TAP cadena de opciones Molson Coors Beverage Company
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 ±8.4% (35.92–42.48) · ATM IV 34.4% · P/C interés abierto 0.67
| 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 | |
| 15.70 | 17.70 | 1.00 | 0.0010 | 0.000 | 22.5 | 0 | 0.2500 | 104.2% | -0.00 | 0.0010 | -0.001 | |||||
| 13.30 | 15.10 | 0.99 | 0.0023 | -0.000 | 25 | 0 | 0.4500 | 5 | 97.8% | -0.01 | 0.0023 | -0.002 | ||||
| 10.80 | 12.60 | 0.99 | 0.0051 | -0.002 | 27.5 | 0 | 0.0500 | 1 | 54.9% | -0.01 | 0.0051 | -0.003 | ||||
| 8.30 | 10.10 | 0.97 | 0.0113 | -0.005 | 30 | 0 | 0.4000 | 115 | 62.6% | -0.03 | 0.0114 | -0.006 | ||||
| 6.30 | 7.40 | 0.94 | 0.0243 | -0.009 | 32.5 | 0.0500 | 0.1500 | 662 | 40.6% | -0.07 | 0.0245 | -0.010 | ||||
| 4.30 | 4.80 | 189 | 31.7% | 0.86 | 0.0492 | -0.016 | 35 | 0.3000 | 0.4000 | 62 | 505 | 39.3% | -0.15 | 0.0496 | -0.016 | |
| 2.45 | 3.10 | 1 | 212 | 36.7% | 0.70 | 0.0842 | -0.022 | 37.5 | 0.8000 | 0.9000 | 95 | 256 | 35.6% | -0.31 | 0.0854 | -0.023 |
| 1.25 | 1.40 | 242 | 745 | 34.4% | 0.46 | 0.1023 | -0.024 | 40 | 1.90 | 2.00 | 136 | 34.4% | -0.55 | 0.1049 | -0.024 | |
| 0.5000 | 0.5500 | 367 | 954 | 33.7% | 0.24 | 0.0796 | -0.019 | 42.5 | 3.50 | 4.00 | 25 | 36.0% | -0.78 | 0.0838 | -0.019 | |
| 0.1500 | 0.2000 | 66 | 369 | 33.5% | 0.11 | 0.0464 | -0.012 | 45 | 5.50 | 6.40 | 38.4% | -0.91 | 0.0516 | -0.013 | ||
| 0 | 0.1000 | 1 | 53 | 33.6% | 0.05 | 0.0248 | -0.007 | 47.5 | 7.70 | 9.00 | 42.4% | -0.98 | 0.0299 | -0.007 | ||
| 0 | 0.1000 | 4 | 41.0% | 0.03 | 0.0134 | -0.004 | 50 | 10.00 | 11.50 | -1.00 | 0.0039 | -0.005 | ||||
| 0 | 0.4500 | 70.5% | 0.01 | 0.0045 | -0.002 | 55 | 15.00 | 16.90 | 74.5% | -1.00 | 0.0000 | -0.005 | ||||
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.