AAPL cadeia de opções Apple Inc.
Cboe delayed options data · em 14:03 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 ±14.6% (278.82–374.32) · IV ATM 26.7% · P/C open interest 0.92
| 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 | |
| 163.05 | 166.25 | 572 | 39.5% | 0.99 | 0.0002 | 0.000 | 165 | 0.1300 | 0.3300 | 179 | 44.4% | -0.01 | 0.0002 | -0.006 | ||
| 158.20 | 161.70 | 41 | 43.8% | 0.99 | 0.0002 | 0.000 | 170 | 0.1600 | 0.3800 | 58 | 43.5% | -0.01 | 0.0002 | -0.006 | ||
| 153.35 | 156.85 | 78 | 42.9% | 0.99 | 0.0003 | 0.000 | 175 | 0.2200 | 0.4100 | 204 | 42.6% | -0.01 | 0.0003 | -0.007 | ||
| 148.50 | 151.90 | 19 | 41.1% | 0.99 | 0.0003 | 0.000 | 180 | 0.2500 | 0.4000 | 69 | 41.1% | -0.01 | 0.0003 | -0.008 | ||
| 143.65 | 147.15 | 21 | 40.9% | 0.99 | 0.0004 | 0.000 | 185 | 0.3100 | 0.5500 | 116 | 41.1% | -0.01 | 0.0004 | -0.009 | ||
| 138.85 | 142.15 | 48 | 39.2% | 0.99 | 0.0004 | 0.000 | 190 | 0.4200 | 0.5600 | 344 | 40.2% | -0.01 | 0.0004 | -0.010 | ||
| 134.20 | 137.20 | 9 | 38.8% | 0.98 | 0.0005 | 0.000 | 195 | 0.4400 | 0.7100 | 105 | 39.4% | -0.02 | 0.0005 | -0.011 | ||
| 129.20 | 132.50 | 469 | 37.7% | 0.98 | 0.0006 | 0.000 | 200 | 0.6100 | 0.7300 | 418 | 38.7% | -0.02 | 0.0006 | -0.012 | ||
| 119.60 | 122.80 | 42 | 35.8% | 0.97 | 0.0007 | 0.000 | 210 | 0.7600 | 0.9900 | 5 | 233 | 37.1% | -0.03 | 0.0007 | -0.015 | |
| 110.10 | 113.25 | 197 | 34.5% | 0.97 | 0.0010 | 0.000 | 220 | 1.12 | 1.28 | 393 | 35.9% | -0.04 | 0.0010 | -0.018 | ||
| 101.00 | 103.60 | 1 | 181 | 33.7% | 0.95 | 0.0012 | -0.003 | 230 | 1.51 | 1.69 | 1,095 | 34.7% | -0.05 | 0.0013 | -0.021 | |
| 91.40 | 94.20 | 108 | 31.7% | 0.94 | 0.0016 | -0.009 | 240 | 2.05 | 2.25 | 2,232 | 33.5% | -0.06 | 0.0016 | -0.026 | ||
| 82.40 | 85.25 | 533 | 31.4% | 0.92 | 0.0021 | -0.016 | 250 | 2.69 | 2.91 | 2,056 | 32.2% | -0.08 | 0.0021 | -0.031 | ||
| 73.60 | 76.10 | 646 | 30.3% | 0.90 | 0.0026 | -0.023 | 260 | 3.70 | 3.90 | 2,857 | 31.4% | -0.11 | 0.0026 | -0.037 | ||
| 65.60 | 67.45 | 263 | 30.1% | 0.87 | 0.0032 | -0.031 | 270 | 4.90 | 5.25 | 12.7K | 30.6% | -0.14 | 0.0032 | -0.043 | ||
| 57.35 | 59.20 | 1 | 823 | 29.3% | 0.83 | 0.0038 | -0.039 | 280 | 6.50 | 6.70 | 4 | 5,953 | 29.6% | -0.17 | 0.0039 | -0.049 |
| 49.30 | 51.30 | 1,977 | 28.3% | 0.79 | 0.0045 | -0.046 | 290 | 8.45 | 8.90 | 6 | 6,549 | 28.9% | -0.22 | 0.0046 | -0.055 | |
| 42.30 | 43.75 | 1,508 | 27.8% | 0.74 | 0.0052 | -0.053 | 300 | 11.05 | 11.45 | 5 | 2,711 | 28.3% | -0.27 | 0.0054 | -0.061 | |
| 35.90 | 37.15 | 2 | 1,650 | 27.6% | 0.68 | 0.0058 | -0.059 | 310 | 14.20 | 14.65 | 2,746 | 27.7% | -0.33 | 0.0060 | -0.065 | |
| 30.35 | 31.00 | 3 | 3,065 | 27.4% | 0.62 | 0.0063 | -0.063 | 320 | 18.00 | 18.50 | 1 | 1,592 | 27.2% | -0.39 | 0.0066 | -0.069 |
| 24.55 | 25.40 | 11 | 4,873 | 26.6% | 0.56 | 0.0066 | -0.065 | 330 | 22.50 | 23.05 | 3 | 541 | 26.8% | -0.46 | 0.0071 | -0.070 |
| 20.20 | 20.60 | 7 | 3,681 | 26.4% | 0.49 | 0.0068 | -0.066 | 340 | 27.80 | 28.35 | 302 | 26.5% | -0.53 | 0.0073 | -0.070 | |
| 16.15 | 16.55 | 3,702 | 26.1% | 0.43 | 0.0067 | -0.065 | 350 | 33.75 | 34.90 | 366 | 26.5% | -0.60 | 0.0074 | -0.069 | ||
| 12.85 | 13.20 | 2 | 2,239 | 26.0% | 0.36 | 0.0065 | -0.062 | 360 | 40.45 | 41.25 | 88 | 26.0% | -0.67 | 0.0074 | -0.065 | |
| 10.20 | 10.35 | 4,346 | 25.9% | 0.31 | 0.0061 | -0.058 | 370 | 47.65 | 49.95 | 29 | 26.6% | -0.74 | 0.0071 | -0.061 | ||
| 7.75 | 8.10 | 2,537 | 25.7% | 0.26 | 0.0056 | -0.053 | 380 | 55.30 | 58.10 | 50 | 26.3% | -0.80 | 0.0068 | -0.056 | ||
| 5.95 | 6.35 | 1,281 | 25.7% | 0.21 | 0.0050 | -0.047 | 390 | 64.00 | 66.80 | 26.6% | -0.86 | 0.0065 | -0.051 | |||
| 4.60 | 4.85 | 2,141 | 25.7% | 0.17 | 0.0044 | -0.042 | 400 | 73.35 | 75.90 | 27.3% | -0.91 | 0.0058 | -0.046 | |||
| 3.50 | 3.75 | 1,773 | 25.7% | 0.14 | 0.0038 | -0.036 | 410 | 82.80 | 85.40 | 28.1% | -0.96 | 0.0060 | -0.032 | |||
| 2.63 | 2.92 | 1,111 | 25.8% | 0.11 | 0.0033 | -0.031 | 420 | 92.75 | 95.15 | 29.6% | -0.99 | 0.0023 | -0.052 | |||
| 1.98 | 2.26 | 297 | 25.9% | 0.09 | 0.0028 | -0.026 | 430 | 102.70 | 105.15 | 31.6% | -1.00 | 0.0000 | -0.060 | |||
| 1.48 | 1.73 | 380 | 25.9% | 0.07 | 0.0023 | -0.022 | 440 | 112.65 | 115.20 | 33.5% | -1.00 | 0.0000 | -0.060 | |||
| 1.11 | 1.30 | 497 | 26.0% | 0.05 | 0.0019 | -0.018 | 450 | 122.85 | 125.25 | 35.9% | -1.00 | 0.0000 | -0.060 | |||
| 0.8300 | 1.00 | 373 | 26.1% | 0.04 | 0.0016 | -0.015 | 460 | 132.10 | 135.30 | 36.2% | -1.00 | 0.0000 | -0.060 | |||
| 0.5900 | 0.8300 | 301 | 26.3% | 0.03 | 0.0013 | -0.012 | 470 | 141.75 | 145.30 | 36.9% | -1.00 | 0.0000 | -0.060 | |||
| 0.4400 | 0.5900 | 49 | 26.2% | 0.03 | 0.0010 | -0.010 | 480 | 152.25 | 155.30 | 40.0% | -1.00 | 0.0000 | -0.060 | |||
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 — Feb 19, 2027
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