PRU cadena de opciones Prudential Financial, 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 ±6.7% (106.18–121.48) · ATM IV 28.1% · P/C interés abierto 1.23
| 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 | |
| 42.80 | 46.00 | 104.0% | 1.00 | 0.0000 | -0.001 | 70 | 0 | 2.00 | 114.0% | -0.00 | 0.0003 | -0.002 | ||||
| 37.80 | 41.20 | 94.3% | 1.00 | 0.0001 | -0.001 | 75 | 0 | 0.7500 | 81.4% | -0.00 | 0.0005 | -0.003 | ||||
| 32.80 | 36.20 | 82.0% | 1.00 | 0.0011 | -0.002 | 80 | 0 | 0.7500 | 70.6% | -0.01 | 0.0011 | -0.004 | ||||
| 27.90 | 31.10 | 70.2% | 0.99 | 0.0025 | -0.005 | 85 | 0 | 0.1000 | 33 | 43.5% | -0.01 | 0.0021 | -0.007 | |||
| 23.00 | 26.20 | 61.0% | 0.98 | 0.0045 | -0.011 | 90 | 0 | 0.1500 | 102 | 106 | 37.9% | -0.03 | 0.0041 | -0.012 | ||
| 18.10 | 20.90 | 48.1% | 0.95 | 0.0083 | -0.019 | 95 | 0.0500 | 0.3500 | 382 | 45 | 35.9% | -0.05 | 0.0080 | -0.020 | ||
| 13.50 | 16.20 | 42.5% | 0.90 | 0.0149 | -0.031 | 100 | 0.1000 | 0.6500 | 113 | 70 | 31.5% | -0.10 | 0.0146 | -0.032 | ||
| 9.40 | 11.60 | 8 | 37.9% | 0.81 | 0.0246 | -0.046 | 105 | 1.15 | 1.25 | 17 | 186 | 32.7% | -0.19 | 0.0244 | -0.047 | |
| 5.70 | 7.20 | 10 | 32.4% | 0.66 | 0.0351 | -0.059 | 110 | 2.40 | 2.70 | 40 | 846 | 31.7% | -0.34 | 0.0350 | -0.059 | |
| 3.20 | 3.60 | 76 | 495 | 29.3% | 0.47 | 0.0401 | -0.061 | 115 | 3.60 | 4.90 | 51 | 188 | 26.9% | -0.53 | 0.0401 | -0.061 |
| 1.45 | 1.80 | 115 | 497 | 28.8% | 0.28 | 0.0350 | -0.050 | 120 | 7.10 | 8.30 | 518 | 28.0% | -0.72 | 0.0351 | -0.049 | |
| 0.5500 | 0.6500 | 132 | 1,186 | 27.5% | 0.14 | 0.0234 | -0.032 | 125 | 11.10 | 12.50 | 1,019 | 28.2% | -0.86 | 0.0236 | -0.031 | |
| 0.1500 | 0.3500 | 10 | 262 | 28.4% | 0.06 | 0.0127 | -0.017 | 130 | 15.80 | 17.90 | 135 | 36.9% | -0.94 | 0.0130 | -0.016 | |
| 0 | 0.4000 | 72 | 33.1% | 0.03 | 0.0060 | -0.008 | 135 | 19.40 | 23.50 | 36.5% | -0.98 | 0.0065 | -0.007 | |||
| 0 | 0.7500 | 31 | 43.6% | 0.01 | 0.0027 | -0.004 | 140 | 24.40 | 28.40 | 41.3% | -0.99 | 0.0034 | -0.002 | |||
| 0 | 0.6000 | 7 | 47.1% | 0.00 | 0.0011 | -0.002 | 145 | 29.40 | 33.40 | 47.0% | -1.00 | 0.0007 | 0.000 | |||
| 0 | 2.15 | 68.8% | 0.00 | 0.0005 | -0.001 | 150 | 34.20 | 38.40 | 48.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 74.6% | 0.00 | 0.0002 | -0.000 | 155 | 39.30 | 43.40 | 55.8% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 80.0% | 0.00 | 0.0001 | -0.000 | 160 | 44.40 | 48.30 | 60.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 1.70 | 80.8% | 0.00 | 0.0000 | -0.000 | 165 | 49.30 | 53.30 | 63.0% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 90.2% | 0.00 | 0.0000 | 0.000 | 170 | 54.10 | 58.30 | 60.7% | -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.