T cadena de opciones AT&T Inc.
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 ±12.4% (22.90–29.38) · ATM IV 25.3% · P/C interés abierto 0.56
| 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 | |
| 11.70 | 12.40 | 2 | 1.00 | 0.0018 | 0.000 | 14 | 0 | 0.0800 | 3 | 968 | 49.7% | -0.01 | 0.0043 | -0.001 | ||
| 11.00 | 11.45 | 1 | 182 | 1.00 | 0.0028 | 0.000 | 15 | 0.0200 | 0.1100 | 3,694 | 48.4% | -0.02 | 0.0056 | -0.001 | ||
| 9.35 | 11.10 | 7 | 0.99 | 0.0045 | 0.000 | 16 | 0 | 0.0900 | 434 | 40.8% | -0.02 | 0.0075 | -0.001 | |||
| 8.20 | 9.75 | 57 | 0.99 | 0.0070 | 0.000 | 17 | 0 | 0.0800 | 1 | 3,151 | 35.6% | -0.03 | 0.0101 | -0.001 | ||
| 7.70 | 8.95 | 686 | 41.0% | 0.98 | 0.0110 | 0.000 | 18 | 0.0500 | 0.0900 | 11 | 5,415 | 34.6% | -0.03 | 0.0139 | -0.002 | |
| 6.80 | 7.50 | 227 | 0.97 | 0.0169 | 0.000 | 19 | 0 | 0.1500 | 1 | 1,288 | 30.7% | -0.05 | 0.0194 | -0.002 | ||
| 6.15 | 6.45 | 6 | 11.1K | 28.2% | 0.95 | 0.0251 | -0.001 | 20 | 0.1400 | 0.3700 | 121 | 12.2K | 35.4% | -0.07 | 0.0272 | -0.002 |
| 5.05 | 5.55 | 100 | 10.2K | 23.4% | 0.92 | 0.0356 | -0.002 | 21 | 0.1000 | 0.4400 | 11.8K | 31.0% | -0.10 | 0.0379 | -0.003 | |
| 4.40 | 4.60 | 5 | 5,843 | 27.6% | 0.88 | 0.0484 | -0.002 | 22 | 0.3200 | 0.3700 | 17.0K | 28.2% | -0.14 | 0.0516 | -0.004 | |
| 3.35 | 3.85 | 3,253 | 24.9% | 0.82 | 0.0634 | -0.003 | 23 | 0.4800 | 0.5700 | 10 | 1,803 | 27.3% | -0.20 | 0.0669 | -0.004 | |
| 2.79 | 3.00 | 2 | 4,492 | 25.7% | 0.75 | 0.0790 | -0.004 | 24 | 0.6900 | 0.8500 | 20 | 2,045 | 26.4% | -0.28 | 0.0819 | -0.005 |
| 2.14 | 2.41 | 48 | 22.8K | 26.1% | 0.66 | 0.0927 | -0.005 | 25 | 1.08 | 1.20 | 41 | 19.9K | 26.3% | -0.37 | 0.0942 | -0.005 |
| 1.61 | 1.70 | 229 | 3,382 | 24.7% | 0.56 | 0.1015 | -0.005 | 26 | 1.51 | 1.66 | 28 | 853 | 25.8% | -0.47 | 0.1012 | -0.005 |
| 1.20 | 1.23 | 118 | 22.5K | 24.8% | 0.46 | 0.1032 | -0.005 | 27 | 2.04 | 2.25 | 1 | 9,415 | 25.7% | -0.57 | 0.1014 | -0.005 |
| 0.7800 | 0.9000 | 30 | 1,922 | 24.3% | 0.36 | 0.0982 | -0.005 | 28 | 2.54 | 3.05 | 48 | 25.6% | -0.66 | 0.0955 | -0.005 | |
| 0.5800 | 0.6500 | 35 | 1,664 | 25.0% | 0.28 | 0.0879 | -0.005 | 29 | 3.40 | 3.80 | 25 | 27.0% | -0.74 | 0.0855 | -0.004 | |
| 0.3900 | 0.4200 | 77 | 52.7K | 24.6% | 0.21 | 0.0747 | -0.004 | 30 | 4.20 | 4.75 | 1 | 2,313 | 28.8% | -0.81 | 0.0735 | -0.003 |
| 0.1700 | 0.3400 | 308 | 24.3% | 0.15 | 0.0610 | -0.003 | 31 | 5.00 | 5.50 | 1 | 27.3% | -0.87 | 0.0608 | -0.002 | ||
| 0.1900 | 0.2200 | 13 | 11.3K | 25.8% | 0.11 | 0.0484 | -0.003 | 32 | 5.90 | 6.45 | 102 | 28.5% | -0.91 | 0.0482 | -0.001 | |
| 0.0700 | 0.2000 | 107 | 25.8% | 0.08 | 0.0380 | -0.002 | 33 | 6.85 | 7.45 | 30.9% | -0.94 | 0.0370 | -0.001 | |||
| 0.0600 | 0.1000 | 5 | 7,834 | 27.6% | 0.05 | 0.0236 | -0.002 | 35 | 8.80 | 9.45 | 3 | 35.8% | -0.97 | 0.0206 | 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 — Jan 15, 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.