BAC cadeia de opções Bank of America Corporation
Cboe delayed options data · em 09:34 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.
| 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 | |
| 0 | 0 | 1 | 80.8% | 1.00 | 0.0017 | -0.002 | 35 | 0 | 0 | 62.3% | -0.00 | 0.0017 | -0.002 | |||
| 0 | 0 | 65.5% | 0.99 | 0.0040 | -0.003 | 39 | 0 | 0 | 116.5% | -0.01 | 0.0040 | -0.003 | ||||
| 0 | 0 | 1 | 70.5% | 0.99 | 0.0051 | -0.004 | 40 | 0 | 0 | 7 | 108.9% | -0.01 | 0.0051 | -0.004 | ||
| 0 | 0 | 63.0% | 0.99 | 0.0065 | -0.004 | 41 | 0 | 0 | 77.9% | -0.01 | 0.0066 | -0.004 | ||||
| 0 | 0 | 51.9% | 0.98 | 0.0085 | -0.005 | 42 | 0 | 0 | 2 | 136 | 40.3% | -0.02 | 0.0086 | -0.005 | ||
| 0 | 0 | 2 | 68.7% | 0.98 | 0.0114 | -0.005 | 43 | 0 | 0 | 13 | 61.0% | -0.02 | 0.0115 | -0.005 | ||
| 0 | 0 | 1 | 71.9% | 0.97 | 0.0156 | -0.006 | 44 | 0 | 0 | 4 | 166 | 32.9% | -0.03 | 0.0157 | -0.007 | |
| 0 | 0 | 1 | 60.1% | 0.96 | 0.0221 | -0.008 | 45 | 0 | 0 | 12 | 320 | 30.6% | -0.04 | 0.0223 | -0.008 | |
| 0 | 0 | 4 | 3 | 57.2% | 0.94 | 0.0321 | -0.010 | 46 | 0 | 0 | 2 | 342 | 35.5% | -0.06 | 0.0324 | -0.010 |
| 0 | 0 | 7 | 42 | 38.8% | 0.91 | 0.0469 | -0.013 | 47 | 0 | 0 | 255 | 555 | 29.0% | -0.09 | 0.0474 | -0.014 |
| 0 | 0 | 83 | 75 | 34.1% | 0.86 | 0.0672 | -0.018 | 48 | 0 | 0 | 19 | 573 | 27.7% | -0.14 | 0.0680 | -0.018 |
| 0 | 0 | 10 | 26.3% | 0.78 | 0.0912 | -0.022 | 49 | 0 | 0 | 87 | 11.1K | 26.2% | -0.22 | 0.0925 | -0.023 | |
| 0 | 0 | 32 | 651 | 27.9% | 0.68 | 0.1142 | -0.027 | 50 | 0 | 0 | 237 | 1,014 | 25.2% | -0.32 | 0.1162 | -0.027 |
| 0 | 0 | 119 | 2,857 | 25.4% | 0.56 | 0.1296 | -0.029 | 51 | 0 | 0 | 107 | 492 | 24.0% | -0.45 | 0.1323 | -0.029 |
| 0 | 0 | 713 | 1,315 | 24.5% | 0.43 | 0.1320 | -0.028 | 52 | 0 | 0 | 244 | 272 | 23.0% | -0.58 | 0.1357 | -0.029 |
| 0 | 0 | 160 | 446 | 24.3% | 0.30 | 0.1197 | -0.024 | 53 | 0 | 0 | 15 | 156 | 23.4% | -0.71 | 0.1246 | -0.025 |
| 0 | 0 | 248 | 741 | 24.0% | 0.20 | 0.0959 | -0.019 | 54 | 0 | 0 | 46 | 209 | 30.0% | -0.82 | 0.1020 | -0.020 |
| 0 | 0 | 195 | 1,389 | 23.5% | 0.12 | 0.0690 | -0.014 | 55 | 0 | 0 | 10 | 109 | -0.91 | 0.0742 | -0.015 | |
| 0 | 0 | 72 | 667 | 23.0% | 0.07 | 0.0468 | -0.010 | 56 | 0 | 0 | 6 | -0.95 | 0.0474 | -0.010 | ||
| 0 | 0 | 84 | 616 | 23.6% | 0.05 | 0.0315 | -0.007 | 57 | 0 | 0 | 2 | 27.0% | -0.98 | 0.0273 | -0.006 | |
| 0 | 0 | 7 | 1,767 | 26.2% | 0.03 | 0.0217 | -0.005 | 58 | 0 | 0 | -0.99 | 0.0150 | -0.003 | |||
| 0 | 0 | 383 | 37.7% | 0.02 | 0.0155 | -0.004 | 59 | 0 | 0 | -0.99 | 0.0084 | -0.002 | ||||
| 0 | 0 | 18 | 566 | 30.6% | 0.02 | 0.0115 | -0.004 | 60 | 0 | 0 | 1 | 71.5% | -1.00 | 0.0048 | -0.001 | |
| 0 | 0 | 1 | 1,305 | 41.5% | 0.01 | 0.0088 | -0.003 | 61 | 0 | 0 | 57.9% | -1.00 | 0.0029 | -0.001 | ||
| 0 | 0 | 69 | 60.5% | 0.01 | 0.0068 | -0.003 | 62 | 0 | 0 | -1.00 | 0.0018 | -0.000 | ||||
| 0 | 0 | 36 | 64.1% | 0.01 | 0.0054 | -0.002 | 63 | 0 | 0 | -1.00 | 0.0011 | -0.000 | ||||
| 0 | 0 | 33 | 34.1% | 0.01 | 0.0044 | -0.002 | 64 | 0 | 0 | -1.00 | 0.0007 | -0.000 | ||||
| 0 | 0 | 6 | 71.0% | 0.01 | 0.0036 | -0.002 | 65 | 0 | 0 | 8 | 72.3% | -1.00 | 0.0005 | -0.000 | ||
| 0 | 0 | 20 | 23 | 49.8% | 0.01 | 0.0030 | -0.002 | 66 | 0 | 0 | -1.00 | 0.0003 | -0.000 | |||
| 0 | 0 | 1 | 71.4% | 0.00 | 0.0025 | -0.001 | 67 | 0 | 0 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0 | 4 | 80.7% | 0.00 | 0.0021 | -0.001 | 68 | 0 | 0 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0 | 1 | 60.4% | 0.00 | 0.0016 | -0.001 | 70 | 0 | 0 | 74.4% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0 | 3 | 9 | 81.9% | 0.00 | 0.0008 | -0.001 | 75 | 0 | 0 | -1.00 | 0.0000 | 0.000 | |||
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 06, 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