PNC cadena de opciones The PNC Financial Services Group, 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 ±12.9% (188.41–244.01) · ATM IV 24.8% · P/C interés abierto 1.51
| 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 | |
| 105.60 | 109.20 | 0.99 | 0.0003 | 0.000 | 110 | 0 | 0.5500 | 74 | 49.9% | -0.01 | 0.0004 | -0.006 | ||||
| 100.80 | 104.30 | 0.99 | 0.0004 | 0.000 | 115 | 0 | 0.8000 | 49.7% | -0.01 | 0.0005 | -0.006 | |||||
| 96.70 | 99.90 | 52.1% | 0.99 | 0.0004 | 0.000 | 120 | 0 | 0.8500 | 7 | 47.1% | -0.01 | 0.0006 | -0.007 | |||
| 92.20 | 94.50 | 48.8% | 0.99 | 0.0005 | 0.000 | 125 | 0.0500 | 0.6000 | 5 | 8 | 42.5% | -0.02 | 0.0007 | -0.007 | ||
| 86.70 | 90.10 | 45.6% | 0.99 | 0.0007 | 0.000 | 130 | 0.1500 | 0.7000 | 4 | 105 | 41.5% | -0.02 | 0.0008 | -0.008 | ||
| 81.80 | 85.20 | 43.2% | 0.98 | 0.0008 | 0.000 | 135 | 0.0500 | 0.7500 | 2 | 12 | 38.5% | -0.02 | 0.0010 | -0.009 | ||
| 77.70 | 80.40 | 45.2% | 0.98 | 0.0010 | 0.000 | 140 | 0.3000 | 0.8500 | 3 | 38.2% | -0.03 | 0.0012 | -0.011 | |||
| 72.90 | 75.60 | 43.3% | 0.97 | 0.0013 | 0.000 | 145 | 0.4000 | 1.00 | 3 | 36.9% | -0.03 | 0.0015 | -0.012 | |||
| 68.00 | 70.80 | 41.0% | 0.97 | 0.0017 | -0.003 | 150 | 0.7500 | 1.00 | 4 | 87 | 35.9% | -0.04 | 0.0018 | -0.014 | ||
| 63.00 | 66.00 | 4 | 38.3% | 0.96 | 0.0021 | -0.006 | 155 | 0.8000 | 1.65 | 13 | 35.8% | -0.05 | 0.0022 | -0.016 | ||
| 58.10 | 61.30 | 3 | 36.2% | 0.95 | 0.0025 | -0.009 | 160 | 0.7000 | 2.00 | 9 | 5 | 33.8% | -0.06 | 0.0027 | -0.019 | |
| 53.90 | 56.60 | 5 | 35.8% | 0.93 | 0.0031 | -0.012 | 165 | 0.7500 | 2.40 | 1 | 35 | 32.3% | -0.08 | 0.0032 | -0.021 | |
| 49.10 | 51.40 | 32.6% | 0.92 | 0.0037 | -0.015 | 170 | 1.20 | 2.65 | 12 | 31.3% | -0.09 | 0.0038 | -0.024 | |||
| 44.10 | 47.40 | 3 | 31.5% | 0.90 | 0.0044 | -0.019 | 175 | 1.95 | 3.30 | 69 | 31.3% | -0.11 | 0.0046 | -0.026 | ||
| 40.00 | 42.50 | 1 | 30.1% | 0.88 | 0.0053 | -0.022 | 180 | 1.55 | 4.30 | 40 | 29.4% | -0.13 | 0.0054 | -0.029 | ||
| 35.90 | 38.20 | 61 | 29.4% | 0.85 | 0.0062 | -0.026 | 185 | 2.45 | 4.90 | 40 | 28.7% | -0.16 | 0.0063 | -0.032 | ||
| 31.40 | 34.00 | 27.9% | 0.81 | 0.0072 | -0.030 | 190 | 3.80 | 6.10 | 15 | 29.0% | -0.20 | 0.0073 | -0.035 | |||
| 28.30 | 30.20 | 122 | 28.3% | 0.77 | 0.0081 | -0.034 | 195 | 4.00 | 7.20 | 22 | 27.3% | -0.24 | 0.0083 | -0.038 | ||
| 24.70 | 26.60 | 2 | 27.8% | 0.73 | 0.0091 | -0.037 | 200 | 5.30 | 8.20 | 34 | 26.4% | -0.28 | 0.0093 | -0.041 | ||
| 17.90 | 20.00 | 4 | 26.4% | 0.63 | 0.0107 | -0.042 | 210 | 8.70 | 11.90 | 4 | 335 | 25.8% | -0.38 | 0.0111 | -0.045 | |
| 12.50 | 13.70 | 61 | 24.8% | 0.52 | 0.0117 | -0.043 | 220 | 13.30 | 16.10 | 466 | 24.7% | -0.50 | 0.0122 | -0.045 | ||
| 6.90 | 10.50 | 8 | 272 | 23.9% | 0.40 | 0.0117 | -0.041 | 230 | 19.00 | 21.00 | 274 | 23.2% | -0.62 | 0.0121 | -0.041 | |
| 5.20 | 6.00 | 38 | 141 | 23.5% | 0.30 | 0.0107 | -0.036 | 240 | 25.60 | 27.70 | 297 | 21.9% | -0.73 | 0.0110 | -0.034 | |
| 2.05 | 4.10 | 215 | 22.2% | 0.21 | 0.0089 | -0.029 | 250 | 33.70 | 35.70 | 32 | 21.2% | -0.83 | 0.0099 | -0.027 | ||
| 0.8500 | 2.50 | 137 | 21.7% | 0.14 | 0.0069 | -0.022 | 260 | 42.20 | 45.00 | -0.92 | 0.0106 | -0.024 | ||||
| 0.2000 | 1.55 | 1 | 305 | 21.3% | 0.09 | 0.0051 | -0.017 | 270 | 51.80 | 55.60 | -0.99 | 0.0042 | -0.037 | |||
| 0.5500 | 1.15 | 98 | 23.9% | 0.06 | 0.0037 | -0.012 | 280 | 61.80 | 64.80 | -1.00 | 0.0000 | -0.037 | ||||
| 0.1500 | 0.8500 | 11 | 24.0% | 0.04 | 0.0027 | -0.010 | 290 | 71.80 | 75.70 | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 0.7000 | 7 | 24.8% | 0.03 | 0.0020 | -0.008 | 300 | 81.80 | 85.70 | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 0.6000 | 1 | 26.2% | 0.03 | 0.0016 | -0.007 | 310 | 91.80 | 95.60 | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 0.5000 | 1 | 27.5% | 0.02 | 0.0014 | -0.007 | 320 | 101.80 | 105.80 | -1.00 | 0.0000 | -0.037 | ||||
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 — Mar 19, 2027
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.