ARM cadeia de opções Arm Holdings plc American Depositary Shares
Cboe delayed options data · em 03:33 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 ±21.4% (179.35–276.95) · IV ATM 66.6% · P/C open interest 1.10
| 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 | |
| 112.15 | 116.55 | 5,813 | 91.0% | 0.99 | 0.0005 | -0.009 | 115 | 0 | 0.7100 | 2 | 2,088 | 82.0% | -0.01 | 0.0005 | -0.023 | |
| 107.50 | 111.60 | 4 | 2,667 | 91.1% | 0.98 | 0.0006 | -0.013 | 120 | 0.0200 | 0.8400 | 4,123 | 79.7% | -0.02 | 0.0006 | -0.027 | |
| 102.95 | 106.95 | 1,010 | 86.7% | 0.98 | 0.0007 | -0.018 | 125 | 0.4600 | 0.9600 | 12 | 441 | 81.7% | -0.02 | 0.0007 | -0.032 | |
| 98.05 | 102.10 | 3 | 4,970 | 83.9% | 0.97 | 0.0008 | -0.024 | 130 | 0.2000 | 1.15 | 4 | 1,027 | 76.3% | -0.03 | 0.0008 | -0.037 |
| 93.65 | 97.25 | 11 | 235 | 85.9% | 0.97 | 0.0010 | -0.031 | 135 | 0.2600 | 1.27 | 10 | 163 | 73.5% | -0.03 | 0.0010 | -0.043 |
| 89.40 | 92.20 | 10 | 899 | 81.6% | 0.96 | 0.0012 | -0.038 | 140 | 0.8100 | 1.54 | 15 | 694 | 75.2% | -0.04 | 0.0012 | -0.050 |
| 84.00 | 87.10 | 3 | 235 | 73.7% | 0.95 | 0.0014 | -0.046 | 145 | 0.8300 | 1.78 | 4 | 383 | 72.2% | -0.05 | 0.0014 | -0.057 |
| 79.55 | 82.65 | 1 | 2,663 | 74.2% | 0.94 | 0.0017 | -0.055 | 150 | 1.61 | 2.45 | 3,791 | 75.0% | -0.06 | 0.0017 | -0.066 | |
| 75.60 | 78.20 | 1 | 154 | 75.8% | 0.93 | 0.0020 | -0.065 | 155 | 2.01 | 2.43 | 4 | 385 | 71.9% | -0.07 | 0.0020 | -0.075 |
| 70.80 | 73.75 | 1 | 219 | 73.3% | 0.92 | 0.0023 | -0.075 | 160 | 2.50 | 2.89 | 5 | 742 | 70.8% | -0.08 | 0.0023 | -0.084 |
| 66.75 | 69.20 | 3 | 190 | 72.7% | 0.90 | 0.0026 | -0.086 | 165 | 3.00 | 3.50 | 20 | 582 | 69.8% | -0.10 | 0.0026 | -0.095 |
| 62.30 | 65.65 | 965 | 73.1% | 0.88 | 0.0030 | -0.097 | 170 | 3.70 | 4.20 | 81 | 1,850 | 69.1% | -0.12 | 0.0030 | -0.105 | |
| 57.65 | 61.25 | 287 | 71.9% | 0.86 | 0.0034 | -0.109 | 175 | 4.10 | 5.20 | 11 | 943 | 67.9% | -0.14 | 0.0034 | -0.116 | |
| 54.05 | 56.60 | 634 | 69.0% | 0.84 | 0.0037 | -0.120 | 180 | 5.40 | 6.00 | 20 | 1,443 | 67.8% | -0.16 | 0.0038 | -0.127 | |
| 50.20 | 53.25 | 2 | 178 | 69.5% | 0.82 | 0.0041 | -0.132 | 185 | 5.85 | 7.20 | 1 | 2,570 | 66.2% | -0.18 | 0.0042 | -0.138 |
| 46.70 | 49.05 | 200 | 68.6% | 0.80 | 0.0045 | -0.143 | 190 | 7.65 | 8.50 | 52 | 3,921 | 67.1% | -0.21 | 0.0045 | -0.149 | |
| 43.25 | 46.10 | 2 | 199 | 69.3% | 0.77 | 0.0048 | -0.153 | 195 | 9.00 | 9.90 | 3 | 4,461 | 66.6% | -0.23 | 0.0049 | -0.159 |
| 39.15 | 42.75 | 5 | 914 | 69.1% | 0.74 | 0.0052 | -0.163 | 200 | 10.30 | 11.45 | 56 | 3,526 | 65.7% | -0.26 | 0.0052 | -0.169 |
| 33.85 | 35.80 | 17 | 371 | 67.4% | 0.68 | 0.0058 | -0.180 | 210 | 13.35 | 15.50 | 20 | 1,889 | 64.6% | -0.32 | 0.0058 | -0.185 |
| 28.40 | 30.30 | 16 | 582 | 67.3% | 0.62 | 0.0062 | -0.193 | 220 | 18.50 | 20.15 | 35 | 1,569 | 66.0% | -0.39 | 0.0062 | -0.196 |
| 23.30 | 25.45 | 88 | 822 | 67.5% | 0.55 | 0.0064 | -0.200 | 230 | 23.65 | 25.20 | 41 | 2,300 | 65.6% | -0.45 | 0.0065 | -0.202 |
| 19.90 | 21.20 | 43 | 435 | 67.3% | 0.49 | 0.0065 | -0.201 | 240 | 29.55 | 31.65 | 19 | 3,363 | 65.7% | -0.51 | 0.0066 | -0.203 |
| 15.95 | 17.65 | 46 | 2,172 | 66.6% | 0.43 | 0.0064 | -0.199 | 250 | 35.85 | 38.30 | 30 | 2,175 | 65.6% | -0.58 | 0.0065 | -0.200 |
| 13.05 | 14.60 | 29 | 879 | 67.5% | 0.38 | 0.0062 | -0.192 | 260 | 42.85 | 44.80 | 8 | 1,448 | 65.8% | -0.63 | 0.0063 | -0.193 |
| 11.15 | 12.10 | 85 | 2,750 | 67.7% | 0.32 | 0.0058 | -0.183 | 270 | 50.40 | 53.15 | 18 | 1,343 | 66.0% | -0.68 | 0.0060 | -0.183 |
| 9.10 | 10.00 | 25 | 325 | 67.9% | 0.28 | 0.0054 | -0.171 | 280 | 57.75 | 60.95 | 1 | 1,093 | 66.1% | -0.73 | 0.0056 | -0.171 |
| 6.55 | 8.30 | 80 | 460 | 68.3% | 0.24 | 0.0050 | -0.159 | 290 | 66.10 | 69.50 | 1 | 1,671 | 65.4% | -0.77 | 0.0052 | -0.158 |
| 6.10 | 6.85 | 54 | 2,529 | 68.5% | 0.20 | 0.0045 | -0.146 | 300 | 74.80 | 78.30 | 1,598 | 65.5% | -0.81 | 0.0047 | -0.144 | |
| 5.00 | 5.70 | 80 | 419 | 69.0% | 0.17 | 0.0041 | -0.134 | 310 | 84.25 | 86.45 | 13 | 597 | 67.2% | -0.84 | 0.0043 | -0.131 |
| 3.45 | 4.70 | 16 | 584 | 67.8% | 0.15 | 0.0036 | -0.121 | 320 | 93.45 | 95.95 | 5 | 452 | 68.6% | -0.87 | 0.0039 | -0.118 |
| 3.40 | 4.00 | 182 | 22.2K | 70.0% | 0.13 | 0.0032 | -0.110 | 330 | 102.20 | 105.10 | 4 | 1,075 | 66.8% | -0.89 | 0.0035 | -0.107 |
| 2.85 | 3.35 | 20 | 804 | 70.7% | 0.11 | 0.0029 | -0.100 | 340 | 112.15 | 115.20 | 4 | 411 | 70.9% | -0.91 | 0.0032 | -0.095 |
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 — Dec 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.
callsputs