NEM cadena de opciones Newmont Corporation
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 ±13.0% (113.49–147.39) · ATM IV 44.0% · P/C interés abierto —
| 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 | |
| 19.80 | 23.35 | 43.3% | 0.87 | 0.0101 | -0.031 | 111 | 0 | 3.65 | 1 | 46.6% | -0.13 | 0.0102 | -0.043 | |||
| 19.00 | 21.95 | 40.6% | 0.86 | 0.0108 | -0.034 | 112 | 0.1100 | 3.80 | 46.0% | -0.14 | 0.0109 | -0.046 | ||||
| 18.20 | 21.15 | 40.8% | 0.84 | 0.0114 | -0.037 | 113 | 0.1300 | 4.00 | 45.2% | -0.16 | 0.0115 | -0.049 | ||||
| 17.40 | 20.80 | 42.8% | 0.83 | 0.0121 | -0.041 | 114 | 0.3200 | 4.20 | 45.1% | -0.17 | 0.0122 | -0.052 | ||||
| 16.60 | 19.70 | 41.4% | 0.82 | 0.0127 | -0.044 | 115 | 0.7400 | 4.45 | 3 | 45.8% | -0.18 | 0.0128 | -0.054 | |||
| 15.85 | 19.00 | 41.8% | 0.80 | 0.0133 | -0.047 | 116 | 1.01 | 4.65 | 45.7% | -0.20 | 0.0134 | -0.057 | ||||
| 15.10 | 18.30 | 41.9% | 0.79 | 0.0139 | -0.051 | 117 | 1.27 | 4.90 | 45.6% | -0.22 | 0.0140 | -0.060 | ||||
| 14.40 | 17.70 | 42.5% | 0.77 | 0.0144 | -0.054 | 118 | 1.53 | 5.20 | 45.6% | -0.23 | 0.0146 | -0.062 | ||||
| 13.65 | 16.80 | 41.8% | 0.75 | 0.0150 | -0.057 | 119 | 1.55 | 5.45 | 44.5% | -0.25 | 0.0152 | -0.065 | ||||
| 13.00 | 16.15 | 42.0% | 0.74 | 0.0155 | -0.059 | 120 | 1.94 | 5.75 | 3 | 44.7% | -0.26 | 0.0157 | -0.067 | |||
| 12.30 | 15.00 | 40.5% | 0.72 | 0.0160 | -0.062 | 121 | 2.30 | 6.10 | 44.8% | -0.28 | 0.0162 | -0.069 | ||||
| 11.65 | 14.85 | 42.1% | 0.70 | 0.0164 | -0.065 | 122 | 2.75 | 6.40 | 1 | 45.0% | -0.30 | 0.0166 | -0.071 | |||
| 11.00 | 14.25 | 42.2% | 0.68 | 0.0168 | -0.067 | 123 | 3.60 | 6.80 | 1 | 46.4% | -0.32 | 0.0170 | -0.073 | |||
| 10.40 | 13.70 | 42.4% | 0.67 | 0.0172 | -0.069 | 124 | 3.80 | 7.15 | 3 | 45.7% | -0.34 | 0.0174 | -0.074 | |||
| 10.35 | 12.90 | 43.4% | 0.65 | 0.0176 | -0.071 | 125 | 4.85 | 6.85 | 1 | 45.5% | -0.35 | 0.0178 | -0.076 | |||
| 10.65 | 12.50 | 46.3% | 0.63 | 0.0179 | -0.073 | 126 | 4.20 | 8.00 | 44.6% | -0.37 | 0.0181 | -0.077 | ||||
| 9.90 | 10.95 | 20 | 43.0% | 0.61 | 0.0181 | -0.075 | 127 | 5.15 | 8.45 | 6 | 45.9% | -0.39 | 0.0184 | -0.078 | ||
| 8.15 | 11.30 | 22 | 42.1% | 0.59 | 0.0183 | -0.076 | 128 | 5.10 | 8.90 | 44.5% | -0.41 | 0.0186 | -0.079 | |||
| 7.60 | 10.85 | 1 | 42.2% | 0.57 | 0.0185 | -0.077 | 129 | 6.35 | 9.35 | 1 | 46.4% | -0.43 | 0.0188 | -0.080 | ||
| 7.10 | 10.30 | 11 | 42.1% | 0.56 | 0.0186 | -0.078 | 130 | 6.65 | 9.85 | 45.9% | -0.45 | 0.0190 | -0.080 | |||
| 6.65 | 10.35 | 43.6% | 0.54 | 0.0188 | -0.079 | 131 | 7.40 | 10.40 | 1 | 46.6% | -0.47 | 0.0191 | -0.080 | |||
| 6.20 | 9.95 | 43.8% | 0.52 | 0.0188 | -0.080 | 132 | 7.60 | 10.90 | 45.6% | -0.49 | 0.0191 | -0.081 | ||||
| 6.20 | 8.85 | 1 | 43.2% | 0.50 | 0.0188 | -0.080 | 133 | 8.00 | 11.50 | 45.3% | -0.51 | 0.0192 | -0.080 | |||
| 5.35 | 8.95 | 43.5% | 0.48 | 0.0188 | -0.080 | 134 | 8.50 | 12.05 | 45.0% | -0.52 | 0.0192 | -0.080 | ||||
| 4.95 | 8.40 | 43.1% | 0.46 | 0.0187 | -0.080 | 135 | 9.35 | 12.65 | 1 | 45.7% | -0.54 | 0.0191 | -0.080 | |||
| 5.75 | 7.15 | 1 | 43.9% | 0.45 | 0.0186 | -0.080 | 136 | 9.80 | 13.30 | 45.4% | -0.56 | 0.0190 | -0.079 | |||
| 4.20 | 7.85 | 43.6% | 0.43 | 0.0185 | -0.080 | 137 | 10.45 | 13.90 | 45.4% | -0.58 | 0.0189 | -0.078 | ||||
| 3.85 | 7.75 | 44.3% | 0.41 | 0.0183 | -0.079 | 138 | 11.15 | 13.75 | 43.4% | -0.60 | 0.0187 | -0.077 | ||||
| 3.95 | 5.95 | 4 | 41.6% | 0.39 | 0.0181 | -0.078 | 139 | 11.90 | 15.25 | 45.9% | -0.61 | 0.0185 | -0.076 | |||
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 23, 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.