TFC cadena de opciones Truist Financial Corporation
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 ±3.7% (49.52–53.32) · ATM IV 20.2% · P/C interés abierto 0.84
| 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 | |
| 23.50 | 24.40 | 1.00 | 0.0000 | 0.000 | 27.5 | 0 | 0.3000 | 27 | 164.7% | 0.00 | 0.0000 | 0.000 | ||||
| 21.00 | 21.90 | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.2000 | 53 | 134.9% | 0.00 | 0.0000 | 0.000 | ||||
| 18.50 | 19.40 | 1.00 | 0.0000 | 0.000 | 32.5 | 0 | 0.2000 | 91 | 117.2% | 0.00 | 0.0000 | 0.000 | ||||
| 16.00 | 16.90 | 112 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.1000 | 4,434 | 90.2% | -0.00 | 0.0001 | 0.000 | |||
| 13.60 | 14.40 | 1.00 | 0.0002 | 0.000 | 37.5 | 0 | 0.1000 | 1,034 | 75.9% | -0.00 | 0.0002 | -0.000 | ||||
| 11.10 | 12.00 | 20 | 56.1% | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.1000 | 1,316 | 62.4% | -0.00 | 0.0008 | -0.000 | ||
| 8.60 | 9.20 | 1.00 | 0.0030 | 0.000 | 42.5 | 0 | 0.1500 | 3,517 | 52.9% | -0.00 | 0.0030 | -0.001 | ||||
| 6.10 | 7.00 | 129 | 30.1% | 0.98 | 0.0122 | -0.001 | 45 | 0 | 0.1500 | 2,519 | 39.6% | -0.02 | 0.0123 | -0.004 | ||
| 3.70 | 4.50 | 124 | 25.0% | 0.93 | 0.0464 | -0.011 | 47.5 | 0.0500 | 0.2000 | 2 | 1,878 | 29.8% | -0.07 | 0.0468 | -0.013 | |
| 1.75 | 2.00 | 6 | 2,827 | 21.7% | 0.73 | 0.1256 | -0.027 | 50 | 0.3000 | 0.5500 | 2,225 | 24.5% | -0.27 | 0.1271 | -0.028 | |
| 0.3500 | 0.5500 | 596 | 4,573 | 19.8% | 0.36 | 0.1513 | -0.030 | 52.5 | 1.20 | 1.70 | 982 | 20.6% | -0.65 | 0.1546 | -0.030 | |
| 0.0500 | 0.1500 | 7 | 8,691 | 23.2% | 0.10 | 0.0684 | -0.014 | 55 | 3.20 | 3.90 | -0.92 | 0.0767 | -0.013 | |||
| 0 | 0.0500 | 2,914 | 26.7% | 0.02 | 0.0176 | -0.004 | 57.5 | 5.70 | 6.50 | 34.8% | -1.00 | 0.0030 | -0.021 | |||
| 0 | 0.1000 | 1,111 | 39.3% | 0.00 | 0.0039 | -0.001 | 60 | 8.20 | 9.00 | 1 | 44.9% | -1.00 | 0.0000 | -0.025 | ||
| 0 | 0.1000 | 95 | 47.8% | 0.00 | 0.0009 | -0.000 | 62.5 | 10.70 | 11.50 | 54.2% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.1000 | 834 | 55.7% | 0.00 | 0.0002 | -0.000 | 65 | 13.20 | 14.00 | 62.9% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.1000 | 102 | 70.2% | 0.00 | 0.0000 | 0.000 | 70 | 18.40 | 19.00 | 90.0% | -1.00 | 0.0000 | -0.025 | |||
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 — Sep 18, 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.