USB cadena de opciones U.S. Bancorp
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 ±2.6% (61.15–64.39) · ATM IV 20.4% · P/C interés abierto 1.75
| 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 | |
| 26.65 | 28.50 | 7 | 1.00 | 0.0003 | 0.000 | 35 | 0 | 0.0200 | 137.4% | -0.00 | 0.0003 | -0.002 | ||||
| 21.65 | 23.50 | 2 | 1.00 | 0.0006 | 0.000 | 40 | 0 | 0.2500 | 119.6% | -0.00 | 0.0006 | -0.003 | ||||
| 16.05 | 18.30 | 1.00 | 0.0014 | -0.002 | 45 | 0 | 0.0500 | 91.0% | -0.00 | 0.0014 | -0.004 | |||||
| 11.20 | 13.50 | 0.99 | 0.0037 | -0.005 | 50 | 0 | 0.0500 | 1 | 64.9% | -0.01 | 0.0037 | -0.006 | ||||
| 10.10 | 12.50 | 0.99 | 0.0046 | -0.006 | 51 | 0 | 0.0600 | 3 | 59.9% | -0.01 | 0.0046 | -0.007 | ||||
| 10.65 | 11.00 | 62.6% | 0.99 | 0.0058 | -0.007 | 52 | 0 | 0.2500 | 55.0% | -0.01 | 0.0058 | -0.008 | ||||
| 9.65 | 10.00 | 57.0% | 0.98 | 0.0075 | -0.008 | 53 | 0 | 0.2500 | 50.1% | -0.01 | 0.0076 | -0.009 | ||||
| 8.65 | 9.00 | 51.4% | 0.98 | 0.0099 | -0.009 | 54 | 0 | 0.2600 | 5 | 46.5% | -0.02 | 0.0099 | -0.010 | |||
| 7.65 | 8.00 | 45.9% | 0.98 | 0.0132 | -0.011 | 55 | 0 | 0.0600 | 4 | 41.6% | -0.02 | 0.0132 | -0.012 | |||
| 6.65 | 7.00 | 6 | 40.5% | 0.97 | 0.0180 | -0.013 | 56 | 0 | 0.0600 | 3 | 36.7% | -0.03 | 0.0180 | -0.014 | ||
| 5.65 | 6.00 | 35.1% | 0.96 | 0.0252 | -0.016 | 57 | 0.0100 | 0.0700 | 1 | 33.4% | -0.04 | 0.0252 | -0.017 | |||
| 4.70 | 5.00 | 32.2% | 0.94 | 0.0363 | -0.019 | 58 | 0.0100 | 0.0800 | 28 | 28.9% | -0.06 | 0.0363 | -0.020 | |||
| 3.70 | 4.05 | 1 | 2 | 28.3% | 0.91 | 0.0538 | -0.023 | 59 | 0.0400 | 0.0900 | 4 | 26 | 25.6% | -0.08 | 0.0539 | -0.024 |
| 2.80 | 3.10 | 6 | 7 | 26.2% | 0.87 | 0.0822 | -0.029 | 60 | 0.1000 | 0.1800 | 10 | 69 | 24.6% | -0.13 | 0.0824 | -0.029 |
| 1.93 | 2.19 | 3 | 4 | 23.4% | 0.79 | 0.1270 | -0.035 | 61 | 0.1800 | 0.3000 | 25 | 22.0% | -0.21 | 0.1278 | -0.035 | |
| 1.20 | 1.40 | 3 | 90 | 21.9% | 0.66 | 0.1839 | -0.041 | 62 | 0.2100 | 0.5600 | 46 | 20.8% | -0.34 | 0.1852 | -0.042 | |
| 0.6400 | 0.8000 | 50 | 80 | 20.9% | 0.46 | 0.2069 | -0.043 | 63 | 0.8000 | 1.00 | 17 | 1,001 | 19.8% | -0.54 | 0.2086 | -0.043 |
| 0.2700 | 0.4200 | 130 | 98 | 20.5% | 0.28 | 0.1658 | -0.039 | 64 | 1.41 | 1.66 | 7 | 19.3% | -0.72 | 0.1669 | -0.039 | |
| 0.0800 | 0.2100 | 29 | 21 | 20.4% | 0.17 | 0.1130 | -0.032 | 65 | 2.18 | 2.49 | 11 | 18.3% | -0.83 | 0.1141 | -0.032 | |
| 0.0300 | 0.1100 | 127 | 21.8% | 0.11 | 0.0750 | -0.026 | 66 | 3.10 | 3.45 | 382 | 18.3% | -0.89 | 0.0769 | -0.026 | ||
| 0.0100 | 0.0800 | 159 | 24.3% | 0.08 | 0.0508 | -0.021 | 67 | 4.10 | 4.40 | -0.93 | 0.0532 | -0.022 | ||||
| 0 | 0.2600 | 215 | 26.7% | 0.05 | 0.0354 | -0.017 | 68 | 5.10 | 5.40 | -0.95 | 0.0378 | -0.018 | ||||
| 0 | 0.0600 | 97 | 30.7% | 0.04 | 0.0253 | -0.014 | 69 | 6.10 | 6.40 | -0.97 | 0.0280 | -0.015 | ||||
| 0 | 0.0500 | 1 | 33.6% | 0.03 | 0.0186 | -0.012 | 70 | 7.10 | 7.40 | -0.98 | 0.0208 | -0.012 | ||||
| 0 | 0.0500 | 2 | 37.3% | 0.02 | 0.0140 | -0.010 | 71 | 7.85 | 8.75 | 2 | 43.2% | -0.99 | 0.0157 | -0.010 | ||
| 0 | 0.0500 | 1 | 40.8% | 0.02 | 0.0107 | -0.008 | 72 | 8.80 | 9.75 | 42.1% | -0.99 | 0.0114 | -0.008 | |||
| 0 | 0.0500 | 44.3% | 0.01 | 0.0083 | -0.007 | 73 | 10.05 | 10.75 | 2 | 61.8% | -0.99 | 0.0082 | -0.007 | |||
| 0 | 0.0500 | 47.7% | 0.01 | 0.0065 | -0.006 | 74 | 11.10 | 11.70 | 6 | 66.1% | -1.00 | 0.0058 | -0.006 | |||
| 0 | 0.2500 | 51.0% | 0.01 | 0.0052 | -0.005 | 75 | 11.80 | 12.80 | 4 | 58.5% | -1.00 | 0.0038 | -0.005 | |||
| 0 | 0.2500 | 54.2% | 0.01 | 0.0042 | -0.005 | 76 | 13.00 | 13.70 | 2 | 69.2% | -1.00 | 0.0025 | -0.004 | |||
| 0 | 0.0500 | 57.4% | 0.01 | 0.0034 | -0.004 | 77 | 13.85 | 14.75 | 4 | 65.7% | -1.00 | 0.0016 | -0.004 | |||
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 — Sep 11, 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.