VST cadena de opciones Vistra Corp.
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 ±15.3% (126.92–172.78) · ATM IV 47.3% · P/C interés abierto 0.75
| 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 | |
| 73.30 | 77.30 | 4 | 78.9% | 1.00 | 0.0002 | 0.000 | 75 | 0 | 0.4500 | 34 | 82.2% | -0.00 | 0.0002 | -0.002 | ||
| 68.35 | 72.15 | 46 | 65.5% | 0.99 | 0.0003 | 0.000 | 80 | 0 | 0.2500 | 196 | 69.3% | -0.00 | 0.0003 | -0.004 | ||
| 63.45 | 67.20 | 6 | 62.6% | 0.99 | 0.0005 | 0.000 | 85 | 0.0400 | 0.2700 | 10 | 574 | 65.1% | -0.01 | 0.0005 | -0.005 | |
| 58.50 | 62.35 | 5 | 60.4% | 0.99 | 0.0008 | -0.000 | 90 | 0 | 0.6700 | 55 | 66.7% | -0.01 | 0.0008 | -0.008 | ||
| 53.60 | 57.55 | 14 | 59.0% | 0.98 | 0.0012 | -0.004 | 95 | 0 | 0.5500 | 51 | 58.6% | -0.02 | 0.0012 | -0.011 | ||
| 49.15 | 51.90 | 52 | 50.2% | 0.97 | 0.0018 | -0.009 | 100 | 0.1400 | 0.5100 | 401 | 54.4% | -0.03 | 0.0018 | -0.016 | ||
| 44.55 | 47.15 | 61 | 52.5% | 0.96 | 0.0025 | -0.016 | 105 | 0.2500 | 0.7400 | 467 | 52.7% | -0.04 | 0.0026 | -0.022 | ||
| 39.90 | 42.45 | 58 | 51.6% | 0.94 | 0.0035 | -0.024 | 110 | 0.4000 | 0.9800 | 114 | 2,499 | 50.3% | -0.06 | 0.0036 | -0.029 | |
| 35.35 | 37.85 | 29 | 50.5% | 0.92 | 0.0048 | -0.033 | 115 | 0.8300 | 1.48 | 5 | 1,028 | 50.4% | -0.08 | 0.0048 | -0.038 | |
| 31.05 | 33.50 | 1 | 255 | 50.2% | 0.89 | 0.0062 | -0.043 | 120 | 1.56 | 1.91 | 238 | 2,099 | 49.7% | -0.11 | 0.0062 | -0.047 |
| 27.00 | 29.30 | 1 | 71 | 49.8% | 0.85 | 0.0078 | -0.054 | 125 | 2.37 | 2.73 | 14 | 4,557 | 49.2% | -0.15 | 0.0078 | -0.058 |
| 23.35 | 24.75 | 2 | 187 | 48.1% | 0.80 | 0.0094 | -0.065 | 130 | 3.25 | 3.85 | 327 | 4,570 | 48.3% | -0.20 | 0.0095 | -0.068 |
| 19.75 | 21.45 | 1 | 840 | 48.5% | 0.75 | 0.0110 | -0.075 | 135 | 4.65 | 5.25 | 33 | 10.1K | 48.1% | -0.26 | 0.0111 | -0.078 |
| 16.95 | 17.85 | 3 | 711 | 48.5% | 0.68 | 0.0123 | -0.083 | 140 | 6.45 | 6.95 | 14 | 3,059 | 48.0% | -0.32 | 0.0124 | -0.086 |
| 13.65 | 15.50 | 158 | 546 | 48.6% | 0.62 | 0.0132 | -0.090 | 145 | 8.35 | 9.05 | 26 | 646 | 47.5% | -0.39 | 0.0134 | -0.092 |
| 11.55 | 12.35 | 51 | 1,188 | 48.0% | 0.55 | 0.0137 | -0.093 | 150 | 10.60 | 11.35 | 72 | 1,587 | 46.6% | -0.46 | 0.0140 | -0.095 |
| 9.30 | 10.10 | 123 | 800 | 47.7% | 0.48 | 0.0138 | -0.094 | 155 | 13.60 | 14.30 | 142 | 1,690 | 47.3% | -0.52 | 0.0141 | -0.095 |
| 7.45 | 8.20 | 66 | 4,209 | 47.6% | 0.42 | 0.0135 | -0.092 | 160 | 16.65 | 17.70 | 30 | 937 | 47.6% | -0.59 | 0.0138 | -0.093 |
| 6.00 | 6.45 | 37 | 7,835 | 47.4% | 0.36 | 0.0128 | -0.089 | 165 | 19.70 | 20.95 | 706 | 46.3% | -0.65 | 0.0132 | -0.089 | |
| 4.75 | 5.65 | 96 | 6,204 | 48.7% | 0.30 | 0.0119 | -0.084 | 170 | 23.90 | 25.10 | 250 | 48.4% | -0.71 | 0.0123 | -0.084 | |
| 3.70 | 4.10 | 67 | 675 | 47.6% | 0.25 | 0.0109 | -0.077 | 175 | 27.55 | 29.35 | 102 | 48.5% | -0.76 | 0.0114 | -0.077 | |
| 2.94 | 3.25 | 79 | 5,018 | 47.9% | 0.21 | 0.0098 | -0.070 | 180 | 31.80 | 33.65 | 40 | 49.3% | -0.80 | 0.0103 | -0.070 | |
| 2.39 | 2.66 | 5 | 2,766 | 48.7% | 0.18 | 0.0087 | -0.064 | 185 | 36.20 | 38.20 | 40 | 50.4% | -0.84 | 0.0092 | -0.063 | |
| 1.87 | 2.17 | 8 | 526 | 49.1% | 0.15 | 0.0076 | -0.057 | 190 | 40.80 | 42.75 | 7 | 14 | 51.5% | -0.87 | 0.0082 | -0.056 |
| 1.38 | 1.71 | 282 | 49.0% | 0.12 | 0.0066 | -0.050 | 195 | 44.25 | 48.10 | 4 | 50.2% | -0.90 | 0.0073 | -0.050 | ||
| 1.08 | 1.40 | 101 | 2,169 | 49.5% | 0.10 | 0.0058 | -0.044 | 200 | 50.40 | 52.15 | 22 | 54.7% | -0.92 | 0.0064 | -0.043 | |
| 0.9500 | 1.20 | 1 | 286 | 50.9% | 0.08 | 0.0050 | -0.039 | 205 | 53.75 | 57.65 | 1 | 51.6% | -0.94 | 0.0056 | -0.037 | |
| 0.7500 | 0.9800 | 7 | 5,724 | 51.4% | 0.07 | 0.0043 | -0.034 | 210 | 59.35 | 61.90 | 20 | 53.5% | -0.95 | 0.0050 | -0.032 | |
| 0.6300 | 0.9000 | 536 | 52.8% | 0.06 | 0.0036 | -0.030 | 215 | 63.55 | 67.35 | 53.2% | -0.97 | 0.0043 | -0.027 | |||
| 0.4300 | 0.8300 | 570 | 53.4% | 0.05 | 0.0031 | -0.026 | 220 | 68.45 | 72.30 | 1 | 53.9% | -0.98 | 0.0039 | -0.023 | ||
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 — Dec 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.