USB cadena de opciones U.S. Bancorp
Cboe delayed options data · a fecha de 15:45 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 ±5.4% (55.44–61.73) · ATM IV 22.5% · P/C interés abierto 0.41
| 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 | |
| 22.60 | 24.65 | 2 | 1.00 | 0.0002 | 0.000 | 35 | 0 | 0.0500 | 72.4% | -0.00 | 0.0002 | -0.000 | ||||
| 20.15 | 22.25 | 63.1% | 1.00 | 0.0004 | 0.000 | 37.5 | 0 | 0.0700 | 5 | 66.3% | -0.00 | 0.0004 | -0.000 | |||
| 17.50 | 20.00 | 62.7% | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.0700 | 57.7% | -0.00 | 0.0008 | -0.001 | ||||
| 15.15 | 17.15 | 0.99 | 0.0016 | 0.000 | 42.5 | 0 | 0.0700 | 12 | 49.5% | -0.00 | 0.0016 | -0.001 | ||||
| 12.65 | 14.90 | 46.0% | 0.99 | 0.0034 | -0.001 | 45 | 0 | 0.0800 | 6 | 42.5% | -0.01 | 0.0034 | -0.002 | |||
| 11.05 | 12.95 | 52.7% | 0.98 | 0.0062 | -0.002 | 47 | 0 | 0.1000 | 37.7% | -0.02 | 0.0063 | -0.004 | ||||
| 10.35 | 12.15 | 33.6% | 0.98 | 0.0072 | -0.003 | 47.5 | 0 | 0.1100 | 25 | 207 | 36.7% | -0.02 | 0.0073 | -0.004 | ||
| 10.10 | 11.15 | 0.98 | 0.0084 | -0.003 | 48 | 0 | 0.1100 | 35.2% | -0.02 | 0.0085 | -0.004 | |||||
| 9.15 | 10.15 | 0.97 | 0.0113 | -0.004 | 49 | 0 | 0.1300 | 33.0% | -0.03 | 0.0114 | -0.006 | |||||
| 8.40 | 9.15 | 9 | 28.1% | 0.96 | 0.0153 | -0.006 | 50 | 0.0300 | 0.1300 | 440 | 31.0% | -0.04 | 0.0154 | -0.007 | ||
| 7.20 | 8.20 | 0.95 | 0.0204 | -0.008 | 51 | 0.0400 | 0.1900 | 30.0% | -0.05 | 0.0206 | -0.009 | |||||
| 6.25 | 7.25 | 18.0% | 0.93 | 0.0272 | -0.010 | 52 | 0.0700 | 0.2400 | 28.5% | -0.07 | 0.0274 | -0.011 | ||||
| 5.80 | 6.80 | 42 | 21.8% | 0.91 | 0.0313 | -0.011 | 52.5 | 0.1500 | 0.2400 | 2 | 550 | 28.3% | -0.09 | 0.0315 | -0.012 | |
| 5.35 | 6.30 | 21.7% | 0.90 | 0.0359 | -0.012 | 53 | 0.1400 | 0.3200 | 27.7% | -0.10 | 0.0362 | -0.013 | ||||
| 4.65 | 5.45 | 26.1% | 0.86 | 0.0466 | -0.015 | 54 | 0.2900 | 0.3400 | 4 | 26.4% | -0.14 | 0.0470 | -0.016 | |||
| 3.80 | 4.50 | 1 | 33 | 24.3% | 0.82 | 0.0592 | -0.018 | 55 | 0.4200 | 0.5000 | 5 | 1,063 | 25.6% | -0.18 | 0.0598 | -0.018 |
| 3.05 | 3.50 | 22.4% | 0.75 | 0.0729 | -0.020 | 56 | 0.6200 | 0.6600 | 6 | 24.5% | -0.25 | 0.0737 | -0.021 | |||
| 2.54 | 2.75 | 23.6% | 0.68 | 0.0861 | -0.023 | 57 | 0.8800 | 0.9200 | 9 | 23.7% | -0.32 | 0.0873 | -0.023 | |||
| 2.23 | 2.39 | 3 | 978 | 23.3% | 0.64 | 0.0918 | -0.024 | 57.5 | 1.04 | 1.08 | 16 | 1,019 | 23.4% | -0.37 | 0.0932 | -0.024 |
| 1.91 | 2.08 | 62 | 23.0% | 0.59 | 0.0964 | -0.024 | 58 | 1.23 | 1.27 | 23.1% | -0.42 | 0.0981 | -0.025 | |||
| 1.37 | 1.52 | 55 | 22.4% | 0.49 | 0.1012 | -0.024 | 59 | 1.68 | 1.73 | 1 | 22.6% | -0.52 | 0.1034 | -0.025 | ||
| 1.01 | 1.07 | 85 | 2,061 | 22.5% | 0.39 | 0.0988 | -0.023 | 60 | 2.24 | 2.56 | 873 | 24.1% | -0.62 | 0.1017 | -0.024 | |
| 0.6400 | 0.7200 | 27 | 21.8% | 0.30 | 0.0897 | -0.021 | 61 | 2.90 | 3.35 | 24.9% | -0.71 | 0.0933 | -0.021 | |||
| 0.4100 | 0.4800 | 26 | 21.8% | 0.22 | 0.0762 | -0.018 | 62 | 3.60 | 4.30 | 26.3% | -0.80 | 0.0804 | -0.018 | |||
| 0.3200 | 0.3800 | 11 | 4,994 | 21.6% | 0.19 | 0.0688 | -0.016 | 62.5 | 3.85 | 4.70 | 727 | 24.9% | -0.83 | 0.0732 | -0.017 | |
| 0.2600 | 0.3000 | 8 | 21.7% | 0.16 | 0.0614 | -0.014 | 63 | 4.30 | 5.10 | 25.1% | -0.86 | 0.0661 | -0.015 | |||
| 0.1300 | 0.3100 | 23.3% | 0.11 | 0.0474 | -0.011 | 64 | 5.20 | 5.95 | 25.2% | -0.91 | 0.0529 | -0.012 | ||||
| 0.0800 | 0.1400 | 2 | 1,890 | 22.2% | 0.08 | 0.0358 | -0.009 | 65 | 6.15 | 7.15 | 30.5% | -0.95 | 0.0423 | -0.010 | ||
| 0.0200 | 0.1600 | 23.7% | 0.05 | 0.0267 | -0.007 | 66 | 6.30 | 8.60 | 25.7% | -0.97 | 0.0306 | -0.008 | ||||
| 0 | 0.1300 | 24.6% | 0.04 | 0.0197 | -0.005 | 67 | 7.30 | 9.85 | 34.0% | -0.99 | 0.0166 | -0.006 | ||||
| 0 | 0.1100 | 657 | 24.9% | 0.03 | 0.0169 | -0.005 | 67.5 | 7.65 | 10.20 | 27.1% | -1.00 | 0.0101 | -0.006 | |||
| 0 | 0.1100 | 26.0% | 0.03 | 0.0145 | -0.004 | 68 | 8.95 | 11.10 | 49.2% | -1.00 | 0.0058 | -0.005 | ||||
| 0 | 0.0900 | 27.2% | 0.02 | 0.0107 | -0.003 | 69 | 9.30 | 11.60 | 33.0% | -1.00 | 0.0005 | -0.005 | ||||
| 0 | 0.0900 | 892 | 29.2% | 0.01 | 0.0079 | -0.003 | 70 | 10.50 | 12.55 | 39.8% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0800 | 30.7% | 0.01 | 0.0059 | -0.002 | 71 | 11.30 | 13.90 | 45.5% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0200 | 178 | 28.1% | 0.01 | 0.0039 | -0.001 | 72.5 | 12.60 | 15.35 | 42.8% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0100 | 87 | 29.8% | 0.00 | 0.0020 | -0.001 | 75 | 15.15 | 18.00 | 54.0% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.0100 | 27 | 36.8% | 0.00 | 0.0006 | -0.000 | 80 | 20.15 | 22.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.2700 | 64.3% | 0.00 | 0.0002 | -0.000 | 85 | 25.35 | 27.70 | 71.4% | -1.00 | 0.0000 | -0.005 | ||||
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 — Nov 20, 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.
callsputs