XOM cadena de opciones Exxonmobil Holdings Corporation
Cboe delayed options data · a fecha de 20:05 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 ±7.1% (164.91–190.21) · ATM IV 30.0% · P/C interés abierto 0.53
| 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 | |
| 86.30 | 88.40 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.0200 | 91 | 77.2% | -0.00 | 0.0000 | -0.001 | ||||
| 81.30 | 83.40 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 1.71 | 134 | 125.7% | -0.00 | 0.0001 | -0.001 | ||||
| 76.30 | 78.40 | 4 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0500 | 163 | 71.7% | -0.00 | 0.0001 | -0.001 | |||
| 71.30 | 73.35 | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.0500 | 161 | 65.9% | -0.00 | 0.0001 | -0.002 | ||||
| 66.35 | 68.45 | 3 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.1000 | 1,483 | 65.1% | -0.00 | 0.0002 | -0.002 | |||
| 61.35 | 63.45 | 16 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.1000 | 749 | 59.5% | -0.00 | 0.0002 | -0.003 | |||
| 56.35 | 58.45 | 46 | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.3800 | 2,751 | 64.5% | -0.00 | 0.0003 | -0.003 | |||
| 51.40 | 53.40 | 1 | 491 | 1.00 | 0.0003 | 0.000 | 125 | 0.0100 | 0.1100 | 253 | 1,636 | 50.1% | -0.00 | 0.0005 | -0.004 | |
| 46.40 | 48.40 | 1 | 596 | 0.99 | 0.0005 | 0.000 | 130 | 0 | 0.3000 | 4,367 | 50.9% | -0.01 | 0.0008 | -0.006 | ||
| 41.45 | 43.45 | 1 | 1,493 | 0.99 | 0.0009 | -0.000 | 135 | 0.0200 | 0.1200 | 4 | 3,312 | 40.8% | -0.01 | 0.0012 | -0.008 | |
| 36.45 | 38.45 | 1,151 | 0.99 | 0.0015 | -0.004 | 140 | 0.0600 | 0.1400 | 53 | 3,322 | 37.7% | -0.01 | 0.0019 | -0.011 | ||
| 31.75 | 33.50 | 12 | 1,285 | 0.98 | 0.0025 | -0.009 | 145 | 0.1500 | 0.2000 | 14 | 3,550 | 35.7% | -0.03 | 0.0032 | -0.017 | |
| 27.40 | 28.60 | 47 | 833 | 31.8% | 0.97 | 0.0043 | -0.017 | 150 | 0.2700 | 0.3600 | 42 | 3,501 | 34.0% | -0.04 | 0.0052 | -0.025 |
| 24.25 | 26.20 | 0.96 | 0.0057 | -0.023 | 152.5 | 0.1300 | 0.7400 | 33.4% | -0.06 | 0.0066 | -0.030 | |||||
| 22.60 | 23.85 | 173 | 3,368 | 31.4% | 0.94 | 0.0073 | -0.029 | 155 | 0.5100 | 0.6400 | 88 | 3,983 | 32.5% | -0.07 | 0.0084 | -0.037 |
| 19.55 | 21.45 | 23.3% | 0.92 | 0.0094 | -0.037 | 157.5 | 0.6700 | 0.9600 | 32.4% | -0.10 | 0.0104 | -0.044 | ||||
| 18.15 | 19.20 | 48 | 4,076 | 31.2% | 0.89 | 0.0118 | -0.046 | 160 | 0.9500 | 1.10 | 192 | 4,516 | 31.2% | -0.13 | 0.0128 | -0.053 |
| 15.05 | 17.25 | 27.5% | 0.86 | 0.0144 | -0.056 | 162.5 | 1.27 | 1.47 | 27 | 61 | 30.7% | -0.16 | 0.0153 | -0.062 | ||
| 13.85 | 15.25 | 37 | 3,797 | 31.6% | 0.82 | 0.0173 | -0.066 | 165 | 1.76 | 1.93 | 139 | 3,775 | 30.4% | -0.20 | 0.0180 | -0.071 |
| 11.00 | 12.75 | 26.4% | 0.77 | 0.0200 | -0.076 | 167.5 | 2.31 | 2.52 | 9 | 63 | 30.0% | -0.25 | 0.0205 | -0.080 | ||
| 10.20 | 10.95 | 170 | 18.3K | 29.8% | 0.72 | 0.0226 | -0.086 | 170 | 3.00 | 3.25 | 593 | 2,931 | 29.7% | -0.31 | 0.0228 | -0.087 |
| 7.50 | 9.25 | 26.7% | 0.66 | 0.0247 | -0.093 | 172.5 | 3.90 | 4.30 | 12 | 57 | 29.9% | -0.37 | 0.0246 | -0.093 | ||
| 7.25 | 7.60 | 1,184 | 5,888 | 29.6% | 0.59 | 0.0262 | -0.098 | 175 | 4.85 | 5.30 | 194 | 1,271 | 29.4% | -0.43 | 0.0258 | -0.096 |
| 5.90 | 6.25 | 160 | 48 | 29.4% | 0.53 | 0.0270 | -0.100 | 177.5 | 5.95 | 7.20 | 50 | 50 | 30.7% | -0.50 | 0.0264 | -0.097 |
| 4.70 | 5.00 | 1,061 | 10.4K | 29.0% | 0.46 | 0.0270 | -0.099 | 180 | 7.35 | 7.85 | 41 | 342 | 28.8% | -0.56 | 0.0262 | -0.095 |
| 3.70 | 4.15 | 11 | 57 | 29.3% | 0.39 | 0.0263 | -0.095 | 182.5 | 8.65 | 10.30 | 30.4% | -0.63 | 0.0253 | -0.090 | ||
| 2.93 | 3.15 | 177 | 5,537 | 29.0% | 0.33 | 0.0249 | -0.088 | 185 | 10.50 | 12.00 | 25 | 30.8% | -0.69 | 0.0238 | -0.084 | |
| 2.28 | 2.41 | 53 | 111 | 28.9% | 0.27 | 0.0229 | -0.081 | 187.5 | 12.35 | 13.80 | 30.8% | -0.74 | 0.0218 | -0.075 | ||
| 1.70 | 1.85 | 105 | 4,651 | 28.8% | 0.22 | 0.0205 | -0.071 | 190 | 14.35 | 15.80 | 32 | 31.2% | -0.79 | 0.0195 | -0.066 | |
| 1.28 | 1.42 | 54 | 17 | 28.9% | 0.18 | 0.0178 | -0.062 | 192.5 | 15.70 | 17.85 | 28.8% | -0.83 | 0.0170 | -0.057 | ||
| 0.9500 | 1.06 | 114 | 2,615 | 28.9% | 0.14 | 0.0152 | -0.053 | 195 | 18.45 | 20.05 | 3 | 31.4% | -0.87 | 0.0145 | -0.048 | |
| 0.7000 | 0.8200 | 46 | 249 | 29.1% | 0.11 | 0.0128 | -0.045 | 197.5 | 20.70 | 22.30 | 32.0% | -0.89 | 0.0121 | -0.041 | ||
| 0.5200 | 0.6200 | 1,227 | 12.6K | 29.3% | 0.09 | 0.0106 | -0.038 | 200 | 23.10 | 24.60 | 1 | 3 | 33.1% | -0.92 | 0.0101 | -0.034 |
| 0.1700 | 0.3700 | 135 | 28.9% | 0.06 | 0.0072 | -0.028 | 205 | 27.75 | 29.40 | 34.6% | -0.95 | 0.0069 | -0.023 | |||
| 0.1300 | 0.2700 | 7 | 339 | 31.0% | 0.04 | 0.0050 | -0.021 | 210 | 32.55 | 34.25 | 36.4% | -0.96 | 0.0048 | -0.016 | ||
| 0.0800 | 0.4400 | 2 | 36.1% | 0.03 | 0.0035 | -0.016 | 215 | 37.60 | 39.20 | 40.5% | -0.97 | 0.0034 | -0.011 | |||
| 0.0500 | 0.4200 | 3 | 463 | 38.9% | 0.02 | 0.0026 | -0.013 | 220 | 42.50 | 44.15 | 43.1% | -0.98 | 0.0025 | -0.007 | ||
| 0 | 0.4400 | 41.7% | 0.01 | 0.0019 | -0.010 | 225 | 47.40 | 49.10 | 45.3% | -0.99 | 0.0018 | -0.004 | ||||
| 0 | 0.4200 | 129 | 44.5% | 0.01 | 0.0015 | -0.009 | 230 | 52.30 | 54.10 | 47.8% | -0.99 | 0.0014 | -0.002 | |||
| 0 | 0.3900 | 6 | 49.9% | 0.01 | 0.0009 | -0.006 | 240 | 62.30 | 64.05 | 54.3% | -0.99 | 0.0009 | 0.000 | |||
| 0 | 0.1000 | 100 | 296 | 46.7% | 0.00 | 0.0006 | -0.004 | 250 | 72.20 | 74.00 | 58.9% | -0.99 | 0.0006 | 0.000 | ||
| 0.0100 | 0.0900 | 2 | 370 | 51.3% | 0.00 | 0.0004 | -0.004 | 260 | 82.15 | 83.95 | 63.8% | -1.00 | 0.0004 | 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.
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