TGT cadena de opciones Target 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 ±4.6% (155.81–170.77) · ATM IV 27.9% · P/C interés abierto 1.42
| 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 | |
| 77.10 | 80.05 | 457 | 147.5% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.1200 | 2,101 | 128.2% | -0.00 | 0.0000 | -0.001 | ||
| 72.05 | 75.10 | 17 | 134.7% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.0800 | 3,019 | 112.6% | -0.00 | 0.0001 | -0.001 | ||
| 67.45 | 69.80 | 127.4% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 0.0800 | 1,570 | 103.2% | -0.00 | 0.0001 | -0.002 | |||
| 62.60 | 63.85 | 69 | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.0800 | 1,484 | 94.2% | -0.00 | 0.0001 | -0.002 | |||
| 57.45 | 60.10 | 6 | 114.7% | 1.00 | 0.0002 | 0.000 | 105 | 0 | 0.0800 | 2,426 | 85.6% | -0.00 | 0.0002 | -0.003 | ||
| 52.15 | 55.10 | 12 | 94.1% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.1200 | 1,820 | 81.1% | -0.00 | 0.0002 | -0.003 | ||
| 47.45 | 50.20 | 10 | 95.4% | 1.00 | 0.0003 | 0.000 | 115 | 0 | 0.0500 | 1,170 | 65.9% | -0.00 | 0.0003 | -0.004 | ||
| 41.95 | 45.15 | 99 | 68.1% | 1.00 | 0.0005 | 0.000 | 120 | 0 | 0.0100 | 5,758 | 50.3% | -0.00 | 0.0005 | -0.005 | ||
| 37.50 | 40.15 | 213 | 75.1% | 1.00 | 0.0008 | 0.000 | 125 | 0 | 0.0800 | 838 | 54.4% | -0.00 | 0.0008 | -0.007 | ||
| 32.45 | 35.20 | 1,801 | 65.5% | 0.99 | 0.0012 | 0.000 | 130 | 0.0200 | 0.0500 | 1,691 | 46.5% | -0.01 | 0.0012 | -0.008 | ||
| 27.60 | 30.30 | 1,329 | 60.0% | 0.99 | 0.0020 | 0.000 | 135 | 0.0100 | 0.1000 | 1,697 | 42.0% | -0.01 | 0.0020 | -0.011 | ||
| 22.40 | 25.30 | 2,739 | 47.7% | 0.98 | 0.0035 | -0.004 | 140 | 0.0100 | 0.1300 | 4,026 | 36.1% | -0.02 | 0.0035 | -0.016 | ||
| 18.30 | 19.80 | 3,011 | 43.1% | 0.97 | 0.0069 | -0.017 | 145 | 0.0600 | 0.2100 | 2,673 | 32.3% | -0.03 | 0.0069 | -0.026 | ||
| 14.50 | 15.90 | 1 | 38.0% | 0.93 | 0.0125 | -0.035 | 149 | 0.1600 | 0.4100 | 4 | 45 | 30.4% | -0.07 | 0.0126 | -0.043 | |
| 13.40 | 14.80 | 2,875 | 34.3% | 0.92 | 0.0145 | -0.042 | 150 | 0.2800 | 0.4500 | 3 | 2,031 | 30.4% | -0.08 | 0.0145 | -0.049 | |
| 11.30 | 12.70 | 12 | 34.9% | 0.88 | 0.0201 | -0.059 | 152.5 | 0.3800 | 0.8300 | 4 | 91 | 29.9% | -0.12 | 0.0202 | -0.065 | |
| 9.25 | 9.90 | 1 | 3,673 | 30.2% | 0.82 | 0.0266 | -0.079 | 155 | 0.6500 | 1.15 | 1,675 | 28.5% | -0.18 | 0.0267 | -0.084 | |
| 6.90 | 8.95 | 38 | 32.4% | 0.75 | 0.0330 | -0.099 | 157.5 | 1.00 | 1.80 | 465 | 27.8% | -0.26 | 0.0333 | -0.103 | ||
| 5.30 | 6.85 | 2 | 1,815 | 30.8% | 0.66 | 0.0383 | -0.114 | 160 | 2.02 | 2.64 | 2 | 1,461 | 29.0% | -0.35 | 0.0387 | -0.117 |
| 3.60 | 4.95 | 264 | 28.1% | 0.56 | 0.0415 | -0.122 | 162.5 | 2.66 | 3.75 | 2 | 350 | 27.7% | -0.45 | 0.0420 | -0.124 | |
| 2.75 | 3.40 | 2,937 | 28.0% | 0.45 | 0.0418 | -0.123 | 165 | 4.15 | 5.25 | 6 | 1,853 | 29.1% | -0.55 | 0.0424 | -0.124 | |
| 1.80 | 2.56 | 2,196 | 28.4% | 0.35 | 0.0392 | -0.115 | 167.5 | 5.05 | 7.05 | 3 | 42 | 27.4% | -0.66 | 0.0399 | -0.115 | |
| 1.30 | 1.65 | 72 | 4,133 | 28.5% | 0.26 | 0.0344 | -0.101 | 170 | 6.50 | 8.65 | 260 | 24.4% | -0.75 | 0.0351 | -0.100 | |
| 0.7500 | 1.36 | 1 | 165 | 29.6% | 0.19 | 0.0284 | -0.083 | 172.5 | 8.75 | 11.00 | 14 | 27.1% | -0.82 | 0.0291 | -0.081 | |
| 0.4300 | 0.8600 | 7 | 2,560 | 29.1% | 0.13 | 0.0222 | -0.065 | 175 | 10.35 | 12.95 | 150 | -0.88 | 0.0229 | -0.061 | ||
| 0.2800 | 0.4300 | 10 | 2,095 | 28.4% | 0.09 | 0.0166 | -0.049 | 177.5 | 12.70 | 15.35 | 5 | -0.93 | 0.0183 | -0.043 | ||
| 0.1800 | 0.4100 | 1,004 | 30.7% | 0.06 | 0.0120 | -0.036 | 180 | 15.10 | 17.75 | 67 | -0.96 | 0.0148 | -0.035 | |||
| 0.0900 | 0.3100 | 101 | 31.4% | 0.04 | 0.0086 | -0.027 | 182.5 | 17.65 | 20.30 | 1 | -0.98 | 0.0098 | -0.040 | |||
| 0.0400 | 0.1300 | 666 | 29.8% | 0.03 | 0.0062 | -0.020 | 185 | 20.05 | 22.80 | -0.99 | 0.0048 | -0.052 | ||||
| 0.0100 | 0.1600 | 3 | 32.6% | 0.02 | 0.0045 | -0.015 | 187.5 | 22.55 | 25.45 | -1.00 | 0.0019 | -0.062 | ||||
| 0.0200 | 0.1300 | 223 | 34.6% | 0.01 | 0.0033 | -0.012 | 190 | 25.10 | 27.75 | -1.00 | 0.0005 | -0.069 | ||||
| 0 | 0.1100 | 4 | 38.0% | 0.01 | 0.0019 | -0.007 | 195 | 30.05 | 33.05 | -1.00 | 0.0000 | -0.076 | ||||
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.