APP cadeia de opções AppLovin Corporation
Cboe delayed options data · em 15:33 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 ±34.1% (182.35–371.45) · IV ATM 67.3% · P/C open interest 0.73
| 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 | |
| 134.30 | 144.50 | 59.7% | 0.95 | 0.0007 | -0.024 | 140 | 2.25 | 2.90 | 10 | 1 | 72.3% | -0.04 | 0.0007 | -0.038 | ||
| 129.80 | 140.00 | 60.8% | 0.95 | 0.0008 | -0.029 | 145 | 2.80 | 4.30 | 12 | 74.7% | -0.05 | 0.0008 | -0.043 | |||
| 125.40 | 135.60 | 61.9% | 0.94 | 0.0009 | -0.034 | 150 | 3.20 | 4.80 | 2 | 73.7% | -0.06 | 0.0009 | -0.048 | |||
| 121.10 | 130.90 | 4 | 61.6% | 0.93 | 0.0010 | -0.040 | 155 | 3.80 | 4.60 | 10 | 22 | 71.4% | -0.06 | 0.0010 | -0.052 | |
| 116.80 | 126.40 | 1 | 61.6% | 0.92 | 0.0011 | -0.045 | 160 | 4.40 | 5.80 | 9 | 72.0% | -0.07 | 0.0011 | -0.058 | ||
| 112.60 | 122.00 | 3 | 61.8% | 0.91 | 0.0012 | -0.051 | 165 | 5.00 | 6.90 | 130 | 72.1% | -0.08 | 0.0012 | -0.063 | ||
| 109.60 | 117.90 | 2 | 64.6% | 0.90 | 0.0013 | -0.056 | 170 | 5.80 | 6.90 | 95 | 70.3% | -0.09 | 0.0013 | -0.068 | ||
| 104.40 | 114.30 | 63.5% | 0.89 | 0.0014 | -0.062 | 175 | 6.80 | 8.60 | 154 | 71.5% | -0.10 | 0.0014 | -0.073 | |||
| 100.40 | 110.00 | 63.1% | 0.88 | 0.0015 | -0.068 | 180 | 7.70 | 9.40 | 77 | 70.8% | -0.11 | 0.0015 | -0.078 | |||
| 96.50 | 106.10 | 22 | 63.2% | 0.87 | 0.0016 | -0.073 | 185 | 8.70 | 9.80 | 57 | 69.6% | -0.12 | 0.0016 | -0.084 | ||
| 92.70 | 102.30 | 63.4% | 0.86 | 0.0018 | -0.079 | 190 | 9.70 | 11.10 | 111 | 69.4% | -0.14 | 0.0018 | -0.089 | |||
| 89.00 | 98.60 | 1 | 63.5% | 0.85 | 0.0019 | -0.085 | 195 | 10.80 | 12.30 | 61 | 69.0% | -0.15 | 0.0019 | -0.094 | ||
| 85.40 | 94.70 | 24 | 63.3% | 0.83 | 0.0020 | -0.090 | 200 | 12.10 | 14.30 | 194 | 69.6% | -0.16 | 0.0020 | -0.099 | ||
| 78.50 | 88.10 | 10 | 63.9% | 0.81 | 0.0022 | -0.101 | 210 | 15.10 | 16.20 | 219 | 68.2% | -0.19 | 0.0022 | -0.109 | ||
| 76.10 | 81.60 | 582 | 68.1% | 0.78 | 0.0024 | -0.111 | 220 | 18.20 | 21.20 | 364 | 69.4% | -0.22 | 0.0024 | -0.118 | ||
| 65.70 | 75.20 | 6 | 63.9% | 0.75 | 0.0026 | -0.120 | 230 | 21.80 | 23.50 | 114 | 470 | 67.7% | -0.25 | 0.0026 | -0.127 | |
| 65.70 | 69.00 | 20 | 68.4% | 0.72 | 0.0028 | -0.128 | 240 | 25.80 | 29.80 | 281 | 69.4% | -0.28 | 0.0028 | -0.134 | ||
| 58.40 | 63.60 | 33 | 66.7% | 0.68 | 0.0029 | -0.135 | 250 | 30.10 | 32.20 | 259 | 67.3% | -0.31 | 0.0030 | -0.141 | ||
| 55.40 | 58.80 | 395 | 68.3% | 0.65 | 0.0031 | -0.141 | 260 | 34.70 | 39.50 | 408 | 69.0% | -0.35 | 0.0031 | -0.146 | ||
| 51.20 | 54.00 | 47 | 68.4% | 0.62 | 0.0032 | -0.145 | 270 | 39.70 | 42.30 | 717 | 66.9% | -0.38 | 0.0032 | -0.150 | ||
| 47.10 | 49.70 | 148 | 68.5% | 0.59 | 0.0032 | -0.149 | 280 | 45.40 | 46.90 | 243 | 66.2% | -0.41 | 0.0033 | -0.153 | ||
| 40.80 | 45.10 | 1 | 84 | 66.3% | 0.56 | 0.0033 | -0.152 | 290 | 51.00 | 53.20 | 2 | 401 | 66.2% | -0.45 | 0.0034 | -0.155 |
| 38.40 | 41.40 | 397 | 67.2% | 0.52 | 0.0033 | -0.153 | 300 | 57.00 | 59.20 | 1 | 667 | 65.9% | -0.48 | 0.0034 | -0.156 | |
| 31.30 | 37.80 | 143 | 64.3% | 0.49 | 0.0033 | -0.154 | 310 | 63.50 | 66.70 | 1 | 52 | 66.6% | -0.51 | 0.0034 | -0.156 | |
| 28.50 | 34.70 | 165 | 64.5% | 0.47 | 0.0033 | -0.153 | 320 | 70.10 | 72.40 | 1 | 229 | 65.6% | -0.54 | 0.0034 | -0.155 | |
| 26.50 | 31.80 | 2 | 145 | 65.0% | 0.44 | 0.0033 | -0.152 | 330 | 77.20 | 79.20 | 9 | 82 | 65.4% | -0.57 | 0.0034 | -0.153 |
| 27.20 | 29.00 | 9 | 110 | 67.3% | 0.41 | 0.0032 | -0.150 | 340 | 84.00 | 90.20 | 240 | 67.7% | -0.60 | 0.0034 | -0.151 | |
| 24.70 | 27.70 | 3 | 217 | 68.1% | 0.38 | 0.0032 | -0.148 | 350 | 91.60 | 97.30 | 2 | 169 | 67.5% | -0.62 | 0.0034 | -0.148 |
| 22.30 | 24.20 | 6 | 285 | 67.0% | 0.36 | 0.0031 | -0.145 | 360 | 99.20 | 105.30 | 58 | 67.6% | -0.65 | 0.0033 | -0.144 | |
| 20.60 | 22.10 | 9 | 82 | 67.2% | 0.34 | 0.0031 | -0.141 | 370 | 108.00 | 114.30 | 264 | 69.1% | -0.68 | 0.0032 | -0.140 | |
| 18.70 | 20.20 | 9 | 76 | 67.1% | 0.31 | 0.0030 | -0.137 | 380 | 115.40 | 122.90 | 24 | 69.0% | -0.70 | 0.0032 | -0.136 | |
| 17.20 | 18.60 | 1 | 149 | 67.3% | 0.29 | 0.0029 | -0.133 | 390 | 124.40 | 128.50 | 1 | 11 | 67.4% | -0.72 | 0.0031 | -0.132 |
| 15.60 | 16.90 | 2 | 367 | 67.1% | 0.27 | 0.0028 | -0.129 | 400 | 132.20 | 140.20 | 43 | 69.7% | -0.74 | 0.0030 | -0.127 | |
| 14.60 | 15.50 | 30 | 56 | 67.5% | 0.26 | 0.0027 | -0.125 | 410 | 140.50 | 148.30 | 35 | 69.1% | -0.76 | 0.0029 | -0.122 | |
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 — Mar 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