VZ cadena de opciones Verizon Communications Inc.

Vencimiento Cboe delayed options data · a fecha de 15:46 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 ±6.6% (41.36–47.19) · ATM IV 27.6% · P/C interés abierto 0.85

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
20.60	22.90			146.4%	1.00	0.0008	0.000	23	0	0.3500			124.8%	-0.00	0.0008	-0.001
19.35	22.30			143.9%	1.00	0.0009	0.000	24	0	0.1600			103.1%	-0.00	0.0009	-0.002
18.80	20.50		27	121.4%	1.00	0.0011	0.000	25	0	0.1600			97.0%	-0.00	0.0011	-0.002
17.60	19.55		2	106.7%	1.00	0.0014	0.000	26	0	0.1600			91.1%	-0.00	0.0014	-0.002
16.65	18.55		3	102.2%	0.99	0.0016	0.000	27	0	0.1600		20	85.4%	-0.01	0.0016	-0.002
15.60	17.35		8	81.2%	0.99	0.0020	-0.000	28	0	0.1600			79.9%	-0.01	0.0020	-0.002
14.70	16.35		2	81.5%	0.99	0.0025	-0.001	29	0	0.1600			74.5%	-0.01	0.0025	-0.002
13.80	15.35		23	80.5%	0.99	0.0030	-0.001	30	0	0.0400		255	56.8%	-0.01	0.0031	-0.003
12.45	14.55		1	66.9%	0.99	0.0038	-0.001	31	0	0.1600			64.3%	-0.01	0.0038	-0.003
11.55	13.55		14	66.4%	0.99	0.0047	-0.002	32	0	0.1600		11	59.4%	-0.01	0.0048	-0.003
10.40	13.45		10	83.0%	0.98	0.0060	-0.002	33	0	0.1700		12	55.2%	-0.01	0.0060	-0.004
9.95	11.40		18	64.0%	0.98	0.0077	-0.003	34	0	0.1700		3,550	50.5%	-0.02	0.0077	-0.004
8.90	10.35			55.3%	0.98	0.0100	-0.003	35	0.0100	0.0800		207	41.1%	-0.02	0.0100	-0.004
8.20	9.10	2	42	51.3%	0.97	0.0132	-0.004	36	0	0.2000		542	42.7%	-0.03	0.0132	-0.005
6.95	8.45		55	48.3%	0.96	0.0178	-0.005	37	0.0200	0.1400	9	5,343	36.4%	-0.04	0.0179	-0.006
6.20	6.70	4	7	25.3%	0.95	0.0244	-0.006	38	0.0800	0.1100	9	1,049	33.2%	-0.05	0.0246	-0.007
5.15	5.70	4	5		0.92	0.0341	-0.008	39	0.1200	0.1900	10	357	32.2%	-0.08	0.0343	-0.009
4.35	5.95			32.5%	0.91	0.0403	-0.009	39.5	0.0900	0.3500			32.7%	-0.09	0.0406	-0.010
4.45	4.80		323	28.8%	0.89	0.0476	-0.011	40	0.2000	0.2500	30	7,183	30.3%	-0.11	0.0479	-0.011
3.65	4.85			30.8%	0.87	0.0557	-0.012	40.5	0.2500	0.4500			32.0%	-0.14	0.0563	-0.013
3.65	3.90	24	1,002	28.7%	0.84	0.0646	-0.014	41	0.3300	0.3600	32	1,346	29.0%	-0.17	0.0653	-0.015
2.80	4.00			29.3%	0.80	0.0736	-0.016	41.5	0.3900	0.4600			28.4%	-0.20	0.0745	-0.016
2.88	3.05	7	1,821	27.8%	0.76	0.0824	-0.018	42	0.5200	0.5800	73	7,312	28.5%	-0.24	0.0835	-0.018
2.58	2.94			31.2%	0.72	0.0906	-0.019	42.5	0.6300	0.8400	2		29.3%	-0.29	0.0918	-0.020
2.21	2.45	34	3,012	28.9%	0.67	0.0978	-0.021	43	0.8100	0.8800	11	3,394	28.0%	-0.33	0.0993	-0.021
1.92	2.23			29.9%	0.62	0.1038	-0.021	43.5	0.9700	1.22			29.1%	-0.39	0.1056	-0.022
1.63	1.72	142	951	27.6%	0.57	0.1083	-0.022	44	1.19	1.27	6	2,617	27.4%	-0.44	0.1104	-0.022
1.28	1.46	5		26.5%	0.51	0.1109	-0.022	44.5	1.42	1.67	2		28.7%	-0.50	0.1134	-0.023
1.14	1.20	86	7,134	27.0%	0.46	0.1115	-0.022	45	1.68	1.78	55	1,704	26.9%	-0.55	0.1144	-0.022
0.9000	1.13			27.8%	0.40	0.1098	-0.021	45.5	1.84	2.17			26.3%	-0.61	0.1133	-0.021
0.7300	0.8000	62	3,352	26.2%	0.35	0.1060	-0.020	46	2.24	2.54	1	1,951	27.4%	-0.66	0.1100	-0.020
0.5800	0.6500	4		26.1%	0.30	0.1002	-0.018	46.5	2.61	2.95			28.2%	-0.72	0.1047	-0.019
0.4600	0.5100	167	4,217	26.0%	0.25	0.0926	-0.017	47	2.81	3.25		1,382	25.1%	-0.77	0.0976	-0.017
0.3100	0.4000	14		25.2%	0.20	0.0837	-0.015	47.5	2.90	4.10			26.9%	-0.81	0.0894	-0.015
0.2700	0.3000	104	3,139	25.5%	0.17	0.0741	-0.013	48	3.65	4.25	2	903	27.8%	-0.86	0.0805	-0.013
0.2100	0.2600	10		26.1%	0.13	0.0643	-0.011	48.5	3.75	4.95			26.6%	-0.89	0.0716	-0.012
0.1600	0.1700	40	3,976	25.5%	0.11	0.0548	-0.009	49	4.70	5.05		1,596	29.6%	-0.92	0.0623	-0.010
0.0600	0.2900			27.8%	0.08	0.0461	-0.008	49.5	4.70	5.90			28.4%	-0.95	0.0554	-0.009
0.0900	0.1000	78	5,483	25.6%	0.07	0.0386	-0.007	50	5.65	5.85	1	34	27.0%	-0.97	0.0449	-0.008
0	0.2200			29.8%	0.05	0.0271	-0.005	51	6.05	7.95			42.3%	-0.99	0.0215	-0.006
0	0.0500			25.4%	0.03	0.0199	-0.004	52	6.65	9.30			45.3%	-1.00	0.0079	-0.005
0.0200	0.0900		5,627	30.3%	0.03	0.0174	-0.004	52.5	7.55	9.20		19	43.0%	-1.00	0.0049	-0.005
0	0.1800			34.7%	0.03	0.0154	-0.004	53	8.00	9.95			49.1%	-1.00	0.0030	-0.005
0	0.1700			37.2%	0.02	0.0126	-0.003	54	9.05	10.95			53.6%	-1.00	0.0009	-0.005
0.0100	0.0200	7	6,511	30.8%	0.02	0.0106	-0.003	55	9.25	12.10				-1.00	0.0001	-0.005
0	0.0400		465	37.6%	0.01	0.0073	-0.003	57.5	12.35	14.65			65.4%	-1.00	0.0000	-0.005
0	0.0400		556	42.9%	0.01	0.0053	-0.003	60	14.45	16.15	1			-1.00	0.0000	-0.005
0	0.0200		8	48.6%	0.01	0.0032	-0.002	65	19.40	22.55			85.6%	-1.00	0.0000	-0.005

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 — Nov 20, 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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VZ cadena de opciones Verizon Communications Inc.

Sonrisa de volatilidad — Nov 20, 2026

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