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 ±6.5% (43.42–49.47) · ATM IV 24.3% · P/C interés abierto 1.21
| 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 | |
| 19.80 | 23.60 | 136.7% | 1.00 | 0.0002 | 0.000 | 25 | 0 | 0.2500 | 109.5% | -0.00 | 0.0005 | -0.001 | ||||
| 17.60 | 21.10 | 129.6% | 1.00 | 0.0004 | 0.000 | 27.5 | 0 | 0.0500 | 74.4% | -0.00 | 0.0009 | -0.001 | ||||
| 15.10 | 18.60 | 111.3% | 1.00 | 0.0009 | 0.000 | 30 | 0 | 0.0500 | 21 | 62.9% | -0.01 | 0.0018 | -0.002 | |||
| 12.70 | 16.10 | 97.0% | 1.00 | 0.0020 | 0.000 | 32.5 | 0 | 0.3000 | 14 | 69.8% | -0.01 | 0.0036 | -0.003 | |||
| 10.20 | 13.60 | 15 | 80.8% | 0.99 | 0.0045 | -0.001 | 35 | 0 | 0.1000 | 9 | 46.9% | -0.02 | 0.0073 | -0.004 | ||
| 7.70 | 11.10 | 65.4% | 0.98 | 0.0104 | -0.004 | 37.5 | 0 | 0.1500 | 79 | 421 | 39.2% | -0.04 | 0.0151 | -0.007 | ||
| 6.30 | 7.10 | 2 | 42.4% | 0.95 | 0.0244 | -0.007 | 40 | 0.0500 | 0.1500 | 1 | 392 | 30.5% | -0.08 | 0.0314 | -0.011 | |
| 4.10 | 4.50 | 1 | 204 | 32.6% | 0.87 | 0.0561 | -0.014 | 42.5 | 0.1500 | 0.5000 | 26 | 5,970 | 27.9% | -0.17 | 0.0635 | -0.016 |
| 2.10 | 2.35 | 302 | 345 | 27.3% | 0.69 | 0.1092 | -0.021 | 45 | 0.8500 | 1.00 | 384 | 3,546 | 25.6% | -0.37 | 0.1087 | -0.021 |
| 0.7500 | 0.8500 | 552 | 1,079 | 24.1% | 0.38 | 0.1266 | -0.020 | 47.5 | 2.15 | 2.30 | 1,461 | 781 | 24.5% | -0.67 | 0.1145 | -0.018 |
| 0.1500 | 0.2500 | 490 | 3,217 | 24.1% | 0.14 | 0.0724 | -0.012 | 50 | 3.40 | 4.30 | 413 | -0.87 | 0.0642 | -0.010 | ||
| 0 | 0.1000 | 17 | 1,919 | 26.3% | 0.05 | 0.0304 | -0.006 | 52.5 | 5.90 | 6.90 | 210 | -0.95 | 0.0274 | -0.004 | ||
| 0 | 0.0500 | 1 | 912 | 28.2% | 0.02 | 0.0128 | -0.003 | 55 | 7.70 | 10.20 | 13 | -0.98 | 0.0117 | -0.002 | ||
| 0 | 0.0500 | 2 | 1,518 | 34.1% | 0.01 | 0.0059 | -0.002 | 57.5 | 10.10 | 12.70 | 15 | -0.99 | 0.0054 | 0.000 | ||
| 0 | 0.5000 | 192 | 58.5% | 0.00 | 0.0029 | -0.001 | 60 | 11.90 | 15.30 | 24 | -1.00 | 0.0026 | 0.000 | |||
| 0 | 0.5000 | 40 | 65.2% | 0.00 | 0.0016 | -0.001 | 62.5 | 15.20 | 17.70 | -1.00 | 0.0014 | 0.000 | ||||
| 0 | 0.3000 | 317 | 64.8% | 0.00 | 0.0009 | -0.000 | 65 | 17.70 | 20.20 | 1 | 43.3% | -1.00 | 0.0008 | 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 — 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.