USB cadena de opciones U.S. Bancorp
Cboe delayed options data · a fecha de 03:39 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 ±3.5% (60.56–64.98) · ATM IV 20.9% · P/C interés abierto 0.69
| 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 | |
| 28.60 | 30.80 | 1.00 | 0.0001 | 0.000 | 32.5 | 0 | 0.2600 | 36 | 129.9% | -0.00 | 0.0001 | -0.000 | ||||
| 26.70 | 28.35 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.6600 | 123 | 116.4% | -0.00 | 0.0001 | -0.000 | ||||
| 23.60 | 25.80 | 1.00 | 0.0002 | 0.000 | 37.5 | 0 | 0.2600 | 433 | 103.8% | -0.00 | 0.0002 | -0.001 | ||||
| 21.10 | 23.40 | 2 | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.0600 | 599 | 92.0% | -0.00 | 0.0003 | -0.001 | |||
| 18.60 | 20.90 | 20 | 1.00 | 0.0006 | 0.000 | 42.5 | 0 | 0.0600 | 1,655 | 80.7% | -0.00 | 0.0006 | -0.001 | |||
| 16.10 | 18.30 | 83 | 1.00 | 0.0009 | 0.000 | 45 | 0 | 0.0600 | 990 | 70.1% | -0.00 | 0.0009 | -0.001 | |||
| 13.65 | 15.85 | 258 | 1.00 | 0.0017 | -0.000 | 47.5 | 0 | 0.0600 | 2,319 | 59.9% | -0.00 | 0.0016 | -0.002 | |||
| 12.70 | 13.05 | 234 | 56.0% | 0.99 | 0.0031 | -0.002 | 50 | 0 | 0.0400 | 1 | 4,675 | 47.5% | -0.01 | 0.0031 | -0.003 | |
| 11.70 | 12.05 | 51.5% | 0.99 | 0.0041 | -0.002 | 51 | 0 | 0.0700 | 47.3% | -0.01 | 0.0041 | -0.004 | ||||
| 10.70 | 11.05 | 47.1% | 0.99 | 0.0055 | -0.003 | 52 | 0 | 0.2700 | 7 | 43.5% | -0.01 | 0.0055 | -0.004 | |||
| 10.20 | 10.55 | 703 | 44.9% | 0.99 | 0.0063 | -0.004 | 52.5 | 0 | 0.1300 | 1,433 | 41.6% | -0.01 | 0.0064 | -0.005 | ||
| 9.70 | 10.05 | 42.8% | 0.98 | 0.0074 | -0.004 | 53 | 0 | 0.2700 | 39.7% | -0.01 | 0.0074 | -0.005 | ||||
| 8.70 | 9.05 | 38.5% | 0.98 | 0.0101 | -0.005 | 54 | 0.0100 | 0.0800 | 1 | 37.3% | -0.02 | 0.0101 | -0.006 | |||
| 7.70 | 8.05 | 10 | 4,147 | 34.3% | 0.97 | 0.0139 | -0.007 | 55 | 0.0100 | 0.0900 | 7 | 2,738 | 34.1% | -0.03 | 0.0140 | -0.008 |
| 6.75 | 7.10 | 34.5% | 0.96 | 0.0196 | -0.009 | 56 | 0.0100 | 0.1000 | 3 | 30.7% | -0.04 | 0.0196 | -0.010 | |||
| 5.75 | 6.10 | 30.0% | 0.95 | 0.0278 | -0.012 | 57 | 0.0100 | 0.1300 | 4 | 28.1% | -0.05 | 0.0278 | -0.012 | |||
| 5.25 | 5.60 | 4 | 1,332 | 27.8% | 0.94 | 0.0333 | -0.013 | 57.5 | 0.0600 | 0.0900 | 5 | 619 | 26.3% | -0.06 | 0.0334 | -0.014 |
| 4.80 | 5.15 | 28.3% | 0.92 | 0.0399 | -0.015 | 58 | 0.0700 | 0.1700 | 13 | 3 | 27.0% | -0.08 | 0.0400 | -0.015 | ||
| 3.85 | 4.20 | 25.7% | 0.89 | 0.0573 | -0.019 | 59 | 0.0900 | 0.1800 | 1 | 40 | 23.2% | -0.11 | 0.0577 | -0.019 | ||
| 3.00 | 3.30 | 17 | 4,557 | 24.5% | 0.83 | 0.0812 | -0.024 | 60 | 0.1900 | 0.3000 | 47 | 1,649 | 22.3% | -0.17 | 0.0819 | -0.024 |
| 2.19 | 2.46 | 23.0% | 0.75 | 0.1099 | -0.029 | 61 | 0.3700 | 0.5500 | 64 | 85 | 22.2% | -0.26 | 0.1111 | -0.029 | ||
| 1.51 | 1.73 | 4 | 242 | 22.1% | 0.63 | 0.1357 | -0.033 | 62 | 0.6500 | 0.8500 | 55 | 21.4% | -0.38 | 0.1374 | -0.034 | |
| 1.22 | 1.39 | 29 | 3,153 | 21.6% | 0.56 | 0.1432 | -0.034 | 62.5 | 0.8400 | 1.03 | 3 | 2,818 | 20.8% | -0.45 | 0.1452 | -0.035 |
| 0.9500 | 1.09 | 84 | 579 | 20.9% | 0.49 | 0.1452 | -0.034 | 63 | 1.09 | 1.29 | 183 | 20.9% | -0.52 | 0.1474 | -0.035 | |
| 0.5300 | 0.6900 | 8 | 404 | 20.6% | 0.35 | 0.1327 | -0.032 | 64 | 1.63 | 1.90 | 3 | 20.2% | -0.66 | 0.1353 | -0.033 | |
| 0.2900 | 0.4200 | 18 | 8,456 | 21.0% | 0.24 | 0.1072 | -0.028 | 65 | 2.39 | 2.66 | 594 | 20.6% | -0.77 | 0.1096 | -0.028 | |
| 0.1100 | 0.2300 | 11 | 75 | 20.4% | 0.16 | 0.0806 | -0.023 | 66 | 3.15 | 3.55 | 1 | 19.8% | -0.85 | 0.0831 | -0.023 | |
| 0.0300 | 0.1600 | 1 | 36 | 21.1% | 0.11 | 0.0587 | -0.018 | 67 | 4.05 | 4.45 | 2 | -0.90 | 0.0621 | -0.019 | ||
| 0.0400 | 0.1200 | 8 | 3,881 | 22.1% | 0.09 | 0.0498 | -0.016 | 67.5 | 4.55 | 4.95 | 16 | -0.92 | 0.0536 | -0.017 | ||
| 0.0100 | 0.1100 | 126 | 22.5% | 0.08 | 0.0421 | -0.015 | 68 | 5.10 | 5.45 | 22.3% | -0.94 | 0.0463 | -0.016 | |||
| 0.0100 | 0.0800 | 24.5% | 0.05 | 0.0303 | -0.011 | 69 | 6.10 | 6.40 | -0.96 | 0.0361 | -0.013 | |||||
| 0 | 0.0700 | 2 | 3,243 | 27.0% | 0.04 | 0.0220 | -0.009 | 70 | 7.05 | 7.40 | -0.98 | 0.0265 | -0.010 | |||
| 0 | 0.0700 | 1 | 29.3% | 0.03 | 0.0160 | -0.007 | 71 | 8.05 | 8.40 | -0.99 | 0.0163 | -0.008 | ||||
| 0 | 0.2600 | 31.3% | 0.02 | 0.0119 | -0.006 | 72 | 9.05 | 9.40 | -1.00 | 0.0076 | -0.006 | |||||
| 0 | 0.2600 | 53 | 32.6% | 0.02 | 0.0102 | -0.005 | 72.5 | 9.60 | 9.90 | -1.00 | 0.0045 | -0.006 | ||||
| 0 | 0.0600 | 34.0% | 0.02 | 0.0089 | -0.005 | 73 | 10.05 | 10.40 | -1.00 | 0.0026 | -0.006 | |||||
| 0 | 0.0600 | 36.5% | 0.01 | 0.0067 | -0.004 | 74 | 11.10 | 11.75 | 12 | 53.1% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0500 | 211 | 49.4% | 0.01 | 0.0051 | -0.003 | 75 | 11.75 | 12.75 | 2 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 48 | 41.6% | 0.00 | 0.0015 | -0.001 | 80 | 17.00 | 17.75 | 4 | 67.9% | -1.00 | 0.0000 | -0.006 | ||
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 18, 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.
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