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 ±26.1% (51.98–88.78) · ATM IV 30.1% · P/C interés abierto 0.30
| 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 | |
| 30.70 | 33.10 | 113 | 38.9% | 0.96 | 0.0034 | 0.000 | 40 | 0.5000 | 0.9000 | 29 | 37.1% | -0.05 | 0.0036 | -0.003 | ||
| 26.50 | 29.00 | 12 | 37.8% | 0.94 | 0.0053 | -0.001 | 45 | 0.9000 | 1.30 | 147 | 34.9% | -0.08 | 0.0056 | -0.004 | ||
| 22.30 | 24.30 | 98 | 33.2% | 0.90 | 0.0077 | -0.003 | 50 | 1.25 | 1.95 | 50 | 32.4% | -0.12 | 0.0079 | -0.005 | ||
| 18.50 | 21.00 | 151 | 33.4% | 0.84 | 0.0103 | -0.004 | 55 | 2.15 | 3.10 | 35 | 31.8% | -0.17 | 0.0107 | -0.007 | ||
| 15.10 | 17.20 | 263 | 31.6% | 0.78 | 0.0130 | -0.006 | 60 | 2.90 | 4.40 | 844 | 29.8% | -0.24 | 0.0135 | -0.008 | ||
| 10.30 | 13.90 | 343 | 27.1% | 0.70 | 0.0155 | -0.007 | 65 | 5.30 | 6.10 | 413 | 30.4% | -0.32 | 0.0162 | -0.009 | ||
| 9.40 | 10.40 | 1 | 1,003 | 28.3% | 0.62 | 0.0173 | -0.008 | 70 | 7.30 | 9.70 | 127 | 32.0% | -0.41 | 0.0185 | -0.009 | |
| 7.50 | 8.20 | 403 | 28.4% | 0.54 | 0.0183 | -0.009 | 75 | 9.90 | 10.90 | 30 | 29.1% | -0.50 | 0.0200 | -0.009 | ||
| 5.70 | 6.40 | 990 | 28.1% | 0.45 | 0.0184 | -0.009 | 80 | 11.90 | 15.10 | 30 | 28.8% | -0.59 | 0.0210 | -0.009 | ||
| 4.30 | 5.00 | 45 | 1,048 | 28.0% | 0.38 | 0.0178 | -0.008 | 85 | 15.00 | 18.90 | 68 | 28.3% | -0.69 | 0.0212 | -0.009 | |
| 3.10 | 4.20 | 147 | 28.3% | 0.31 | 0.0166 | -0.008 | 90 | 19.30 | 21.60 | 36 | 26.0% | -0.77 | 0.0203 | -0.008 | ||
| 2.45 | 3.40 | 38 | 198 | 28.8% | 0.25 | 0.0150 | -0.007 | 95 | 23.50 | 26.00 | 2 | 25.1% | -0.85 | 0.0183 | -0.006 | |
| 1.45 | 3.40 | 28 | 1,188 | 29.7% | 0.20 | 0.0132 | -0.006 | 100 | 28.30 | 31.80 | 30.7% | -0.92 | 0.0207 | -0.005 | ||
| 1.10 | 2.10 | 460 | 28.2% | 0.17 | 0.0115 | -0.006 | 105 | 32.80 | 35.30 | -0.97 | 0.0129 | -0.011 | ||||
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 — Jan 21, 2028
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.