RIO cadena de opciones Rio Tinto Group
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 ±7.1% (83.42–96.11) · ATM IV 29.8% · P/C interés abierto 1.59
| 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 | |
| 39.20 | 40.70 | 93.9% | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.1500 | 88.4% | -0.00 | 0.0003 | -0.001 | ||||
| 34.20 | 35.60 | 70.4% | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.1500 | 12 | 75.3% | -0.00 | 0.0005 | -0.002 | |||
| 29.20 | 30.70 | 63.1% | 0.99 | 0.0011 | 0.000 | 60 | 0 | 0.2000 | 6 | 66.0% | -0.01 | 0.0011 | -0.003 | |||
| 24.20 | 25.80 | 54.6% | 0.99 | 0.0022 | -0.003 | 65 | 0 | 0.2500 | 1 | 56.4% | -0.01 | 0.0022 | -0.006 | |||
| 19.30 | 20.60 | 36.6% | 0.97 | 0.0048 | -0.008 | 70 | 0 | 0.3500 | 6 | 48.0% | -0.02 | 0.0048 | -0.010 | |||
| 14.40 | 15.70 | 33.6% | 0.95 | 0.0103 | -0.015 | 75 | 0.1000 | 0.3000 | 200 | 37.7% | -0.05 | 0.0103 | -0.017 | |||
| 9.80 | 10.90 | 31.4% | 0.88 | 0.0212 | -0.027 | 80 | 0.5000 | 0.6000 | 4,515 | 1,226 | 34.7% | -0.12 | 0.0213 | -0.029 | ||
| 6.00 | 6.70 | 59 | 121 | 31.7% | 0.74 | 0.0381 | -0.041 | 85 | 1.30 | 1.40 | 88 | 348 | 31.4% | -0.26 | 0.0384 | -0.042 |
| 3.00 | 3.30 | 169 | 728 | 29.6% | 0.52 | 0.0506 | -0.048 | 90 | 3.00 | 3.40 | 32 | 4,003 | 30.0% | -0.48 | 0.0512 | -0.049 |
| 1.15 | 1.30 | 117 | 682 | 28.3% | 0.28 | 0.0434 | -0.040 | 95 | 6.10 | 6.80 | 1 | 691 | 30.6% | -0.73 | 0.0446 | -0.041 |
| 0.4000 | 0.4500 | 159 | 653 | 28.8% | 0.13 | 0.0261 | -0.025 | 100 | 10.20 | 11.10 | 65 | 32.0% | -0.88 | 0.0277 | -0.026 | |
| 0.1000 | 0.2000 | 51 | 423 | 30.2% | 0.06 | 0.0133 | -0.014 | 105 | 14.40 | 16.20 | 7 | 32.0% | -0.96 | 0.0154 | -0.015 | |
| 0.0500 | 0.3000 | 1 | 250 | 38.3% | 0.03 | 0.0065 | -0.008 | 110 | 18.50 | 22.40 | 45.1% | -0.99 | 0.0050 | -0.008 | ||
| 0 | 0.2000 | 1,233 | 41.0% | 0.01 | 0.0032 | -0.004 | 115 | 23.40 | 27.40 | 50.9% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0500 | 7 | 39.1% | 0.01 | 0.0016 | -0.002 | 120 | 28.40 | 32.40 | 57.8% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.1500 | 50.2% | 0.00 | 0.0009 | -0.001 | 125 | 33.40 | 37.40 | 64.3% | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 1.50 | 15 | 82.1% | 0.00 | 0.0005 | -0.001 | 130 | 38.40 | 42.40 | 70.4% | -1.00 | 0.0000 | -0.007 | |||
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.