TMUS cadena de opciones T-Mobile US, Inc.
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 ±11.6% (138.00–174.30) · ATM IV 35.9% · P/C interés abierto 0.41
| 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 | |
| 74.50 | 78.40 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 103.7% | -0.00 | 0.0001 | -0.001 | |||||
| 69.60 | 73.50 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 13 | 95.5% | -0.00 | 0.0002 | -0.002 | ||||
| 64.50 | 68.50 | 20 | 1.00 | 0.0002 | 0.000 | 90 | 0 | 0.4000 | 13 | 65.1% | -0.00 | 0.0003 | -0.003 | |||
| 59.40 | 63.50 | 1 | 1.00 | 0.0003 | 0.000 | 95 | 0 | 0.4500 | 223 | 60.4% | -0.01 | 0.0005 | -0.004 | |||
| 54.60 | 58.60 | 53 | 1.00 | 0.0005 | 0.000 | 100 | 0 | 0.6500 | 44 | 58.3% | -0.01 | 0.0008 | -0.006 | |||
| 49.70 | 53.60 | 10 | 0.99 | 0.0009 | 0.000 | 105 | 0 | 0.7000 | 3 | 53.4% | -0.01 | 0.0012 | -0.009 | |||
| 44.80 | 48.70 | 230 | 0.99 | 0.0015 | -0.004 | 110 | 0 | 0.6500 | 120 | 47.4% | -0.02 | 0.0019 | -0.012 | |||
| 40.30 | 43.80 | 8 | 44.0% | 0.98 | 0.0024 | -0.009 | 115 | 0.1000 | 0.6500 | 119 | 43.3% | -0.03 | 0.0028 | -0.017 | ||
| 36.00 | 39.00 | 7 | 46.6% | 0.96 | 0.0036 | -0.016 | 120 | 0.3000 | 0.5500 | 2 | 318 | 39.2% | -0.05 | 0.0040 | -0.023 | |
| 32.00 | 34.30 | 20 | 47.8% | 0.94 | 0.0053 | -0.024 | 125 | 0.6000 | 1.10 | 154 | 39.9% | -0.08 | 0.0056 | -0.030 | ||
| 27.00 | 29.70 | 27 | 43.0% | 0.91 | 0.0074 | -0.034 | 130 | 1.00 | 1.50 | 1 | 131 | 38.2% | -0.11 | 0.0076 | -0.038 | |
| 22.90 | 25.30 | 106 | 41.9% | 0.86 | 0.0099 | -0.044 | 135 | 1.50 | 2.55 | 1 | 1,028 | 38.0% | -0.15 | 0.0100 | -0.047 | |
| 18.80 | 21.20 | 22 | 40.1% | 0.80 | 0.0125 | -0.054 | 140 | 2.80 | 3.20 | 765 | 2,075 | 37.2% | -0.21 | 0.0125 | -0.056 | |
| 13.70 | 17.50 | 1 | 32 | 35.7% | 0.73 | 0.0150 | -0.063 | 145 | 4.10 | 4.50 | 12 | 405 | 36.4% | -0.28 | 0.0150 | -0.064 |
| 11.40 | 14.20 | 3 | 565 | 37.3% | 0.65 | 0.0171 | -0.069 | 150 | 5.80 | 6.30 | 6 | 444 | 35.9% | -0.36 | 0.0171 | -0.070 |
| 8.90 | 11.10 | 6 | 995 | 36.9% | 0.56 | 0.0184 | -0.072 | 155 | 7.80 | 8.50 | 1 | 328 | 35.0% | -0.45 | 0.0185 | -0.072 |
| 6.80 | 7.30 | 23 | 202 | 34.1% | 0.47 | 0.0187 | -0.071 | 160 | 10.60 | 11.20 | 3 | 477 | 35.0% | -0.55 | 0.0188 | -0.071 |
| 5.00 | 5.70 | 1 | 605 | 34.7% | 0.38 | 0.0180 | -0.067 | 165 | 12.00 | 15.40 | 1 | 314 | 33.3% | -0.64 | 0.0182 | -0.067 |
| 3.50 | 4.10 | 15 | 812 | 34.2% | 0.30 | 0.0165 | -0.060 | 170 | 15.60 | 17.90 | 686 | 30.6% | -0.72 | 0.0166 | -0.059 | |
| 2.40 | 2.70 | 7 | 1,370 | 33.4% | 0.23 | 0.0144 | -0.052 | 175 | 19.50 | 23.00 | 2 | 1,051 | 33.2% | -0.79 | 0.0143 | -0.050 |
| 1.60 | 1.90 | 30 | 1,502 | 33.3% | 0.17 | 0.0120 | -0.043 | 180 | 23.70 | 26.60 | 31 | 507 | 30.8% | -0.85 | 0.0118 | -0.040 |
| 0.7500 | 1.40 | 8 | 811 | 32.5% | 0.12 | 0.0097 | -0.035 | 185 | 28.20 | 31.30 | 339 | 31.4% | -0.89 | 0.0094 | -0.030 | |
| 0.6500 | 0.8500 | 2 | 511 | 33.0% | 0.09 | 0.0076 | -0.027 | 190 | 32.80 | 35.70 | 81 | 28.8% | -0.93 | 0.0072 | -0.022 | |
| 0.4500 | 0.6000 | 45 | 825 | 33.6% | 0.06 | 0.0058 | -0.021 | 195 | 37.60 | 40.50 | 156 | 27.5% | -0.95 | 0.0054 | -0.015 | |
| 0.2000 | 1.90 | 1 | 5,482 | 42.5% | 0.04 | 0.0043 | -0.016 | 200 | 42.40 | 44.90 | 198 | -0.97 | 0.0039 | -0.009 | ||
| 0.0500 | 1.75 | 2 | 1,805 | 47.0% | 0.02 | 0.0024 | -0.009 | 210 | 52.20 | 56.00 | 378 | 38.6% | -0.99 | 0.0042 | -0.003 | |
| 0.0500 | 1.00 | 1,314 | 47.2% | 0.01 | 0.0013 | -0.005 | 220 | 62.10 | 66.00 | 119 | 43.3% | -1.00 | 0.0000 | -0.027 | ||
| 0 | 0.5500 | 1 | 350 | 46.8% | 0.01 | 0.0007 | -0.003 | 230 | 72.00 | 74.50 | -1.00 | 0.0000 | -0.027 | |||
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 — Dec 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.