NUE cadena de opciones Nucor 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 ±9.8% (235.62–286.82) · ATM IV 41.3% · P/C interés abierto 0.33
| 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 | |
| 100.20 | 104.10 | 13 | 72.5% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 2.20 | 2 | 98.6% | -0.00 | 0.0002 | -0.007 | ||
| 95.20 | 98.90 | 57.6% | 1.00 | 0.0003 | 0.000 | 165 | 0 | 2.20 | 7 | 93.3% | -0.00 | 0.0003 | -0.009 | |||
| 90.20 | 94.00 | 57.8% | 0.99 | 0.0004 | -0.000 | 170 | 0 | 2.25 | 8 | 88.6% | -0.01 | 0.0004 | -0.011 | |||
| 85.20 | 89.10 | 1 | 56.6% | 0.99 | 0.0005 | -0.004 | 175 | 0 | 2.25 | 83.6% | -0.01 | 0.0005 | -0.014 | |||
| 80.40 | 84.10 | 57.4% | 0.99 | 0.0006 | -0.008 | 180 | 0.0500 | 1.70 | 27 | 74.8% | -0.01 | 0.0006 | -0.018 | |||
| 75.40 | 79.20 | 2 | 54.9% | 0.99 | 0.0008 | -0.013 | 185 | 0.0500 | 2.35 | 74.9% | -0.01 | 0.0008 | -0.022 | |||
| 70.40 | 74.50 | 3 | 55.2% | 0.98 | 0.0010 | -0.019 | 190 | 0.0500 | 0.6000 | 13 | 55.1% | -0.02 | 0.0010 | -0.027 | ||
| 65.60 | 69.00 | 45.9% | 0.98 | 0.0014 | -0.026 | 195 | 0.1000 | 0.6500 | 400 | 52.4% | -0.02 | 0.0014 | -0.034 | |||
| 60.70 | 63.70 | 7 | 35.2% | 0.97 | 0.0018 | -0.034 | 200 | 0.2500 | 0.8000 | 254 | 51.5% | -0.03 | 0.0018 | -0.041 | ||
| 51.00 | 54.50 | 4 | 44.0% | 0.95 | 0.0028 | -0.055 | 210 | 0.4500 | 0.9500 | 1 | 131 | 46.2% | -0.05 | 0.0029 | -0.061 | |
| 41.80 | 44.70 | 12 | 41.5% | 0.91 | 0.0044 | -0.082 | 220 | 1.00 | 1.65 | 83 | 104 | 44.4% | -0.09 | 0.0045 | -0.088 | |
| 32.80 | 35.90 | 3 | 20 | 40.7% | 0.86 | 0.0066 | -0.115 | 230 | 2.35 | 2.75 | 42 | 183 | 43.6% | -0.14 | 0.0066 | -0.120 |
| 26.20 | 27.70 | 2 | 19 | 43.3% | 0.78 | 0.0090 | -0.149 | 240 | 4.00 | 4.80 | 63 | 107 | 42.2% | -0.22 | 0.0090 | -0.153 |
| 19.00 | 20.40 | 3 | 231 | 41.6% | 0.68 | 0.0112 | -0.178 | 250 | 7.00 | 7.60 | 15 | 123 | 41.3% | -0.33 | 0.0113 | -0.181 |
| 13.10 | 14.60 | 27 | 614 | 40.9% | 0.55 | 0.0125 | -0.193 | 260 | 11.20 | 12.30 | 30 | 145 | 41.7% | -0.45 | 0.0127 | -0.195 |
| 8.70 | 9.70 | 111 | 3,056 | 40.2% | 0.43 | 0.0126 | -0.190 | 270 | 16.30 | 18.30 | 21 | 75 | 41.6% | -0.58 | 0.0128 | -0.192 |
| 5.40 | 6.30 | 31 | 196 | 39.9% | 0.32 | 0.0114 | -0.172 | 280 | 22.90 | 25.40 | 42.1% | -0.69 | 0.0117 | -0.174 | ||
| 3.20 | 4.00 | 30 | 196 | 39.8% | 0.22 | 0.0094 | -0.144 | 290 | 30.40 | 33.10 | 20 | 41.7% | -0.79 | 0.0098 | -0.146 | |
| 1.90 | 2.40 | 19 | 288 | 40.0% | 0.15 | 0.0073 | -0.114 | 300 | 38.90 | 41.90 | 42.5% | -0.86 | 0.0077 | -0.115 | ||
| 1.10 | 1.60 | 112 | 34 | 41.0% | 0.10 | 0.0054 | -0.086 | 310 | 48.20 | 51.30 | 44.9% | -0.92 | 0.0059 | -0.088 | ||
| 0.6500 | 1.05 | 4 | 82 | 42.0% | 0.07 | 0.0039 | -0.064 | 320 | 57.30 | 60.80 | 44.4% | -0.95 | 0.0043 | -0.065 | ||
| 0.3500 | 1.45 | 2 | 14 | 47.5% | 0.04 | 0.0027 | -0.046 | 330 | 67.60 | 70.70 | 50.8% | -0.98 | 0.0033 | -0.046 | ||
| 0.1500 | 0.8500 | 100 | 46.9% | 0.03 | 0.0019 | -0.034 | 340 | 76.70 | 80.60 | 46.5% | -0.99 | 0.0016 | -0.033 | |||
| 0.1000 | 2.30 | 2 | 5 | 60.1% | 0.02 | 0.0013 | -0.024 | 350 | 86.40 | 90.60 | -1.00 | 0.0002 | -0.029 | |||
| 0 | 2.30 | 64.0% | 0.01 | 0.0009 | -0.017 | 360 | 96.90 | 100.60 | 58.2% | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 2.25 | 1 | 68.0% | 0.01 | 0.0006 | -0.012 | 370 | 107.30 | 110.60 | 66.4% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 2.20 | 1 | 71.8% | 0.01 | 0.0004 | -0.009 | 380 | 117.30 | 120.60 | 70.5% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 2.20 | 4 | 75.6% | 0.00 | 0.0003 | -0.007 | 390 | 127.40 | 130.60 | 75.4% | -1.00 | 0.0000 | -0.029 | |||
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 — Nov 20, 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.