SCHW cadena de opciones The Charles Schwab Corporation

Vencimiento Cboe delayed options data · a fecha de 15:38 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 ±3.9% (106.00–114.72) · ATM IV 24.2% · P/C interés abierto 0.89

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
48.40	51.25				1.00	0.0000	-0.002	60	0	0.9600		72	172.4%	-0.00	0.0002	-0.002
43.40	46.30				1.00	0.0000	-0.001	65	0	0.5600		186	138.3%	-0.00	0.0002	-0.003
38.50	41.15		12		1.00	0.0002	-0.000	70	0	0.0200		1,349	79.2%	-0.00	0.0004	-0.003
33.50	36.35		14		1.00	0.0004	0.000	75	0	0.0300		3,671	70.8%	-0.00	0.0006	-0.004
30.95	33.85		4		1.00	0.0006	0.000	77.5	0	0.0800		1,756	72.9%	-0.00	0.0007	-0.004
28.45	31.35		104		1.00	0.0010	0.000	80	0	0.3000		5,792	80.8%	-0.00	0.0009	-0.005
25.95	28.85		51		1.00	0.0014	0.000	82.5	0	0.3800		1,956	77.1%	-0.01	0.0012	-0.006
23.50	26.20		130		0.99	0.0020	0.000	85	0	0.3800		3,455	70.3%	-0.01	0.0016	-0.007
21.05	23.90		163		0.99	0.0028	0.000	87.5	0	0.5500		6,256	68.3%	-0.01	0.0023	-0.008
18.55	21.00		980		0.99	0.0036	-0.001	90	0	0.8200		2,465	67.0%	-0.01	0.0032	-0.010
16.00	18.70		269		0.98	0.0050	-0.004	92.5	0	0.1200		749	41.7%	-0.02	0.0046	-0.013
13.45	16.30		3,500		0.97	0.0071	-0.009	95	0	0.1300		3,240	36.7%	-0.03	0.0069	-0.016
11.15	13.50		2,662		0.96	0.0108	-0.015	97.5	0.0500	0.1900		1,752	34.7%	-0.04	0.0107	-0.021
10.55	13.50		6		0.96	0.0118	-0.016	98	0.0100	0.2300		14	33.5%	-0.04	0.0117	-0.022
9.55	12.15		32		0.95	0.0142	-0.019	99	0.0100	0.2500		10	31.6%	-0.05	0.0140	-0.025
9.30	11.05	1	2,926		0.94	0.0171	-0.023	100	0.0800	0.2500		2,708	30.7%	-0.06	0.0169	-0.027
8.70	10.15			25.3%	0.93	0.0206	-0.027	101	0.0100	0.3200		3	28.2%	-0.07	0.0204	-0.031
7.75	9.35		1	27.7%	0.91	0.0249	-0.031	102	0.0200	0.3800		21	26.9%	-0.09	0.0246	-0.035
6.85	8.35			26.4%	0.89	0.0300	-0.036	103	0.0400	0.4700		22	25.8%	-0.11	0.0298	-0.039
5.95	7.40			25.3%	0.86	0.0361	-0.041	104	0.1400	0.5900		140	25.7%	-0.14	0.0359	-0.044
5.10	6.55	1	20.8K	25.2%	0.83	0.0431	-0.046	105	0.3500	0.6200	7	5,370	25.0%	-0.17	0.0429	-0.049
4.30	5.60			24.1%	0.79	0.0508	-0.052	106	0.4900	0.9300		139	25.4%	-0.21	0.0506	-0.054
3.55	4.65		46	22.7%	0.74	0.0588	-0.058	107	0.7100	1.19		396	25.2%	-0.26	0.0587	-0.059
2.94	3.85		139	22.7%	0.68	0.0664	-0.062	108	0.9200	1.51		2,809	24.6%	-0.32	0.0662	-0.063
2.58	3.20	1	141	24.2%	0.61	0.0723	-0.066	109	1.30	1.92		231	24.7%	-0.39	0.0722	-0.067
2.30	2.55	12	7,967	25.1%	0.53	0.0756	-0.068	110	1.75	2.11	1	6,479	23.3%	-0.46	0.0755	-0.068
1.40	2.05		1,179	22.6%	0.46	0.0758	-0.068	111	2.17	2.94		176	24.4%	-0.54	0.0757	-0.067
1.01	1.62	3	191	22.5%	0.39	0.0728	-0.066	112	2.71	3.60		34	24.5%	-0.61	0.0727	-0.065
0.6900	1.29		139	22.6%	0.32	0.0672	-0.062	113	3.25	4.35		5	24.4%	-0.68	0.0672	-0.060
0.4500	1.04		153	22.8%	0.26	0.0601	-0.057	114	4.05	5.20		63	25.8%	-0.74	0.0601	-0.055
0.3100	0.6500	1	8,760	21.9%	0.21	0.0524	-0.051	115	4.60	6.00		179	24.4%	-0.79	0.0524	-0.049
0.2000	0.6200		33	23.4%	0.17	0.0448	-0.046	116	5.50	6.95		10	26.1%	-0.83	0.0449	-0.043
0.0500	0.5000		95	23.1%	0.14	0.0379	-0.040	117	6.50	7.85		1	28.0%	-0.86	0.0380	-0.037
0.0500	0.4000		47	24.2%	0.11	0.0317	-0.035	118	7.30	8.80		24	28.2%	-0.89	0.0318	-0.031
0.0100	0.3300		22	24.7%	0.09	0.0263	-0.030	119	8.15	9.75			28.2%	-0.91	0.0265	-0.026
0.0100	0.2600		6,547	25.5%	0.07	0.0218	-0.026	120	8.80	11.75			37.7%	-0.93	0.0220	-0.022
0.0100	0.2400		4	27.0%	0.06	0.0180	-0.023	121	9.80	12.65			39.2%	-0.94	0.0182	-0.018
0.0100	0.2200		2	28.5%	0.05	0.0149	-0.019	122	10.80	13.65			41.6%	-0.95	0.0151	-0.014
0	0.8100		10	40.0%	0.04	0.0123	-0.017	123	11.95	14.65			45.6%	-0.96	0.0125	-0.011
0	0.6100			39.3%	0.03	0.0102	-0.014	124	13.00	15.70			48.9%	-0.97	0.0104	-0.008
0.0100	0.2000		369	33.4%	0.03	0.0084	-0.012	125	13.80	16.75			49.6%	-0.97	0.0086	-0.005
0	0.7700		222	53.6%	0.01	0.0034	-0.006	130	18.00	21.75			48.1%	-0.99	0.0038	0.000
0	0.0500		201	40.7%	0.00	0.0014	-0.003	135	22.80	26.75			51.5%	-1.00	0.0017	0.000
0	0.1500		79	54.1%	0.00	0.0006	-0.001	140	27.90	31.70			61.0%	-1.00	0.0003	0.000
0	1.38		56	89.7%	0.00	0.0003	-0.001	145	33.85	36.70			88.4%	-1.00	0.0000	0.000
0	0.1100		6	64.4%	0.00	0.0001	-0.000	150	38.70	41.70			94.2%	-1.00	0.0000	0.000
0	1.37		1	105.4%	0.00	0.0001	-0.000	155	43.90	46.70			105.4%	-1.00	0.0000	0.000

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.

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SCHW cadena de opciones The Charles Schwab Corporation

Sonrisa de volatilidad — Sep 18, 2026

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