PFE cadena de opciones Pfizer Inc.
Cboe delayed options data · a fecha de Oct 19, 22:01 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 ±6.5% (27.47–31.32) · ATM IV 26.6% · 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 | |
| 12.40 | 16.45 | 8 | 1.00 | 0.0002 | 0.000 | 15 | 0 | 0.0200 | 89.0% | -0.00 | 0.0010 | -0.001 | ||||
| 12.00 | 15.05 | 1 | 121.5% | 1.00 | 0.0002 | 0.000 | 16 | 0 | 0.0300 | 50 | 84.9% | -0.00 | 0.0014 | -0.001 | ||
| 10.40 | 14.50 | 1 | 1.00 | 0.0004 | 0.000 | 17 | 0 | 0.0200 | 2 | 73.4% | -0.00 | 0.0018 | -0.001 | |||
| 10.05 | 13.00 | 7 | 99.7% | 1.00 | 0.0005 | 0.000 | 18 | 0 | 0.0200 | 198 | 66.2% | -0.00 | 0.0025 | -0.001 | ||
| 8.90 | 12.10 | 1 | 82.9% | 1.00 | 0.0008 | 0.000 | 19 | 0 | 0.0200 | 540 | 59.4% | -0.01 | 0.0033 | -0.001 | ||
| 9.10 | 10.35 | 260 | 106.1% | 1.00 | 0.0012 | 0.000 | 20 | 0 | 0.0300 | 979 | 55.6% | -0.01 | 0.0046 | -0.001 | ||
| 7.55 | 8.60 | 18 | 1.00 | 0.0017 | 0.000 | 21 | 0 | 0.0400 | 907 | 51.1% | -0.01 | 0.0063 | -0.002 | |||
| 6.70 | 7.65 | 303 | 1.00 | 0.0027 | 0.000 | 22 | 0.0100 | 0.0700 | 35 | 2,591 | 49.7% | -0.01 | 0.0090 | -0.002 | ||
| 5.70 | 7.40 | 592 | 58.2% | 1.00 | 0.0044 | 0.000 | 23 | 0.0100 | 0.0700 | 16 | 6,936 | 42.9% | -0.02 | 0.0135 | -0.002 | |
| 4.55 | 6.45 | 1,673 | 41.2% | 0.99 | 0.0081 | -0.000 | 24 | 0.0200 | 0.0400 | 76 | 4,171 | 34.5% | -0.03 | 0.0213 | -0.003 | |
| 4.15 | 6.25 | 58.8% | 0.99 | 0.0114 | -0.001 | 24.5 | 0 | 0.2800 | 43.3% | -0.04 | 0.0274 | -0.003 | ||||
| 4.20 | 4.85 | 8 | 5,774 | 38.6% | 0.99 | 0.0167 | -0.001 | 25 | 0.0400 | 0.0600 | 61 | 59.1K | 31.1% | -0.05 | 0.0358 | -0.004 |
| 3.75 | 4.35 | 37.8% | 0.98 | 0.0252 | -0.002 | 25.5 | 0.0100 | 0.1200 | 6 | 29.4% | -0.06 | 0.0475 | -0.005 | |||
| 3.45 | 3.65 | 114 | 5,661 | 33.9% | 0.97 | 0.0384 | -0.003 | 26 | 0.0900 | 0.1100 | 208 | 18.8K | 28.8% | -0.08 | 0.0632 | -0.006 |
| 2.85 | 3.25 | 1 | 29.9% | 0.95 | 0.0584 | -0.005 | 26.5 | 0.0600 | 0.1700 | 28 | 26.1% | -0.12 | 0.0833 | -0.007 | ||
| 2.51 | 2.70 | 80 | 14.5K | 29.9% | 0.91 | 0.0863 | -0.007 | 27 | 0.1600 | 0.2100 | 344 | 8,094 | 26.0% | -0.16 | 0.1072 | -0.009 |
| 1.91 | 2.48 | 30.3% | 0.86 | 0.1206 | -0.009 | 27.5 | 0.2600 | 0.3000 | 54 | 25.6% | -0.22 | 0.1327 | -0.011 | |||
| 1.68 | 1.79 | 169 | 29.1K | 27.1% | 0.79 | 0.1566 | -0.012 | 28 | 0.4000 | 0.4400 | 421 | 11.0K | 25.7% | -0.29 | 0.1564 | -0.012 |
| 1.30 | 1.55 | 28.6% | 0.70 | 0.1865 | -0.014 | 28.5 | 0.4700 | 0.6200 | 25 | 24.0% | -0.38 | 0.1745 | -0.013 | |||
| 0.9800 | 1.10 | 241 | 17.6K | 26.0% | 0.60 | 0.2050 | -0.015 | 29 | 0.7800 | 0.8300 | 156 | 983 | 25.1% | -0.47 | 0.1843 | -0.014 |
| 0.6700 | 1.01 | 441 | 27.9% | 0.50 | 0.2092 | -0.015 | 29.5 | 1.00 | 1.17 | 250 | 25.3% | -0.56 | 0.1846 | -0.014 | ||
| 0.5300 | 0.5700 | 2,503 | 22.5K | 25.4% | 0.40 | 0.1989 | -0.015 | 30 | 1.30 | 1.44 | 27 | 461 | 24.4% | -0.65 | 0.1754 | -0.013 |
| 0.3300 | 0.4200 | 288 | 24.9% | 0.31 | 0.1777 | -0.013 | 30.5 | 1.62 | 1.90 | 25.4% | -0.73 | 0.1580 | -0.011 | |||
| 0.2500 | 0.2900 | 880 | 10.3K | 25.5% | 0.23 | 0.1500 | -0.011 | 31 | 1.90 | 2.34 | 2 | 123 | 24.1% | -0.80 | 0.1350 | -0.009 |
| 0.0900 | 0.2200 | 49 | 24.2% | 0.16 | 0.1204 | -0.009 | 31.5 | 2.37 | 2.72 | 2 | 24.0% | -0.86 | 0.1098 | -0.008 | ||
| 0.1100 | 0.1300 | 588 | 10.2K | 25.5% | 0.12 | 0.0937 | -0.007 | 32 | 2.83 | 3.10 | 3 | 25 | 21.6% | -0.90 | 0.0859 | -0.006 |
| 0.0500 | 0.1000 | 3 | 25.3% | 0.09 | 0.0718 | -0.005 | 32.5 | 3.20 | 3.70 | 22.7% | -0.93 | 0.0658 | -0.005 | |||
| 0.0300 | 0.0700 | 229 | 2,086 | 25.7% | 0.06 | 0.0551 | -0.004 | 33 | 3.65 | 4.20 | 25 | 20.8% | -0.95 | 0.0504 | -0.004 | |
| 0 | 0.1200 | 1 | 29.2% | 0.05 | 0.0429 | -0.004 | 33.5 | 4.15 | 4.70 | 23.2% | -0.96 | 0.0390 | -0.003 | |||
| 0.0100 | 0.0500 | 2 | 1,248 | 27.8% | 0.04 | 0.0341 | -0.003 | 34 | 4.60 | 5.20 | 47 | -0.97 | 0.0308 | -0.002 | ||
| 0.0200 | 0.0300 | 28 | 975 | 31.1% | 0.03 | 0.0231 | -0.003 | 35 | 5.60 | 6.15 | -0.98 | 0.0206 | -0.002 | |||
| 0 | 0.0400 | 595 | 33.9% | 0.02 | 0.0168 | -0.002 | 36 | 5.80 | 7.70 | 15 | -0.98 | 0.0148 | -0.001 | |||
| 0 | 0.1000 | 41 | 43.2% | 0.02 | 0.0130 | -0.002 | 37 | 7.55 | 8.20 | 1 | -0.99 | 0.0114 | -0.001 | |||
| 0 | 0.2500 | 86 | 55.9% | 0.01 | 0.0104 | -0.002 | 38 | 7.80 | 10.00 | 131 | -0.99 | 0.0091 | -0.001 | |||
| 0.0100 | 0.0200 | 19 | 4,592 | 42.7% | 0.01 | 0.0086 | -0.002 | 39 | 8.80 | 11.00 | 30.2% | -0.99 | 0.0075 | -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.
callsputs