WBD cadena de opciones Warner Bros. Discovery, 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 ±15.0% (24.03–32.53) · ATM IV 24.1% · P/C interés abierto 17.45
| 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 | |
| 11.40 | 16.00 | 3 | 55.4% | 0.94 | 0.0084 | -0.001 | 15 | 0 | 0.3100 | 43 | 49.8% | -0.05 | 0.0080 | -0.003 | ||
| 10.50 | 14.80 | 47.3% | 0.93 | 0.0098 | -0.001 | 16 | 0 | 0.8300 | 31 | 57.2% | -0.06 | 0.0095 | -0.003 | |||
| 11.05 | 13.50 | 1 | 63.3% | 0.92 | 0.0116 | -0.002 | 17 | 0 | 1.04 | 55.7% | -0.07 | 0.0113 | -0.003 | |||
| 8.90 | 13.40 | 115 | 54.2% | 0.91 | 0.0136 | -0.002 | 18 | 0 | 0.9200 | 49.1% | -0.08 | 0.0134 | -0.004 | |||
| 7.50 | 12.00 | 1 | 36.6% | 0.90 | 0.0161 | -0.002 | 19 | 0 | 1.04 | 46.3% | -0.09 | 0.0160 | -0.004 | |||
| 6.75 | 11.50 | 43.0% | 0.88 | 0.0190 | -0.002 | 20 | 0.1800 | 4.60 | 77.9% | -0.10 | 0.0191 | -0.004 | ||||
| 5.80 | 10.30 | 81 | 36.3% | 0.87 | 0.0226 | -0.003 | 21 | 0 | 3.00 | 41 | 56.8% | -0.12 | 0.0228 | -0.004 | ||
| 5.35 | 9.95 | 43.7% | 0.85 | 0.0270 | -0.003 | 22 | 0.1200 | 1.79 | 42.1% | -0.14 | 0.0274 | -0.004 | ||||
| 6.00 | 8.10 | 179 | 45.1% | 0.83 | 0.0324 | -0.003 | 23 | 0.3200 | 1.53 | 11.0K | 37.0% | -0.16 | 0.0330 | -0.004 | ||
| 5.30 | 6.35 | 4 | 36.4% | 0.80 | 0.0391 | -0.003 | 24 | 0.6900 | 1.68 | 120 | 36.6% | -0.19 | 0.0400 | -0.004 | ||
| 4.20 | 6.20 | 1 | 36.6% | 0.76 | 0.0475 | -0.003 | 25 | 0.9300 | 1.03 | 2,590 | 10.7K | 29.0% | -0.23 | 0.0488 | -0.004 | |
| 3.60 | 5.60 | 54 | 36.5% | 0.72 | 0.0581 | -0.003 | 26 | 0.8700 | 1.92 | 216 | 30.0% | -0.27 | 0.0602 | -0.004 | ||
| 2.70 | 4.00 | 1 | 27.9% | 0.67 | 0.0716 | -0.003 | 27 | 1.00 | 2.77 | 6 | 31.1% | -0.33 | 0.0749 | -0.004 | ||
| 1.84 | 3.20 | 89 | 24.3% | 0.60 | 0.0885 | -0.003 | 28 | 1.00 | 2.46 | 30 | 23.8% | -0.41 | 0.0942 | -0.004 | ||
| 1.00 | 4.95 | 3 | 34.9% | 0.50 | 0.1080 | -0.003 | 29 | 1.00 | 4.75 | 31.0% | -0.51 | 0.1191 | -0.003 | |||
| 0 | 2.61 | 40 | 20.4% | 0.37 | 0.1238 | -0.002 | 30 | 1.00 | 3.30 | 15.6% | -0.67 | 0.1484 | -0.003 | |||
| 0.0700 | 0.2500 | 626 | 9.0% | 0.22 | 0.1150 | -0.002 | 31 | 0.4000 | 4.95 | 12.0% | -0.89 | 0.1639 | -0.002 | |||
| 0.0200 | 0.0800 | 10 | 8.6% | 0.11 | 0.0792 | -0.001 | 32 | 1.00 | 5.10 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0700 | 9.8% | 0.06 | 0.0495 | -0.001 | 33 | 2.00 | 6.30 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0600 | 11.1% | 0.04 | 0.0323 | -0.001 | 34 | 3.00 | 7.10 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0500 | 64 | 12.3% | 0.03 | 0.0218 | -0.000 | 35 | 4.00 | 8.00 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.95 | 53.7% | 0.02 | 0.0156 | -0.000 | 36 | 5.50 | 10.00 | 26.4% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0500 | 15.2% | 0.01 | 0.0116 | -0.000 | 37 | 6.50 | 11.00 | 28.6% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.95 | 58.7% | 0.01 | 0.0090 | -0.000 | 38 | 7.50 | 12.00 | 30.6% | -1.00 | 0.0000 | -0.003 | ||||
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 — Apr 16, 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.