ADBE cadeia de opções Adobe Inc.
Cboe delayed options data · em 18:33 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 ±33.9% (163.19–330.29) · IV ATM 44.6% · P/C open interest 1.03
| 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 | |
| 125.60 | 132.00 | 45.3% | 0.96 | 0.0008 | 0.000 | 125 | 2.00 | 3.15 | 11 | 51.4% | -0.04 | 0.0008 | -0.016 | |||
| 121.10 | 128.50 | 101 | 47.4% | 0.95 | 0.0008 | -0.001 | 130 | 2.41 | 3.70 | 179 | 51.1% | -0.05 | 0.0009 | -0.018 | ||
| 117.00 | 123.00 | 45.0% | 0.94 | 0.0010 | -0.003 | 135 | 2.85 | 4.20 | 10 | 50.5% | -0.06 | 0.0010 | -0.020 | |||
| 112.45 | 119.00 | 45.0% | 0.94 | 0.0011 | -0.006 | 140 | 3.45 | 4.80 | 24 | 50.1% | -0.07 | 0.0011 | -0.022 | |||
| 108.40 | 115.00 | 45.6% | 0.93 | 0.0012 | -0.008 | 145 | 4.00 | 5.15 | 1 | 24 | 49.2% | -0.07 | 0.0012 | -0.024 | ||
| 104.40 | 111.00 | 2 | 45.9% | 0.92 | 0.0013 | -0.011 | 150 | 4.85 | 5.80 | 1 | 44 | 49.0% | -0.08 | 0.0014 | -0.026 | |
| 101.70 | 106.85 | 47.5% | 0.91 | 0.0014 | -0.014 | 155 | 5.45 | 6.55 | 5 | 48.4% | -0.09 | 0.0015 | -0.028 | |||
| 96.60 | 103.00 | 1 | 45.9% | 0.90 | 0.0016 | -0.016 | 160 | 6.35 | 7.40 | 81 | 48.1% | -0.10 | 0.0016 | -0.030 | ||
| 92.60 | 99.00 | 2 | 45.5% | 0.89 | 0.0017 | -0.019 | 165 | 7.25 | 8.15 | 5 | 47.6% | -0.12 | 0.0018 | -0.032 | ||
| 88.50 | 95.00 | 1 | 44.9% | 0.88 | 0.0018 | -0.022 | 170 | 8.25 | 9.15 | 2 | 51 | 47.3% | -0.13 | 0.0019 | -0.035 | |
| 85.00 | 92.00 | 45.7% | 0.86 | 0.0020 | -0.024 | 175 | 9.30 | 10.40 | 341 | 47.1% | -0.14 | 0.0021 | -0.037 | |||
| 84.50 | 87.50 | 1 | 47.5% | 0.85 | 0.0021 | -0.027 | 180 | 10.40 | 11.75 | 4 | 66 | 46.9% | -0.16 | 0.0022 | -0.039 | |
| 78.10 | 84.00 | 2 | 44.8% | 0.83 | 0.0023 | -0.030 | 185 | 11.65 | 13.35 | 69 | 46.9% | -0.17 | 0.0024 | -0.041 | ||
| 75.15 | 81.00 | 1 | 45.5% | 0.82 | 0.0024 | -0.032 | 190 | 12.15 | 15.55 | 689 | 46.6% | -0.19 | 0.0025 | -0.043 | ||
| 72.25 | 77.60 | 2 | 45.6% | 0.80 | 0.0025 | -0.035 | 195 | 14.50 | 15.95 | 166 | 46.2% | -0.20 | 0.0027 | -0.045 | ||
| 68.25 | 73.90 | 54 | 44.5% | 0.79 | 0.0027 | -0.037 | 200 | 14.80 | 17.75 | 1 | 195 | 45.3% | -0.22 | 0.0028 | -0.047 | |
| 62.25 | 67.90 | 45 | 44.5% | 0.76 | 0.0029 | -0.042 | 210 | 19.55 | 21.50 | 1 | 676 | 46.0% | -0.25 | 0.0031 | -0.051 | |
| 57.85 | 61.70 | 43 | 44.9% | 0.72 | 0.0031 | -0.046 | 220 | 22.90 | 27.50 | 351 | 46.6% | -0.29 | 0.0033 | -0.054 | ||
| 51.00 | 57.05 | 39 | 44.2% | 0.69 | 0.0033 | -0.049 | 230 | 27.35 | 32.05 | 112 | 46.5% | -0.33 | 0.0036 | -0.057 | ||
| 47.15 | 51.15 | 136 | 44.2% | 0.65 | 0.0035 | -0.052 | 240 | 30.90 | 34.85 | 251 | 44.4% | -0.37 | 0.0038 | -0.059 | ||
| 42.35 | 46.35 | 1 | 130 | 43.8% | 0.62 | 0.0036 | -0.054 | 250 | 37.35 | 41.05 | 501 | 45.5% | -0.40 | 0.0040 | -0.060 | |
| 38.20 | 42.50 | 206 | 43.9% | 0.58 | 0.0037 | -0.056 | 260 | 41.80 | 46.15 | 252 | 44.4% | -0.44 | 0.0041 | -0.062 | ||
| 34.55 | 38.60 | 4 | 2,176 | 43.9% | 0.54 | 0.0038 | -0.057 | 270 | 48.50 | 53.20 | 105 | 45.3% | -0.48 | 0.0042 | -0.062 | |
| 30.10 | 35.40 | 194 | 43.5% | 0.51 | 0.0038 | -0.058 | 280 | 55.05 | 58.60 | 110 | 44.8% | -0.52 | 0.0043 | -0.062 | ||
| 27.80 | 31.45 | 272 | 43.5% | 0.48 | 0.0038 | -0.058 | 290 | 60.60 | 65.45 | 3 | 66 | 44.1% | -0.56 | 0.0044 | -0.062 | |
| 24.15 | 28.30 | 51 | 42.9% | 0.44 | 0.0038 | -0.058 | 300 | 68.35 | 75.00 | 14 | 45.9% | -0.60 | 0.0044 | -0.061 | ||
| 21.55 | 26.35 | 24 | 43.3% | 0.41 | 0.0038 | -0.057 | 310 | 75.05 | 81.10 | 14 | 44.8% | -0.63 | 0.0044 | -0.060 | ||
| 19.25 | 23.00 | 25 | 70 | 42.7% | 0.38 | 0.0037 | -0.056 | 320 | 82.70 | 89.00 | 44.9% | -0.67 | 0.0044 | -0.058 | ||
| 17.05 | 21.65 | 15 | 43.1% | 0.35 | 0.0036 | -0.055 | 330 | 90.80 | 96.45 | 8 | 44.8% | -0.70 | 0.0044 | -0.057 | ||
| 16.05 | 19.25 | 31 | 43.4% | 0.33 | 0.0035 | -0.053 | 340 | 98.30 | 105.00 | 5 | 44.6% | -0.74 | 0.0044 | -0.055 | ||
| 14.55 | 16.50 | 1 | 450 | 42.9% | 0.30 | 0.0034 | -0.051 | 350 | 107.00 | 114.00 | 4 | 45.3% | -0.77 | 0.0043 | -0.053 | |
| 13.30 | 14.90 | 29 | 43.1% | 0.28 | 0.0033 | -0.050 | 360 | 116.10 | 122.00 | 5 | 45.3% | -0.80 | 0.0043 | -0.051 | ||
| 11.80 | 13.50 | 24 | 43.1% | 0.26 | 0.0031 | -0.048 | 370 | 125.00 | 131.00 | 45.7% | -0.83 | 0.0042 | -0.048 | |||
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 — Sep 17, 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