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Expiração 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 ±8.4% (293.88–347.98) · IV ATM 51.6% · P/C open interest 0.42

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
153.30	162.70		17	186.6%	1.00	0.0000	0.000	165	0	1.05		1	158.9%	-0.00	0.0000	-0.001
148.20	157.80			179.0%	1.00	0.0000	0.000	170	0	1.05			152.5%	-0.00	0.0000	-0.001
143.30	152.90			173.9%	1.00	0.0000	0.000	175	0	1.05		1	146.2%	-0.00	0.0000	-0.001
138.50	143.10				1.00	0.0000	0.000	180	0	1.05		3	140.2%	-0.00	0.0000	-0.002
134.30	138.50		7		1.00	0.0000	0.000	185	0	0.1000		124	100.4%	-0.00	0.0000	-0.002
129.10	132.50		3		1.00	0.0000	0.000	190	0	0.4000		48	112.2%	-0.00	0.0000	-0.003
123.60	132.80		3	148.1%	1.00	0.0000	0.000	195	0	0.5000		67	110.3%	-0.00	0.0000	-0.004
118.40	127.80		7	139.6%	1.00	0.0001	0.000	200	0	0.2500		54	96.5%	-0.00	0.0001	-0.005
108.70	117.90		6	130.6%	1.00	0.0001	0.000	210	0	0.1500		45	82.4%	-0.00	0.0001	-0.008
98.70	106.40		9	104.0%	1.00	0.0002	0.000	220	0.0500	0.1500	9	166	76.7%	-0.00	0.0002	-0.014
88.80	98.00		5	107.9%	0.99	0.0004	0.000	230	0	0.3500	1	484	73.6%	-0.01	0.0004	-0.024
79.10	82.90		117		0.99	0.0007	0.000	240	0.1500	0.2500	12	271	66.5%	-0.01	0.0007	-0.039
68.30	78.00		98	82.0%	0.98	0.0012	-0.027	250	0.2000	0.4000	104	810	61.9%	-0.02	0.0012	-0.062
64.20	73.30			83.8%	0.97	0.0016	-0.045	255	0.1500	0.5000	10	70	58.5%	-0.03	0.0016	-0.078
58.40	66.90		37	64.4%	0.96	0.0020	-0.066	260	0.4000	0.7000	119	492	59.5%	-0.04	0.0020	-0.097
54.50	63.70		2	76.1%	0.95	0.0025	-0.091	265	0.4500	0.9000	7	195	57.2%	-0.05	0.0026	-0.120
49.80	56.30	1	22	59.9%	0.94	0.0032	-0.120	270	0.8000	1.15	75	899	57.0%	-0.06	0.0032	-0.146
44.80	51.80		2	57.5%	0.92	0.0040	-0.152	275	1.05	1.60	6	112	56.2%	-0.08	0.0040	-0.176
42.80	52.00			68.2%	0.91	0.0044	-0.170	277.5	1.25	1.90		32	56.2%	-0.09	0.0044	-0.193
41.80	44.60	3	333	51.4%	0.90	0.0048	-0.188	280	1.50	1.90	96	1,644	54.7%	-0.10	0.0048	-0.210
39.10	47.40			68.0%	0.89	0.0053	-0.207	282.5	1.75	2.40		37	55.2%	-0.11	0.0053	-0.228
36.00	42.50			54.9%	0.87	0.0058	-0.227	285	2.00	2.65	35	78	54.4%	-0.13	0.0058	-0.247
35.10	37.40			48.3%	0.86	0.0063	-0.247	287.5	2.45	3.10		18	54.8%	-0.14	0.0063	-0.266
32.90	35.40	6	224	48.5%	0.84	0.0068	-0.267	290	2.80	3.40	59	1,373	54.0%	-0.16	0.0069	-0.285
29.90	39.30		4	63.0%	0.82	0.0074	-0.288	292.5	3.20	3.90	3	22	53.7%	-0.18	0.0074	-0.304
27.40	31.60	1	17	45.2%	0.80	0.0079	-0.308	295	3.70	4.40	23	62	53.5%	-0.20	0.0079	-0.323
26.20	31.20		2	51.8%	0.78	0.0084	-0.328	297.5	4.20	5.00	1	48	53.2%	-0.22	0.0085	-0.342
25.50	28.20	9	399	51.8%	0.76	0.0089	-0.346	300	4.90	5.60	64	2,527	53.1%	-0.24	0.0090	-0.360
22.30	26.20		49	47.9%	0.74	0.0094	-0.365	302.5	5.60	6.40	4	117	53.2%	-0.27	0.0095	-0.377
21.40	24.00	1	26	48.9%	0.71	0.0099	-0.382	305	6.30	7.30	1	116	53.3%	-0.29	0.0099	-0.393
20.50	22.40	2	22	50.8%	0.68	0.0103	-0.397	307.5	7.10	8.10	1	92	53.0%	-0.32	0.0104	-0.407
18.80	21.00	33	452	50.9%	0.66	0.0107	-0.411	310	8.00	9.10	33	1,251	53.1%	-0.35	0.0107	-0.420
17.50	19.20	2	25	50.8%	0.63	0.0110	-0.422	312.5	9.00	10.10		56	53.1%	-0.37	0.0111	-0.431
16.40	17.50	53	67	51.0%	0.60	0.0112	-0.432	315	10.10	11.30	1	328	53.4%	-0.40	0.0113	-0.439
14.80	16.60	12	15	51.4%	0.57	0.0114	-0.440	317.5	11.10	12.40	5	32	53.0%	-0.43	0.0115	-0.446
13.50	15.00	147	2,013	50.8%	0.54	0.0116	-0.445	320	12.30	13.30	17	704	52.4%	-0.46	0.0117	-0.450
12.30	13.70	4	26	50.7%	0.52	0.0116	-0.448	322.5	13.30	15.10	1	31	52.8%	-0.49	0.0118	-0.452
11.20	12.80	14	64	51.2%	0.49	0.0116	-0.449	325	14.50	16.70	11	19	52.9%	-0.52	0.0118	-0.452
10.30	11.50	10	30	51.1%	0.46	0.0116	-0.447	327.5	15.90	18.30	1	3	53.2%	-0.55	0.0117	-0.449
9.40	10.50	32	711	51.3%	0.43	0.0114	-0.443	330	17.90	19.30	16	604	53.2%	-0.57	0.0116	-0.444
8.40	9.60	9	33	51.2%	0.40	0.0112	-0.438	332.5	19.40	21.00	1	2	53.3%	-0.60	0.0114	-0.437
7.90	8.70	30	497	51.9%	0.38	0.0110	-0.430	335	21.10	22.90	2	99	54.0%	-0.63	0.0112	-0.429
6.50	7.00	25	1,152	51.8%	0.33	0.0104	-0.410	340	24.60	26.40	9	615	54.2%	-0.68	0.0106	-0.407
5.10	5.90	110	95	52.1%	0.28	0.0097	-0.385	345	28.30	31.50		6	57.5%	-0.73	0.0098	-0.380
4.40	4.90	342	2,887	53.4%	0.24	0.0088	-0.357	350	31.70	34.70	67	783	55.0%	-0.77	0.0090	-0.349
2.95	3.30	108	641	54.5%	0.17	0.0071	-0.297	360	40.10	43.60	52	754	57.2%	-0.84	0.0073	-0.284
1.70	2.25	87	1,162	54.8%	0.12	0.0056	-0.239	370	47.00	53.80	4	482	55.5%	-0.89	0.0056	-0.220
1.20	1.50	49	818	56.5%	0.09	0.0042	-0.189	380	58.00	62.30	1	529	60.6%	-0.92	0.0044	-0.162
0.9000	1.10	87	567	59.0%	0.06	0.0032	-0.147	390	66.80	72.70		189	63.0%	-0.95	0.0036	-0.117
0.5500	0.9000	123	1,872	61.0%	0.04	0.0024	-0.113	400	77.90	80.50	5	925	60.6%	-0.97	0.0029	-0.097
0.3500	0.6000		448	61.7%	0.03	0.0018	-0.087	410	83.20	91.80		254		-0.98	0.0020	-0.105
0.2000	0.4500	40	738	62.9%	0.02	0.0013	-0.067	420	93.10	101.70		22		-0.99	0.0012	-0.128
0.0500	0.8000	1	517	70.3%	0.02	0.0010	-0.052	430	102.60	112.20		4		-1.00	0.0005	-0.163
0.0500	0.2500	10	468	64.9%	0.01	0.0007	-0.040	440	114.10	122.20		96		-1.00	0.0001	-0.186
0	0.2500		1,282	67.4%	0.01	0.0006	-0.032	450	125.80	131.80		10		-1.00	0.0000	-0.201
0	1.20		433	88.0%	0.01	0.0004	-0.025	460	132.50	141.80		19		-1.00	0.0000	-0.211
0	0.7000		1,228	85.3%	0.01	0.0003	-0.019	470	142.80	152.10		24		-1.00	0.0000	-0.216
0	0.1500		351	74.3%	0.00	0.0002	-0.015	480	152.80	161.90		2		-1.00	0.0000	-0.219

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 18, 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.

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APP cadeia de opções AppLovin Corporation

Sorriso de volatilidade — Sep 18, 2026

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