YUM cadena de opciones Yum! Brands, 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 ±4.3% (145.53–158.53) · ATM IV 24.2% · P/C interés abierto 0.57
| 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 | |
| 71.50 | 74.30 | 1 | 188.2% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 188.0% | -0.00 | 0.0001 | -0.003 | |||
| 66.50 | 69.20 | 170.5% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 172.7% | -0.00 | 0.0002 | -0.004 | ||||
| 61.50 | 64.30 | 157.9% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.15 | 158.1% | -0.00 | 0.0002 | -0.004 | ||||
| 56.60 | 59.20 | 1 | 143.9% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 144.3% | -0.00 | 0.0003 | -0.004 | |||
| 51.60 | 54.20 | 4 | 130.6% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 2.15 | 131.1% | -0.00 | 0.0003 | -0.005 | |||
| 46.60 | 49.20 | 117.8% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 2.15 | 52 | 118.5% | -0.00 | 0.0005 | -0.005 | |||
| 41.50 | 44.30 | 105.5% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 1.60 | 4 | 99.1% | -0.00 | 0.0007 | -0.006 | |||
| 36.60 | 39.20 | 93.7% | 1.00 | 0.0004 | 0.000 | 115 | 0 | 1.15 | 8 | 81.7% | -0.01 | 0.0010 | -0.007 | |||
| 31.40 | 34.20 | 79.7% | 1.00 | 0.0006 | 0.000 | 120 | 0 | 0.1000 | 26 | 47.3% | -0.01 | 0.0015 | -0.009 | |||
| 26.40 | 29.20 | 68.7% | 1.00 | 0.0012 | -0.002 | 125 | 0 | 0.7500 | 36 | 55.7% | -0.01 | 0.0025 | -0.012 | |||
| 21.70 | 24.20 | 9 | 60.9% | 0.99 | 0.0028 | -0.007 | 130 | 0 | 0.7500 | 165 | 46.4% | -0.02 | 0.0046 | -0.018 | ||
| 16.90 | 19.20 | 51.5% | 0.98 | 0.0066 | -0.018 | 135 | 0.0500 | 0.3500 | 1 | 250 | 32.5% | -0.04 | 0.0089 | -0.028 | ||
| 12.00 | 13.80 | 182 | 38.0% | 0.94 | 0.0156 | -0.035 | 140 | 0.2500 | 0.4000 | 2 | 516 | 26.9% | -0.09 | 0.0175 | -0.042 | |
| 6.60 | 9.20 | 102 | 26.6% | 0.84 | 0.0353 | -0.069 | 145 | 0.3500 | 1.30 | 3 | 578 | 24.1% | -0.20 | 0.0340 | -0.067 | |
| 3.80 | 4.90 | 26 | 644 | 26.1% | 0.61 | 0.0534 | -0.097 | 150 | 1.50 | 2.80 | 302 | 22.3% | -0.41 | 0.0504 | -0.091 | |
| 1.05 | 2.55 | 15 | 302 | 24.1% | 0.35 | 0.0505 | -0.083 | 155 | 3.60 | 6.30 | 86 | 22.4% | -0.67 | 0.0501 | -0.083 | |
| 0.4500 | 0.8500 | 33 | 539 | 22.9% | 0.15 | 0.0309 | -0.050 | 160 | 6.80 | 10.20 | 2 | 132 | -0.87 | 0.0309 | -0.050 | |
| 0.1000 | 0.6500 | 8 | 241 | 28.3% | 0.07 | 0.0157 | -0.031 | 165 | 12.00 | 14.20 | 39 | -0.94 | 0.0150 | -0.028 | ||
| 0 | 0.3500 | 2 | 1,155 | 30.4% | 0.04 | 0.0093 | -0.025 | 170 | 16.90 | 18.70 | 20 | -0.97 | 0.0086 | -0.021 | ||
| 0 | 1.15 | 346 | 46.7% | 0.03 | 0.0062 | -0.022 | 175 | 21.40 | 24.10 | -0.98 | 0.0056 | -0.017 | ||||
| 0 | 0.1000 | 227 | 35.0% | 0.02 | 0.0044 | -0.020 | 180 | 26.50 | 28.80 | -0.98 | 0.0039 | -0.014 | ||||
| 0 | 0.1500 | 1 | 112 | 43.7% | 0.02 | 0.0032 | -0.018 | 185 | 31.50 | 34.00 | -0.99 | 0.0028 | -0.011 | |||
| 0 | 0.7500 | 29 | 60.4% | 0.01 | 0.0025 | -0.015 | 190 | 36.40 | 39.30 | -0.99 | 0.0021 | -0.009 | ||||
| 0 | 1.15 | 14 | 71.5% | 0.01 | 0.0019 | -0.014 | 195 | 41.50 | 44.00 | -0.99 | 0.0016 | -0.006 | ||||
| 0 | 1.15 | 9 | 77.0% | 0.01 | 0.0015 | -0.012 | 200 | 46.50 | 49.00 | -0.99 | 0.0012 | -0.004 | ||||
| 0 | 1.15 | 5 | 87.4% | 0.01 | 0.0010 | -0.010 | 210 | 56.50 | 59.00 | -1.00 | 0.0008 | -0.001 | ||||
| 0 | 1.15 | 1 | 97.1% | 0.01 | 0.0007 | -0.008 | 220 | 66.30 | 69.10 | -1.00 | 0.0005 | 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 — 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.