PFE cadena de opciones Pfizer 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 ±6.3% (26.98–30.62) · ATM IV 22.9% · P/C interés abierto 0.52
| 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 | |
| 12.20 | 15.95 | 7 | 130.4% | 1.00 | 0.0004 | 0.000 | 15 | 0 | 0.0200 | 76.2% | -0.00 | 0.0004 | -0.000 | |||
| 11.60 | 14.15 | 1.00 | 0.0006 | 0.000 | 16 | 0 | 0.0200 | 1 | 69.3% | -0.00 | 0.0006 | -0.000 | ||||
| 10.00 | 13.95 | 83.0% | 1.00 | 0.0009 | 0.000 | 17 | 0 | 0.0200 | 31 | 62.8% | -0.00 | 0.0009 | -0.000 | |||
| 10.20 | 11.90 | 5 | 85.2% | 1.00 | 0.0013 | 0.000 | 18 | 0 | 0.0700 | 26 | 66.7% | -0.00 | 0.0014 | -0.000 | ||
| 9.45 | 10.55 | 8 | 69.9% | 1.00 | 0.0020 | 0.000 | 19 | 0 | 0.0200 | 84 | 50.7% | -0.00 | 0.0020 | -0.000 | ||
| 8.45 | 9.45 | 109 | 52.8% | 1.00 | 0.0030 | 0.000 | 20 | 0 | 0.0300 | 400 | 47.4% | -0.00 | 0.0030 | -0.001 | ||
| 7.45 | 8.50 | 38 | 50.5% | 0.99 | 0.0047 | 0.000 | 21 | 0 | 0.0100 | 1,754 | 36.6% | -0.01 | 0.0048 | -0.001 | ||
| 6.55 | 7.05 | 289 | 0.99 | 0.0077 | 0.000 | 22 | 0 | 0.0300 | 2 | 1,321 | 36.4% | -0.01 | 0.0077 | -0.001 | ||
| 5.55 | 6.45 | 492 | 39.9% | 0.98 | 0.0129 | 0.000 | 23 | 0.0200 | 0.0300 | 3 | 5,264 | 33.6% | -0.02 | 0.0130 | -0.002 | |
| 4.80 | 5.10 | 112 | 2,398 | 24.9% | 0.97 | 0.0224 | 0.000 | 24 | 0.0300 | 0.0400 | 5 | 5,586 | 29.9% | -0.03 | 0.0227 | -0.002 |
| 3.85 | 4.05 | 30 | 4,256 | 18.2% | 0.95 | 0.0396 | -0.001 | 25 | 0.0500 | 0.1000 | 27 | 5,743 | 28.4% | -0.05 | 0.0401 | -0.003 |
| 2.95 | 3.20 | 15 | 6,648 | 25.5% | 0.90 | 0.0694 | -0.003 | 26 | 0.1000 | 0.1300 | 38 | 9,189 | 24.9% | -0.10 | 0.0704 | -0.005 |
| 2.14 | 2.22 | 1,369 | 12.1K | 23.0% | 0.82 | 0.1132 | -0.006 | 27 | 0.1900 | 0.2500 | 155 | 9,435 | 22.7% | -0.19 | 0.1153 | -0.007 |
| 1.40 | 1.45 | 790 | 24.3K | 22.7% | 0.68 | 0.1587 | -0.008 | 28 | 0.4700 | 0.5600 | 340 | 2,663 | 23.4% | -0.32 | 0.1626 | -0.009 |
| 0.8400 | 0.8900 | 616 | 7,781 | 22.3% | 0.51 | 0.1806 | -0.010 | 29 | 0.8800 | 1.04 | 173 | 826 | 23.5% | -0.50 | 0.1871 | -0.010 |
| 0.4600 | 0.4900 | 1,901 | 12.6K | 22.3% | 0.34 | 0.1653 | -0.009 | 30 | 1.44 | 1.68 | 6 | 41 | 23.1% | -0.68 | 0.1747 | -0.009 |
| 0.1700 | 0.2500 | 185 | 4,886 | 21.4% | 0.20 | 0.1257 | -0.007 | 31 | 2.20 | 2.51 | 5 | 165 | 24.0% | -0.82 | 0.1375 | -0.006 |
| 0.1200 | 0.1500 | 158 | 1,435 | 23.9% | 0.12 | 0.0845 | -0.005 | 32 | 3.10 | 3.35 | 15 | 20 | 23.5% | -0.92 | 0.0942 | -0.004 |
| 0.0500 | 0.0900 | 40 | 932 | 24.7% | 0.07 | 0.0538 | -0.004 | 33 | 2.97 | 5.45 | 1 | 2 | 27.2% | -0.98 | 0.0667 | -0.006 |
| 0 | 0.0800 | 568 | 26.0% | 0.04 | 0.0343 | -0.003 | 34 | 4.40 | 6.15 | 36.8% | -1.00 | 0.0061 | -0.015 | |||
| 0.0100 | 0.0300 | 42 | 501 | 26.6% | 0.03 | 0.0227 | -0.002 | 35 | 5.80 | 6.80 | 1 | 43.0% | -1.00 | 0.0000 | -0.019 | |
| 0 | 0.0800 | 201 | 33.3% | 0.02 | 0.0158 | -0.002 | 36 | 6.15 | 8.45 | 47.5% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.2500 | 61 | 45.4% | 0.01 | 0.0116 | -0.001 | 37 | 7.70 | 8.65 | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.0500 | 41 | 37.2% | 0.01 | 0.0089 | -0.001 | 38 | 8.15 | 10.25 | 45.8% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.0200 | 2,372 | 35.7% | 0.01 | 0.0072 | -0.001 | 39 | 9.15 | 11.20 | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.0200 | 19 | 78.7% | 0.01 | 0.0060 | -0.001 | 40 | 10.50 | 11.70 | -1.00 | 0.0000 | -0.020 | ||||
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.