BA cadeia de opções The Boeing Company

Expiração Cboe delayed options data · em 18:34 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 ±8.5% (174.91–207.56) · IV ATM 36.5% · P/C open interest 0.71

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
87.90	95.40		6		1.00	0.0001	0.000	100	0	0.1500		13	90.1%	-0.00	0.0001	-0.001
82.95	90.40		11		1.00	0.0001	0.000	105	0	3.55		176	140.4%	-0.00	0.0001	-0.002
77.95	85.45		42		1.00	0.0001	0.000	110	0	3.55		47	131.2%	-0.00	0.0001	-0.002
73.20	80.65		60	82.1%	1.00	0.0001	0.000	115	0	3.55		310	122.4%	-0.00	0.0001	-0.003
68.20	75.65		67	74.8%	1.00	0.0002	0.000	120	0	1.03	108	121	88.2%	-0.00	0.0002	-0.003
63.20	69.55		50		1.00	0.0003	0.000	125	0	0.0700	2	165	56.4%	-0.00	0.0003	-0.004
60.75	64.35		22	81.1%	1.00	0.0004	0.000	130	0.0100	0.0800	13	1,058	53.1%	-0.00	0.0004	-0.005
53.25	59.60		29		0.99	0.0006	0.000	135	0	0.1100	2	770	49.5%	-0.01	0.0006	-0.007
49.55	54.85		75	59.2%	0.99	0.0009	-0.003	140	0.0300	0.1000	26	98	45.8%	-0.01	0.0009	-0.009
43.30	49.70		82		0.99	0.0013	-0.006	145	0.0500	0.2400	12	239	46.0%	-0.01	0.0013	-0.012
38.45	44.50		239		0.98	0.0020	-0.012	150	0.1200	0.1900	5	465	41.5%	-0.02	0.0020	-0.017
34.80	39.45		30	39.3%	0.97	0.0030	-0.019	155	0.2000	0.3300	6	1,063	40.1%	-0.03	0.0030	-0.024
30.00	34.35		132	35.0%	0.95	0.0046	-0.029	160	0.3700	0.5100	27	639	38.7%	-0.05	0.0046	-0.034
25.20	29.50	8	33	33.0%	0.92	0.0068	-0.044	165	0.6700	0.8600	9	1,429	37.9%	-0.08	0.0068	-0.048
22.95	27.00			32.0%	0.90	0.0081	-0.053	167.5	0.8600	1.09	52	39	37.3%	-0.10	0.0082	-0.057
21.30	24.30	4	100	33.0%	0.88	0.0096	-0.063	170	1.15	1.34	28	3,172	36.8%	-0.12	0.0097	-0.066
18.75	22.45			32.7%	0.85	0.0112	-0.073	172.5	1.45	1.93	1	27	37.2%	-0.15	0.0113	-0.076
18.10	20.30		385	37.6%	0.82	0.0127	-0.084	175	1.95	2.22	106	8,646	36.6%	-0.18	0.0129	-0.087
15.40	19.15			37.5%	0.78	0.0142	-0.095	177.5	2.50	2.81	12	13	36.6%	-0.22	0.0144	-0.097
14.85	16.15	10	736	37.8%	0.74	0.0157	-0.104	180	3.15	3.45	516	13.7K	36.4%	-0.26	0.0158	-0.107
12.95	14.50		2	37.3%	0.70	0.0169	-0.113	182.5	3.80	4.30	52	1	36.2%	-0.30	0.0171	-0.115
11.45	12.60	7	960	36.8%	0.66	0.0180	-0.120	185	4.65	5.20	84	4,999	36.1%	-0.35	0.0182	-0.122
10.00	11.10	6		36.8%	0.61	0.0188	-0.125	187.5	5.60	6.20	8	17	35.9%	-0.39	0.0190	-0.127
8.90	9.30	148	7,480	36.3%	0.56	0.0193	-0.129	190	7.15	7.30	698	11.6K	36.7%	-0.44	0.0196	-0.131
7.75	8.00	44	30	36.2%	0.51	0.0195	-0.130	192.5	7.95	8.65	80	67	35.8%	-0.49	0.0199	-0.132
6.60	6.95	69	2,068	36.4%	0.46	0.0195	-0.130	195	9.55	9.95	29	2,198	36.1%	-0.54	0.0198	-0.132
5.60	5.95	21	38	36.3%	0.42	0.0192	-0.127	197.5	10.80	11.70	3	10	36.0%	-0.59	0.0196	-0.129
4.80	5.10	287	13.0K	36.5%	0.37	0.0186	-0.123	200	12.80	13.10	3	4,279	36.4%	-0.64	0.0190	-0.125
3.95	4.50	15	12	36.9%	0.33	0.0177	-0.118	202.5	14.00	15.30			36.1%	-0.68	0.0182	-0.120
3.30	3.65	77	2,810	36.5%	0.29	0.0168	-0.111	205	15.45	18.70	2	1,946	39.2%	-0.72	0.0173	-0.113
2.75	3.15	5	32	36.8%	0.25	0.0156	-0.103	207.5	17.15	20.40			38.2%	-0.76	0.0162	-0.106
2.28	2.49	2,883	13.9K	36.5%	0.22	0.0144	-0.095	210	19.60	21.30	4	2,136	36.2%	-0.80	0.0150	-0.097
1.84	2.11	7	4	36.6%	0.19	0.0131	-0.087	212.5	21.50	25.10			41.2%	-0.83	0.0138	-0.089
1.52	1.72	48	2,315	36.7%	0.16	0.0118	-0.078	215	22.90	27.10	4	2,816	38.4%	-0.86	0.0125	-0.080
1.01	1.08	950	8,266	36.5%	0.11	0.0093	-0.062	220	28.45	30.45	5	3,810	38.4%	-0.91	0.0102	-0.064
0.6200	0.7600	234	4,233	36.8%	0.08	0.0072	-0.048	225	32.00	36.45		1,398	40.2%	-0.94	0.0080	-0.050
0.4100	0.4900	49	6,651	37.2%	0.05	0.0053	-0.036	230	37.35	41.30		3,066	45.5%	-0.97	0.0066	-0.039
0.2900	0.3300	57	8,996	37.9%	0.04	0.0039	-0.027	235	41.40	46.20		2,228	39.1%	-0.99	0.0038	-0.029
0.1500	0.2400	11	2,449	38.1%	0.03	0.0028	-0.020	240	46.75	51.75		64	52.1%	-1.00	0.0009	-0.024
0.1000	0.2300	6	4,206	40.0%	0.02	0.0021	-0.015	245	50.75	58.00			57.4%	-1.00	0.0000	-0.024
0.0800	0.1000	48	3,557	39.3%	0.01	0.0016	-0.011	250	56.50	61.20			50.8%	-1.00	0.0000	-0.024
0.0300	0.0900	34	1,403	39.8%	0.01	0.0012	-0.009	255	61.90	66.55			62.1%	-1.00	0.0000	-0.024
0.0300	0.0800	16	2,421	41.8%	0.01	0.0009	-0.007	260	66.70	71.20			59.8%	-1.00	0.0000	-0.024
0	0.0900	2	391	43.0%	0.01	0.0007	-0.006	265	71.50	76.20			59.7%	-1.00	0.0000	-0.024
0.0200	0.1300	11	2,666	47.9%	0.01	0.0006	-0.005	270	76.80	81.20		8	67.0%	-1.00	0.0000	-0.024
0.0100	0.0600	2	271	46.2%	0.00	0.0005	-0.005	275	80.70	86.40				-1.00	0.0000	-0.024
0.0100	0.0400	10	3,921	46.6%	0.00	0.0004	-0.004	280	86.90	91.40			76.1%	-1.00	0.0000	-0.024
0	0.1800		2,150	55.5%	0.00	0.0004	-0.004	285	90.65	96.20				-1.00	0.0000	-0.024

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 20, 2026

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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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BA cadeia de opções The Boeing Company

Sorriso de volatilidade — Nov 20, 2026

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