TMUS cadena de opciones T-Mobile US, Inc.
Cboe delayed options data · a fecha de 22:03 UTC
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 ±9.5% (142.96–172.86) · ATM IV 40.6% · P/C interés abierto 1.27
| 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 | |
| 75.90 | 80.00 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 146.1% | -0.00 | 0.0000 | -0.001 | |||||
| 71.00 | 75.00 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 134.8% | -0.00 | 0.0001 | -0.001 | |||||
| 65.90 | 70.00 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.15 | 124.2% | -0.00 | 0.0001 | -0.002 | |||||
| 60.90 | 65.10 | 10 | 1.00 | 0.0002 | 0.000 | 95 | 0 | 2.15 | 114.0% | -0.00 | 0.0002 | -0.003 | ||||
| 56.00 | 60.10 | 2 | 1.00 | 0.0004 | 0.000 | 100 | 0 | 0.4500 | 12 | 78.1% | -0.00 | 0.0004 | -0.004 | |||
| 51.10 | 55.10 | 50 | 1.00 | 0.0006 | 0.000 | 105 | 0 | 0.5000 | 12 | 72.0% | -0.01 | 0.0006 | -0.006 | |||
| 46.00 | 50.20 | 0.99 | 0.0010 | -0.004 | 110 | 0 | 0.9000 | 40 | 71.9% | -0.01 | 0.0010 | -0.009 | ||||
| 41.20 | 45.20 | 0.99 | 0.0016 | -0.009 | 115 | 0 | 0.5500 | 6 | 58.9% | -0.02 | 0.0016 | -0.014 | ||||
| 36.20 | 40.00 | 0.98 | 0.0025 | -0.016 | 120 | 0.0500 | 0.5000 | 68 | 52.2% | -0.03 | 0.0025 | -0.021 | ||||
| 31.40 | 35.20 | 1 | 0.96 | 0.0039 | -0.026 | 125 | 0.0500 | 0.4500 | 59 | 44.8% | -0.04 | 0.0039 | -0.030 | |||
| 27.70 | 30.40 | 3 | 47.2% | 0.94 | 0.0058 | -0.038 | 130 | 0.4000 | 0.6000 | 2,112 | 44.3% | -0.06 | 0.0058 | -0.042 | ||
| 23.00 | 25.70 | 8 | 43.9% | 0.90 | 0.0084 | -0.053 | 135 | 0.6500 | 1.15 | 6 | 589 | 43.4% | -0.10 | 0.0085 | -0.057 | |
| 18.80 | 21.30 | 7 | 28 | 43.3% | 0.85 | 0.0116 | -0.071 | 140 | 1.15 | 1.90 | 40 | 3,053 | 42.4% | -0.15 | 0.0117 | -0.073 |
| 15.00 | 17.30 | 112 | 43.3% | 0.79 | 0.0152 | -0.088 | 145 | 1.60 | 2.60 | 179 | 374 | 38.7% | -0.22 | 0.0154 | -0.090 | |
| 14.00 | 16.60 | 42.4% | 0.77 | 0.0159 | -0.091 | 146 | 1.80 | 3.70 | 2 | 41.6% | -0.23 | 0.0161 | -0.094 | |||
| 13.40 | 15.80 | 42.5% | 0.75 | 0.0166 | -0.094 | 147 | 0.9500 | 3.20 | 20 | 34.9% | -0.25 | 0.0168 | -0.097 | |||
| 12.60 | 15.10 | 4 | 42.1% | 0.74 | 0.0173 | -0.097 | 148 | 2.70 | 3.90 | 3 | 1 | 41.4% | -0.27 | 0.0175 | -0.100 | |
| 10.80 | 14.40 | 38.4% | 0.72 | 0.0180 | -0.100 | 149 | 2.45 | 4.80 | 41.5% | -0.28 | 0.0182 | -0.103 | ||||
| 11.30 | 13.10 | 3 | 327 | 40.2% | 0.70 | 0.0186 | -0.103 | 150 | 2.70 | 4.20 | 192 | 865 | 38.3% | -0.30 | 0.0189 | -0.105 |
| 9.90 | 12.20 | 4 | 42.7% | 0.65 | 0.0201 | -0.109 | 152.5 | 3.60 | 6.10 | 41.2% | -0.35 | 0.0204 | -0.111 | |||
| 8.50 | 9.60 | 7 | 271 | 37.5% | 0.60 | 0.0212 | -0.113 | 155 | 5.40 | 6.40 | 19 | 366 | 42.2% | -0.41 | 0.0216 | -0.115 |
| 7.10 | 8.80 | 1 | 40.6% | 0.55 | 0.0220 | -0.115 | 157.5 | 5.50 | 8.50 | 40.6% | -0.46 | 0.0224 | -0.117 | |||
| 5.20 | 6.70 | 49 | 523 | 36.1% | 0.49 | 0.0223 | -0.114 | 160 | 6.40 | 10.20 | 8 | 435 | 40.4% | -0.52 | 0.0228 | -0.116 |
| 5.20 | 5.80 | 3 | 3 | 37.1% | 0.44 | 0.0222 | -0.112 | 162.5 | 7.80 | 11.70 | 40.4% | -0.57 | 0.0227 | -0.114 | ||
| 3.30 | 5.80 | 22 | 496 | 39.1% | 0.38 | 0.0216 | -0.108 | 165 | 9.30 | 13.30 | 21 | 604 | 40.1% | -0.63 | 0.0222 | -0.110 |
| 3.20 | 4.50 | 1 | 39.7% | 0.33 | 0.0206 | -0.102 | 167.5 | 11.10 | 15.00 | 40.4% | -0.68 | 0.0213 | -0.104 | |||
| 2.25 | 3.90 | 14 | 531 | 39.1% | 0.28 | 0.0193 | -0.095 | 170 | 14.30 | 16.50 | 9 | 1,189 | 43.7% | -0.73 | 0.0200 | -0.098 |
| 1.75 | 2.80 | 8 | 112 | 37.5% | 0.24 | 0.0178 | -0.087 | 172.5 | 14.90 | 17.40 | 35.6% | -0.77 | 0.0186 | -0.090 | ||
| 0.7000 | 2.00 | 63 | 278 | 33.8% | 0.20 | 0.0161 | -0.079 | 175 | 17.00 | 19.50 | 398 | 35.7% | -0.81 | 0.0169 | -0.081 | |
| 1.25 | 2.25 | 40.3% | 0.17 | 0.0144 | -0.071 | 177.5 | 19.20 | 21.90 | 36.9% | -0.85 | 0.0152 | -0.073 | ||||
| 0.9500 | 1.35 | 11 | 514 | 37.9% | 0.14 | 0.0126 | -0.063 | 180 | 21.80 | 23.90 | 5 | 563 | 37.6% | -0.88 | 0.0136 | -0.065 |
| 0.5000 | 1.30 | 2 | 2 | 37.9% | 0.12 | 0.0110 | -0.055 | 182.5 | 23.70 | 26.40 | 36.3% | -0.91 | 0.0121 | -0.057 | ||
| 0.4000 | 0.8000 | 18 | 1,120 | 36.6% | 0.10 | 0.0095 | -0.048 | 185 | 26.10 | 28.50 | 460 | 33.1% | -0.93 | 0.0107 | -0.050 | |
| 0.3000 | 0.7000 | 1 | 949 | 39.7% | 0.06 | 0.0069 | -0.035 | 190 | 30.90 | 34.60 | 81 | 46.1% | -0.96 | 0.0085 | -0.039 | |
| 0.1500 | 0.4000 | 1 | 457 | 39.2% | 0.04 | 0.0049 | -0.026 | 195 | 35.60 | 39.50 | 21 | 48.2% | -0.99 | 0.0049 | -0.028 | |
| 0.1000 | 0.3500 | 16 | 728 | 41.6% | 0.03 | 0.0035 | -0.018 | 200 | 40.60 | 44.20 | 1 | 49.1% | -1.00 | 0.0010 | -0.023 | |
| 0.0500 | 0.5500 | 2 | 47.4% | 0.02 | 0.0024 | -0.013 | 205 | 45.60 | 49.40 | 55.7% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.5000 | 787 | 49.4% | 0.01 | 0.0017 | -0.009 | 210 | 50.30 | 54.40 | 2 | 55.3% | -1.00 | 0.0000 | -0.023 | ||
| 0 | 0.1500 | 2 | 308 | 47.5% | 0.01 | 0.0008 | -0.005 | 220 | 60.60 | 64.40 | 67.2% | -1.00 | 0.0000 | -0.023 | ||
| 0 | 0.7500 | 962 | 47.0% | 0.00 | 0.0004 | -0.003 | 230 | 70.60 | 74.40 | 74.3% | -1.00 | 0.0000 | -0.023 | |||
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.
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