SCCO cadena de opciones Southern Copper Corporation
Cboe delayed options data · a fecha de 15:43 UTC
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 ±12.1% (176.61–225.01) · ATM IV 48.5% · P/C interés abierto 0.77
| 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 | |
| 93.60 | 97.70 | 126.5% | 1.00 | 0.0002 | -0.005 | 105 | 0 | 2.30 | 13 | 124.4% | -0.01 | 0.0006 | -0.028 | |||
| 88.70 | 92.70 | 1 | 120.2% | 1.00 | 0.0002 | -0.008 | 110 | 0 | 2.35 | 27 | 117.0% | -0.02 | 0.0007 | -0.031 | ||
| 83.80 | 87.70 | 114.0% | 1.00 | 0.0004 | -0.011 | 115 | 0 | 2.35 | 4 | 109.4% | -0.02 | 0.0008 | -0.034 | |||
| 79.00 | 82.70 | 109.1% | 1.00 | 0.0005 | -0.016 | 120 | 0 | 2.40 | 126 | 102.5% | -0.02 | 0.0010 | -0.038 | |||
| 73.70 | 77.60 | 96.6% | 0.99 | 0.0008 | -0.023 | 125 | 0 | 2.45 | 107 | 95.8% | -0.03 | 0.0012 | -0.042 | |||
| 69.00 | 72.70 | 2 | 94.7% | 0.99 | 0.0010 | -0.030 | 130 | 0 | 2.55 | 765 | 89.7% | -0.03 | 0.0015 | -0.047 | ||
| 63.80 | 67.90 | 1 | 87.8% | 0.99 | 0.0014 | -0.040 | 135 | 0 | 2.60 | 66 | 83.4% | -0.04 | 0.0018 | -0.052 | ||
| 59.00 | 63.00 | 287 | 83.9% | 0.98 | 0.0020 | -0.052 | 140 | 0 | 2.70 | 88 | 77.6% | -0.05 | 0.0022 | -0.058 | ||
| 54.10 | 57.90 | 17 | 77.3% | 0.97 | 0.0026 | -0.063 | 145 | 0 | 2.85 | 144 | 72.1% | -0.06 | 0.0027 | -0.065 | ||
| 49.50 | 52.70 | 10 | 72.3% | 0.96 | 0.0034 | -0.076 | 150 | 0 | 3.00 | 105 | 66.7% | -0.07 | 0.0033 | -0.073 | ||
| 44.50 | 48.00 | 16 | 67.8% | 0.95 | 0.0043 | -0.088 | 155 | 0.2000 | 2.00 | 54 | 55.8% | -0.08 | 0.0041 | -0.082 | ||
| 39.80 | 43.30 | 124 | 64.6% | 0.93 | 0.0053 | -0.099 | 160 | 0.8000 | 2.20 | 143 | 54.3% | -0.10 | 0.0050 | -0.092 | ||
| 35.20 | 38.50 | 3 | 60.7% | 0.90 | 0.0065 | -0.111 | 165 | 0.8500 | 3.60 | 3 | 52 | 54.5% | -0.13 | 0.0061 | -0.103 | |
| 30.60 | 34.00 | 111 | 57.5% | 0.87 | 0.0079 | -0.123 | 170 | 1.45 | 4.20 | 2 | 283 | 52.2% | -0.16 | 0.0073 | -0.115 | |
| 26.90 | 29.40 | 46 | 56.1% | 0.83 | 0.0093 | -0.136 | 175 | 2.85 | 5.00 | 57 | 189 | 52.1% | -0.20 | 0.0087 | -0.127 | |
| 22.60 | 25.50 | 1 | 1,499 | 53.8% | 0.78 | 0.0108 | -0.148 | 180 | 4.00 | 5.40 | 22 | 100 | 48.9% | -0.25 | 0.0101 | -0.139 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 18.80 | 21.20 | 58 | 50.8% | 0.72 | 0.0123 | -0.159 | 185 | 5.30 | 7.10 | 2 | 169 | 48.2% | -0.30 | 0.0115 | -0.149 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.50 | 17.60 | 321 | 49.4% | 0.66 | 0.0135 | -0.168 | 190 | 7.50 | 8.70 | 21 | 183 | 48.0% | -0.36 | 0.0126 | -0.157 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.20 | 15.10 | 1 | 66 | 49.1% | 0.59 | 0.0142 | -0.173 | 195 | 9.30 | 11.50 | 1 | 107 | 48.0% | -0.43 | 0.0133 | -0.162 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.20 | 12.30 | 16 | 372 | 49.3% | 0.51 | 0.0144 | -0.174 | 200 | 11.70 | 14.20 | 641 | 47.6% | -0.50 | 0.0136 | -0.163 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.60 | 7.50 | 6 | 119 | 48.0% | 0.38 | 0.0134 | -0.164 | 210 | 17.90 | 20.10 | 1 | 375 | 46.8% | -0.63 | 0.0127 | -0.155 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 217.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.80 | 5.40 | 10 | 662 | 49.3% | 0.27 | 0.0112 | -0.143 | 220 | 25.50 | 27.20 | 97 | 46.5% | -0.73 | 0.0107 | -0.137 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 222.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 227.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.10 | 3.30 | 4 | 481 | 48.9% | 0.19 | 0.0088 | -0.120 | 230 | 33.30 | 35.90 | 3 | 46.1% | -0.81 | 0.0085 | -0.115 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8000 | 3.40 | 4 | 72 | 53.1% | 0.13 | 0.0067 | -0.098 | 240 | 42.60 | 45.00 | 48.3% | -0.86 | 0.0065 | -0.095 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 245 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4500 | 2.10 | 13 | 333 | 53.3% | 0.09 | 0.0050 | -0.079 | 250 | 51.60 | 54.40 | 47.0% | -0.90 | 0.0049 | -0.077 | ||
| 0.2000 | 2.95 | 1 | 86 | 62.8% | 0.07 | 0.0038 | -0.063 | 260 | 60.90 | 64.20 | 45.4% | -0.92 | 0.0037 | -0.062 | ||
| 0 | 2.65 | 28 | 68.3% | 0.05 | 0.0029 | -0.051 | 270 | 71.40 | 74.10 | 55.8% | -0.94 | 0.0028 | -0.050 | |||
| 0.0500 | 1.00 | 1 | 93 | 60.4% | 0.04 | 0.0022 | -0.041 | 280 | 80.70 | 83.80 | 46.9% | -0.95 | 0.0021 | -0.040 | ||
| 0 | 2.35 | 25 | 75.6% | 0.03 | 0.0017 | -0.033 | 290 | 90.60 | 93.90 | 1 | 53.5% | -0.96 | 0.0016 | -0.032 | ||
| 0 | 2.30 | 10 | 80.3% | 0.02 | 0.0013 | -0.026 | 300 | 100.50 | 104.10 | 1 | 61.7% | -0.97 | 0.0013 | -0.026 | ||
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.
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