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 ±6.5% (340.17–387.67) · ATM IV 23.0% · P/C interés abierto 0.44
| 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 | |
| 177.00 | 181.10 | 1 | 1.00 | 0.0000 | 0.000 | 185 | 0 | 2.15 | 1 | 103.1% | -0.00 | 0.0000 | -0.000 | |||
| 172.00 | 176.10 | 1 | 1.00 | 0.0000 | 0.000 | 190 | 0 | 2.15 | 4 | 99.5% | -0.00 | 0.0000 | -0.000 | |||
| 167.00 | 171.10 | 1.00 | 0.0000 | 0.000 | 195 | 0 | 2.15 | 21 | 96.0% | -0.00 | 0.0000 | -0.001 | ||||
| 162.00 | 166.00 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 2.15 | 20 | 92.6% | -0.00 | 0.0000 | -0.001 | ||||
| 152.00 | 156.10 | 1 | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.15 | 10 | 85.9% | -0.00 | 0.0000 | -0.001 | |||
| 142.10 | 146.20 | 1 | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 44 | 79.6% | -0.00 | 0.0000 | -0.001 | |||
| 132.10 | 136.10 | 1.00 | 0.0001 | 0.000 | 230 | 0 | 2.15 | 16 | 73.5% | -0.00 | 0.0001 | -0.002 | ||||
| 122.00 | 125.60 | 5 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 2.15 | 11 | 67.6% | -0.00 | 0.0001 | -0.003 | |||
| 112.00 | 116.10 | 4 | 1.00 | 0.0001 | 0.000 | 250 | 0 | 2.20 | 19 | 62.3% | -0.00 | 0.0001 | -0.004 | |||
| 102.20 | 106.20 | 1 | 1.00 | 0.0002 | 0.000 | 260 | 0 | 2.25 | 18 | 57.0% | -0.00 | 0.0002 | -0.006 | |||
| 92.30 | 96.30 | 3 | 0.99 | 0.0004 | 0.000 | 270 | 0 | 2.30 | 41 | 51.9% | -0.01 | 0.0004 | -0.008 | |||
| 82.40 | 86.70 | 6 | 0.99 | 0.0006 | 0.000 | 280 | 0 | 2.35 | 44 | 46.8% | -0.01 | 0.0006 | -0.012 | |||
| 72.90 | 76.20 | 16 | 0.98 | 0.0010 | -0.006 | 290 | 0 | 2.50 | 30 | 42.3% | -0.02 | 0.0010 | -0.018 | |||
| 62.90 | 66.70 | 34 | 22.6% | 0.97 | 0.0017 | -0.016 | 300 | 0.0500 | 1.25 | 217 | 32.5% | -0.03 | 0.0017 | -0.027 | ||
| 53.70 | 56.90 | 39 | 26.6% | 0.95 | 0.0027 | -0.029 | 310 | 0 | 2.15 | 171 | 31.1% | -0.05 | 0.0027 | -0.039 | ||
| 44.30 | 47.30 | 44 | 25.5% | 0.92 | 0.0042 | -0.047 | 320 | 0.8000 | 1.75 | 5 | 28 | 27.3% | -0.08 | 0.0042 | -0.055 | |
| 35.60 | 38.40 | 208 | 25.8% | 0.88 | 0.0062 | -0.068 | 330 | 1.45 | 3.50 | 1 | 49 | 27.2% | -0.13 | 0.0063 | -0.075 | |
| 26.50 | 29.40 | 849 | 23.1% | 0.81 | 0.0087 | -0.092 | 340 | 2.75 | 5.00 | 4 | 33 | 25.6% | -0.20 | 0.0089 | -0.098 | |
| 19.40 | 21.70 | 2 | 279 | 23.1% | 0.71 | 0.0113 | -0.113 | 350 | 5.40 | 6.50 | 2 | 30 | 23.9% | -0.30 | 0.0116 | -0.118 |
| 13.00 | 15.40 | 3 | 120 | 22.7% | 0.58 | 0.0132 | -0.126 | 360 | 9.10 | 10.00 | 36 | 54 | 23.2% | -0.43 | 0.0136 | -0.132 |
| 8.30 | 9.60 | 25 | 314 | 21.9% | 0.45 | 0.0136 | -0.127 | 370 | 13.60 | 16.00 | 86 | 23.2% | -0.57 | 0.0143 | -0.132 | |
| 4.50 | 6.20 | 5 | 147 | 21.6% | 0.32 | 0.0124 | -0.114 | 380 | 20.50 | 23.00 | 3 | 57 | 24.1% | -0.70 | 0.0132 | -0.120 |
| 3.10 | 3.60 | 29 | 98 | 22.5% | 0.22 | 0.0101 | -0.094 | 390 | 27.90 | 30.40 | 2 | 24 | 23.2% | -0.81 | 0.0109 | -0.097 |
| 1.40 | 2.70 | 6 | 119 | 23.2% | 0.14 | 0.0075 | -0.071 | 400 | 36.70 | 39.30 | 6 | 23.9% | -0.90 | 0.0078 | -0.068 | |
| 0.8500 | 1.50 | 1 | 79 | 23.6% | 0.09 | 0.0052 | -0.051 | 410 | 45.80 | 48.60 | 29 | 23.4% | -0.95 | 0.0048 | -0.039 | |
| 0.2000 | 1.85 | 1 | 31 | 26.4% | 0.05 | 0.0035 | -0.035 | 420 | 55.50 | 58.90 | 1 | 27.0% | -0.98 | 0.0026 | -0.016 | |
| 0.1000 | 1.15 | 2 | 192 | 26.9% | 0.03 | 0.0022 | -0.023 | 430 | 65.30 | 69.00 | 101 | 29.9% | -0.99 | 0.0012 | -0.001 | |
| 0 | 2.35 | 1 | 33.9% | 0.02 | 0.0014 | -0.015 | 440 | 75.40 | 78.80 | 32.6% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 2.25 | 1 | 36.6% | 0.01 | 0.0009 | -0.010 | 450 | 84.90 | 88.90 | 32.5% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 2.20 | 87 | 39.4% | 0.01 | 0.0006 | -0.007 | 460 | 95.00 | 98.90 | 36.4% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 2.15 | 42.1% | 0.00 | 0.0004 | -0.004 | 470 | 104.90 | 108.90 | 38.2% | -1.00 | 0.0000 | 0.000 | ||||
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 — Oct 16, 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.