WMB cadena de opciones The Williams Companies, 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 ±9.7% (63.55–77.20) · ATM IV 29.4% · P/C interés abierto 0.40
| 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 | |
| 28.80 | 32.80 | 64.7% | 0.99 | 0.0010 | 0.000 | 40 | 0 | 0.1500 | 64.8% | -0.01 | 0.0013 | -0.003 | ||||
| 24.40 | 27.10 | 2 | 0.99 | 0.0018 | 0.000 | 45 | 0 | 0.2000 | 32 | 55.0% | -0.01 | 0.0022 | -0.004 | |||
| 19.50 | 22.10 | 210 | 0.98 | 0.0035 | -0.002 | 50 | 0 | 0.2000 | 354 | 43.5% | -0.02 | 0.0042 | -0.005 | |||
| 14.70 | 17.20 | 25 | 34.9% | 0.97 | 0.0075 | -0.005 | 55 | 0 | 0.3000 | 145 | 35.4% | -0.04 | 0.0088 | -0.008 | ||
| 10.50 | 12.60 | 3 | 34 | 38.7% | 0.91 | 0.0175 | -0.011 | 60 | 0.2000 | 0.6000 | 2 | 304 | 31.3% | -0.10 | 0.0192 | -0.014 |
| 5.70 | 8.30 | 307 | 30.5% | 0.78 | 0.0343 | -0.022 | 65 | 1.15 | 1.90 | 11 | 1,870 | 33.2% | -0.24 | 0.0353 | -0.023 | |
| 3.60 | 3.90 | 13 | 730 | 29.6% | 0.57 | 0.0470 | -0.028 | 70 | 2.65 | 3.50 | 117 | 1,538 | 29.2% | -0.46 | 0.0464 | -0.028 |
| 1.60 | 1.90 | 68 | 1,420 | 29.7% | 0.34 | 0.0446 | -0.026 | 75 | 4.80 | 7.50 | 178 | 29.3% | -0.68 | 0.0430 | -0.024 | |
| 0.5000 | 0.7500 | 63 | 6,272 | 28.6% | 0.16 | 0.0302 | -0.017 | 80 | 8.40 | 11.60 | 46 | 27.2% | -0.85 | 0.0288 | -0.015 | |
| 0 | 0.5500 | 5 | 1,762 | 30.5% | 0.08 | 0.0169 | -0.011 | 85 | 13.40 | 15.10 | 1 | -0.93 | 0.0166 | -0.008 | ||
| 0.0500 | 0.5500 | 269 | 38.1% | 0.05 | 0.0102 | -0.008 | 90 | 18.20 | 20.30 | -0.96 | 0.0134 | -0.008 | ||||
| 0 | 0.2500 | 154 | 37.9% | 0.03 | 0.0070 | -0.007 | 95 | 23.20 | 25.90 | -0.98 | 0.0124 | -0.009 | ||||
| 0 | 0.6000 | 35 | 50.3% | 0.03 | 0.0051 | -0.006 | 100 | 28.20 | 30.90 | 1 | -1.00 | 0.0043 | -0.010 | |||
| 0 | 0.6000 | 40 | 55.7% | 0.02 | 0.0039 | -0.005 | 105 | 33.20 | 35.90 | -1.00 | 0.0000 | -0.010 | ||||
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 — Dec 18, 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.