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 ±11.5% (44.52–56.06) · ATM IV 23.1% · 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 | |
| 21.90 | 23.80 | 1 | 77.0% | 1.00 | 0.0002 | 0.000 | 28 | 0.0100 | 0.0900 | 2,151 | 43.5% | -0.01 | 0.0018 | -0.001 | ||
| 20.05 | 21.10 | 8 | 58.7% | 1.00 | 0.0004 | 0.000 | 30 | 0.0300 | 0.0600 | 37 | 8,316 | 38.2% | -0.01 | 0.0027 | -0.001 | |
| 17.05 | 18.35 | 667 | 53.4% | 1.00 | 0.0014 | 0.000 | 33 | 0.0600 | 0.1000 | 32 | 4,621 | 34.6% | -0.02 | 0.0048 | -0.002 | |
| 15.05 | 16.10 | 1,226 | 42.4% | 0.99 | 0.0030 | 0.000 | 35 | 0.0900 | 0.1400 | 5 | 16.4K | 32.2% | -0.03 | 0.0071 | -0.002 | |
| 12.15 | 12.80 | 2,639 | 28.3% | 0.98 | 0.0085 | 0.000 | 38 | 0.1900 | 0.2600 | 25 | 12.3K | 29.5% | -0.06 | 0.0129 | -0.004 | |
| 10.35 | 10.80 | 7,758 | 28.3% | 0.96 | 0.0156 | -0.001 | 40 | 0.2900 | 0.3500 | 9 | 15.9K | 27.2% | -0.08 | 0.0190 | -0.004 | |
| 9.25 | 10.45 | 117 | 32.2% | 0.94 | 0.0201 | -0.003 | 41 | 0.3200 | 0.4600 | 1,994 | 26.2% | -0.10 | 0.0228 | -0.005 | ||
| 8.50 | 8.95 | 2 | 6,316 | 26.9% | 0.92 | 0.0254 | -0.004 | 42 | 0.4700 | 0.5500 | 7,650 | 25.8% | -0.13 | 0.0271 | -0.006 | |
| 7.50 | 8.60 | 300 | 29.6% | 0.89 | 0.0309 | -0.005 | 43 | 0.5500 | 0.7000 | 1,731 | 24.9% | -0.16 | 0.0319 | -0.006 | ||
| 6.65 | 7.70 | 1 | 615 | 28.3% | 0.85 | 0.0364 | -0.006 | 44 | 0.7700 | 0.8700 | 1,308 | 24.7% | -0.19 | 0.0370 | -0.007 | |
| 6.00 | 6.35 | 1 | 33.5K | 25.2% | 0.81 | 0.0417 | -0.007 | 45 | 1.02 | 1.06 | 15 | 6,489 | 24.3% | -0.23 | 0.0421 | -0.008 |
| 5.20 | 5.50 | 1,014 | 24.1% | 0.77 | 0.0465 | -0.008 | 46 | 1.22 | 1.38 | 1,060 | 23.9% | -0.28 | 0.0470 | -0.009 | ||
| 4.55 | 4.85 | 49 | 7,797 | 24.4% | 0.72 | 0.0508 | -0.008 | 47 | 1.50 | 1.66 | 3,862 | 23.3% | -0.33 | 0.0513 | -0.009 | |
| 3.90 | 4.15 | 4,039 | 23.9% | 0.66 | 0.0544 | -0.009 | 48 | 1.87 | 2.05 | 1,187 | 23.2% | -0.38 | 0.0548 | -0.009 | ||
| 3.20 | 3.55 | 1,048 | 23.2% | 0.61 | 0.0572 | -0.009 | 49 | 2.22 | 2.47 | 1 | 696 | 22.5% | -0.44 | 0.0572 | -0.010 | |
| 2.73 | 3.05 | 112 | 22.8K | 23.4% | 0.55 | 0.0589 | -0.010 | 50 | 2.79 | 2.97 | 4 | 3,720 | 22.7% | -0.49 | 0.0583 | -0.009 |
| 1.54 | 1.85 | 11 | 8,987 | 22.1% | 0.40 | 0.0579 | -0.009 | 52.5 | 4.25 | 4.50 | 11 | 510 | 22.5% | -0.63 | 0.0556 | -0.009 |
| 1.03 | 1.11 | 6 | 15.5K | 22.9% | 0.28 | 0.0502 | -0.008 | 55 | 5.85 | 6.35 | 252 | 21.4% | -0.75 | 0.0470 | -0.007 | |
| 0.6000 | 0.7400 | 170 | 4,011 | 23.6% | 0.18 | 0.0392 | -0.007 | 57.5 | 7.80 | 8.50 | 35 | 20.9% | -0.84 | 0.0360 | -0.004 | |
| 0.3100 | 0.4700 | 6 | 5,895 | 23.9% | 0.11 | 0.0283 | -0.005 | 60 | 9.75 | 10.65 | 53 | -0.90 | 0.0257 | -0.002 | ||
| 0.0900 | 0.2100 | 2 | 6,785 | 25.3% | 0.05 | 0.0134 | -0.003 | 65 | 14.75 | 15.45 | 112 | -0.96 | 0.0122 | 0.000 | ||
| 0.0200 | 0.0600 | 5 | 1,768 | 25.1% | 0.02 | 0.0066 | -0.001 | 70 | 18.75 | 20.65 | 17 | -0.99 | 0.0056 | 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.