RTX cadena de opciones RTX Corporation
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 ±16.1% (168.70–233.30) · ATM IV 27.5% · P/C interés abierto 1.38
| 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 | |
| 95.80 | 98.95 | 0.99 | 0.0005 | 0.000 | 105 | 0.0100 | 0.5600 | 14 | 43.2% | -0.01 | 0.0005 | -0.005 | ||||
| 91.60 | 94.55 | 3 | 42.1% | 0.99 | 0.0006 | 0.000 | 110 | 0.1100 | 0.4400 | 35 | 40.2% | -0.02 | 0.0006 | -0.006 | ||
| 86.20 | 89.60 | 1 | 31.5% | 0.98 | 0.0007 | 0.000 | 115 | 0.2800 | 0.7200 | 18 | 41.3% | -0.02 | 0.0008 | -0.006 | ||
| 81.40 | 84.90 | 52 | 34.2% | 0.98 | 0.0009 | 0.000 | 120 | 0.0600 | 0.6300 | 87 | 36.4% | -0.02 | 0.0009 | -0.007 | ||
| 76.90 | 79.80 | 12 | 33.7% | 0.97 | 0.0011 | 0.000 | 125 | 0.1700 | 0.9400 | 24 | 36.7% | -0.03 | 0.0012 | -0.009 | ||
| 72.20 | 75.05 | 8 | 33.7% | 0.97 | 0.0014 | 0.000 | 130 | 0.4200 | 1.06 | 18 | 36.0% | -0.03 | 0.0014 | -0.010 | ||
| 67.50 | 70.30 | 5 | 33.1% | 0.96 | 0.0017 | -0.001 | 135 | 0.7700 | 1.09 | 461 | 35.0% | -0.04 | 0.0018 | -0.012 | ||
| 62.65 | 65.65 | 8 | 31.8% | 0.95 | 0.0021 | -0.003 | 140 | 0.9900 | 1.53 | 204 | 34.7% | -0.05 | 0.0021 | -0.013 | ||
| 58.05 | 61.05 | 12 | 31.4% | 0.94 | 0.0025 | -0.006 | 145 | 1.24 | 1.83 | 74 | 33.6% | -0.06 | 0.0026 | -0.015 | ||
| 53.85 | 56.40 | 34 | 31.4% | 0.93 | 0.0030 | -0.009 | 150 | 1.57 | 2.20 | 223 | 32.6% | -0.08 | 0.0031 | -0.017 | ||
| 49.30 | 52.15 | 42 | 31.0% | 0.91 | 0.0036 | -0.011 | 155 | 1.99 | 2.67 | 341 | 31.8% | -0.09 | 0.0037 | -0.019 | ||
| 44.95 | 47.95 | 101 | 30.6% | 0.89 | 0.0043 | -0.015 | 160 | 2.51 | 3.15 | 592 | 30.8% | -0.12 | 0.0044 | -0.022 | ||
| 40.80 | 43.65 | 20 | 30.0% | 0.86 | 0.0050 | -0.018 | 165 | 3.15 | 3.90 | 450 | 30.2% | -0.14 | 0.0051 | -0.025 | ||
| 36.85 | 39.65 | 35 | 29.7% | 0.83 | 0.0058 | -0.022 | 170 | 3.95 | 4.85 | 834 | 29.7% | -0.17 | 0.0059 | -0.027 | ||
| 32.85 | 35.85 | 104 | 29.1% | 0.80 | 0.0066 | -0.025 | 175 | 4.90 | 5.75 | 434 | 28.9% | -0.20 | 0.0067 | -0.030 | ||
| 29.75 | 30.95 | 153 | 28.0% | 0.76 | 0.0073 | -0.028 | 180 | 6.05 | 7.00 | 284 | 28.4% | -0.24 | 0.0076 | -0.033 | ||
| 26.10 | 27.50 | 82 | 27.4% | 0.72 | 0.0081 | -0.031 | 185 | 7.40 | 8.45 | 279 | 28.0% | -0.28 | 0.0083 | -0.035 | ||
| 22.95 | 24.30 | 951 | 27.3% | 0.68 | 0.0087 | -0.034 | 190 | 9.00 | 10.20 | 479 | 27.6% | -0.33 | 0.0090 | -0.037 | ||
| 20.15 | 21.35 | 99 | 27.2% | 0.63 | 0.0092 | -0.036 | 195 | 11.35 | 12.15 | 251 | 27.7% | -0.38 | 0.0096 | -0.039 | ||
| 17.40 | 18.65 | 288 | 27.0% | 0.59 | 0.0097 | -0.037 | 200 | 13.90 | 14.65 | 1,041 | 28.0% | -0.43 | 0.0101 | -0.040 | ||
| 13.20 | 13.90 | 528 | 27.0% | 0.49 | 0.0100 | -0.038 | 210 | 19.05 | 19.75 | 4 | 293 | 27.4% | -0.53 | 0.0107 | -0.040 | |
| 9.65 | 10.10 | 1 | 433 | 26.6% | 0.40 | 0.0098 | -0.037 | 220 | 24.55 | 26.05 | 32 | 26.4% | -0.63 | 0.0106 | -0.038 | |
| 6.80 | 7.15 | 288 | 26.5% | 0.31 | 0.0090 | -0.034 | 230 | 31.40 | 33.30 | 7 | 25.8% | -0.72 | 0.0102 | -0.035 | ||
| 4.80 | 5.10 | 461 | 26.6% | 0.24 | 0.0079 | -0.030 | 240 | 39.60 | 42.25 | 3 | 26.8% | -0.81 | 0.0097 | -0.031 | ||
| 3.10 | 3.80 | 299 | 26.6% | 0.18 | 0.0067 | -0.026 | 250 | 48.30 | 51.10 | 6 | 26.7% | -0.89 | 0.0091 | -0.028 | ||
| 2.11 | 2.92 | 155 | 27.1% | 0.14 | 0.0055 | -0.021 | 260 | 57.80 | 60.70 | 27.8% | -0.95 | 0.0091 | -0.023 | |||
| 1.41 | 2.12 | 530 | 27.3% | 0.10 | 0.0044 | -0.018 | 270 | 67.20 | 70.60 | -0.99 | 0.0024 | -0.033 | ||||
| 1.25 | 1.40 | 14 | 38 | 28.0% | 0.08 | 0.0036 | -0.015 | 280 | 77.70 | 80.75 | 33.5% | -1.00 | 0.0000 | -0.033 | ||
| 0.8300 | 1.19 | 5 | 28.6% | 0.06 | 0.0029 | -0.012 | 290 | 87.70 | 90.60 | 35.6% | -1.00 | 0.0000 | -0.033 | |||
| 0.4300 | 0.9300 | 39 | 28.6% | 0.05 | 0.0023 | -0.011 | 300 | 97.50 | 100.85 | 38.4% | -1.00 | 0.0000 | -0.033 | |||
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.