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 ±7.7% (21.41–24.97) · ATM IV 32.3% · P/C interés abierto 0.59
| 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 | |
| 10.30 | 12.10 | 1.00 | 0.0014 | 0.000 | 12 | 0 | 0.5000 | 40 | 155.2% | -0.00 | 0.0014 | -0.001 | ||||
| 9.60 | 11.10 | 114.2% | 1.00 | 0.0019 | 0.000 | 13 | 0 | 0.1100 | 3 | 102.8% | -0.00 | 0.0019 | -0.001 | |||
| 8.65 | 10.10 | 2 | 105.5% | 1.00 | 0.0027 | 0.000 | 14 | 0 | 0.5300 | 126.2% | -0.00 | 0.0027 | -0.001 | |||
| 7.45 | 9.15 | 2 | 76.4% | 0.99 | 0.0040 | 0.000 | 15 | 0 | 0.1100 | 1 | 80.3% | -0.01 | 0.0040 | -0.001 | ||
| 6.65 | 8.25 | 4 | 90.5% | 0.99 | 0.0061 | -0.000 | 16 | 0 | 0.0300 | 73 | 57.2% | -0.01 | 0.0061 | -0.001 | ||
| 5.45 | 7.30 | 69.0% | 0.99 | 0.0098 | -0.001 | 17 | 0 | 0.1100 | 6 | 60.3% | -0.01 | 0.0099 | -0.002 | |||
| 4.45 | 6.60 | 73.2% | 0.98 | 0.0168 | -0.002 | 18 | 0 | 0.0600 | 93 | 45.7% | -0.02 | 0.0169 | -0.002 | |||
| 4.05 | 4.75 | 53 | 50.4% | 0.96 | 0.0300 | -0.003 | 19 | 0 | 0.0500 | 31 | 280 | 36.3% | -0.04 | 0.0302 | -0.004 | |
| 3.20 | 3.70 | 2 | 48 | 44.2% | 0.93 | 0.0542 | -0.005 | 20 | 0.0700 | 0.0800 | 79 | 4,646 | 35.6% | -0.07 | 0.0546 | -0.005 |
| 2.62 | 3.20 | 35.7% | 0.90 | 0.0723 | -0.006 | 20.5 | 0.0500 | 0.1800 | 34 | 34.7% | -0.10 | 0.0729 | -0.006 | |||
| 2.27 | 2.73 | 52 | 36.5% | 0.87 | 0.0951 | -0.007 | 21 | 0.1300 | 0.2100 | 8 | 2,824 | 33.6% | -0.14 | 0.0959 | -0.008 | |
| 1.80 | 2.35 | 34.8% | 0.81 | 0.1220 | -0.009 | 21.5 | 0.0100 | 0.2900 | 1 | 27.1% | -0.19 | 0.1232 | -0.009 | |||
| 1.48 | 1.83 | 16 | 1,654 | 32.3% | 0.75 | 0.1502 | -0.010 | 22 | 0.3000 | 0.3700 | 134 | 9,988 | 30.8% | -0.25 | 0.1519 | -0.011 |
| 1.20 | 1.84 | 2 | 40.0% | 0.67 | 0.1750 | -0.012 | 22.5 | 0.2300 | 0.4800 | 27 | 25.0% | -0.34 | 0.1774 | -0.012 | ||
| 0.9200 | 1.21 | 100 | 4,471 | 33.4% | 0.57 | 0.1921 | -0.012 | 23 | 0.5500 | 0.8800 | 102 | 3,219 | 31.1% | -0.43 | 0.1953 | -0.013 |
| 0.5100 | 0.8000 | 1,692 | 27.3% | 0.48 | 0.1989 | -0.012 | 23.5 | 0.8100 | 1.14 | 8 | 31.2% | -0.53 | 0.2031 | -0.013 | ||
| 0.4500 | 0.5400 | 464 | 9,329 | 28.6% | 0.38 | 0.1941 | -0.012 | 24 | 1.12 | 1.34 | 39 | 3,528 | 29.4% | -0.63 | 0.1997 | -0.012 |
| 0.2900 | 0.3900 | 167 | 28.5% | 0.28 | 0.1771 | -0.010 | 24.5 | 1.39 | 1.71 | 28.1% | -0.73 | 0.1843 | -0.010 | |||
| 0.1900 | 0.2200 | 873 | 7,878 | 27.3% | 0.20 | 0.1502 | -0.008 | 25 | 1.75 | 2.20 | 37 | 5,754 | 29.7% | -0.81 | 0.1591 | -0.009 |
| 0.0100 | 0.1500 | 111 | 23.8% | 0.14 | 0.1190 | -0.006 | 25.5 | 2.17 | 2.59 | 28.6% | -0.88 | 0.1298 | -0.007 | |||
| 0.0800 | 0.0900 | 1,073 | 7,479 | 27.8% | 0.09 | 0.0894 | -0.005 | 26 | 2.50 | 3.05 | 1 | 2,128 | -0.93 | 0.1014 | -0.005 | |
| 0 | 0.2200 | 8 | 33.4% | 0.06 | 0.0648 | -0.004 | 26.5 | 2.90 | 3.75 | 31.1% | -0.97 | 0.0807 | -0.004 | |||
| 0.0300 | 0.0500 | 81 | 5,522 | 29.4% | 0.04 | 0.0460 | -0.003 | 27 | 3.50 | 3.95 | 10 | 77 | -0.99 | 0.0414 | -0.003 | |
| 0 | 0.0700 | 31.5% | 0.03 | 0.0324 | -0.002 | 27.5 | 3.45 | 5.40 | 47.0% | -1.00 | 0.0052 | -0.003 | ||||
| 0.0100 | 0.0400 | 96 | 7,888 | 32.3% | 0.02 | 0.0230 | -0.001 | 28 | 3.95 | 5.55 | 2 | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.1400 | 1 | 42.0% | 0.01 | 0.0165 | -0.001 | 28.5 | 4.45 | 6.15 | 38.5% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0100 | 17 | 7,980 | 30.0% | 0.01 | 0.0121 | -0.001 | 29 | 4.80 | 6.60 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1400 | 47.5% | 0.01 | 0.0091 | -0.001 | 29.5 | 5.00 | 7.10 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0200 | 3 | 2,360 | 37.0% | 0.01 | 0.0069 | -0.001 | 30 | 6.00 | 7.70 | 55.6% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.0700 | 284 | 48.9% | 0.00 | 0.0042 | -0.000 | 31 | 6.95 | 8.60 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0200 | 243 | 44.9% | 0.00 | 0.0026 | -0.000 | 32 | 7.95 | 9.60 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.3300 | 76.3% | 0.00 | 0.0017 | -0.000 | 33 | 8.50 | 10.60 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.3300 | 81.1% | 0.00 | 0.0012 | -0.000 | 34 | 9.95 | 11.70 | 71.6% | -1.00 | 0.0000 | -0.003 | ||||
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.