VZ cadena de opciones Verizon Communications Inc.
Cboe delayed options data · a fecha de 06:44 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 ±9.7% (39.95–48.55) · ATM IV 23.5% · P/C interés abierto 0.70
| 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 | |
| 20.15 | 22.65 | 2 | 50.9% | 1.00 | 0.0008 | 0.000 | 23 | 0 | 0.0900 | 1 | 848 | 60.1% | -0.00 | 0.0012 | -0.001 | |
| 19.30 | 21.70 | 67.3% | 1.00 | 0.0010 | 0.000 | 24 | 0 | 0.0900 | 56.5% | -0.01 | 0.0015 | -0.001 | ||||
| 18.20 | 20.70 | 9 | 54.7% | 1.00 | 0.0012 | 0.000 | 25 | 0 | 0.0900 | 27 | 1,428 | 53.0% | -0.01 | 0.0018 | -0.001 | |
| 17.15 | 20.45 | 77.4% | 1.00 | 0.0015 | 0.000 | 26 | 0 | 0.0900 | 49.7% | -0.01 | 0.0022 | -0.001 | ||||
| 16.15 | 19.50 | 73.5% | 0.99 | 0.0019 | 0.000 | 27 | 0 | 0.0900 | 46.5% | -0.01 | 0.0028 | -0.001 | ||||
| 16.10 | 17.70 | 1 | 71.7% | 0.99 | 0.0024 | 0.000 | 28 | 0 | 0.1000 | 10 | 1,997 | 44.0% | -0.01 | 0.0035 | -0.002 | |
| 14.20 | 17.50 | 65.0% | 0.99 | 0.0030 | 0.000 | 29 | 0 | 0.1100 | 41.6% | -0.01 | 0.0043 | -0.002 | ||||
| 13.25 | 15.75 | 7 | 38.5% | 0.99 | 0.0038 | 0.000 | 30 | 0.0300 | 0.2700 | 1 | 8,164 | 45.9% | -0.02 | 0.0054 | -0.002 | |
| 12.25 | 15.55 | 57.7% | 0.99 | 0.0048 | 0.000 | 31 | 0 | 0.3300 | 6 | 43.4% | -0.02 | 0.0068 | -0.002 | |||
| 11.25 | 13.80 | 1 | 33.5% | 0.98 | 0.0062 | 0.000 | 32 | 0 | 0.3400 | 6 | 40.4% | -0.03 | 0.0086 | -0.003 | ||
| 11.05 | 12.35 | 1,577 | 41.7% | 0.98 | 0.0080 | -0.000 | 33 | 0.0300 | 0.3500 | 4,116 | 38.0% | -0.04 | 0.0108 | -0.003 | ||
| 10.30 | 11.00 | 35.4% | 0.97 | 0.0104 | -0.001 | 34 | 0.0400 | 0.2000 | 5 | 9 | 31.5% | -0.04 | 0.0138 | -0.004 | ||
| 7.80 | 11.30 | 2,109 | 24.7% | 0.96 | 0.0135 | -0.002 | 35 | 0.1200 | 0.2100 | 40 | 16.5K | 30.6% | -0.06 | 0.0176 | -0.004 | |
| 8.20 | 9.35 | 10 | 33.3% | 0.95 | 0.0176 | -0.002 | 36 | 0 | 0.4800 | 33 | 32 | 30.2% | -0.07 | 0.0223 | -0.005 | |
| 7.25 | 8.60 | 3 | 34.0% | 0.93 | 0.0230 | -0.003 | 37 | 0.0300 | 0.5600 | 21 | 7 | 28.5% | -0.10 | 0.0283 | -0.006 | |
| 6.30 | 7.55 | 1,262 | 30.1% | 0.90 | 0.0297 | -0.004 | 38 | 0.3500 | 0.4500 | 10 | 13.3K | 27.6% | -0.13 | 0.0355 | -0.007 | |
| 5.45 | 6.75 | 30.1% | 0.87 | 0.0378 | -0.006 | 39 | 0.4600 | 0.6400 | 31 | 144 | 27.1% | -0.16 | 0.0438 | -0.008 | ||
| 4.50 | 5.55 | 58 | 7,933 | 24.6% | 0.83 | 0.0468 | -0.007 | 40 | 0.5000 | 0.7400 | 123 | 16.5K | 24.5% | -0.21 | 0.0526 | -0.009 |
| 3.85 | 4.70 | 15 | 390 | 25.0% | 0.78 | 0.0563 | -0.009 | 41 | 0.6700 | 0.9800 | 267 | 2,845 | 23.5% | -0.27 | 0.0614 | -0.010 |
| 3.05 | 3.75 | 272 | 6,343 | 22.5% | 0.72 | 0.0654 | -0.010 | 42 | 0.8300 | 1.34 | 12 | 8,750 | 22.6% | -0.33 | 0.0691 | -0.011 |
| 2.67 | 3.20 | 22 | 757 | 24.9% | 0.65 | 0.0731 | -0.011 | 43 | 1.59 | 1.70 | 22 | 2,324 | 24.5% | -0.41 | 0.0749 | -0.011 |
| 2.12 | 2.40 | 873 | 2,478 | 23.4% | 0.57 | 0.0784 | -0.011 | 44 | 1.92 | 2.17 | 186 | 1,749 | 23.5% | -0.48 | 0.0781 | -0.011 |
| 1.72 | 1.83 | 598 | 32.0K | 23.4% | 0.49 | 0.0807 | -0.011 | 45 | 2.39 | 2.77 | 12 | 7,211 | 23.2% | -0.56 | 0.0782 | -0.011 |
| 1.30 | 1.44 | 45 | 2,359 | 23.4% | 0.41 | 0.0796 | -0.011 | 46 | 3.10 | 3.40 | 61 | 1,343 | 23.6% | -0.64 | 0.0752 | -0.010 |
| 0.9600 | 1.08 | 384 | 8,021 | 22.9% | 0.34 | 0.0753 | -0.010 | 47 | 3.80 | 4.15 | 3,944 | 23.9% | -0.70 | 0.0697 | -0.009 | |
| 0.7100 | 0.8000 | 491 | 4,852 | 23.1% | 0.27 | 0.0685 | -0.009 | 48 | 4.20 | 6.10 | 1 | 1,269 | 29.8% | -0.77 | 0.0622 | -0.008 |
| 0.2200 | 0.7500 | 331 | 2,356 | 22.0% | 0.21 | 0.0601 | -0.008 | 49 | 4.95 | 5.75 | 912 | 20.3% | -0.82 | 0.0536 | -0.006 | |
| 0.3600 | 0.4500 | 400 | 25.4K | 23.3% | 0.16 | 0.0510 | -0.007 | 50 | 5.80 | 7.60 | 10 | 4,486 | 29.5% | -0.86 | 0.0448 | -0.005 |
| 0.1500 | 0.1800 | 295 | 8,791 | 23.3% | 0.08 | 0.0301 | -0.004 | 52.5 | 7.60 | 9.75 | 522 | 24.6% | -0.93 | 0.0258 | -0.002 | |
| 0.0600 | 0.0900 | 55 | 14.8K | 24.1% | 0.04 | 0.0166 | -0.002 | 55 | 9.45 | 11.95 | 2 | 232 | -0.97 | 0.0142 | -0.000 | |
| 0.0100 | 0.0400 | 3 | 4,222 | 23.9% | 0.02 | 0.0099 | -0.002 | 57.5 | 12.20 | 14.75 | 64 | 24.8% | -0.98 | 0.0086 | 0.000 | |
| 0.0200 | 0.0700 | 25 | 5,703 | 29.5% | 0.02 | 0.0066 | -0.001 | 60 | 13.85 | 17.20 | 3 | 56 | -0.99 | 0.0058 | 0.000 | |
| 0 | 0.0600 | 7,686 | 34.0% | 0.01 | 0.0036 | -0.001 | 65 | 19.60 | 22.05 | 32 | -0.99 | 0.0032 | 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.
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