 | 35.2% | -0.06 | 0.0030 | -0.016 | ||
| 45.60 | 47.75 | 64 | 34.6% | 0.93 | 0.0036 | -0.014 | 135 | 1.40 | 1.70 | 18 | 257 | 34.9% | -0.08 | 0.0037 | -0.018 | |
| 41.10 | 43.85 | 1 | 107 | 35.1% | 0.91 | 0.0045 | -0.017 | 140 | 1.74 | 2.14 | 984 | 33.6% | -0.10 | 0.0046 | -0.022 | |
| 36.95 | 39.50 | 82 | 34.4% | 0.88 | 0.0055 | -0.021 | 145 | 2.28 | 2.73 | 1 | 666 | 32.6% | -0.13 | 0.0056 | -0.025 | |
| 32.90 | 34.70 | 43 | 32.5% | 0.85 | 0.0066 | -0.025 | 150 | 2.97 | 3.45 | 874 | 31.6% | -0.16 | 0.0067 | -0.029 | ||
| 28.65 | 30.65 | 68 | 31.2% | 0.81 | 0.0077 | -0.029 | 155 | 3.90 | 4.45 | 347 | 31.1% | -0.20 | 0.0079 | -0.032 | ||
| 25.20 | 26.85 | 64 | 31.0% | 0.77 | 0.0088 | -0.033 | 160 | 5.05 | 5.65 | 1,500 | 30.5% | -0.24 | 0.0091 | -0.036 | ||
| 21.60 | 24.10 | 173 | 31.2% | 0.72 | 0.0099 | -0.036 | 165 | 6.70 | 7.10 | 1,141 | 30.3% | -0.29 | 0.0102 | -0.039 | ||
| 18.45 | 20.90 | 141 | 30.8% | 0.67 | 0.0108 | -0.039 | 170 | 8.40 | 8.55 | 143 | 2,964 | 29.4% | -0.34 | 0.0111 | -0.041 | |
| 16.05 | 16.20 | 2 | 157 | 28.7% | 0.61 | 0.0116 | -0.041 | 175 | 10.40 | 10.75 | 759 | 29.2% | -0.40 | 0.0119 | -0.043 | |
| 12.85 | 13.55 | 3 | 172 | 28.0% | 0.55 | 0.0121 | -0.042 | 180 | 12.70 | 13.05 | 20 | 1,347 | 28.8% | -0.46 | 0.0125 | -0.043 |
| 10.95 | 11.20 | 7 | 576 | 28.1% | 0.49 | 0.0124 | -0.042 | 185 | 15.05 | 15.70 | 839 | 28.2% | -0.53 | 0.0128 | -0.043 | |
| 8.90 | 9.20 | 565 | 27.8% | 0.43 | 0.0123 | -0.041 | 190 | 17.90 | 18.55 | 19 | 1,526 | 27.6% | -0.59 | 0.0129 | -0.041 | |
| 7.15 | 7.45 | 299 | 27.6% | 0.37 | 0.0120 | -0.039 | 195 | 21.30 | 22.20 | 5 | 864 | 28.0% | -0.65 | 0.0127 | -0.040 | |
| 5.75 | 5.90 | 67 | 1,649 | 27.4% | 0.32 | 0.0114 | -0.036 | 200 | 24.85 | 25.80 | 1,063 | 27.8% | -0.71 | 0.0125 | -0.037 | |
| 3.40 | 3.75 | 3 | 633 | 26.9% | 0.22 | 0.0097 | -0.030 | 210 | 32.10 | 34.05 | 1,026 | 27.0% | -0.82 | 0.0113 | -0.032 | |
| 2.04 | 2.30 | 4 | 2,196 | 26.8% | 0.15 | 0.0076 | -0.023 | 220 | 40.20 | 42.70 | 1 | 1,096 | 23.1% | -0.91 | 0.0088 | -0.024 |
| 1.21 | 1.44 | 17 | 897 | 27.0% | 0.10 | 0.0056 | -0.017 | 230 | 49.75 | 52.20 | 81 | -0.96 | 0.0052 | -0.011 | ||
| 0.7200 | 0.8800 | 2 | 630 | 27.2% | 0.07 | 0.0041 | -0.013 | 240 | 59.60 | 62.50 | 26 | -0.99 | 0.0022 | 0.000 | ||
| 0.4100 | 0.6300 | 33 | 538 | 27.8% | 0.04 | 0.0030 | -0.010 | 250 | 69.55 | 72.30 | -1.00 | 0.0008 | 0.000 | |||
| 0.2300 | 0.5700 | 28 | 1,145 | 29.1% | 0.03 | 0.0022 | -0.008 | 260 | 79.50 | 82.40 | 1 | -1.00 | 0.0003 | 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 — Mar 19, 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.