NEE cadena de opciones NextEra Energy, Inc.
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 ±5.8% (79.22–88.91) · ATM IV 20.6% · P/C interés abierto 1.34
| 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 | |
| 37.25 | 41.05 | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.0500 | 20 | 71.9% | -0.00 | 0.0006 | -0.003 | ||||
| 32.30 | 35.70 | 0.99 | 0.0009 | 0.000 | 50 | 0 | 0.0900 | 65.1% | -0.01 | 0.0009 | -0.003 | |||||
| 27.30 | 30.75 | 0.99 | 0.0014 | 0.000 | 55 | 0 | 0.1000 | 55.0% | -0.01 | 0.0014 | -0.004 | |||||
| 22.30 | 26.10 | 0.99 | 0.0024 | 0.000 | 60 | 0 | 0.1100 | 1 | 45.5% | -0.01 | 0.0024 | -0.005 | ||||
| 18.30 | 19.70 | 0.98 | 0.0043 | 0.000 | 65 | 0 | 0.1300 | 1 | 36.9% | -0.02 | 0.0043 | -0.006 | ||||
| 14.35 | 14.65 | 10 | 28.1% | 0.97 | 0.0086 | 0.000 | 70 | 0.0300 | 0.0900 | 1 | 1,548 | 27.3% | -0.04 | 0.0086 | -0.008 | |
| 8.50 | 9.85 | 16 | 0.92 | 0.0198 | -0.005 | 75 | 0.2000 | 0.3100 | 17 | 274 | 25.0% | -0.08 | 0.0200 | -0.012 | ||
| 7.20 | 7.55 | 58 | 22.4% | 0.87 | 0.0316 | -0.011 | 77.5 | 0.4300 | 0.4900 | 29 | 1,275 | 23.3% | -0.13 | 0.0321 | -0.016 | |
| 5.20 | 5.40 | 1 | 151 | 21.6% | 0.78 | 0.0470 | -0.018 | 80 | 0.8200 | 0.8700 | 78 | 1,149 | 21.8% | -0.23 | 0.0480 | -0.022 |
| 3.40 | 3.60 | 6 | 407 | 20.8% | 0.64 | 0.0609 | -0.024 | 82.5 | 1.52 | 1.59 | 70 | 1,019 | 21.0% | -0.36 | 0.0626 | -0.026 |
| 2.14 | 2.22 | 67 | 2,254 | 20.9% | 0.48 | 0.0666 | -0.026 | 85 | 2.62 | 2.71 | 1 | 625 | 20.4% | -0.53 | 0.0693 | -0.027 |
| 1.19 | 1.25 | 58 | 797 | 20.6% | 0.33 | 0.0604 | -0.024 | 87.5 | 4.20 | 4.30 | 63 | 20.2% | -0.70 | 0.0643 | -0.023 | |
| 0.6200 | 0.6500 | 30 | 761 | 20.7% | 0.20 | 0.0465 | -0.019 | 90 | 6.10 | 6.40 | 810 | 20.6% | -0.83 | 0.0514 | -0.017 | |
| 0.3100 | 0.3700 | 5 | 285 | 21.3% | 0.11 | 0.0316 | -0.013 | 92.5 | 8.40 | 8.90 | 5 | 24.0% | -0.93 | 0.0398 | -0.009 | |
| 0.1500 | 0.1800 | 1 | 238 | 21.7% | 0.06 | 0.0199 | -0.009 | 95 | 9.95 | 12.55 | 30.5% | -0.99 | 0.0201 | -0.024 | ||
| 0.0200 | 0.1400 | 65 | 25.3% | 0.03 | 0.0090 | -0.005 | 100 | 14.55 | 17.75 | 36.9% | -1.00 | 0.0000 | -0.054 | |||
| 0 | 0.1100 | 14 | 29.5% | 0.02 | 0.0054 | -0.004 | 105 | 19.60 | 23.05 | 48.6% | -1.00 | 0.0000 | -0.057 | |||
| 0 | 0.1000 | 34.4% | 0.01 | 0.0037 | -0.004 | 110 | 24.80 | 28.05 | 58.0% | -1.00 | 0.0000 | -0.057 | ||||
| 0 | 0.1000 | 39.2% | 0.01 | 0.0027 | -0.004 | 115 | 29.60 | 33.05 | 62.7% | -1.00 | 0.0000 | -0.058 | ||||
| 0 | 0.0900 | 43.2% | 0.01 | 0.0021 | -0.003 | 120 | 34.40 | 38.05 | 66.3% | -1.00 | 0.0000 | -0.058 | ||||
| 0 | 0.0900 | 47.5% | 0.01 | 0.0016 | -0.003 | 125 | 39.60 | 42.95 | 73.6% | -1.00 | 0.0000 | -0.058 | ||||
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 — Oct 16, 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.