AA cadeia de opções Alcoa Corporation
Cboe delayed options data · em 21:33 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±10.6% (37.27–46.07) · IV ATM 44.7% · P/C open interest 0.12
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 14.55 | 18.50 | 1.00 | 0.0017 | 0.000 | 25 | 0 | 0.0300 | 67 | 70.5% | -0.01 | 0.0017 | -0.002 | ||||
| 10.35 | 12.80 | 13 | 0.98 | 0.0069 | -0.004 | 30 | 0 | 0.0500 | 5 | 141 | 50.6% | -0.02 | 0.0069 | -0.005 | ||
| 7.05 | 8.75 | 46.7% | 0.93 | 0.0223 | -0.012 | 34 | 0.1500 | 0.2500 | 15 | 49.5% | -0.07 | 0.0226 | -0.013 | |||
| 6.50 | 7.30 | 3 | 91 | 41.1% | 0.90 | 0.0288 | -0.015 | 35 | 0.2300 | 0.4600 | 30 | 562 | 51.0% | -0.10 | 0.0291 | -0.016 |
| 5.35 | 6.95 | 47.2% | 0.87 | 0.0362 | -0.019 | 36 | 0.3300 | 0.4900 | 16 | 47.6% | -0.13 | 0.0366 | -0.020 | |||
| 4.65 | 6.30 | 51.3% | 0.83 | 0.0442 | -0.023 | 37 | 0.5200 | 0.7000 | 8 | 48.0% | -0.18 | 0.0446 | -0.024 | |||
| 3.80 | 5.55 | 1 | 49.6% | 0.78 | 0.0523 | -0.026 | 38 | 0.7700 | 0.9000 | 8 | 47.4% | -0.23 | 0.0528 | -0.027 | ||
| 3.45 | 5.20 | 49.6% | 0.75 | 0.0561 | -0.028 | 38.5 | 0.8600 | 1.09 | 1 | 47.3% | -0.26 | 0.0567 | -0.029 | |||
| 3.25 | 4.85 | 50.9% | 0.72 | 0.0597 | -0.030 | 39 | 1.03 | 1.25 | 22 | 47.4% | -0.29 | 0.0604 | -0.030 | |||
| 2.89 | 4.50 | 50.0% | 0.69 | 0.0630 | -0.031 | 39.5 | 1.21 | 1.50 | 3 | 45.9% | -0.32 | 0.0637 | -0.032 | |||
| 3.00 | 3.25 | 144 | 800 | 43.6% | 0.65 | 0.0659 | -0.032 | 40 | 1.37 | 1.51 | 159 | 1,297 | 45.8% | -0.35 | 0.0667 | -0.033 |
| 2.43 | 3.05 | 42.1% | 0.62 | 0.0683 | -0.033 | 40.5 | 1.57 | 1.77 | 46.2% | -0.39 | 0.0692 | -0.034 | ||||
| 2.45 | 2.77 | 5 | 45.2% | 0.58 | 0.0702 | -0.034 | 41 | 1.78 | 1.99 | 1 | 45.9% | -0.42 | 0.0711 | -0.034 | ||
| 2.10 | 2.44 | 13 | 43.4% | 0.55 | 0.0715 | -0.034 | 41.5 | 2.03 | 2.23 | 9 | 45.9% | -0.46 | 0.0725 | -0.035 | ||
| 1.90 | 2.18 | 45 | 43.6% | 0.51 | 0.0721 | -0.034 | 42 | 2.25 | 2.49 | 45.4% | -0.49 | 0.0733 | -0.035 | |||
| 1.66 | 1.95 | 34 | 43.2% | 0.48 | 0.0722 | -0.034 | 42.5 | 2.51 | 2.77 | 45.2% | -0.53 | 0.0734 | -0.035 | |||
| 1.56 | 1.76 | 22 | 44.4% | 0.44 | 0.0716 | -0.034 | 43 | 2.85 | 3.40 | 49.0% | -0.57 | 0.0730 | -0.034 | |||
| 1.24 | 1.56 | 42.8% | 0.41 | 0.0705 | -0.033 | 43.5 | 3.15 | 3.70 | 48.8% | -0.60 | 0.0720 | -0.034 | ||||
| 1.16 | 1.39 | 4 | 43.7% | 0.37 | 0.0688 | -0.032 | 44 | 3.40 | 4.30 | 50.8% | -0.64 | 0.0704 | -0.033 | |||
| 0.9200 | 1.24 | 7 | 42.8% | 0.34 | 0.0667 | -0.031 | 44.5 | 3.70 | 5.30 | 57.5% | -0.67 | 0.0684 | -0.032 | |||
| 0.9400 | 1.05 | 190 | 13.6K | 44.0% | 0.31 | 0.0642 | -0.030 | 45 | 4.20 | 4.70 | 24 | 492 | 48.7% | -0.70 | 0.0660 | -0.031 |
| 0.7300 | 1.04 | 1 | 44.3% | 0.28 | 0.0614 | -0.029 | 45.5 | 4.45 | 6.00 | 58.0% | -0.73 | 0.0632 | -0.029 | |||
| 0.5200 | 0.8100 | 20 | 41.5% | 0.26 | 0.0583 | -0.028 | 46 | 4.95 | 5.95 | 1 | 54.7% | -0.76 | 0.0601 | -0.028 | ||
| 0.5600 | 0.7800 | 1 | 44.2% | 0.23 | 0.0550 | -0.026 | 46.5 | 5.20 | 6.70 | 57.6% | -0.78 | 0.0569 | -0.026 | |||
| 0.3100 | 0.6700 | 45 | 41.5% | 0.21 | 0.0516 | -0.025 | 47 | 5.45 | 7.20 | 57.2% | -0.80 | 0.0535 | -0.025 | |||
| 0.4400 | 0.6000 | 2 | 44.8% | 0.19 | 0.0483 | -0.023 | 47.5 | 5.80 | 7.55 | 56.0% | -0.83 | 0.0500 | -0.023 | |||
| 0.3400 | 0.5300 | 6 | 44.3% | 0.17 | 0.0449 | -0.022 | 48 | 6.25 | 7.95 | 56.4% | -0.85 | 0.0465 | -0.022 | |||
| 0.3600 | 0.4200 | 22 | 44.9% | 0.15 | 0.0415 | -0.020 | 48.5 | 6.65 | 8.55 | 58.8% | -0.86 | 0.0431 | -0.020 | |||
| 0.2400 | 0.5800 | 16 | 43.5% | 0.13 | 0.0383 | -0.019 | 49 | 7.10 | 8.60 | 53.5% | -0.88 | 0.0396 | -0.018 | |||
| 0.1900 | 0.3000 | 775 | 5,674 | 44.8% | 0.11 | 0.0324 | -0.016 | 50 | 8.45 | 9.15 | 3 | 78 | 56.0% | -0.91 | 0.0331 | -0.015 |
| 0.0100 | 0.3300 | 44.4% | 0.08 | 0.0270 | -0.013 | 51 | 9.00 | 10.75 | 62.7% | -0.93 | 0.0272 | -0.013 | ||||
| 0 | 0.2500 | 5 | 44.7% | 0.07 | 0.0223 | -0.011 | 52 | 10.35 | 11.20 | 62.9% | -0.95 | 0.0219 | -0.010 | |||
| 0.0300 | 0.2100 | 47.3% | 0.05 | 0.0184 | -0.009 | 53 | 10.90 | 12.80 | 69.5% | -0.96 | 0.0173 | -0.007 | ||||
| 0.0300 | 0.1500 | 29 | 1,468 | 50.4% | 0.03 | 0.0123 | -0.007 | 55 | 12.15 | 15.50 | 1 | 37 | 75.7% | -0.98 | 0.0104 | -0.004 |
| 0 | 0.1000 | 13 | 200 | 57.5% | 0.01 | 0.0046 | -0.003 | 60 | 16.80 | 20.50 | 1 | 83.2% | -1.00 | 0.0026 | 0.000 | |
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Nov 20, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs