WFC cadena de opciones Wells Fargo & Company
Cboe delayed options data · a fecha de 21:55 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 ±5.2% (84.52–93.86) · ATM IV 23.1% · P/C interés abierto 0.44
| 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 | |
| 37.25 | 41.40 | 1 | 2 | 1.00 | 0.0004 | 0.000 | 50 | 0 | 2.13 | 149.8% | -0.00 | 0.0004 | -0.002 | |||
| 32.25 | 36.45 | 57.1% | 1.00 | 0.0006 | 0.000 | 55 | 0 | 2.13 | 129.4% | -0.00 | 0.0006 | -0.003 | ||||
| 28.05 | 31.25 | 1 | 82.0% | 0.99 | 0.0010 | 0.000 | 60 | 0 | 2.13 | 1 | 110.5% | -0.01 | 0.0010 | -0.004 | ||
| 23.10 | 25.60 | 0.99 | 0.0018 | 0.000 | 65 | 0 | 2.14 | 93.0% | -0.01 | 0.0019 | -0.004 | |||||
| 18.10 | 20.65 | 0.99 | 0.0035 | 0.000 | 70 | 0 | 2.15 | 20 | 76.4% | -0.01 | 0.0035 | -0.006 | ||||
| 15.15 | 17.65 | 0.98 | 0.0054 | 0.000 | 73 | 0 | 2.16 | 1 | 66.8% | -0.02 | 0.0055 | -0.007 | ||||
| 14.15 | 16.65 | 0.98 | 0.0064 | -0.000 | 74 | 0 | 2.17 | 3 | 63.7% | -0.02 | 0.0064 | -0.008 | ||||
| 13.20 | 15.70 | 28.1% | 0.97 | 0.0075 | -0.001 | 75 | 0 | 0.2000 | 12 | 34.0% | -0.03 | 0.0076 | -0.009 | |||
| 12.70 | 14.85 | 41.4% | 0.97 | 0.0089 | -0.003 | 76 | 0.0100 | 0.1700 | 5 | 31.2% | -0.03 | 0.0090 | -0.010 | |||
| 11.85 | 13.90 | 41.3% | 0.96 | 0.0106 | -0.004 | 77 | 0.0100 | 0.1900 | 26 | 29.7% | -0.04 | 0.0107 | -0.011 | |||
| 10.75 | 12.70 | 34.6% | 0.96 | 0.0128 | -0.006 | 78 | 0.0100 | 0.2200 | 48 | 28.3% | -0.05 | 0.0129 | -0.012 | |||
| 10.20 | 10.85 | 24.9% | 0.95 | 0.0155 | -0.008 | 79 | 0.0400 | 0.2600 | 10 | 27.5% | -0.05 | 0.0157 | -0.013 | |||
| 9.25 | 9.90 | 1 | 2 | 24.8% | 0.93 | 0.0190 | -0.010 | 80 | 0.1500 | 0.2400 | 7 | 62 | 26.8% | -0.07 | 0.0192 | -0.015 |
| 8.35 | 8.95 | 24.8% | 0.92 | 0.0233 | -0.013 | 81 | 0.2000 | 0.3100 | 24 | 20 | 26.1% | -0.08 | 0.0236 | -0.017 | ||
| 7.45 | 8.00 | 36 | 24.2% | 0.89 | 0.0286 | -0.016 | 82 | 0.2700 | 0.4400 | 128 | 33 | 25.9% | -0.11 | 0.0288 | -0.020 | |
| 6.55 | 7.10 | 2 | 23.7% | 0.86 | 0.0347 | -0.020 | 83 | 0.4100 | 0.5400 | 129 | 31 | 25.5% | -0.14 | 0.0351 | -0.024 | |
| 5.70 | 6.25 | 2 | 23.5% | 0.83 | 0.0413 | -0.024 | 84 | 0.5600 | 0.6500 | 102 | 34 | 24.7% | -0.18 | 0.0418 | -0.027 | |
| 4.90 | 5.50 | 12 | 23.8% | 0.78 | 0.0480 | -0.028 | 85 | 0.7400 | 1.00 | 85 | 1,536 | 25.4% | -0.22 | 0.0487 | -0.031 | |
| 4.15 | 4.65 | 72 | 23.0% | 0.73 | 0.0544 | -0.032 | 86 | 0.9600 | 1.10 | 3 | 14 | 24.0% | -0.27 | 0.0552 | -0.035 | |
| 3.45 | 3.90 | 25 | 45 | 22.5% | 0.67 | 0.0601 | -0.035 | 87 | 1.24 | 1.40 | 1 | 35 | 23.6% | -0.33 | 0.0612 | -0.037 |
| 2.88 | 3.25 | 13 | 106 | 22.7% | 0.61 | 0.0649 | -0.037 | 88 | 1.59 | 1.93 | 25 | 24.1% | -0.39 | 0.0662 | -0.039 | |
| 2.39 | 2.63 | 18 | 1,465 | 22.7% | 0.55 | 0.0682 | -0.038 | 89 | 1.96 | 2.36 | 83 | 26 | 23.6% | -0.46 | 0.0697 | -0.040 |
| 1.82 | 2.10 | 32 | 1,002 | 22.0% | 0.48 | 0.0696 | -0.038 | 90 | 2.49 | 2.86 | 26 | 44 | 23.5% | -0.53 | 0.0715 | -0.039 |
| 1.48 | 1.67 | 4 | 878 | 22.3% | 0.41 | 0.0688 | -0.037 | 91 | 3.00 | 3.50 | 3 | 23.4% | -0.60 | 0.0711 | -0.037 | |
| 1.10 | 1.34 | 4 | 235 | 22.2% | 0.34 | 0.0659 | -0.035 | 92 | 3.65 | 4.15 | 23.4% | -0.67 | 0.0686 | -0.035 | ||
| 0.7900 | 0.9600 | 10 | 474 | 21.5% | 0.28 | 0.0609 | -0.031 | 93 | 4.35 | 4.90 | 23.5% | -0.74 | 0.0641 | -0.031 | ||
| 0.5600 | 0.7100 | 7 | 21.3% | 0.22 | 0.0543 | -0.027 | 94 | 5.05 | 5.70 | 23.2% | -0.80 | 0.0578 | -0.026 | |||
| 0.4000 | 0.5200 | 115 | 21.3% | 0.17 | 0.0467 | -0.023 | 95 | 5.90 | 6.60 | 2 | 24.0% | -0.86 | 0.0502 | -0.022 | ||
| 0.1900 | 0.4500 | 3 | 8 | 21.1% | 0.13 | 0.0390 | -0.019 | 96 | 6.70 | 7.50 | 23.8% | -0.90 | 0.0416 | -0.017 | ||
| 0.1900 | 0.2700 | 4 | 21.3% | 0.10 | 0.0318 | -0.016 | 97 | 7.45 | 8.40 | 21.9% | -0.93 | 0.0401 | -0.013 | |||
| 0.1000 | 0.2900 | 51 | 22.4% | 0.08 | 0.0259 | -0.013 | 98 | 8.40 | 9.35 | 21.9% | -0.96 | 0.0382 | -0.011 | |||
| 0.0400 | 0.2400 | 3 | 22.5% | 0.06 | 0.0214 | -0.012 | 99 | 9.30 | 10.30 | -0.98 | 0.0283 | -0.016 | ||||
| 0.0100 | 0.2000 | 3 | 22.9% | 0.05 | 0.0180 | -0.011 | 100 | 9.85 | 12.05 | 28.5% | -0.99 | 0.0219 | -0.018 | |||
| 0.0100 | 0.1800 | 24.1% | 0.05 | 0.0155 | -0.010 | 101 | 10.65 | 13.15 | 28.5% | -0.99 | 0.0152 | -0.023 | ||||
| 0 | 2.17 | 5 | 53.6% | 0.03 | 0.0098 | -0.009 | 105 | 14.65 | 17.15 | 35.3% | -1.00 | 0.0047 | -0.030 | |||
| 0 | 2.15 | 2 | 63.3% | 0.03 | 0.0064 | -0.009 | 110 | 19.65 | 22.05 | -1.00 | 0.0005 | -0.035 | ||||
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 02, 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.
callsputs