WFC cadena de opciones Wells Fargo & Company
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 ±7.7% (82.49–96.19) · ATM IV 27.5% · P/C interés abierto 1.43
| 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 | |
| 42.65 | 46.60 | 5 | 91.8% | 1.00 | 0.0003 | 0.000 | 45 | 0 | 2.13 | 45 | 140.4% | -0.00 | 0.0003 | -0.002 | ||
| 40.10 | 44.15 | 1.00 | 0.0004 | 0.000 | 47.5 | 0 | 2.13 | 34 | 131.1% | -0.00 | 0.0004 | -0.002 | ||||
| 37.60 | 41.65 | 75.7% | 1.00 | 0.0005 | 0.000 | 50 | 0 | 0.2000 | 98 | 78.4% | -0.00 | 0.0005 | -0.002 | |||
| 32.55 | 36.60 | 10 | 60.7% | 0.99 | 0.0008 | 0.000 | 55 | 0 | 0.1000 | 176 | 60.9% | -0.01 | 0.0008 | -0.003 | ||
| 27.75 | 31.70 | 28 | 50.5% | 0.99 | 0.0015 | 0.000 | 60 | 0 | 0.3700 | 796 | 62.0% | -0.01 | 0.0015 | -0.004 | ||
| 22.75 | 26.80 | 20 | 49.1% | 0.98 | 0.0027 | -0.002 | 65 | 0 | 0.1700 | 5 | 1,216 | 45.1% | -0.01 | 0.0028 | -0.006 | |
| 20.30 | 24.30 | 26 | 44.7% | 0.98 | 0.0038 | -0.003 | 67.5 | 0.0300 | 0.1900 | 2 | 2,549 | 42.2% | -0.02 | 0.0038 | -0.007 | |
| 18.90 | 20.45 | 74 | 28.6% | 0.97 | 0.0054 | -0.005 | 70 | 0.0900 | 0.1700 | 44 | 2,274 | 38.6% | -0.03 | 0.0054 | -0.009 | |
| 16.30 | 17.90 | 1 | 217 | 0.96 | 0.0077 | -0.008 | 72.5 | 0.1400 | 0.2400 | 9 | 1,819 | 36.4% | -0.04 | 0.0078 | -0.011 | |
| 14.80 | 15.45 | 2 | 253 | 38.2% | 0.94 | 0.0111 | -0.012 | 75 | 0.2400 | 0.3400 | 8 | 3,308 | 34.6% | -0.06 | 0.0112 | -0.014 |
| 12.40 | 13.10 | 1 | 872 | 34.9% | 0.91 | 0.0159 | -0.016 | 77.5 | 0.3900 | 0.4600 | 25 | 4,091 | 32.5% | -0.09 | 0.0160 | -0.019 |
| 10.20 | 10.85 | 7 | 3,049 | 33.2% | 0.87 | 0.0221 | -0.022 | 80 | 0.6600 | 0.7000 | 585 | 10.2K | 31.2% | -0.13 | 0.0224 | -0.024 |
| 8.10 | 8.70 | 14 | 1,013 | 31.4% | 0.80 | 0.0295 | -0.028 | 82.5 | 1.04 | 1.11 | 1,183 | 8,562 | 30.2% | -0.20 | 0.0299 | -0.029 |
| 6.25 | 6.50 | 325 | 3,363 | 29.1% | 0.72 | 0.0370 | -0.033 | 85 | 1.61 | 1.68 | 116 | 4,628 | 29.1% | -0.28 | 0.0376 | -0.035 |
| 4.60 | 4.80 | 132 | 3,463 | 28.3% | 0.62 | 0.0433 | -0.037 | 87.5 | 2.35 | 2.53 | 281 | 1,503 | 28.0% | -0.38 | 0.0442 | -0.038 |
| 3.20 | 3.40 | 349 | 3,150 | 27.6% | 0.51 | 0.0467 | -0.038 | 90 | 3.45 | 3.65 | 321 | 2,042 | 27.4% | -0.50 | 0.0480 | -0.039 |
| 2.17 | 2.27 | 622 | 3,899 | 27.1% | 0.39 | 0.0460 | -0.036 | 92.5 | 4.85 | 5.05 | 9 | 1,185 | 26.6% | -0.62 | 0.0478 | -0.037 |
| 1.34 | 1.43 | 1,197 | 5,571 | 26.5% | 0.29 | 0.0413 | -0.031 | 95 | 6.25 | 6.80 | 41 | 13 | 24.7% | -0.73 | 0.0436 | -0.032 |
| 0.8200 | 0.8900 | 1,751 | 3,560 | 26.4% | 0.20 | 0.0339 | -0.025 | 97.5 | 8.20 | 9.00 | 38 | 24.9% | -0.83 | 0.0366 | -0.026 | |
| 0.4300 | 0.5600 | 512 | 1,465 | 26.2% | 0.13 | 0.0256 | -0.019 | 100 | 10.35 | 11.20 | 23.1% | -0.90 | 0.0290 | -0.019 | ||
| 0.1200 | 0.2000 | 197 | 917 | 26.5% | 0.05 | 0.0127 | -0.010 | 105 | 13.65 | 17.60 | -0.99 | 0.0109 | -0.015 | |||
| 0.0300 | 0.1500 | 5 | 122 | 29.6% | 0.03 | 0.0069 | -0.006 | 110 | 18.70 | 22.55 | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1000 | 83 | 32.0% | 0.02 | 0.0046 | -0.005 | 115 | 23.65 | 27.55 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.2000 | 55 | 40.4% | 0.02 | 0.0033 | -0.005 | 120 | 28.70 | 32.55 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.1000 | 23 | 41.0% | 0.01 | 0.0025 | -0.004 | 125 | 33.70 | 37.55 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.1800 | 48.8% | 0.01 | 0.0020 | -0.004 | 130 | 38.65 | 42.55 | -1.00 | 0.0000 | -0.015 | |||||
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 16, 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.