TXN cadena de opciones Texas Instruments Incorporated
Cboe delayed options data · a fecha de 18:44 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 ±36.6% (175.19–377.49) · ATM IV 42.2% · P/C interés abierto 0.91
| 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 | |
| 139.50 | 143.70 | 21 | 46.6% | 0.95 | 0.0008 | 0.000 | 140 | 3.25 | 4.20 | 74 | 46.4% | -0.05 | 0.0008 | -0.016 | ||
| 135.50 | 139.55 | 9 | 46.5% | 0.94 | 0.0008 | -0.002 | 145 | 4.30 | 4.95 | 68 | 47.1% | -0.06 | 0.0008 | -0.018 | ||
| 131.60 | 135.00 | 51 | 45.8% | 0.94 | 0.0009 | -0.004 | 150 | 4.90 | 5.40 | 186 | 46.5% | -0.07 | 0.0009 | -0.019 | ||
| 127.65 | 131.00 | 9 | 45.6% | 0.93 | 0.0010 | -0.006 | 155 | 5.60 | 6.05 | 58 | 46.1% | -0.07 | 0.0010 | -0.021 | ||
| 123.55 | 127.20 | 10 | 45.4% | 0.92 | 0.0011 | -0.008 | 160 | 5.50 | 6.80 | 586 | 44.9% | -0.08 | 0.0011 | -0.022 | ||
| 119.50 | 123.25 | 9 | 45.0% | 0.91 | 0.0012 | -0.010 | 165 | 7.10 | 7.65 | 111 | 45.5% | -0.09 | 0.0012 | -0.024 | ||
| 115.70 | 119.15 | 1 | 23 | 44.5% | 0.90 | 0.0013 | -0.012 | 170 | 6.95 | 9.25 | 326 | 45.0% | -0.10 | 0.0013 | -0.026 | |
| 112.45 | 115.55 | 65 | 44.9% | 0.89 | 0.0014 | -0.014 | 175 | 7.80 | 9.55 | 51 | 44.1% | -0.11 | 0.0014 | -0.027 | ||
| 108.60 | 111.85 | 81 | 44.6% | 0.88 | 0.0015 | -0.016 | 180 | 9.80 | 11.25 | 574 | 45.3% | -0.12 | 0.0015 | -0.029 | ||
| 104.50 | 108.00 | 95 | 43.8% | 0.87 | 0.0016 | -0.018 | 185 | 10.90 | 12.30 | 87 | 45.0% | -0.13 | 0.0016 | -0.030 | ||
| 101.00 | 104.70 | 29 | 43.8% | 0.86 | 0.0017 | -0.021 | 190 | 11.40 | 13.40 | 190 | 44.2% | -0.14 | 0.0017 | -0.032 | ||
| 97.75 | 101.00 | 16 | 43.7% | 0.85 | 0.0018 | -0.023 | 195 | 13.20 | 14.70 | 499 | 44.4% | -0.16 | 0.0018 | -0.034 | ||
| 94.50 | 97.90 | 184 | 43.8% | 0.84 | 0.0019 | -0.025 | 200 | 14.45 | 16.05 | 221 | 44.2% | -0.17 | 0.0019 | -0.035 | ||
| 87.80 | 91.50 | 210 | 43.5% | 0.81 | 0.0020 | -0.028 | 210 | 17.35 | 18.80 | 1,272 | 43.7% | -0.19 | 0.0021 | -0.038 | ||
| 81.95 | 84.65 | 80 | 43.0% | 0.79 | 0.0022 | -0.032 | 220 | 20.60 | 22.10 | 206 | 43.5% | -0.22 | 0.0023 | -0.041 | ||
| 76.10 | 78.80 | 3 | 360 | 42.8% | 0.76 | 0.0024 | -0.035 | 230 | 24.00 | 25.80 | 13 | 81 | 43.1% | -0.25 | 0.0025 | -0.043 |
| 70.35 | 73.25 | 281 | 42.5% | 0.73 | 0.0026 | -0.038 | 240 | 28.05 | 29.75 | 189 | 42.9% | -0.28 | 0.0027 | -0.045 | ||
| 65.30 | 67.80 | 125 | 42.3% | 0.70 | 0.0027 | -0.041 | 250 | 32.30 | 34.05 | 250 | 42.7% | -0.31 | 0.0028 | -0.047 | ||
| 60.45 | 62.75 | 200 | 42.1% | 0.67 | 0.0028 | -0.043 | 260 | 36.80 | 39.40 | 42 | 42.8% | -0.34 | 0.0030 | -0.049 | ||
| 55.80 | 58.10 | 132 | 41.9% | 0.64 | 0.0029 | -0.045 | 270 | 41.75 | 43.80 | 206 | 42.3% | -0.37 | 0.0031 | -0.050 | ||
| 51.50 | 53.80 | 11 | 92 | 41.8% | 0.62 | 0.0030 | -0.047 | 280 | 47.15 | 49.85 | 1 | 61 | 42.5% | -0.40 | 0.0032 | -0.051 |
| 47.55 | 49.75 | 226 | 41.7% | 0.59 | 0.0031 | -0.048 | 290 | 52.80 | 55.05 | 52 | 96 | 42.2% | -0.43 | 0.0033 | -0.052 | |
| 43.85 | 46.15 | 5 | 182 | 41.6% | 0.56 | 0.0031 | -0.049 | 300 | 58.55 | 61.15 | 10 | 138 | 42.2% | -0.47 | 0.0034 | -0.052 |
| 40.30 | 42.55 | 243 | 41.5% | 0.53 | 0.0032 | -0.050 | 310 | 64.55 | 68.00 | 98 | 42.2% | -0.50 | 0.0034 | -0.052 | ||
| 37.00 | 39.90 | 366 | 41.6% | 0.50 | 0.0032 | -0.050 | 320 | 71.25 | 74.50 | 98 | 42.2% | -0.53 | 0.0035 | -0.052 | ||
| 34.20 | 36.55 | 148 | 41.5% | 0.48 | 0.0032 | -0.051 | 330 | 77.50 | 80.35 | 402 | 41.5% | -0.56 | 0.0035 | -0.051 | ||
| 31.00 | 33.40 | 200 | 41.0% | 0.45 | 0.0032 | -0.050 | 340 | 84.85 | 88.00 | 15 | 41.9% | -0.59 | 0.0035 | -0.051 | ||
| 29.20 | 31.50 | 34 | 97 | 41.6% | 0.43 | 0.0031 | -0.050 | 350 | 92.10 | 94.90 | 64 | 41.6% | -0.61 | 0.0036 | -0.050 | |
| 26.85 | 28.80 | 325 | 41.4% | 0.40 | 0.0031 | -0.050 | 360 | 100.00 | 103.00 | 28 | 42.1% | -0.64 | 0.0036 | -0.049 | ||
| 24.75 | 26.65 | 3 | 90 | 41.4% | 0.38 | 0.0030 | -0.049 | 370 | 107.95 | 110.65 | 35 | 42.1% | -0.67 | 0.0036 | -0.048 | |
| 22.95 | 24.95 | 2 | 113 | 41.6% | 0.36 | 0.0030 | -0.048 | 380 | 115.50 | 118.50 | 45 | 41.9% | -0.70 | 0.0036 | -0.047 | |
| 20.90 | 22.75 | 3 | 70 | 41.3% | 0.34 | 0.0029 | -0.047 | 390 | 123.50 | 126.60 | 6 | 41.8% | -0.72 | 0.0036 | -0.046 | |
| 19.45 | 21.35 | 3 | 319 | 41.5% | 0.32 | 0.0028 | -0.046 | 400 | 132.00 | 135.20 | 10 | 42.0% | -0.75 | 0.0036 | -0.045 | |
| 17.45 | 20.00 | 482 | 41.4% | 0.30 | 0.0028 | -0.045 | 410 | 141.10 | 143.70 | 11 | 42.4% | -0.77 | 0.0036 | -0.044 | ||
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 — Jan 21, 2028
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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