PFE cadena de opciones Pfizer Inc.
Cboe delayed options data · a fecha de 09:36 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 ±3.7% (27.91–30.07) · ATM IV 22.1% · P/C interés abierto 0.88
| 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 | |
| 13.85 | 14.15 | 1 | 9 | 1.00 | 0.0010 | 0.000 | 15 | 0 | 0.0400 | 1,602 | 136.2% | -0.00 | 0.0010 | -0.001 | ||
| 11.10 | 12.15 | 10 | 1.00 | 0.0017 | -0.000 | 17 | 0 | 0.0200 | 845 | 103.3% | -0.00 | 0.0017 | -0.002 | |||
| 10.75 | 11.15 | 19 | 1.00 | 0.0023 | -0.001 | 18 | 0 | 0.0200 | 4,836 | 93.2% | -0.00 | 0.0023 | -0.002 | |||
| 9.20 | 10.20 | 1 | 0.99 | 0.0031 | -0.001 | 19 | 0 | 0.0200 | 563 | 83.6% | -0.01 | 0.0031 | -0.002 | |||
| 8.75 | 9.15 | 309 | 0.99 | 0.0041 | -0.001 | 20 | 0 | 0.0200 | 1 | 15.8K | 68.8% | -0.01 | 0.0041 | -0.002 | ||
| 7.70 | 8.20 | 10 | 0.99 | 0.0055 | -0.002 | 21 | 0 | 0.0200 | 4,153 | 65.6% | -0.01 | 0.0056 | -0.003 | |||
| 6.95 | 7.20 | 4 | 518 | 67.9% | 0.99 | 0.0076 | -0.002 | 22 | 0 | 0.0200 | 2 | 39.1K | 57.1% | -0.01 | 0.0076 | -0.003 |
| 6.20 | 6.70 | 0.99 | 0.0089 | -0.002 | 22.5 | 0 | 0.0200 | 53.0% | -0.01 | 0.0090 | -0.003 | |||||
| 5.20 | 6.15 | 2 | 1,604 | 0.99 | 0.0106 | -0.002 | 23 | 0 | 0.0200 | 25 | 13.5K | 48.9% | -0.01 | 0.0106 | -0.003 | |
| 5.20 | 5.70 | 0.99 | 0.0126 | -0.002 | 23.5 | 0 | 0.0400 | 49.5% | -0.01 | 0.0127 | -0.003 | |||||
| 4.90 | 5.15 | 40 | 6,611 | 0.98 | 0.0153 | -0.003 | 24 | 0.0100 | 0.0200 | 9 | 32.4K | 43.3% | -0.02 | 0.0153 | -0.003 | |
| 4.20 | 4.70 | 0.98 | 0.0187 | -0.003 | 24.5 | 0 | 0.0100 | 106 | 33.9% | -0.02 | 0.0187 | -0.003 | ||||
| 3.90 | 4.10 | 74 | 26.8K | 0.98 | 0.0234 | -0.003 | 25 | 0.0100 | 0.0400 | 17 | 47.5K | 38.2% | -0.02 | 0.0235 | -0.003 | |
| 3.30 | 3.70 | 2 | 13 | 0.97 | 0.0304 | -0.003 | 25.5 | 0 | 0.0400 | 11 | 32.7% | -0.03 | 0.0306 | -0.004 | ||
| 2.98 | 3.20 | 247 | 33.6K | 32.6% | 0.97 | 0.0423 | -0.004 | 26 | 0.0200 | 0.0400 | 37 | 12.7K | 30.7% | -0.03 | 0.0426 | -0.004 |
| 2.55 | 2.71 | 8 | 102 | 32.8% | 0.95 | 0.0632 | -0.005 | 26.5 | 0.0200 | 0.0500 | 11 | 183 | 27.2% | -0.05 | 0.0636 | -0.005 |
| 2.07 | 2.18 | 676 | 33.4K | 27.1% | 0.92 | 0.0976 | -0.007 | 27 | 0.0500 | 0.0700 | 4,540 | 50.2K | 25.7% | -0.08 | 0.0983 | -0.007 |
| 1.59 | 1.75 | 246 | 140 | 25.4% | 0.86 | 0.1468 | -0.010 | 27.5 | 0.0900 | 0.1200 | 87 | 2,026 | 24.5% | -0.14 | 0.1481 | -0.010 |
| 1.21 | 1.32 | 901 | 72.2K | 25.0% | 0.78 | 0.2064 | -0.013 | 28 | 0.1700 | 0.2000 | 24.2K | 53.4K | 23.5% | -0.22 | 0.2084 | -0.013 |
| 0.8100 | 0.9200 | 466 | 3,626 | 22.6% | 0.67 | 0.2626 | -0.016 | 28.5 | 0.3000 | 0.3500 | 604 | 1,287 | 23.2% | -0.34 | 0.2656 | -0.016 |
| 0.5300 | 0.6000 | 2,284 | 36.1K | 22.1% | 0.53 | 0.2942 | -0.017 | 29 | 0.4900 | 0.5300 | 186 | 447 | 22.0% | -0.48 | 0.2984 | -0.017 |
| 0.3200 | 0.3700 | 126 | 2,216 | 22.0% | 0.38 | 0.2849 | -0.016 | 29.5 | 0.7500 | 0.8400 | 41 | 71 | 22.0% | -0.63 | 0.2902 | -0.016 |
| 0.1900 | 0.2100 | 1,991 | 42.8K | 22.2% | 0.25 | 0.2382 | -0.013 | 30 | 0.9500 | 1.39 | 19 | 85 | 23.0% | -0.76 | 0.2436 | -0.013 |
| 0.0900 | 0.1200 | 49 | 285 | 22.1% | 0.16 | 0.1762 | -0.010 | 30.5 | 1.49 | 1.80 | 27.5% | -0.85 | 0.1828 | -0.010 | ||
| 0.0500 | 0.0700 | 377 | 21.2K | 23.0% | 0.10 | 0.1210 | -0.007 | 31 | 1.83 | 2.24 | 54 | 24.3% | -0.92 | 0.1315 | -0.008 | |
| 0.0100 | 0.0300 | 316 | 37.7K | 25.0% | 0.04 | 0.0548 | -0.004 | 32 | 2.88 | 3.20 | 58 | 1 | 33.1% | -0.98 | 0.0659 | -0.004 |
| 0 | 0.0300 | 21 | 3,548 | 29.9% | 0.02 | 0.0277 | -0.003 | 33 | 3.65 | 4.85 | 14 | 3 | 42.0% | -1.00 | 0.0141 | -0.003 |
| 0 | 0.1000 | 1 | 1,152 | 43.7% | 0.01 | 0.0165 | -0.002 | 34 | 4.85 | 5.35 | 4 | 10 | 55.0% | -1.00 | 0.0013 | -0.003 |
| 0 | 0.0100 | 69 | 4,240 | 35.9% | 0.01 | 0.0111 | -0.002 | 35 | 5.90 | 6.10 | 70 | 313 | 45.3% | -1.00 | 0.0000 | -0.003 |
| 0 | 0.0500 | 205 | 50.0% | 0.01 | 0.0082 | -0.001 | 36 | 6.90 | 7.30 | 69.3% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0100 | 835 | 45.1% | 0.01 | 0.0064 | -0.001 | 37 | 7.85 | 8.30 | 2 | 72.7% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.0300 | 108 | 56.3% | 0.01 | 0.0052 | -0.001 | 38 | 8.85 | 9.40 | 85.3% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0200 | 15 | 58.0% | 0.00 | 0.0043 | -0.001 | 39 | 9.85 | 10.40 | 91.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0200 | 431 | 62.3% | 0.00 | 0.0036 | -0.001 | 40 | 10.85 | 11.30 | 2 | 90.4% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.2300 | 161 | 95.0% | 0.00 | 0.0031 | -0.001 | 41 | 11.85 | 12.30 | 95.9% | -1.00 | 0.0000 | -0.003 | |||
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 — Sep 18, 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