AMZN cadeia de opções Amazon.com, Inc.
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 ±10.0% (229.62–280.77) · IV ATM 38.2% · P/C open interest 1.55
| 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 | |
| 111.65 | 120.25 | 73.9% | 0.99 | 0.0004 | -0.011 | 140 | 0 | 2.17 | 8 | 10 | 106.4% | -0.01 | 0.0004 | -0.022 | ||
| 106.70 | 115.30 | 71.9% | 0.99 | 0.0004 | -0.013 | 145 | 0 | 2.18 | 2 | 9 | 101.1% | -0.01 | 0.0004 | -0.024 | ||
| 101.75 | 110.35 | 69.6% | 0.99 | 0.0005 | -0.016 | 150 | 0 | 2.19 | 5 | 6 | 96.0% | -0.01 | 0.0005 | -0.026 | ||
| 96.75 | 105.40 | 65.7% | 0.98 | 0.0006 | -0.019 | 155 | 0 | 2.21 | 2 | 26 | 91.1% | -0.01 | 0.0006 | -0.029 | ||
| 91.80 | 100.45 | 63.2% | 0.98 | 0.0007 | -0.022 | 160 | 0 | 2.24 | 6 | 22 | 86.4% | -0.02 | 0.0007 | -0.031 | ||
| 86.90 | 95.50 | 61.7% | 0.98 | 0.0008 | -0.025 | 165 | 0 | 2.27 | 2 | 81.8% | -0.02 | 0.0008 | -0.034 | |||
| 81.95 | 90.55 | 58.9% | 0.98 | 0.0010 | -0.029 | 170 | 0.0100 | 2.31 | 1 | 77.5% | -0.02 | 0.0010 | -0.038 | |||
| 77.00 | 85.60 | 56.0% | 0.97 | 0.0012 | -0.033 | 175 | 0.0300 | 2.36 | 2 | 20 | 73.3% | -0.03 | 0.0012 | -0.041 | ||
| 72.10 | 80.70 | 54.4% | 0.97 | 0.0014 | -0.038 | 180 | 0.0200 | 2.42 | 1 | 4 | 69.1% | -0.03 | 0.0014 | -0.045 | ||
| 67.20 | 75.80 | 52.4% | 0.96 | 0.0016 | -0.043 | 185 | 0.0700 | 2.51 | 2 | 3 | 65.5% | -0.04 | 0.0017 | -0.050 | ||
| 62.45 | 70.95 | 51.9% | 0.96 | 0.0020 | -0.049 | 190 | 0.0400 | 2.62 | 15 | 16 | 61.5% | -0.04 | 0.0020 | -0.055 | ||
| 57.50 | 66.10 | 49.2% | 0.95 | 0.0024 | -0.055 | 195 | 0.1200 | 2.75 | 30 | 356 | 58.2% | -0.05 | 0.0024 | -0.061 | ||
| 52.70 | 61.30 | 1 | 6 | 47.6% | 0.94 | 0.0028 | -0.062 | 200 | 0.1900 | 2.94 | 25 | 54 | 55.1% | -0.06 | 0.0028 | -0.068 |
| 48.00 | 56.60 | 46.7% | 0.92 | 0.0034 | -0.069 | 205 | 0.1700 | 3.20 | 21 | 34 | 51.7% | -0.08 | 0.0034 | -0.075 | ||
| 43.30 | 51.90 | 1 | 2 | 45.1% | 0.91 | 0.0040 | -0.078 | 210 | 0.1700 | 3.50 | 42 | 45 | 48.5% | -0.09 | 0.0040 | -0.083 |
| 38.75 | 47.35 | 2 | 44.0% | 0.89 | 0.0048 | -0.088 | 215 | 0.0100 | 3.90 | 551 | 660 | 45.0% | -0.11 | 0.0048 | -0.093 | |
| 34.30 | 42.90 | 2 | 13 | 43.0% | 0.87 | 0.0057 | -0.099 | 220 | 0.2700 | 4.45 | 149 | 359 | 43.1% | -0.13 | 0.0058 | -0.103 |
| 30.00 | 38.55 | 1 | 8 | 41.8% | 0.84 | 0.0067 | -0.110 | 225 | 0.8500 | 5.10 | 552 | 801 | 41.8% | -0.16 | 0.0068 | -0.114 |
| 25.90 | 34.45 | 4 | 4 | 41.1% | 0.80 | 0.0078 | -0.122 | 230 | 1.73 | 6.00 | 69 | 376 | 41.0% | -0.20 | 0.0079 | -0.126 |
| 22.00 | 30.55 | 2 | 7 | 40.3% | 0.76 | 0.0090 | -0.133 | 235 | 2.81 | 7.10 | 30 | 586 | 40.3% | -0.24 | 0.0091 | -0.137 |
| 18.35 | 26.90 | 2 | 3 | 39.7% | 0.71 | 0.0101 | -0.144 | 240 | 4.15 | 8.45 | 55 | 203 | 39.7% | -0.29 | 0.0102 | -0.147 |
| 15.00 | 23.45 | 1 | 17 | 39.0% | 0.66 | 0.0110 | -0.153 | 245 | 5.80 | 10.05 | 37 | 161 | 39.1% | -0.34 | 0.0112 | -0.156 |
| 11.90 | 20.40 | 30 | 105 | 38.5% | 0.60 | 0.0118 | -0.159 | 250 | 7.75 | 12.00 | 67 | 208 | 38.7% | -0.40 | 0.0120 | -0.162 |
| 11.30 | 15.55 | 66 | 194 | 38.1% | 0.54 | 0.0123 | -0.162 | 255 | 10.00 | 14.30 | 8 | 61 | 38.3% | -0.46 | 0.0125 | -0.165 |
| 8.85 | 13.10 | 265 | 364 | 37.7% | 0.48 | 0.0125 | -0.161 | 260 | 12.55 | 16.90 | 7 | 184 | 38.0% | -0.52 | 0.0127 | -0.164 |
| 6.75 | 11.00 | 18 | 101 | 37.4% | 0.42 | 0.0123 | -0.157 | 265 | 13.40 | 21.90 | 1 | 47 | 37.7% | -0.59 | 0.0126 | -0.160 |
| 4.90 | 9.20 | 73 | 107 | 37.0% | 0.36 | 0.0118 | -0.150 | 270 | 16.65 | 25.15 | 1 | 2 | 37.5% | -0.65 | 0.0122 | -0.153 |
| 4.00 | 7.65 | 254 | 317 | 37.7% | 0.31 | 0.0111 | -0.141 | 275 | 20.10 | 28.65 | 1 | 37.2% | -0.70 | 0.0115 | -0.144 | |
| 2.19 | 6.45 | 23 | 320 | 36.6% | 0.26 | 0.0102 | -0.131 | 280 | 23.90 | 32.50 | 44 | 37.1% | -0.75 | 0.0106 | -0.134 | |
| 1.26 | 5.45 | 75 | 295 | 36.6% | 0.22 | 0.0092 | -0.120 | 285 | 28.00 | 36.55 | 1 | 37.2% | -0.79 | 0.0096 | -0.123 | |
| 0.4400 | 4.70 | 42 | 128 | 36.5% | 0.18 | 0.0082 | -0.109 | 290 | 32.30 | 40.70 | 37.0% | -0.83 | 0.0086 | -0.112 | ||
| 0.1100 | 4.10 | 60 | 119 | 37.4% | 0.15 | 0.0072 | -0.098 | 295 | 36.75 | 45.35 | 37.7% | -0.86 | 0.0077 | -0.101 | ||
| 0.0800 | 3.65 | 44 | 393 | 39.0% | 0.13 | 0.0063 | -0.089 | 300 | 41.35 | 49.95 | 1 | 38.1% | -0.89 | 0.0068 | -0.092 | |
| 0.2100 | 3.30 | 22 | 90 | 41.1% | 0.11 | 0.0055 | -0.081 | 305 | 46.05 | 54.60 | 1 | 38.2% | -0.91 | 0.0060 | -0.083 | |
| 0.1600 | 3.05 | 105 | 42.9% | 0.09 | 0.0048 | -0.073 | 310 | 50.80 | 59.40 | 38.4% | -0.93 | 0.0053 | -0.076 | |||
| 0.0600 | 2.83 | 2 | 10 | 44.3% | 0.08 | 0.0042 | -0.067 | 315 | 55.65 | 64.25 | 38.6% | -0.94 | 0.0047 | -0.070 | ||
| 0.1100 | 2.65 | 12 | 46.3% | 0.07 | 0.0037 | -0.061 | 320 | 60.60 | 69.10 | 38.3% | -0.95 | 0.0043 | -0.064 | |||
| 0.0700 | 2.54 | 1 | 4 | 48.0% | 0.06 | 0.0032 | -0.056 | 325 | 65.55 | 74.05 | -0.96 | 0.0038 | -0.060 | |||
| 0.0500 | 2.45 | 7 | 49.9% | 0.05 | 0.0029 | -0.052 | 330 | 70.50 | 79.05 | -0.97 | 0.0034 | -0.055 | ||||
| 0.0200 | 2.38 | 2 | 51.7% | 0.05 | 0.0026 | -0.048 | 335 | 75.50 | 84.05 | -0.98 | 0.0030 | -0.053 | ||||
| 0.0100 | 2.32 | 1 | 15 | 53.5% | 0.04 | 0.0023 | -0.045 | 340 | 80.50 | 89.05 | -0.98 | 0.0025 | -0.047 | |||
| 0.0100 | 2.28 | 5 | 31 | 55.4% | 0.04 | 0.0020 | -0.042 | 345 | 85.50 | 94.05 | -0.99 | 0.0022 | -0.041 | |||
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 27, 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.