WMB cadena de opciones The Williams Companies, Inc.
Cboe delayed options data · a fecha de 18:45 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 ±2.8% (68.33–72.33) · ATM IV 33.3% · P/C interés abierto 7.08
| 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 | |
| 29.80 | 32.40 | 375.7% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0500 | 215.6% | -0.00 | 0.0000 | -0.000 | ||||
| 24.90 | 27.40 | 315.1% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 2.10 | 342.5% | -0.00 | 0.0001 | -0.001 | ||||
| 19.80 | 22.40 | 249.8% | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.1500 | 2 | 158.7% | -0.00 | 0.0003 | -0.001 | |||
| 14.90 | 17.40 | 198.2% | 1.00 | 0.0009 | -0.000 | 55 | 0 | 2.10 | 1 | 218.8% | -0.00 | 0.0009 | -0.002 | |||
| 13.90 | 16.40 | 187.3% | 1.00 | 0.0012 | -0.001 | 56 | 0 | 2.10 | 207.2% | -0.00 | 0.0012 | -0.003 | ||||
| 12.90 | 15.40 | 176.5% | 1.00 | 0.0015 | -0.002 | 57 | 0 | 2.15 | 197.4% | -0.00 | 0.0015 | -0.004 | ||||
| 11.80 | 14.40 | 162.4% | 1.00 | 0.0020 | -0.003 | 58 | 0 | 2.15 | 186.0% | -0.00 | 0.0020 | -0.004 | ||||
| 10.90 | 13.30 | 151.9% | 1.00 | 0.0028 | -0.004 | 59 | 0 | 0.9500 | 134.8% | -0.00 | 0.0028 | -0.005 | ||||
| 9.90 | 11.70 | 120.0% | 0.99 | 0.0038 | -0.005 | 60 | 0 | 1.05 | 20 | 128.9% | -0.01 | 0.0038 | -0.007 | |||
| 8.90 | 10.80 | 114.4% | 0.99 | 0.0053 | -0.007 | 61 | 0 | 2.15 | 1 | 152.1% | -0.01 | 0.0053 | -0.008 | |||
| 8.00 | 10.20 | 120.6% | 0.99 | 0.0076 | -0.010 | 62 | 0 | 1.05 | 109.3% | -0.01 | 0.0076 | -0.011 | ||||
| 7.10 | 9.40 | 118.4% | 0.98 | 0.0111 | -0.013 | 63 | 0 | 1.00 | 20 | 97.9% | -0.02 | 0.0111 | -0.014 | |||
| 5.80 | 8.40 | 99.7% | 0.98 | 0.0166 | -0.018 | 64 | 0 | 2.15 | 50 | 118.1% | -0.02 | 0.0166 | -0.019 | |||
| 5.20 | 6.80 | 1 | 61 | 84.0% | 0.96 | 0.0255 | -0.026 | 65 | 0 | 0.0500 | 835 | 38.3% | -0.04 | 0.0256 | -0.027 | |
| 4.20 | 5.80 | 1 | 3 | 73.5% | 0.94 | 0.0401 | -0.037 | 66 | 0 | 1.00 | 20 | 68.2% | -0.06 | 0.0402 | -0.038 | |
| 3.30 | 5.50 | 4 | 80.0% | 0.90 | 0.0635 | -0.054 | 67 | 0.0500 | 0.3000 | 1 | 23.9K | 40.1% | -0.10 | 0.0638 | -0.055 | |
| 2.45 | 4.30 | 10 | 66.7% | 0.83 | 0.0972 | -0.080 | 68 | 0.1500 | 0.3000 | 54 | 34.1% | -0.17 | 0.0978 | -0.080 | ||
| 1.75 | 1.90 | 31 | 33.0% | 0.72 | 0.1336 | -0.108 | 69 | 0.4000 | 0.5500 | 9 | 56 | 34.8% | -0.28 | 0.1346 | -0.109 | |
| 1.10 | 1.25 | 5 | 71 | 32.5% | 0.57 | 0.1569 | -0.127 | 70 | 0.7500 | 0.9000 | 2 | 122 | 34.0% | -0.43 | 0.1583 | -0.129 |
| 0.6500 | 0.7500 | 10 | 583 | 32.5% | 0.41 | 0.1562 | -0.125 | 71 | 1.25 | 1.45 | 16 | 35 | 34.0% | -0.59 | 0.1577 | -0.127 |
| 0.3000 | 0.4500 | 11 | 77 | 32.4% | 0.27 | 0.1330 | -0.102 | 72 | 1.95 | 2.10 | 1 | 46 | 33.9% | -0.74 | 0.1343 | -0.103 |
| 0.1500 | 0.2500 | 5 | 15 | 33.4% | 0.15 | 0.0965 | -0.070 | 73 | 2.15 | 3.00 | 33 | -0.85 | 0.0974 | -0.070 | ||
| 0.0500 | 0.1500 | 18 | 66 | 34.2% | 0.09 | 0.0619 | -0.044 | 74 | 2.00 | 4.10 | 23 | -0.92 | 0.0628 | -0.044 | ||
| 0 | 0.1500 | 38 | 72 | 38.4% | 0.06 | 0.0408 | -0.034 | 75 | 2.90 | 4.90 | 1 | -0.95 | 0.0419 | -0.033 | ||
| 0 | 0.3000 | 1 | 14 | 52.0% | 0.04 | 0.0294 | -0.029 | 76 | 5.40 | 5.90 | -0.96 | 0.0304 | -0.029 | |||
| 0 | 0.0500 | 193 | 41.7% | 0.03 | 0.0221 | -0.026 | 77 | 4.70 | 6.90 | -0.97 | 0.0228 | -0.025 | ||||
| 0 | 2.15 | 30 | 118.3% | 0.03 | 0.0167 | -0.022 | 78 | 5.60 | 7.90 | -0.98 | 0.0172 | -0.022 | ||||
| 0 | 0.2500 | 548 | 68.2% | 0.02 | 0.0126 | -0.018 | 79 | 6.70 | 9.00 | -0.98 | 0.0128 | -0.018 | ||||
| 0 | 0.3500 | 59 | 1,522 | 79.4% | 0.02 | 0.0094 | -0.015 | 80 | 7.60 | 10.10 | -0.99 | 0.0092 | -0.015 | |||
| 0 | 1.05 | 16 | 112.5% | 0.01 | 0.0068 | -0.011 | 81 | 8.70 | 11.50 | -0.99 | 0.0061 | -0.012 | ||||
| 0 | 0.1500 | 250 | 77.4% | 0.01 | 0.0047 | -0.007 | 82 | 9.70 | 12.10 | -1.00 | 0.0036 | -0.010 | ||||
| 0 | 2.15 | 157.1% | 0.00 | 0.0032 | -0.005 | 83 | 11.00 | 12.90 | -1.00 | 0.0018 | -0.009 | |||||
| 0 | 2.15 | 164.2% | 0.00 | 0.0021 | -0.003 | 84 | 11.90 | 14.70 | -1.00 | 0.0008 | -0.009 | |||||
| 0 | 0.0500 | 2 | 78.4% | 0.00 | 0.0014 | -0.002 | 85 | 12.70 | 15.20 | -1.00 | 0.0003 | -0.008 | ||||
| 0 | 2.15 | 177.9% | 0.00 | 0.0010 | -0.002 | 86 | 13.70 | 16.20 | -1.00 | 0.0001 | -0.008 | |||||
| 0 | 2.15 | 184.5% | 0.00 | 0.0008 | -0.001 | 87 | 14.60 | 17.40 | -1.00 | 0.0001 | -0.008 | |||||
| 0 | 1.00 | 165.1% | 0.00 | 0.0004 | -0.001 | 90 | 17.70 | 19.90 | -1.00 | 0.0000 | -0.008 | |||||
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 23, 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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