SO cadena de opciones The Southern Company
Cboe delayed options data · a fecha de 06:38 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 ±1.2% (86.97–89.03) · ATM IV 18.6% · P/C interés abierto 0.70
| 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 | |
| 36.40 | 39.30 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.1000 | 326.2% | 0.00 | 0.0000 | 0.000 | |||||
| 31.40 | 34.50 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.1000 | 276.2% | 0.00 | 0.0000 | 0.000 | |||||
| 26.40 | 29.30 | 1 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.1000 | 230.1% | 0.00 | 0.0000 | 0.000 | ||||
| 22.10 | 24.30 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.1000 | 187.2% | -0.00 | 0.0000 | -0.000 | |||||
| 16.40 | 19.50 | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.1000 | 146.8% | -0.00 | 0.0001 | -0.000 | |||||
| 11.70 | 14.30 | 1 | 1.00 | 0.0006 | 0.000 | 75 | 0 | 0.0500 | 98.1% | -0.00 | 0.0006 | -0.001 | ||||
| 8.80 | 10.80 | 1.00 | 0.0017 | -0.001 | 78 | 0 | 1.40 | 156.4% | -0.00 | 0.0017 | -0.002 | |||||
| 7.40 | 9.70 | 1.00 | 0.0025 | -0.002 | 79 | 0 | 1.80 | 158.3% | -0.00 | 0.0025 | -0.003 | |||||
| 7.10 | 8.70 | 1 | 1.00 | 0.0038 | -0.003 | 80 | 0 | 0.1000 | 70.7% | -0.00 | 0.0038 | -0.004 | ||||
| 6.00 | 7.80 | 1 | 0.99 | 0.0059 | -0.005 | 81 | 0 | 0.3000 | 2 | 78.7% | -0.01 | 0.0059 | -0.006 | |||
| 5.20 | 6.90 | 1 | 6 | 0.99 | 0.0095 | -0.009 | 82 | 0 | 0.1000 | 3 | 55.7% | -0.01 | 0.0095 | -0.009 | ||
| 4.20 | 6.00 | 6 | 0.98 | 0.0158 | -0.014 | 83 | 0 | 0.4000 | 71 | 65.8% | -0.02 | 0.0159 | -0.014 | |||
| 2.80 | 4.70 | 0.97 | 0.0274 | -0.022 | 84 | 0 | 0.0500 | 1 | 32 | 35.7% | -0.03 | 0.0275 | -0.023 | |||
| 1.90 | 4.30 | 1 | 0.95 | 0.0495 | -0.038 | 85 | 0 | 0.0500 | 1 | 104 | 28.6% | -0.05 | 0.0496 | -0.038 | ||
| 1.10 | 3.40 | 1 | 0.90 | 0.0927 | -0.065 | 86 | 0 | 0.1500 | 3 | 50 | 27.2% | -0.10 | 0.0932 | -0.065 | ||
| 0.9000 | 1.95 | 102 | 2 | 18.4% | 0.81 | 0.1732 | -0.109 | 87 | 0.0500 | 0.3500 | 54 | 46 | 25.7% | -0.20 | 0.1750 | -0.109 |
| 0 | 1.00 | 74 | 385 | 11.2% | 0.60 | 0.2761 | -0.153 | 88 | 0 | 1.05 | 2 | 513 | 26.1% | -0.40 | 0.2819 | -0.156 |
| 0.1000 | 0.4500 | 66 | 204 | 22.6% | 0.32 | 0.2650 | -0.131 | 89 | 0.0500 | 1.30 | 6 | 983 | -0.69 | 0.2707 | -0.136 | |
| 0 | 0.2500 | 14 | 411 | 24.1% | 0.13 | 0.1471 | -0.069 | 90 | 1.50 | 2.10 | 5 | 225 | 24.3% | -0.88 | 0.1486 | -0.067 |
| 0 | 0.1000 | 165 | 26.3% | 0.06 | 0.0688 | -0.033 | 91 | 2.35 | 3.40 | 12 | 38.8% | -0.96 | 0.0679 | -0.029 | ||
| 0 | 1.45 | 2 | 120 | 76.8% | 0.03 | 0.0328 | -0.016 | 92 | 3.30 | 4.10 | 2 | -0.98 | 0.0292 | -0.016 | ||
| 0 | 0.9500 | 102 | 74.2% | 0.01 | 0.0166 | -0.009 | 93 | 4.00 | 5.40 | -0.99 | 0.0124 | -0.012 | ||||
| 0 | 2.15 | 52 | 115.4% | 0.01 | 0.0089 | -0.005 | 94 | 3.80 | 6.10 | -1.00 | 0.0052 | -0.010 | ||||
| 0 | 1.25 | 71 | 101.8% | 0.00 | 0.0051 | -0.003 | 95 | 4.80 | 7.30 | -1.00 | 0.0022 | -0.010 | ||||
| 0 | 1.85 | 1,309 | 128.0% | 0.00 | 0.0030 | -0.002 | 96 | 6.50 | 9.60 | 94.9% | -1.00 | 0.0010 | -0.010 | |||
| 0 | 2.10 | 6 | 144.2% | 0.00 | 0.0019 | -0.001 | 97 | 7.80 | 10.60 | 113.9% | -1.00 | 0.0004 | -0.009 | |||
| 0 | 0.0500 | 6 | 64.9% | 0.00 | 0.0012 | -0.001 | 98 | 9.00 | 11.60 | 129.0% | -1.00 | 0.0002 | -0.009 | |||
| 0 | 2.10 | 2 | 162.5% | 0.00 | 0.0008 | -0.001 | 99 | 10.40 | 11.30 | 1 | 98.4% | -1.00 | 0.0001 | -0.009 | ||
| 0 | 0.0500 | 62 | 69 | 75.6% | 0.00 | 0.0005 | -0.000 | 100 | 11.30 | 12.20 | 1 | 88.0% | -1.00 | 0.0000 | -0.009 | |
| 0 | 2.15 | 181.3% | 0.00 | 0.0004 | -0.000 | 101 | 11.60 | 13.60 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 2.15 | 189.7% | 0.00 | 0.0003 | -0.000 | 102 | 12.90 | 14.30 | 2 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.10 | 196.3% | 0.00 | 0.0002 | -0.000 | 103 | 13.90 | 16.60 | 164.6% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 205.8% | 0.00 | 0.0001 | -0.000 | 104 | 14.70 | 17.60 | 163.4% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0500 | 100.5% | 0.00 | 0.0001 | -0.000 | 105 | 15.70 | 18.60 | 170.3% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 221.3% | 0.00 | 0.0001 | -0.000 | 106 | 16.70 | 19.00 | 142.1% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 228.8% | 0.00 | 0.0001 | -0.000 | 107 | 17.70 | 20.60 | 183.7% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.10 | 234.4% | 0.00 | 0.0000 | 0.000 | 108 | 18.70 | 21.60 | 190.2% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 243.3% | 0.00 | 0.0000 | 0.000 | 109 | 20.10 | 22.60 | 214.6% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 250.4% | 0.00 | 0.0000 | 0.000 | 110 | 21.40 | 23.60 | 233.3% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 284.0% | 0.00 | 0.0000 | 0.000 | 115 | 25.70 | 28.60 | 232.9% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 315.0% | 0.00 | 0.0000 | 0.000 | 120 | 30.70 | 33.00 | 215.5% | -1.00 | 0.0000 | -0.009 | ||||
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 04, 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.
callsputs