VZ cadena de opciones Verizon Communications Inc.
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 ±4.9% (47.77–52.66) · ATM IV 16.6% · P/C interés abierto 0.82
| 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 | |
| 18.35 | 22.35 | 66.5% | 1.00 | 0.0012 | 0.000 | 30 | 0 | 2.13 | 139.4% | -0.01 | 0.0017 | -0.002 | ||||
| 13.45 | 17.40 | 59.5% | 0.99 | 0.0029 | -0.001 | 35 | 0 | 0.7500 | 78.6% | -0.01 | 0.0040 | -0.003 | ||||
| 10.55 | 14.40 | 51.4% | 0.99 | 0.0052 | -0.002 | 38 | 0 | 0.0900 | 41.7% | -0.02 | 0.0072 | -0.004 | ||||
| 9.55 | 13.40 | 47.0% | 0.98 | 0.0064 | -0.002 | 39 | 0 | 0.7500 | 58.9% | -0.02 | 0.0089 | -0.004 | ||||
| 8.40 | 12.40 | 33.6% | 0.98 | 0.0079 | -0.002 | 40 | 0 | 0.1000 | 10 | 35.4% | -0.03 | 0.0111 | -0.005 | |||
| 7.80 | 11.40 | 46.3% | 0.98 | 0.0100 | -0.003 | 41 | 0 | 0.7400 | 49.3% | -0.03 | 0.0140 | -0.005 | ||||
| 6.55 | 10.45 | 36.3% | 0.97 | 0.0129 | -0.003 | 42 | 0 | 0.2600 | 29 | 34.3% | -0.04 | 0.0180 | -0.006 | |||
| 6.40 | 9.45 | 48.9% | 0.96 | 0.0170 | -0.004 | 43 | 0 | 0.3100 | 27 | 31.7% | -0.05 | 0.0236 | -0.006 | |||
| 5.40 | 8.05 | 4 | 37.6% | 0.95 | 0.0230 | -0.005 | 44 | 0 | 0.7500 | 6 | 35.6% | -0.07 | 0.0316 | -0.007 | ||
| 5.00 | 6.50 | 33.8% | 0.94 | 0.0323 | -0.006 | 45 | 0 | 0.5800 | 4 | 22 | 28.4% | -0.09 | 0.0434 | -0.009 | ||
| 3.40 | 5.80 | 2 | 3 | 24.3% | 0.91 | 0.0464 | -0.008 | 46 | 0.1400 | 0.3300 | 13 | 24 | 22.4% | -0.14 | 0.0601 | -0.011 |
| 2.39 | 5.00 | 2 | 1 | 22.7% | 0.86 | 0.0661 | -0.010 | 47 | 0.3200 | 0.6600 | 23.9% | -0.20 | 0.0810 | -0.013 | ||
| 2.59 | 3.10 | 2 | 6 | 21.4% | 0.78 | 0.0888 | -0.013 | 48 | 0.5300 | 0.7900 | 12 | 26 | 21.8% | -0.29 | 0.1019 | -0.015 |
| 1.99 | 2.27 | 10 | 4 | 21.2% | 0.68 | 0.1100 | -0.016 | 49 | 0.8400 | 1.08 | 1 | 16 | 20.6% | -0.40 | 0.1181 | -0.017 |
| 0.5200 | 1.69 | 7 | 10 | 14.2% | 0.57 | 0.1236 | -0.017 | 50 | 1.09 | 1.59 | 2 | 12 | 19.0% | -0.52 | 0.1237 | -0.017 |
| 0.7400 | 1.31 | 9 | 35 | 20.7% | 0.44 | 0.1240 | -0.017 | 51 | 1.88 | 2.18 | 20.4% | -0.64 | 0.1161 | -0.016 | ||
| 0.4800 | 0.8500 | 7 | 72 | 20.6% | 0.33 | 0.1117 | -0.016 | 52 | 2.42 | 3.10 | 20.7% | -0.74 | 0.0992 | -0.014 | ||
| 0.2800 | 0.5500 | 47 | 35 | 20.7% | 0.23 | 0.0932 | -0.014 | 53 | 2.50 | 3.90 | -0.82 | 0.0789 | -0.011 | |||
| 0.2000 | 0.3500 | 21.5% | 0.16 | 0.0729 | -0.011 | 54 | 3.90 | 4.65 | 2 | 13.0% | -0.88 | 0.0596 | -0.009 | |||
| 0.0200 | 0.3200 | 21.9% | 0.11 | 0.0547 | -0.009 | 55 | 4.05 | 6.15 | -0.92 | 0.0436 | -0.007 | |||||
| 0.0200 | 0.1800 | 1 | 40 | 22.1% | 0.08 | 0.0407 | -0.007 | 56 | 5.00 | 7.00 | -0.94 | 0.0320 | -0.005 | |||
| 0 | 0.6500 | 33.4% | 0.06 | 0.0306 | -0.006 | 57 | 5.60 | 8.00 | -0.96 | 0.0241 | -0.004 | |||||
| 0 | 0.7500 | 38.1% | 0.05 | 0.0239 | -0.005 | 58 | 6.55 | 8.95 | -0.96 | 0.0189 | -0.003 | |||||
| 0 | 0.7500 | 5 | 41.4% | 0.04 | 0.0191 | -0.005 | 59 | 7.35 | 11.15 | 23.9% | -0.97 | 0.0153 | -0.003 | |||
| 0 | 0.7500 | 44.3% | 0.03 | 0.0158 | -0.004 | 60 | 8.10 | 12.00 | -0.97 | 0.0127 | -0.003 | |||||
| 0 | 0.5100 | 42.9% | 0.03 | 0.0132 | -0.004 | 61 | 9.05 | 13.10 | -0.98 | 0.0108 | -0.002 | |||||
| 0 | 0.7500 | 50.0% | 0.03 | 0.0114 | -0.004 | 62 | 10.05 | 14.00 | 1 | -0.98 | 0.0094 | -0.002 | ||||
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 — Oct 09, 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.