XOM cadena de opciones Exxon Mobil Corporation
Cboe delayed options data · a fecha de 06:39 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 ±4.6% (156.78–171.74) · ATM IV 27.0% · P/C interés abierto 0.95
| 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 | |
| 77.60 | 80.65 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.1500 | 1,267 | 129.3% | 0.00 | 0.0000 | 0.000 | ||||
| 73.10 | 75.60 | 112.2% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.1500 | 1,090 | 119.0% | 0.00 | 0.0000 | 0.000 | |||
| 68.00 | 70.55 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.0200 | 4,478 | 88.9% | 0.00 | 0.0000 | -0.000 | ||||
| 63.15 | 64.95 | 17 | 17 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0100 | 1 | 5,823 | 76.5% | 0.00 | 0.0000 | -0.000 | |
| 58.05 | 60.45 | 1 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0400 | 6,226 | 78.6% | -0.00 | 0.0000 | -0.000 | |||
| 53.10 | 55.75 | 5 | 82.5% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.1200 | 4,182 | 80.1% | -0.00 | 0.0000 | -0.000 | ||
| 48.15 | 50.70 | 8 | 72.9% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 1,815 | 116.9% | -0.00 | 0.0000 | -0.000 | ||
| 43.05 | 45.50 | 245 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.0500 | 5,216 | 58.2% | -0.00 | 0.0001 | -0.001 | |||
| 38.05 | 40.50 | 1 | 100 | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.0500 | 5,877 | 51.3% | -0.00 | 0.0002 | -0.001 | ||
| 34.05 | 34.80 | 224 | 46.1% | 1.00 | 0.0005 | 0.000 | 130 | 0 | 0.0100 | 1 | 9,356 | 38.1% | -0.00 | 0.0004 | -0.002 | |
| 28.40 | 30.35 | 2 | 715 | 0.99 | 0.0011 | -0.001 | 135 | 0 | 0.1100 | 8 | 9,457 | 42.0% | -0.00 | 0.0011 | -0.005 | |
| 23.20 | 25.00 | 1 | 531 | 0.99 | 0.0026 | -0.007 | 140 | 0.0500 | 0.1400 | 15 | 9,595 | 38.0% | -0.01 | 0.0026 | -0.010 | |
| 18.25 | 20.05 | 49 | 6,498 | 0.97 | 0.0060 | -0.019 | 145 | 0.1000 | 0.1500 | 129 | 7,402 | 32.3% | -0.03 | 0.0060 | -0.022 | |
| 14.45 | 15.20 | 57 | 5,771 | 31.7% | 0.93 | 0.0128 | -0.041 | 150 | 0.2900 | 0.3400 | 228 | 7,724 | 30.1% | -0.07 | 0.0129 | -0.043 |
| 12.15 | 13.45 | 1 | 4 | 34.4% | 0.89 | 0.0180 | -0.055 | 152.5 | 0.4500 | 0.6300 | 17 | 220 | 29.7% | -0.11 | 0.0181 | -0.057 |
| 9.90 | 10.55 | 162 | 8,612 | 28.2% | 0.84 | 0.0242 | -0.072 | 155 | 0.7300 | 0.9800 | 157 | 3,916 | 29.1% | -0.16 | 0.0243 | -0.074 |
| 7.85 | 8.65 | 3 | 208 | 28.4% | 0.78 | 0.0308 | -0.089 | 157.5 | 1.18 | 1.42 | 21 | 133 | 28.3% | -0.22 | 0.0311 | -0.091 |
| 6.00 | 6.80 | 564 | 11.2K | 27.8% | 0.69 | 0.0369 | -0.104 | 160 | 1.85 | 1.95 | 151 | 3,547 | 27.3% | -0.31 | 0.0373 | -0.106 |
| 4.50 | 5.10 | 42 | 170 | 27.4% | 0.59 | 0.0412 | -0.114 | 162.5 | 2.52 | 3.05 | 107 | 85 | 26.8% | -0.41 | 0.0417 | -0.116 |
| 3.25 | 3.75 | 1,255 | 13.3K | 27.4% | 0.49 | 0.0427 | -0.117 | 165 | 3.85 | 4.10 | 109 | 1,976 | 26.7% | -0.52 | 0.0432 | -0.119 |
| 2.24 | 2.63 | 173 | 698 | 27.1% | 0.38 | 0.0410 | -0.112 | 167.5 | 4.55 | 5.90 | 6 | 6 | 24.9% | -0.62 | 0.0416 | -0.113 |
| 1.58 | 1.75 | 2,613 | 13.2K | 27.3% | 0.29 | 0.0367 | -0.100 | 170 | 6.95 | 7.60 | 62 | 1,021 | 27.5% | -0.72 | 0.0374 | -0.101 |
| 0.9500 | 1.23 | 23 | 216 | 27.3% | 0.21 | 0.0308 | -0.084 | 172.5 | 8.35 | 9.40 | 5 | 23.8% | -0.80 | 0.0314 | -0.085 | |
| 0.5200 | 0.8200 | 124 | 18.0K | 27.1% | 0.15 | 0.0244 | -0.068 | 175 | 9.90 | 12.45 | 50 | 1,003 | 25.4% | -0.86 | 0.0252 | -0.068 |
| 0.3500 | 0.6100 | 129 | 360 | 28.4% | 0.10 | 0.0185 | -0.052 | 177.5 | 12.55 | 14.95 | 30.5% | -0.91 | 0.0197 | -0.053 | ||
| 0.2100 | 0.3400 | 149 | 4,507 | 28.1% | 0.07 | 0.0136 | -0.040 | 180 | 14.90 | 17.15 | 30.1% | -0.95 | 0.0154 | -0.044 | ||
| 0.0900 | 0.3400 | 12 | 29.8% | 0.05 | 0.0098 | -0.029 | 182.5 | 17.25 | 19.65 | 31.5% | -0.97 | 0.0121 | -0.036 | |||
| 0 | 0.2000 | 67 | 3,676 | 28.7% | 0.03 | 0.0070 | -0.021 | 185 | 19.70 | 22.05 | 31.5% | -0.99 | 0.0075 | -0.023 | ||
| 0.0200 | 0.3700 | 10 | 2 | 35.2% | 0.02 | 0.0050 | -0.016 | 187.5 | 21.95 | 24.90 | 36.8% | -1.00 | 0.0028 | -0.017 | ||
| 0.0200 | 0.2700 | 5 | 2,235 | 36.2% | 0.02 | 0.0036 | -0.012 | 190 | 24.75 | 27.15 | 40.7% | -1.00 | 0.0006 | -0.017 | ||
| 0.0200 | 0.1400 | 4 | 1,782 | 37.9% | 0.01 | 0.0020 | -0.007 | 195 | 29.70 | 32.05 | 1 | 42.5% | -1.00 | 0.0000 | -0.017 | |
| 0.0100 | 0.0200 | 155 | 2,483 | 35.0% | 0.01 | 0.0012 | -0.005 | 200 | 34.65 | 37.05 | 44.3% | -1.00 | 0.0000 | -0.017 | ||
| 0 | 0.3100 | 2 | 30 | 51.9% | 0.00 | 0.0008 | -0.004 | 205 | 39.70 | 42.10 | 54.6% | -1.00 | 0.0000 | -0.017 | ||
| 0 | 0.0600 | 2 | 699 | 45.8% | 0.00 | 0.0006 | -0.003 | 210 | 44.75 | 47.10 | 61.0% | -1.00 | 0.0000 | -0.017 | ||
| 0 | 0.0400 | 2 | 671 | 51.2% | 0.00 | 0.0003 | -0.002 | 220 | 54.70 | 57.05 | 66.5% | -1.00 | 0.0000 | -0.017 | ||
| 0 | 0.1000 | 2 | 114 | 63.9% | 0.00 | 0.0002 | -0.001 | 230 | 64.70 | 67.05 | 75.0% | -1.00 | 0.0000 | -0.017 | ||
| 0 | 0.0700 | 1 | 752 | 68.3% | 0.00 | 0.0001 | -0.001 | 240 | 74.75 | 77.05 | 85.8% | -1.00 | 0.0000 | -0.017 | ||
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 — Sep 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.
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