TRV cadena de opciones The Travelers Companies, 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 ±5.4% (371.17–413.57) · ATM IV 22.8% · P/C interés abierto 0.40
| 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 | |
| 151.40 | 155.60 | 59.1% | 1.00 | 0.0000 | 0.000 | 240 | 0 | 2.15 | 92.5% | -0.00 | 0.0000 | -0.002 | ||||
| 141.40 | 145.60 | 1.00 | 0.0000 | 0.000 | 250 | 0 | 2.15 | 85.9% | -0.00 | 0.0000 | -0.002 | |||||
| 131.50 | 135.70 | 1 | 52.3% | 1.00 | 0.0001 | 0.000 | 260 | 0 | 2.15 | 79.5% | -0.00 | 0.0001 | -0.003 | |||
| 121.30 | 125.70 | 1.00 | 0.0001 | 0.000 | 270 | 0 | 2.15 | 73.3% | -0.00 | 0.0001 | -0.004 | |||||
| 111.60 | 115.80 | 45.0% | 1.00 | 0.0002 | 0.000 | 280 | 0 | 2.15 | 6 | 67.2% | -0.00 | 0.0002 | -0.006 | |||
| 101.80 | 105.80 | 1 | 44.0% | 1.00 | 0.0002 | 0.000 | 290 | 0 | 1.35 | 6 | 56.4% | -0.00 | 0.0002 | -0.008 | ||
| 91.90 | 95.20 | 0.99 | 0.0004 | 0.000 | 300 | 0 | 0.2000 | 10 | 58 | 38.7% | -0.01 | 0.0004 | -0.011 | |||
| 82.00 | 86.00 | 6 | 38.7% | 0.99 | 0.0006 | -0.006 | 310 | 0 | 1.75 | 5 | 48.1% | -0.01 | 0.0006 | -0.017 | ||
| 72.10 | 76.10 | 1 | 35.4% | 0.98 | 0.0010 | -0.014 | 320 | 0.1000 | 0.3500 | 81 | 33.9% | -0.02 | 0.0010 | -0.024 | ||
| 62.50 | 65.40 | 7 | 26.5% | 0.97 | 0.0016 | -0.026 | 330 | 0.1500 | 0.5000 | 2 | 47 | 31.3% | -0.03 | 0.0016 | -0.034 | |
| 53.10 | 55.20 | 12 | 25.8% | 0.96 | 0.0026 | -0.041 | 340 | 0.2500 | 0.8000 | 79 | 29.1% | -0.04 | 0.0026 | -0.048 | ||
| 44.00 | 46.70 | 57 | 30.6% | 0.93 | 0.0041 | -0.061 | 350 | 0.8000 | 1.20 | 5 | 71 | 28.0% | -0.07 | 0.0042 | -0.068 | |
| 34.10 | 37.00 | 31 | 25.8% | 0.89 | 0.0063 | -0.088 | 360 | 1.50 | 1.85 | 20 | 66 | 26.1% | -0.11 | 0.0064 | -0.093 | |
| 26.00 | 28.70 | 2 | 241 | 26.1% | 0.82 | 0.0093 | -0.118 | 370 | 2.70 | 3.20 | 21 | 61 | 24.8% | -0.19 | 0.0094 | -0.122 |
| 18.20 | 19.90 | 7 | 200 | 23.5% | 0.71 | 0.0125 | -0.146 | 380 | 4.70 | 5.80 | 4 | 23 | 24.0% | -0.29 | 0.0127 | -0.151 |
| 11.70 | 13.20 | 7 | 131 | 22.5% | 0.58 | 0.0149 | -0.164 | 390 | 8.30 | 9.20 | 1 | 10 | 23.2% | -0.43 | 0.0152 | -0.168 |
| 7.00 | 8.30 | 17 | 156 | 22.4% | 0.42 | 0.0151 | -0.162 | 400 | 13.50 | 14.60 | 23 | 23.1% | -0.59 | 0.0157 | -0.167 | |
| 4.20 | 5.10 | 174 | 390 | 23.0% | 0.29 | 0.0131 | -0.140 | 410 | 19.50 | 21.40 | 2 | 2 | 22.0% | -0.73 | 0.0139 | -0.146 |
| 1.75 | 2.85 | 6 | 40 | 22.3% | 0.18 | 0.0100 | -0.110 | 420 | 27.40 | 30.30 | 8 | 23.0% | -0.84 | 0.0109 | -0.116 | |
| 0.9500 | 1.80 | 1 | 53 | 23.5% | 0.11 | 0.0070 | -0.081 | 430 | 36.60 | 39.70 | 24.8% | -0.92 | 0.0080 | -0.089 | ||
| 0.5000 | 0.7500 | 12 | 29 | 23.3% | 0.07 | 0.0046 | -0.057 | 440 | 46.50 | 49.60 | 28.7% | -0.97 | 0.0054 | -0.066 | ||
| 0 | 0.8000 | 24.8% | 0.04 | 0.0030 | -0.039 | 450 | 55.50 | 59.30 | -0.99 | 0.0017 | -0.050 | |||||
| 0 | 0.8000 | 3 | 28.1% | 0.02 | 0.0019 | -0.027 | 460 | 65.50 | 69.50 | 29.8% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.20 | 20 | 37.7% | 0.02 | 0.0012 | -0.018 | 470 | 75.50 | 79.50 | 33.1% | -1.00 | 0.0000 | -0.047 | |||
| 0 | 2.15 | 41.0% | 0.01 | 0.0008 | -0.013 | 480 | 85.50 | 89.60 | 38.0% | -1.00 | 0.0000 | -0.047 | ||||
| 0 | 2.15 | 44.3% | 0.01 | 0.0005 | -0.009 | 490 | 95.50 | 99.60 | 41.1% | -1.00 | 0.0000 | -0.047 | ||||
| 0 | 2.15 | 47.5% | 0.00 | 0.0004 | -0.006 | 500 | 105.50 | 109.60 | 44.2% | -1.00 | 0.0000 | -0.047 | ||||
| 0 | 2.15 | 50.5% | 0.00 | 0.0002 | -0.004 | 510 | 115.50 | 119.60 | 47.2% | -1.00 | 0.0000 | -0.047 | ||||
| 0 | 2.15 | 53.5% | 0.00 | 0.0002 | -0.003 | 520 | 125.50 | 129.60 | 50.1% | -1.00 | 0.0000 | -0.047 | ||||
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.