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 ±8.3% (37.16–43.91) · ATM IV 29.6% · P/C interés abierto 0.89
| 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 | |
| 14.80 | 16.70 | 69.0% | 1.00 | 0.0019 | 0.000 | 25 | 0 | 0.3500 | 26 | 83.8% | -0.01 | 0.0019 | -0.001 | |||
| 12.30 | 14.30 | 61.9% | 0.99 | 0.0039 | 0.000 | 27.5 | 0 | 0.4500 | 42 | 73.6% | -0.01 | 0.0040 | -0.002 | |||
| 10.30 | 11.80 | 1 | 65.9% | 0.98 | 0.0082 | -0.002 | 30 | 0 | 0.4500 | 23 | 60.0% | -0.02 | 0.0083 | -0.004 | ||
| 8.00 | 9.00 | 2 | 49.2% | 0.95 | 0.0171 | -0.005 | 32.5 | 0 | 0.1500 | 1 | 711 | 37.2% | -0.05 | 0.0173 | -0.006 | |
| 5.70 | 6.60 | 53 | 41.5% | 0.90 | 0.0345 | -0.009 | 35 | 0.1000 | 0.3000 | 1 | 638 | 33.8% | -0.10 | 0.0349 | -0.010 | |
| 3.60 | 4.20 | 3 | 105 | 33.8% | 0.79 | 0.0642 | -0.014 | 37.5 | 0.4000 | 0.7000 | 30 | 578 | 31.6% | -0.21 | 0.0654 | -0.015 |
| 1.90 | 2.50 | 4 | 220 | 32.1% | 0.60 | 0.0965 | -0.017 | 40 | 1.00 | 1.35 | 15 | 404 | 27.1% | -0.41 | 0.0994 | -0.018 |
| 0.7500 | 1.15 | 37 | 375 | 29.1% | 0.35 | 0.0965 | -0.016 | 42.5 | 2.15 | 2.75 | 160 | 23.9% | -0.67 | 0.1021 | -0.017 | |
| 0.2000 | 0.4000 | 97 | 1,044 | 26.9% | 0.17 | 0.0638 | -0.011 | 45 | 4.40 | 4.80 | 1 | 89 | 26.4% | -0.86 | 0.0700 | -0.012 |
| 0.0500 | 0.2500 | 10 | 514 | 27.7% | 0.08 | 0.0349 | -0.007 | 47.5 | 6.20 | 7.60 | 24 | -0.97 | 0.0455 | -0.009 | ||
| 0 | 0.1500 | 435 | 32.9% | 0.04 | 0.0187 | -0.004 | 50 | 8.40 | 9.90 | 14 | -1.00 | 0.0006 | -0.009 | |||
| 0 | 0.1000 | 84 | 36.6% | 0.02 | 0.0104 | -0.003 | 52.5 | 10.90 | 12.80 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.3500 | 109 | 52.2% | 0.01 | 0.0061 | -0.002 | 55 | 13.40 | 15.30 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.4000 | 53 | 59.7% | 0.01 | 0.0037 | -0.001 | 57.5 | 15.90 | 17.80 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.4000 | 17 | 65.3% | 0.00 | 0.0024 | -0.001 | 60 | 18.40 | 20.30 | -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 — Oct 16, 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.