WFC cadena de opciones Wells Fargo & Company

Vencimiento Cboe delayed options data · a fecha de 03:45 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 ±6.1% (76.97–86.89) · ATM IV 25.3% · P/C interés abierto 1.39

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
37.40	41.45			97.8%	1.00	0.0000	0.000	42.5	0	0.7000		75	126.1%	-0.00	0.0001	-0.000
34.90	38.95		4	87.9%	1.00	0.0000	0.000	45	0	0.4900		61	109.1%	-0.00	0.0002	-0.001
32.40	36.45			78.4%	1.00	0.0001	0.000	47.5	0	0.0100		86	62.1%	-0.00	0.0002	-0.001
29.90	34.00		4	77.4%	1.00	0.0001	0.000	50	0	0.3000		204	84.7%	-0.00	0.0003	-0.001
25.40	28.95		3	83.5%	1.00	0.0003	0.000	55	0	0.0100	50	400	46.3%	-0.00	0.0007	-0.001
20.70	23.85		5	72.0%	1.00	0.0008	0.000	60	0	0.0500		964	43.6%	-0.01	0.0017	-0.003
15.40	18.90		16	51.5%	0.99	0.0026	-0.001	65	0.0100	0.0600	113	3,165	34.8%	-0.01	0.0043	-0.005
13.55	15.80		22	45.4%	0.99	0.0050	-0.003	67.5	0.0300	0.1000	3	1,853	32.6%	-0.03	0.0073	-0.007
11.55	12.90	10	261	40.1%	0.97	0.0100	-0.007	70	0.1000	0.2100	108	9,031	32.1%	-0.05	0.0126	-0.011
9.85	11.40			43.7%	0.95	0.0169	-0.012	72	0.0900	0.3000			28.5%	-0.07	0.0192	-0.015
9.15	10.95		216	40.6%	0.94	0.0191	-0.014	72.5	0.1500	0.3400	17	12.4K	28.8%	-0.08	0.0213	-0.017
8.70	10.45			39.5%	0.93	0.0215	-0.015	73	0.2100	0.3800			28.9%	-0.09	0.0235	-0.018
7.85	9.55			38.5%	0.91	0.0270	-0.019	74	0.3100	0.4600	14		28.3%	-0.12	0.0285	-0.021
6.80	9.00		384	38.4%	0.88	0.0332	-0.023	75	0.4400	0.6000	1,928	13.8K	28.1%	-0.15	0.0339	-0.025
6.20	8.05			38.0%	0.84	0.0398	-0.027	76	0.4400	0.7900	13		26.6%	-0.18	0.0397	-0.028
5.35	7.10			35.6%	0.80	0.0464	-0.031	77	0.8600	0.9800	9		27.8%	-0.23	0.0455	-0.031
5.00	5.95	3	538	30.4%	0.77	0.0496	-0.033	77.5	0.9800	1.05	321	8,812	27.3%	-0.25	0.0484	-0.033
4.65	6.15			33.9%	0.75	0.0526	-0.035	78	0.8700	1.23	42		26.0%	-0.28	0.0512	-0.034
4.00	5.40			33.3%	0.69	0.0582	-0.038	79	1.34	1.50	53		26.5%	-0.33	0.0563	-0.037
3.25	3.70	343	2,148	26.4%	0.63	0.0627	-0.040	80	1.67	1.86	479	7,169	26.7%	-0.39	0.0606	-0.038
2.64	3.40			27.6%	0.57	0.0657	-0.041	81	2.07	2.28	12		25.7%	-0.45	0.0637	-0.039
2.23	2.41	45		25.3%	0.50	0.0670	-0.040	82	2.52	2.76	92		25.3%	-0.51	0.0652	-0.039
2.02	2.13	245	3,412	25.3%	0.47	0.0669	-0.040	82.5	2.73	3.05	496	6,372	25.0%	-0.55	0.0653	-0.039
1.79	2.01	58		25.2%	0.44	0.0664	-0.039	83	2.93	3.45	49		25.0%	-0.58	0.0649	-0.038
1.41	1.52	971		25.1%	0.37	0.0639	-0.037	84	3.65	3.95	2		24.7%	-0.64	0.0628	-0.036
1.09	1.19	334	3,978	24.9%	0.31	0.0598	-0.034	85	4.20	4.80	922	3,714	24.7%	-0.70	0.0590	-0.033
0.8000	0.9800	60		25.0%	0.26	0.0545	-0.030	86	3.95	5.50			16.6%	-0.76	0.0538	-0.029
0.4000	0.7500	42		23.4%	0.21	0.0483	-0.026	87	4.65	6.30	2		9.8%	-0.81	0.0477	-0.025
0.5300	0.6000	759	6,868	24.6%	0.18	0.0450	-0.025	87.5	5.35	6.80		1,850	16.4%	-0.83	0.0444	-0.023
0.4200	0.6100	66		25.0%	0.16	0.0418	-0.023	88	5.45	7.20				-0.85	0.0410	-0.021
0.3000	0.5700	106		26.0%	0.13	0.0353	-0.019	89	6.05	8.10				-0.88	0.0344	-0.018
0.2500	0.2600	278	7,536	24.5%	0.10	0.0292	-0.016	90	7.95	9.15		1,010	20.4%	-0.91	0.0282	-0.014
0.1600	0.2500	7		25.1%	0.08	0.0239	-0.013	91	8.35	10.20				-0.93	0.0228	-0.011
0.0800	0.2500			25.7%	0.06	0.0194	-0.011	92	8.95	11.05				-0.95	0.0182	-0.009
0.0700	0.3000	39	8,955	27.3%	0.05	0.0175	-0.010	92.5	10.80	11.70		105	23.8%	-0.96	0.0163	-0.008
0.0800	0.1800	6		26.2%	0.05	0.0158	-0.009	93	9.80	12.00				-0.96	0.0147	-0.007
0.0500	0.1100	6		25.5%	0.04	0.0130	-0.008	94	11.20	12.90				-0.97	0.0119	-0.005
0	0.1400	11	4,622	26.5%	0.03	0.0109	-0.007	95	11.45	14.45		158		-0.97	0.0099	-0.004
0	0.1300			27.7%	0.03	0.0093	-0.006	96	13.20	15.05				-0.98	0.0084	-0.004
0	0.1700		3,666	31.1%	0.02	0.0076	-0.006	97.5	13.90	17.15		27		-0.98	0.0068	-0.003
0	0.0700	13	7,000	31.1%	0.02	0.0057	-0.005	100	16.40	19.60		94		-0.99	0.0050	-0.002
0	0.1200		966	39.5%	0.01	0.0037	-0.004	105	21.40	24.55				-0.99	0.0032	-0.001
0	0.1800	3	276	48.3%	0.01	0.0025	-0.004	110	26.40	29.55				-0.99	0.0022	0.000
0	0.1000		424	50.1%	0.01	0.0018	-0.003	115	31.35	34.55				-0.99	0.0016	0.000
0	0.1000		37	55.3%	0.01	0.0014	-0.003	120	37.15	39.65			50.6%	-1.00	0.0012	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 — 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.

callsputs

WFC cadena de opciones Wells Fargo & Company

Sonrisa de volatilidad — Nov 20, 2026

Consumo cíclico

ETF

Tecnología

Servicios Financieros

Industria

Consumo defensivo