PFE cadena de opciones Pfizer Inc.
Cboe delayed options data · a fecha de 18:41 UTC
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% (27.64–31.38) · ATM IV 25.8% · P/C interés abierto 0.90
| 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 | |
| 13.80 | 15.25 | 8 | 1.00 | 0.0002 | 0.000 | 15 | 0 | 0.0200 | 89.2% | -0.00 | 0.0010 | -0.001 | ||||
| 12.95 | 14.65 | 1 | 153.2% | 1.00 | 0.0003 | 0.000 | 16 | 0 | 0.0300 | 50 | 85.1% | -0.00 | 0.0014 | -0.001 | ||
| 11.85 | 13.40 | 1 | 112.9% | 1.00 | 0.0004 | 0.000 | 17 | 0 | 0.0200 | 2 | 73.6% | -0.00 | 0.0019 | -0.001 | ||
| 10.95 | 12.40 | 7 | 111.6% | 1.00 | 0.0006 | 0.000 | 18 | 0 | 0.0200 | 198 | 66.5% | -0.00 | 0.0025 | -0.001 | ||
| 9.80 | 11.40 | 1 | 85.9% | 1.00 | 0.0008 | 0.000 | 19 | 0 | 0.0200 | 540 | 59.7% | -0.01 | 0.0034 | -0.001 | ||
| 9.25 | 9.70 | 260 | 1.00 | 0.0012 | 0.000 | 20 | 0 | 0.0300 | 979 | 55.9% | -0.01 | 0.0046 | -0.002 | |||
| 8.25 | 8.65 | 18 | 1.00 | 0.0017 | 0.000 | 21 | 0 | 0.0400 | 907 | 51.4% | -0.01 | 0.0063 | -0.002 | |||
| 7.25 | 7.65 | 303 | 1.00 | 0.0027 | 0.000 | 22 | 0.0100 | 0.0200 | 35 | 2,591 | 43.2% | -0.01 | 0.0089 | -0.002 | ||
| 6.15 | 6.65 | 592 | 1.00 | 0.0043 | 0.000 | 23 | 0.0100 | 0.0300 | 16 | 6,936 | 38.8% | -0.02 | 0.0131 | -0.002 | ||
| 5.25 | 5.80 | 1,673 | 0.99 | 0.0078 | -0.000 | 24 | 0.0200 | 0.0400 | 75 | 4,171 | 34.9% | -0.03 | 0.0205 | -0.003 | ||
| 4.60 | 5.30 | 0.99 | 0.0110 | -0.001 | 24.5 | 0 | 0.0800 | 33.5% | -0.03 | 0.0264 | -0.003 | |||||
| 4.25 | 4.70 | 8 | 5,774 | 0.99 | 0.0162 | -0.001 | 25 | 0.0400 | 0.0600 | 57 | 59.1K | 31.6% | -0.05 | 0.0346 | -0.004 | |
| 3.75 | 4.35 | 0.98 | 0.0245 | -0.002 | 25.5 | 0.0500 | 0.1300 | 6 | 32.2% | -0.06 | 0.0459 | -0.005 | ||||
| 3.50 | 3.65 | 22 | 5,661 | 17.7% | 0.97 | 0.0373 | -0.003 | 26 | 0.0800 | 0.1000 | 206 | 18.8K | 28.6% | -0.08 | 0.0608 | -0.006 |
| 2.85 | 3.20 | 1 | 0.95 | 0.0563 | -0.005 | 26.5 | 0.1200 | 0.1500 | 28 | 27.9% | -0.11 | 0.0799 | -0.007 | |||
| 2.53 | 2.70 | 80 | 14.5K | 23.8% | 0.91 | 0.0824 | -0.007 | 27 | 0.1800 | 0.2000 | 328 | 8,094 | 26.9% | -0.16 | 0.1025 | -0.009 |
| 1.91 | 2.26 | 15.3% | 0.87 | 0.1146 | -0.009 | 27.5 | 0.2700 | 0.3100 | 50 | 26.8% | -0.21 | 0.1269 | -0.011 | |||
| 1.77 | 1.82 | 163 | 29.1K | 26.6% | 0.80 | 0.1491 | -0.012 | 28 | 0.4000 | 0.4200 | 222 | 11.0K | 26.2% | -0.28 | 0.1503 | -0.012 |
| 1.39 | 1.55 | 28.0% | 0.72 | 0.1795 | -0.014 | 28.5 | 0.5600 | 0.6200 | 25 | 26.4% | -0.36 | 0.1692 | -0.013 | |||
| 1.07 | 1.10 | 226 | 17.6K | 25.7% | 0.62 | 0.1995 | -0.015 | 29 | 0.7700 | 0.8100 | 154 | 983 | 25.8% | -0.45 | 0.1805 | -0.014 |
| 0.8000 | 0.8300 | 309 | 25.7% | 0.52 | 0.2062 | -0.016 | 29.5 | 1.04 | 1.07 | 206 | 25.9% | -0.54 | 0.1828 | -0.014 | ||
| 0.5700 | 0.6000 | 2,388 | 22.5K | 25.3% | 0.42 | 0.1990 | -0.015 | 30 | 1.32 | 1.39 | 27 | 461 | 25.7% | -0.63 | 0.1757 | -0.013 |
| 0.4000 | 0.4300 | 255 | 25.3% | 0.32 | 0.1802 | -0.013 | 30.5 | 1.67 | 1.90 | 28.4% | -0.71 | 0.1603 | -0.012 | |||
| 0.2700 | 0.3000 | 816 | 10.3K | 25.2% | 0.24 | 0.1544 | -0.011 | 31 | 2.04 | 2.34 | 2 | 123 | 29.6% | -0.78 | 0.1389 | -0.010 |
| 0.1800 | 0.2200 | 48 | 25.5% | 0.18 | 0.1258 | -0.009 | 31.5 | 2.33 | 2.78 | 28.2% | -0.84 | 0.1145 | -0.008 | |||
| 0.1200 | 0.1400 | 495 | 10.2K | 25.4% | 0.13 | 0.0987 | -0.007 | 32 | 2.83 | 3.25 | 25 | 31.0% | -0.89 | 0.0907 | -0.006 | |
| 0.0700 | 0.1000 | 2 | 25.5% | 0.09 | 0.0761 | -0.006 | 32.5 | 3.20 | 3.70 | 29.5% | -0.92 | 0.0700 | -0.005 | |||
| 0.0600 | 0.0700 | 165 | 2,086 | 26.6% | 0.07 | 0.0586 | -0.005 | 33 | 3.65 | 4.20 | 25 | 30.7% | -0.94 | 0.0538 | -0.004 | |
| 0.0400 | 0.1200 | 30.4% | 0.05 | 0.0457 | -0.004 | 33.5 | 4.15 | 4.70 | 33.5% | -0.96 | 0.0417 | -0.003 | ||||
| 0.0300 | 0.0500 | 2 | 1,248 | 28.7% | 0.04 | 0.0364 | -0.003 | 34 | 4.60 | 5.15 | 47 | 31.7% | -0.97 | 0.0330 | -0.002 | |
| 0.0200 | 0.0300 | 28 | 975 | 30.6% | 0.03 | 0.0245 | -0.003 | 35 | 5.60 | 6.15 | 36.6% | -0.98 | 0.0219 | -0.002 | ||
| 0.0100 | 0.0300 | 595 | 33.4% | 0.02 | 0.0178 | -0.002 | 36 | 6.60 | 7.15 | 15 | 41.2% | -0.98 | 0.0157 | -0.001 | ||
| 0 | 0.0600 | 41 | 39.3% | 0.02 | 0.0136 | -0.002 | 37 | 7.55 | 8.20 | 1 | 45.8% | -0.99 | 0.0120 | -0.001 | ||
| 0 | 0.0500 | 86 | 41.8% | 0.01 | 0.0109 | -0.002 | 38 | 8.60 | 9.20 | 131 | 53.2% | -0.99 | 0.0095 | -0.001 | ||
| 0.0100 | 0.0200 | 14 | 4,592 | 42.3% | 0.01 | 0.0090 | -0.002 | 39 | 9.60 | 10.15 | 54.4% | -0.99 | 0.0078 | -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 — 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.
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