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 ±3.5% (115.59–124.09) · ATM IV 21.1% · P/C interés abierto 1.62
| 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 | |
| 58.80 | 61.20 | 150.3% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.15 | 42 | 218.6% | 0.00 | 0.0000 | -0.000 | |||
| 53.80 | 56.10 | 123.4% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.15 | 68 | 196.8% | -0.00 | 0.0000 | -0.000 | |||
| 48.80 | 51.10 | 107.3% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.15 | 215 | 176.6% | -0.00 | 0.0000 | -0.000 | |||
| 44.00 | 46.10 | 107.9% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.5500 | 90 | 119.6% | -0.00 | 0.0000 | -0.000 | |||
| 38.80 | 41.10 | 4 | 78.0% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 394 | 139.8% | -0.00 | 0.0001 | -0.001 | ||
| 33.80 | 36.40 | 84.6% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 2.15 | 343 | 122.8% | -0.00 | 0.0002 | -0.001 | |||
| 31.30 | 33.80 | 73.7% | 1.00 | 0.0003 | 0.000 | 87.5 | 0 | 2.15 | 356 | 114.6% | -0.00 | 0.0003 | -0.001 | |||
| 28.80 | 31.20 | 61.9% | 1.00 | 0.0005 | 0.000 | 90 | 0 | 1.40 | 360 | 95.7% | -0.00 | 0.0005 | -0.002 | |||
| 26.80 | 28.60 | 71.3% | 1.00 | 0.0007 | 0.000 | 92.5 | 0 | 1.60 | 273 | 91.3% | -0.00 | 0.0007 | -0.003 | |||
| 24.10 | 26.30 | 64.9% | 1.00 | 0.0011 | -0.000 | 95 | 0 | 1.10 | 639 | 50.1% | -0.00 | 0.0011 | -0.003 | |||
| 22.10 | 23.70 | 66.4% | 0.99 | 0.0016 | -0.002 | 97.5 | 0 | 0.1500 | 243 | 47.9% | -0.01 | 0.0016 | -0.005 | |||
| 18.90 | 21.30 | 47.4% | 0.99 | 0.0026 | -0.004 | 100 | 0 | 0.1500 | 1,052 | 36.8% | -0.01 | 0.0026 | -0.006 | |||
| 13.90 | 16.20 | 5 | 33.1% | 0.98 | 0.0065 | -0.011 | 105 | 0.0500 | 0.1000 | 777 | 32.8% | -0.02 | 0.0066 | -0.013 | ||
| 9.70 | 11.20 | 22 | 34.7% | 0.94 | 0.0177 | -0.024 | 110 | 0.1000 | 0.2500 | 1 | 636 | 27.0% | -0.06 | 0.0178 | -0.025 | |
| 5.30 | 6.60 | 16 | 28.2% | 0.81 | 0.0456 | -0.048 | 115 | 0.3500 | 0.7500 | 48 | 927 | 22.4% | -0.19 | 0.0461 | -0.049 | |
| 1.85 | 2.40 | 28 | 1,973 | 21.2% | 0.51 | 0.0747 | -0.067 | 120 | 2.00 | 2.25 | 88 | 468 | 21.0% | -0.50 | 0.0759 | -0.068 |
| 0.4000 | 0.6000 | 26 | 1,068 | 20.8% | 0.20 | 0.0496 | -0.049 | 125 | 5.10 | 6.00 | 237 | 20.7% | -0.81 | 0.0510 | -0.049 | |
| 0.0500 | 0.2000 | 67 | 887 | 23.2% | 0.07 | 0.0210 | -0.026 | 130 | 8.90 | 10.60 | 11 | -0.95 | 0.0244 | -0.029 | ||
| 0 | 1.10 | 1 | 263 | 27.2% | 0.03 | 0.0086 | -0.013 | 135 | 14.20 | 16.40 | 34.9% | -0.99 | 0.0074 | -0.014 | ||
| 0 | 1.00 | 107 | 52.1% | 0.01 | 0.0038 | -0.007 | 140 | 18.90 | 20.60 | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.0500 | 53 | 37.2% | 0.01 | 0.0018 | -0.004 | 145 | 24.10 | 26.40 | 47.6% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 2.15 | 10 | 82.6% | 0.00 | 0.0009 | -0.002 | 150 | 29.10 | 30.60 | 1 | -1.00 | 0.0000 | -0.012 | |||
| 0 | 2.15 | 91.1% | 0.00 | 0.0005 | -0.001 | 155 | 34.10 | 35.60 | -1.00 | 0.0000 | -0.012 | |||||
| 0 | 2.15 | 99.0% | 0.00 | 0.0003 | -0.001 | 160 | 39.10 | 41.40 | 67.4% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 2.15 | 106.6% | 0.00 | 0.0002 | -0.001 | 165 | 44.10 | 46.40 | 73.5% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.2500 | 77.1% | 0.00 | 0.0001 | -0.000 | 170 | 49.10 | 51.40 | 79.2% | -1.00 | 0.0000 | -0.012 | ||||
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.