PG cadena de opciones The Procter & Gamble Company
Cboe delayed options data · a fecha de 09:41 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 ±5.1% (149.69–165.69) · ATM IV 21.4% · P/C interés abierto 0.68
| 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 | |
| 76.75 | 78.95 | 129.4% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 7 | 142.3% | -0.00 | 0.0001 | -0.001 | |||
| 71.35 | 73.95 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.7400 | 107.7% | -0.00 | 0.0001 | -0.001 | |||||
| 66.35 | 68.95 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.3400 | 87.6% | -0.00 | 0.0001 | -0.002 | |||||
| 61.35 | 63.95 | 1 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.7400 | 90.3% | -0.00 | 0.0002 | -0.002 | ||||
| 56.35 | 58.95 | 2 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.5500 | 28 | 78.3% | -0.00 | 0.0002 | -0.002 | |||
| 51.35 | 53.95 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.3500 | 83 | 66.0% | -0.00 | 0.0003 | -0.003 | ||||
| 45.55 | 48.95 | 3 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.7500 | 277 | 67.3% | -0.00 | 0.0005 | -0.003 | |||
| 41.35 | 44.00 | 1 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.2800 | 1,292 | 43.2% | -0.00 | 0.0007 | -0.004 | |||
| 35.75 | 39.20 | 106 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.2600 | 2 | 1,140 | 44.4% | -0.01 | 0.0011 | -0.005 | ||
| 31.65 | 34.00 | 11 | 49.1% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.2600 | 5 | 1,510 | 38.5% | -0.01 | 0.0017 | -0.006 | |
| 26.65 | 28.90 | 9 | 39.6% | 1.00 | 0.0001 | 0.000 | 130 | 0.0700 | 0.1000 | 23 | 3,809 | 30.7% | -0.02 | 0.0030 | -0.009 | |
| 20.70 | 24.60 | 163 | 1.00 | 0.0014 | 0.000 | 135 | 0.1200 | 0.2200 | 32 | 1,863 | 28.5% | -0.03 | 0.0053 | -0.014 | ||
| 17.15 | 18.00 | 7 | 181 | 0.98 | 0.0081 | -0.013 | 140 | 0.2600 | 0.4100 | 41 | 2,062 | 26.1% | -0.06 | 0.0100 | -0.021 | |
| 11.45 | 14.30 | 6 | 984 | 22.5% | 0.92 | 0.0238 | -0.046 | 145 | 0.5400 | 0.8000 | 413 | 2,458 | 24.0% | -0.12 | 0.0182 | -0.034 |
| 11.35 | 13.05 | 25.3% | 0.89 | 0.0263 | -0.049 | 146 | 0.5000 | 0.7800 | 22.3% | -0.14 | 0.0203 | -0.037 | ||||
| 10.50 | 12.30 | 25.6% | 0.87 | 0.0289 | -0.052 | 147 | 0.8100 | 0.9300 | 6 | 22.8% | -0.16 | 0.0225 | -0.040 | |||
| 9.65 | 11.40 | 24.9% | 0.84 | 0.0305 | -0.053 | 148 | 0.9200 | 1.09 | 5 | 22.5% | -0.18 | 0.0248 | -0.043 | |||
| 8.80 | 10.35 | 23.6% | 0.81 | 0.0318 | -0.053 | 149 | 1.01 | 1.36 | 2 | 22.3% | -0.20 | 0.0272 | -0.046 | |||
| 8.45 | 9.15 | 191 | 2,664 | 23.5% | 0.78 | 0.0329 | -0.053 | 150 | 1.36 | 1.55 | 60 | 981 | 22.5% | -0.23 | 0.0296 | -0.049 |
| 5.50 | 7.40 | 2 | 19.8% | 0.69 | 0.0356 | -0.056 | 152.5 | 1.86 | 2.33 | 2 | 21.9% | -0.31 | 0.0353 | -0.057 | ||
| 5.00 | 5.30 | 71 | 7,478 | 21.4% | 0.60 | 0.0387 | -0.060 | 155 | 2.83 | 3.20 | 31 | 313 | 21.7% | -0.41 | 0.0395 | -0.061 |
| 3.50 | 3.95 | 67 | 20.8% | 0.50 | 0.0402 | -0.061 | 157.5 | 4.00 | 4.55 | 13 | 22.0% | -0.51 | 0.0415 | -0.063 | ||
| 2.57 | 2.88 | 822 | 7,446 | 21.1% | 0.40 | 0.0393 | -0.059 | 160 | 5.40 | 5.80 | 36 | 124 | 21.3% | -0.61 | 0.0410 | -0.061 |
| 1.58 | 2.19 | 22 | 21.1% | 0.31 | 0.0361 | -0.054 | 162.5 | 7.10 | 7.75 | 1 | 22.1% | -0.71 | 0.0381 | -0.056 | ||
| 0.9600 | 1.34 | 215 | 1,497 | 20.2% | 0.23 | 0.0311 | -0.046 | 165 | 8.85 | 9.85 | 2 | 22.4% | -0.79 | 0.0335 | -0.049 | |
| 0.5600 | 0.9700 | 89 | 20.5% | 0.16 | 0.0253 | -0.037 | 167.5 | 10.40 | 12.05 | 20.5% | -0.87 | 0.0278 | -0.040 | |||
| 0.3800 | 0.6200 | 240 | 2,400 | 20.9% | 0.11 | 0.0196 | -0.029 | 170 | 13.05 | 14.50 | 9 | 24.1% | -0.92 | 0.0213 | -0.031 | |
| 0.0800 | 0.4300 | 30 | 20.1% | 0.08 | 0.0148 | -0.023 | 172.5 | 14.85 | 16.75 | -0.96 | 0.0148 | -0.021 | ||||
| 0.0500 | 0.3000 | 40 | 190 | 20.9% | 0.06 | 0.0110 | -0.018 | 175 | 17.50 | 19.20 | 2 | 19.7% | -0.98 | 0.0094 | -0.013 | |
| 0.0100 | 0.2000 | 1 | 21.1% | 0.04 | 0.0083 | -0.014 | 177.5 | 19.55 | 21.80 | -0.99 | 0.0057 | -0.007 | ||||
| 0 | 0.2400 | 86 | 23.7% | 0.03 | 0.0063 | -0.012 | 180 | 22.05 | 24.25 | 1 | -0.99 | 0.0034 | -0.003 | |||
| 0 | 0.2100 | 25.1% | 0.02 | 0.0049 | -0.010 | 182.5 | 24.60 | 26.75 | -1.00 | 0.0020 | 0.000 | |||||
| 0 | 0.1900 | 66 | 26.6% | 0.02 | 0.0039 | -0.008 | 185 | 27.00 | 30.25 | 37.7% | -1.00 | 0.0011 | 0.000 | |||
| 0 | 0.1700 | 57 | 29.8% | 0.01 | 0.0025 | -0.006 | 190 | 32.00 | 34.65 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.1600 | 25 | 32.9% | 0.01 | 0.0017 | -0.005 | 195 | 37.00 | 39.65 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.1500 | 26 | 35.9% | 0.01 | 0.0012 | -0.004 | 200 | 42.00 | 44.65 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.5500 | 47.2% | 0.00 | 0.0008 | -0.003 | 205 | 47.00 | 49.25 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.2400 | 3 | 33.9% | 0.00 | 0.0006 | -0.002 | 210 | 52.00 | 54.60 | -1.00 | 0.0000 | 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