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% (374.43–417.03) · 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 | |
| 154.40 | 158.70 | 79.2% | 1.00 | 0.0000 | 0.000 | 240 | 0 | 2.15 | 93.9% | -0.00 | 0.0000 | -0.001 | ||||
| 144.70 | 148.70 | 73.6% | 1.00 | 0.0000 | 0.000 | 250 | 0 | 2.15 | 87.2% | -0.00 | 0.0000 | -0.002 | ||||
| 134.50 | 138.90 | 1 | 68.2% | 1.00 | 0.0001 | 0.000 | 260 | 0 | 2.15 | 80.8% | -0.00 | 0.0001 | -0.003 | |||
| 124.60 | 128.80 | 63.0% | 1.00 | 0.0001 | 0.000 | 270 | 0 | 2.15 | 74.6% | -0.00 | 0.0001 | -0.004 | ||||
| 114.50 | 118.90 | 56.8% | 1.00 | 0.0001 | 0.000 | 280 | 0 | 2.15 | 6 | 68.5% | -0.00 | 0.0001 | -0.005 | |||
| 105.20 | 108.30 | 1 | 49.4% | 1.00 | 0.0002 | 0.000 | 290 | 0 | 1.55 | 6 | 59.0% | -0.00 | 0.0002 | -0.008 | ||
| 95.00 | 98.40 | 42.0% | 0.99 | 0.0004 | 0.000 | 300 | 0 | 0.4000 | 10 | 58 | 43.4% | -0.01 | 0.0004 | -0.011 | ||
| 85.40 | 87.80 | 6 | 29.2% | 0.99 | 0.0006 | -0.005 | 310 | 0 | 1.95 | 5 | 50.4% | -0.01 | 0.0006 | -0.016 | ||
| 75.50 | 78.10 | 1 | 33.8% | 0.98 | 0.0009 | -0.013 | 320 | 0 | 0.5500 | 10 | 81 | 36.1% | -0.01 | 0.0009 | -0.022 | |
| 65.40 | 68.00 | 7 | 24.0% | 0.98 | 0.0015 | -0.024 | 330 | 0 | 0.7000 | 3 | 47 | 32.8% | -0.02 | 0.0015 | -0.032 | |
| 55.60 | 58.10 | 12 | 24.5% | 0.96 | 0.0023 | -0.038 | 340 | 0 | 0.8000 | 79 | 28.9% | -0.04 | 0.0023 | -0.046 | ||
| 46.00 | 48.50 | 57 | 25.4% | 0.94 | 0.0037 | -0.058 | 350 | 0.1000 | 1.10 | 6 | 71 | 28.7% | -0.06 | 0.0037 | -0.064 | |
| 36.70 | 39.30 | 31 | 25.3% | 0.90 | 0.0057 | -0.083 | 360 | 1.15 | 2.70 | 26 | 66 | 28.8% | -0.10 | 0.0057 | -0.089 | |
| 27.60 | 30.40 | 2 | 241 | 23.8% | 0.83 | 0.0084 | -0.113 | 370 | 1.75 | 4.00 | 28 | 61 | 26.3% | -0.17 | 0.0084 | -0.118 |
| 19.50 | 22.40 | 7 | 200 | 23.1% | 0.74 | 0.0115 | -0.143 | 380 | 3.90 | 4.90 | 12 | 23 | 23.9% | -0.26 | 0.0116 | -0.147 |
| 13.30 | 15.70 | 17 | 131 | 23.5% | 0.61 | 0.0142 | -0.164 | 390 | 7.00 | 8.40 | 2 | 10 | 23.5% | -0.39 | 0.0144 | -0.168 |
| 7.80 | 10.50 | 96 | 156 | 23.0% | 0.47 | 0.0151 | -0.168 | 400 | 11.10 | 13.20 | 1 | 23 | 22.6% | -0.54 | 0.0154 | -0.171 |
| 4.30 | 6.00 | 302 | 390 | 22.2% | 0.32 | 0.0137 | -0.150 | 410 | 18.00 | 19.50 | 2 | 2 | 23.1% | -0.69 | 0.0142 | -0.154 |
| 2.55 | 3.30 | 14 | 40 | 22.7% | 0.21 | 0.0109 | -0.120 | 420 | 25.40 | 28.30 | 3 | 8 | 24.5% | -0.81 | 0.0115 | -0.124 |
| 0.9500 | 1.80 | 25 | 53 | 22.2% | 0.13 | 0.0077 | -0.089 | 430 | 34.20 | 37.00 | 25.6% | -0.89 | 0.0084 | -0.092 | ||
| 0.5500 | 1.20 | 26 | 29 | 23.8% | 0.08 | 0.0052 | -0.062 | 440 | 44.00 | 46.40 | 3 | 28.4% | -0.95 | 0.0059 | -0.068 | |
| 0 | 1.30 | 26.0% | 0.05 | 0.0033 | -0.043 | 450 | 53.00 | 56.40 | 29.5% | -0.98 | 0.0036 | -0.047 | ||||
| 0 | 1.00 | 3 | 28.2% | 0.03 | 0.0021 | -0.029 | 460 | 62.80 | 66.00 | 30.2% | -1.00 | 0.0006 | -0.036 | |||
| 0 | 2.20 | 20 | 36.6% | 0.02 | 0.0013 | -0.019 | 470 | 73.20 | 76.00 | 36.1% | -1.00 | 0.0000 | -0.036 | |||
| 0 | 2.15 | 39.9% | 0.01 | 0.0008 | -0.013 | 480 | 82.30 | 86.40 | 37.0% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 2.15 | 43.2% | 0.01 | 0.0006 | -0.009 | 490 | 92.40 | 96.40 | 40.2% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 2.15 | 46.4% | 0.00 | 0.0004 | -0.006 | 500 | 102.30 | 106.40 | 43.3% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 2.15 | 49.5% | 0.00 | 0.0002 | -0.004 | 510 | 112.30 | 116.40 | 46.4% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 2.15 | 52.5% | 0.00 | 0.0002 | -0.003 | 520 | 122.30 | 126.40 | 49.3% | -1.00 | 0.0000 | -0.036 | ||||
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.