UPS cadena de opciones United Parcel Service, 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 ±25.6% (72.62–122.67) · ATM IV 29.7% · P/C interés abierto 1.10
| 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 | |
| 46.75 | 47.80 | 3 | 12 | 1.00 | 0.0000 | 0.000 | 50 | 0.5100 | 0.7200 | 457 | 36.7% | -0.04 | 0.0022 | -0.003 | ||
| 40.00 | 44.55 | 9 | 1.00 | 0.0003 | 0.000 | 55 | 0.8000 | 1.06 | 134 | 35.2% | -0.05 | 0.0031 | -0.004 | |||
| 36.35 | 38.35 | 27 | 0.99 | 0.0025 | 0.000 | 60 | 1.26 | 1.55 | 678 | 34.2% | -0.08 | 0.0043 | -0.005 | |||
| 31.25 | 33.80 | 59 | 0.95 | 0.0057 | -0.003 | 65 | 1.89 | 2.22 | 598 | 33.2% | -0.11 | 0.0057 | -0.007 | |||
| 28.25 | 29.10 | 2 | 255 | 31.5% | 0.90 | 0.0072 | -0.005 | 70 | 2.71 | 3.20 | 636 | 32.6% | -0.15 | 0.0072 | -0.008 | |
| 24.35 | 25.35 | 311 | 31.4% | 0.85 | 0.0087 | -0.007 | 75 | 3.30 | 4.30 | 2,885 | 30.9% | -0.19 | 0.0088 | -0.009 | ||
| 21.00 | 21.95 | 440 | 31.4% | 0.79 | 0.0102 | -0.008 | 80 | 5.00 | 5.60 | 1,790 | 30.7% | -0.25 | 0.0102 | -0.010 | ||
| 17.70 | 18.80 | 884 | 30.7% | 0.73 | 0.0114 | -0.010 | 85 | 5.65 | 7.40 | 1,861 | 28.9% | -0.30 | 0.0115 | -0.011 | ||
| 15.20 | 16.00 | 1 | 405 | 30.7% | 0.67 | 0.0124 | -0.011 | 90 | 7.95 | 9.45 | 59 | 4,137 | 29.0% | -0.37 | 0.0126 | -0.012 |
| 12.50 | 14.45 | 552 | 31.2% | 0.60 | 0.0131 | -0.012 | 95 | 10.25 | 12.15 | 2,412 | 29.1% | -0.43 | 0.0133 | -0.012 | ||
| 10.60 | 11.25 | 4 | 1,698 | 29.9% | 0.54 | 0.0135 | -0.012 | 100 | 13.70 | 14.50 | 1,313 | 29.4% | -0.49 | 0.0137 | -0.012 | |
| 8.80 | 10.40 | 2 | 1,185 | 30.9% | 0.48 | 0.0136 | -0.012 | 105 | 15.75 | 17.70 | 1,421 | 28.4% | -0.55 | 0.0137 | -0.011 | |
| 7.20 | 8.75 | 20 | 2,128 | 30.6% | 0.42 | 0.0134 | -0.012 | 110 | 19.95 | 21.05 | 441 | 29.6% | -0.61 | 0.0135 | -0.010 | |
| 5.85 | 6.35 | 2 | 1,994 | 28.9% | 0.37 | 0.0130 | -0.011 | 115 | 23.25 | 24.35 | 396 | 28.9% | -0.67 | 0.0130 | -0.009 | |
| 4.75 | 6.00 | 73 | 2,071 | 30.0% | 0.32 | 0.0123 | -0.011 | 120 | 26.20 | 29.15 | 726 | 29.3% | -0.72 | 0.0123 | -0.008 | |
| 3.85 | 4.20 | 57 | 1,161 | 28.7% | 0.27 | 0.0115 | -0.010 | 125 | 30.90 | 32.25 | 630 | 29.1% | -0.76 | 0.0114 | -0.007 | |
| 2.95 | 3.65 | 668 | 28.8% | 0.23 | 0.0106 | -0.009 | 130 | 34.15 | 36.60 | 198 | 28.0% | -0.81 | 0.0106 | -0.005 | ||
| 2.31 | 2.91 | 1 | 760 | 28.5% | 0.19 | 0.0096 | -0.008 | 135 | 39.35 | 41.65 | 35 | 31.2% | -0.85 | 0.0102 | -0.004 | |
| 1.90 | 2.28 | 801 | 28.3% | 0.16 | 0.0086 | -0.007 | 140 | 43.85 | 46.15 | 76 | 31.8% | -0.89 | 0.0099 | -0.004 | ||
| 1.51 | 1.88 | 439 | 28.3% | 0.14 | 0.0077 | -0.007 | 145 | 48.50 | 50.85 | 44 | 32.8% | -0.92 | 0.0089 | -0.003 | ||
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.