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 ±11.6% (56.27–71.07) · ATM IV 24.0% · P/C interés abierto 0.93
| 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 | |
| 30.05 | 31.65 | 1.00 | 0.0002 | 0.000 | 32.5 | 0 | 0.1200 | 770 | 49.7% | -0.01 | 0.0010 | -0.001 | ||||
| 27.35 | 29.55 | 40 | 1.00 | 0.0005 | 0.000 | 35 | 0.0500 | 0.1400 | 1,028 | 47.7% | -0.01 | 0.0014 | -0.001 | |||
| 25.10 | 26.75 | 1,222 | 1.00 | 0.0010 | 0.000 | 37.5 | 0.0100 | 0.1500 | 3,783 | 41.6% | -0.01 | 0.0021 | -0.002 | |||
| 22.75 | 24.95 | 575 | 49.2% | 0.99 | 0.0021 | 0.000 | 40 | 0.0200 | 0.1900 | 497 | 38.6% | -0.02 | 0.0030 | -0.002 | ||
| 20.35 | 22.60 | 867 | 46.7% | 0.99 | 0.0037 | 0.000 | 42.5 | 0.0600 | 0.2000 | 1,182 | 35.4% | -0.03 | 0.0044 | -0.003 | ||
| 18.25 | 18.95 | 1,333 | 0.97 | 0.0059 | 0.000 | 45 | 0.0300 | 0.4200 | 2,018 | 34.3% | -0.04 | 0.0065 | -0.004 | |||
| 15.80 | 16.55 | 462 | 21.2% | 0.96 | 0.0088 | -0.001 | 47.5 | 0.2700 | 0.3200 | 1 | 4,174 | 31.6% | -0.06 | 0.0094 | -0.005 | |
| 13.15 | 14.30 | 371 | 21.6% | 0.93 | 0.0124 | -0.003 | 50 | 0.3800 | 0.4900 | 1,588 | 29.7% | -0.08 | 0.0133 | -0.006 | ||
| 10.95 | 12.00 | 615 | 24.0% | 0.89 | 0.0173 | -0.005 | 52.5 | 0.5700 | 0.7700 | 701 | 28.3% | -0.12 | 0.0186 | -0.008 | ||
| 9.15 | 9.75 | 1,484 | 25.6% | 0.84 | 0.0238 | -0.007 | 55 | 0.8600 | 1.03 | 12 | 2,391 | 26.3% | -0.17 | 0.0250 | -0.009 | |
| 7.25 | 7.90 | 8 | 1,066 | 25.9% | 0.78 | 0.0313 | -0.009 | 57.5 | 1.31 | 1.53 | 1 | 700 | 25.1% | -0.24 | 0.0321 | -0.011 |
| 5.65 | 5.90 | 4 | 1,428 | 24.9% | 0.69 | 0.0385 | -0.011 | 60 | 2.14 | 2.31 | 12 | 812 | 24.9% | -0.33 | 0.0388 | -0.012 |
| 3.95 | 4.40 | 19 | 1,656 | 23.8% | 0.59 | 0.0439 | -0.013 | 62.5 | 3.10 | 3.35 | 15 | 2,041 | 24.3% | -0.43 | 0.0436 | -0.013 |
| 2.75 | 2.96 | 43 | 4,663 | 22.7% | 0.47 | 0.0459 | -0.013 | 65 | 4.20 | 4.45 | 483 | 22.7% | -0.54 | 0.0452 | -0.012 | |
| 1.93 | 2.07 | 16 | 2,890 | 23.1% | 0.36 | 0.0440 | -0.012 | 67.5 | 5.65 | 6.20 | 97 | 22.6% | -0.65 | 0.0436 | -0.011 | |
| 1.12 | 1.28 | 1 | 4,327 | 21.9% | 0.27 | 0.0388 | -0.010 | 70 | 7.45 | 8.10 | 79 | 22.6% | -0.75 | 0.0396 | -0.009 | |
| 0.6700 | 0.9500 | 36 | 112 | 22.5% | 0.19 | 0.0319 | -0.009 | 72.5 | 9.50 | 10.60 | 26 | 24.8% | -0.83 | 0.0337 | -0.007 | |
| 0.3900 | 0.6400 | 2,809 | 22.7% | 0.13 | 0.0247 | -0.007 | 75 | 11.70 | 12.85 | 25.6% | -0.90 | 0.0262 | -0.004 | |||
| 0.1100 | 0.2200 | 105 | 22.3% | 0.06 | 0.0130 | -0.004 | 80 | 15.80 | 17.95 | 25.2% | -0.97 | 0.0110 | 0.000 | |||
| 0 | 0.1700 | 70 | 24.0% | 0.02 | 0.0062 | -0.002 | 85 | 20.75 | 22.80 | 26.5% | -0.99 | 0.0028 | 0.000 | |||
| 0 | 0.0600 | 34 | 24.2% | 0.01 | 0.0028 | -0.001 | 90 | 26.20 | 27.90 | 19 | 40.2% | -1.00 | 0.0005 | 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 — Jan 15, 2027
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.