SO cadena de opciones The Southern Company
Cboe delayed options data · a fecha de 18:43 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 ±5.1% (85.16–94.25) · ATM IV 20.2% · P/C interés abierto 0.52
| 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 | |
| 37.90 | 41.90 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 2.15 | 142.6% | -0.00 | 0.0003 | -0.001 | |||||
| 32.80 | 37.00 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 2.15 | 123.1% | -0.00 | 0.0005 | -0.002 | |||||
| 27.90 | 31.90 | 3 | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.1000 | 1 | 59.2% | -0.01 | 0.0010 | -0.003 | |||
| 22.80 | 27.00 | 3 | 0.99 | 0.0014 | -0.000 | 65 | 0 | 0.1500 | 86 | 51.3% | -0.01 | 0.0020 | -0.005 | |||
| 18.80 | 22.00 | 51 | 59.8% | 0.99 | 0.0031 | -0.003 | 70 | 0 | 0.3000 | 88 | 45.7% | -0.02 | 0.0043 | -0.007 | ||
| 14.00 | 17.10 | 13 | 50.0% | 0.97 | 0.0072 | -0.007 | 75 | 0.1000 | 0.2000 | 13 | 273 | 34.6% | -0.04 | 0.0094 | -0.012 | |
| 12.60 | 15.10 | 50.6% | 0.96 | 0.0102 | -0.010 | 77 | 0 | 2.30 | 52.3% | -0.05 | 0.0130 | -0.014 | ||||
| 12.10 | 14.00 | 2 | 43.1% | 0.96 | 0.0112 | -0.010 | 77.5 | 0.1000 | 1.00 | 364 | 40.0% | -0.06 | 0.0142 | -0.015 | ||
| 11.40 | 13.40 | 38.1% | 0.95 | 0.0123 | -0.011 | 78 | 0 | 1.60 | 43.4% | -0.06 | 0.0154 | -0.016 | ||||
| 10.70 | 12.50 | 39.9% | 0.94 | 0.0148 | -0.013 | 79 | 0 | 0.8000 | 32.9% | -0.08 | 0.0182 | -0.017 | ||||
| 9.90 | 12.20 | 12 | 44.8% | 0.93 | 0.0179 | -0.015 | 80 | 0.2000 | 0.3500 | 89 | 676 | 27.5% | -0.09 | 0.0216 | -0.019 | |
| 8.90 | 10.80 | 38.6% | 0.92 | 0.0216 | -0.017 | 81 | 0 | 1.10 | 30.7% | -0.11 | 0.0255 | -0.021 | ||||
| 7.70 | 9.70 | 33.2% | 0.90 | 0.0260 | -0.019 | 82 | 0 | 1.25 | 29.2% | -0.13 | 0.0302 | -0.023 | ||||
| 7.50 | 9.40 | 1,947 | 35.6% | 0.89 | 0.0286 | -0.020 | 82.5 | 0.4000 | 0.5500 | 4 | 562 | 25.3% | -0.14 | 0.0328 | -0.024 | |
| 6.80 | 9.30 | 35.4% | 0.88 | 0.0314 | -0.021 | 83 | 0.4500 | 1.05 | 10 | 28.3% | -0.16 | 0.0357 | -0.025 | |||
| 5.90 | 7.70 | 28.7% | 0.85 | 0.0376 | -0.024 | 84 | 0.5500 | 0.7500 | 1 | 23.9% | -0.19 | 0.0419 | -0.027 | |||
| 5.30 | 5.90 | 715 | 22.8% | 0.82 | 0.0448 | -0.026 | 85 | 0.7500 | 0.9000 | 9 | 1,563 | 23.3% | -0.23 | 0.0488 | -0.029 | |
| 4.20 | 6.80 | 30.9% | 0.78 | 0.0529 | -0.029 | 86 | 0.9000 | 1.10 | 22.2% | -0.27 | 0.0560 | -0.031 | ||||
| 3.70 | 4.20 | 21.1% | 0.72 | 0.0612 | -0.031 | 87 | 1.20 | 1.40 | 7 | 21.9% | -0.33 | 0.0631 | -0.032 | |||
| 3.50 | 3.80 | 20 | 1,769 | 21.5% | 0.69 | 0.0652 | -0.032 | 87.5 | 1.35 | 1.55 | 23 | 799 | 21.6% | -0.36 | 0.0664 | -0.033 |
| 3.10 | 3.50 | 21.3% | 0.66 | 0.0691 | -0.033 | 88 | 1.55 | 1.75 | 10 | 21.6% | -0.39 | 0.0693 | -0.033 | |||
| 2.50 | 2.80 | 20.8% | 0.59 | 0.0752 | -0.034 | 89 | 1.95 | 2.15 | 1 | 21.1% | -0.46 | 0.0735 | -0.034 | |||
| 2.00 | 2.20 | 13 | 2,048 | 20.6% | 0.51 | 0.0785 | -0.035 | 90 | 2.30 | 2.60 | 181 | 1,325 | 19.9% | -0.54 | 0.0749 | -0.033 |
| 1.55 | 1.70 | 23 | 20.4% | 0.44 | 0.0781 | -0.034 | 91 | 3.00 | 3.30 | 20.9% | -0.61 | 0.0729 | -0.031 | |||
| 1.10 | 1.30 | 2 | 19.9% | 0.36 | 0.0741 | -0.032 | 92 | 3.60 | 3.90 | 20.3% | -0.68 | 0.0680 | -0.029 | |||
| 1.00 | 1.15 | 7 | 1,785 | 20.2% | 0.33 | 0.0710 | -0.031 | 92.5 | 3.60 | 4.40 | 2 | 597 | 19.1% | -0.71 | 0.0647 | -0.028 |
| 0.8500 | 1.00 | 3 | 20.2% | 0.30 | 0.0675 | -0.030 | 93 | 3.30 | 4.70 | 14.1% | -0.74 | 0.0611 | -0.026 | |||
| 0.6000 | 0.7500 | 2 | 20.1% | 0.24 | 0.0594 | -0.027 | 94 | 3.30 | 6.00 | -0.79 | 0.0533 | -0.024 | ||||
| 0.4000 | 0.6500 | 2 | 1,736 | 20.7% | 0.19 | 0.0510 | -0.024 | 95 | 5.50 | 6.40 | 760 | 17.9% | -0.83 | 0.0456 | -0.021 | |
| 0.3500 | 0.6500 | 342 | 22.6% | 0.15 | 0.0432 | -0.021 | 96 | 5.80 | 7.30 | -0.86 | 0.0385 | -0.018 | ||||
| 0 | 0.9500 | 24.5% | 0.12 | 0.0362 | -0.019 | 97 | 6.50 | 8.20 | -0.89 | 0.0323 | -0.016 | |||||
| 0.1500 | 0.3000 | 69 | 1,688 | 20.8% | 0.11 | 0.0330 | -0.018 | 97.5 | 7.10 | 8.90 | 49 | -0.90 | 0.0295 | -0.015 | ||
| 0 | 0.9500 | 26.6% | 0.10 | 0.0302 | -0.017 | 98 | 7.00 | 9.40 | -0.91 | 0.0270 | -0.014 | |||||
| 0.0500 | 1.40 | 32.8% | 0.08 | 0.0251 | -0.015 | 99 | 8.70 | 10.40 | -0.93 | 0.0225 | -0.012 | |||||
| 0.0500 | 0.4500 | 944 | 26.0% | 0.07 | 0.0210 | -0.013 | 100 | 8.90 | 11.40 | 275 | -0.94 | 0.0189 | -0.010 | |||
| 0 | 2.25 | 43.0% | 0.06 | 0.0176 | -0.011 | 101 | 10.10 | 12.30 | -0.95 | 0.0158 | -0.009 | |||||
| 0 | 2.20 | 44.9% | 0.05 | 0.0148 | -0.010 | 102 | 10.80 | 13.00 | -0.96 | 0.0134 | -0.007 | |||||
| 0 | 2.15 | 1,356 | 50.7% | 0.03 | 0.0090 | -0.007 | 105 | 14.30 | 16.40 | -0.97 | 0.0082 | -0.005 | ||||
| 0 | 0.2500 | 3 | 251 | 37.0% | 0.01 | 0.0043 | -0.004 | 110 | 18.60 | 22.60 | -0.99 | 0.0040 | -0.001 | |||
| 0 | 2.15 | 37 | 68.7% | 0.01 | 0.0023 | -0.003 | 115 | 23.60 | 27.20 | -0.99 | 0.0021 | 0.000 | ||||
| 0 | 0.3500 | 2 | 52.2% | 0.00 | 0.0013 | -0.002 | 120 | 28.60 | 32.60 | 40.5% | -1.00 | 0.0012 | 0.000 | |||
| 0 | 2.15 | 1 | 83.9% | 0.00 | 0.0008 | -0.001 | 125 | 33.50 | 37.50 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 2.15 | 1 | 90.7% | 0.00 | 0.0005 | -0.001 | 130 | 38.60 | 42.70 | 59.7% | -1.00 | 0.0005 | 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 — 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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