QCOM cadena de opciones QUALCOMM Incorporated
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 ±8.9% (154.45–184.75) · ATM IV 39.6% · P/C interés abierto 0.43
| 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 | |
| 77.95 | 82.10 | 98.1% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.3200 | 101.8% | -0.00 | 0.0001 | -0.001 | ||||
| 73.00 | 77.00 | 85.5% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 0.6800 | 2 | 105.0% | -0.00 | 0.0001 | -0.002 | |||
| 68.20 | 72.00 | 86.3% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.2700 | 8 | 84.5% | -0.00 | 0.0001 | -0.002 | |||
| 63.20 | 67.10 | 81.2% | 1.00 | 0.0002 | 0.000 | 105 | 0 | 0.0600 | 13 | 15 | 64.8% | -0.00 | 0.0002 | -0.003 | ||
| 58.20 | 62.15 | 74.6% | 1.00 | 0.0004 | 0.000 | 110 | 0 | 0.1900 | 52 | 67.5% | -0.00 | 0.0004 | -0.005 | |||
| 53.25 | 57.15 | 68.2% | 0.99 | 0.0006 | 0.000 | 115 | 0 | 0.2400 | 5 | 63.2% | -0.01 | 0.0006 | -0.007 | |||
| 48.30 | 52.20 | 63.0% | 0.99 | 0.0009 | 0.000 | 120 | 0 | 0.3200 | 17 | 59.5% | -0.01 | 0.0009 | -0.009 | |||
| 43.35 | 47.25 | 57.8% | 0.99 | 0.0014 | 0.000 | 125 | 0.0100 | 0.1800 | 1 | 73 | 49.5% | -0.01 | 0.0014 | -0.013 | ||
| 38.40 | 42.35 | 53.3% | 0.98 | 0.0021 | 0.000 | 130 | 0.0200 | 0.2600 | 9 | 111 | 46.5% | -0.02 | 0.0021 | -0.018 | ||
| 33.55 | 36.75 | 37.4% | 0.97 | 0.0032 | -0.007 | 135 | 0.0700 | 0.3800 | 102 | 52 | 44.0% | -0.03 | 0.0032 | -0.026 | ||
| 28.75 | 31.65 | 5 | 33.8% | 0.95 | 0.0049 | -0.020 | 140 | 0.2300 | 0.5600 | 26 | 60 | 42.4% | -0.05 | 0.0050 | -0.036 | |
| 24.10 | 26.85 | 2 | 26 | 35.5% | 0.92 | 0.0074 | -0.037 | 145 | 0.6800 | 0.8400 | 17 | 158 | 42.0% | -0.08 | 0.0074 | -0.050 |
| 21.05 | 22.25 | 5 | 16 | 43.3% | 0.87 | 0.0105 | -0.058 | 150 | 1.17 | 1.38 | 8 | 140 | 40.9% | -0.13 | 0.0106 | -0.069 |
| 16.55 | 18.00 | 1 | 46 | 40.3% | 0.81 | 0.0141 | -0.081 | 155 | 1.94 | 2.19 | 14 | 62 | 39.8% | -0.19 | 0.0142 | -0.089 |
| 13.15 | 14.25 | 24 | 312 | 40.8% | 0.73 | 0.0174 | -0.102 | 160 | 3.15 | 3.50 | 19 | 75 | 39.4% | -0.27 | 0.0175 | -0.108 |
| 10.15 | 10.50 | 8 | 493 | 39.6% | 0.63 | 0.0199 | -0.118 | 165 | 4.95 | 5.30 | 15 | 42 | 39.3% | -0.37 | 0.0201 | -0.122 |
| 7.50 | 7.85 | 408 | 386 | 39.7% | 0.53 | 0.0210 | -0.126 | 170 | 7.30 | 7.65 | 44 | 32 | 39.4% | -0.48 | 0.0213 | -0.128 |
| 5.40 | 5.75 | 133 | 114 | 39.9% | 0.42 | 0.0206 | -0.126 | 175 | 10.20 | 10.55 | 3 | 39.6% | -0.58 | 0.0209 | -0.125 | |
| 3.75 | 4.10 | 137 | 79 | 40.0% | 0.33 | 0.0189 | -0.118 | 180 | 13.25 | 14.60 | 94 | 40.8% | -0.68 | 0.0192 | -0.115 | |
| 2.47 | 2.90 | 4 | 265 | 40.1% | 0.25 | 0.0164 | -0.105 | 185 | 16.45 | 18.00 | 41 | 37.7% | -0.76 | 0.0168 | -0.100 | |
| 1.82 | 2.03 | 18 | 379 | 41.2% | 0.19 | 0.0137 | -0.090 | 190 | 20.45 | 22.10 | 9 | 36.3% | -0.82 | 0.0141 | -0.083 | |
| 1.23 | 1.49 | 3 | 47 | 42.2% | 0.14 | 0.0110 | -0.076 | 195 | 24.90 | 26.60 | 35.7% | -0.87 | 0.0115 | -0.067 | ||
| 0.8700 | 1.05 | 30 | 115 | 43.1% | 0.10 | 0.0087 | -0.063 | 200 | 29.60 | 31.90 | 3 | 40.4% | -0.91 | 0.0091 | -0.051 | |
| 0.5900 | 0.7900 | 2 | 22 | 44.2% | 0.08 | 0.0069 | -0.052 | 205 | 34.45 | 37.50 | 1 | 48.3% | -0.94 | 0.0071 | -0.036 | |
| 0.4500 | 0.6000 | 2 | 85 | 45.7% | 0.06 | 0.0054 | -0.043 | 210 | 39.60 | 42.35 | 52.9% | -0.96 | 0.0059 | -0.024 | ||
| 0.0100 | 0.6800 | 3 | 45.9% | 0.05 | 0.0043 | -0.036 | 215 | 43.60 | 47.25 | 44.9% | -0.97 | 0.0058 | -0.012 | |||
| 0.1100 | 0.4500 | 2 | 11 | 47.7% | 0.04 | 0.0034 | -0.030 | 220 | 48.40 | 52.20 | 1 | -0.98 | 0.0045 | -0.018 | ||
| 0.0500 | 0.4900 | 1 | 28 | 50.8% | 0.03 | 0.0027 | -0.026 | 225 | 53.30 | 57.35 | -0.99 | 0.0033 | -0.025 | |||
| 0 | 0.2500 | 14 | 48.3% | 0.02 | 0.0022 | -0.022 | 230 | 58.30 | 62.45 | -1.00 | 0.0017 | -0.041 | ||||
| 0.0400 | 0.3200 | 1 | 53.8% | 0.02 | 0.0018 | -0.019 | 235 | 63.70 | 67.20 | 60.2% | -1.00 | 0.0006 | -0.056 | |||
| 0 | 2.17 | 77.5% | 0.02 | 0.0015 | -0.017 | 240 | 68.45 | 72.20 | -1.00 | 0.0000 | -0.064 | |||||
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 — Oct 02, 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.