BAC cadeia de opções Bank of America Corporation
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 ±7.9% (46.46–54.38) · IV ATM 24.0% · P/C open interest 1.04
| 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 | |
| 20.60 | 23.90 | 251 | 1.00 | 0.0006 | 0.000 | 28 | 0 | 0.0600 | 5,072 | 62.2% | -0.00 | 0.0009 | -0.001 | |||
| 20.20 | 21.85 | 291 | 92.4% | 1.00 | 0.0010 | 0.000 | 30 | 0 | 0.0300 | 36 | 4,986 | 51.1% | -0.01 | 0.0014 | -0.001 | |
| 18.10 | 19.90 | 755 | 81.3% | 1.00 | 0.0015 | 0.000 | 32 | 0 | 0.0400 | 1 | 6,331 | 46.8% | -0.01 | 0.0020 | -0.002 | |
| 14.60 | 16.15 | 1 | 3,035 | 0.99 | 0.0029 | 0.000 | 35 | 0 | 0.0500 | 22 | 9,729 | 39.5% | -0.01 | 0.0038 | -0.002 | |
| 13.35 | 16.65 | 63.2% | 0.99 | 0.0036 | 0.000 | 36 | 0.0300 | 0.0500 | 61 | 39.2% | -0.01 | 0.0047 | -0.002 | |||
| 12.35 | 14.85 | 7,604 | 0.99 | 0.0046 | -0.001 | 37 | 0 | 0.1100 | 14.4K | 38.2% | -0.02 | 0.0058 | -0.003 | |||
| 11.35 | 13.90 | 6 | 27.9% | 0.98 | 0.0060 | -0.001 | 38 | 0 | 0.1200 | 51 | 35.9% | -0.02 | 0.0074 | -0.003 | ||
| 11.35 | 12.90 | 10 | 54.8% | 0.98 | 0.0078 | -0.002 | 39 | 0 | 0.1300 | 162 | 33.5% | -0.03 | 0.0093 | -0.004 | ||
| 10.40 | 11.10 | 11 | 3,409 | 36.5% | 0.97 | 0.0102 | -0.002 | 40 | 0.0500 | 0.1300 | 19 | 7,318 | 32.5% | -0.04 | 0.0119 | -0.004 |
| 9.40 | 11.00 | 1 | 48.5% | 0.96 | 0.0134 | -0.003 | 41 | 0.0700 | 0.1400 | 73 | 227 | 30.4% | -0.05 | 0.0154 | -0.005 | |
| 8.50 | 10.00 | 1 | 1,956 | 45.6% | 0.95 | 0.0176 | -0.004 | 42 | 0.1500 | 0.1800 | 43 | 5,730 | 30.2% | -0.06 | 0.0198 | -0.006 |
| 6.55 | 9.00 | 60 | 27.6% | 0.93 | 0.0231 | -0.006 | 43 | 0.1800 | 0.2500 | 7 | 1,418 | 29.0% | -0.08 | 0.0253 | -0.007 | |
| 6.60 | 8.05 | 16 | 38.9% | 0.91 | 0.0300 | -0.007 | 44 | 0.2900 | 0.3400 | 31 | 981 | 28.6% | -0.11 | 0.0321 | -0.009 | |
| 5.85 | 6.05 | 49 | 2,884 | 26.4% | 0.88 | 0.0383 | -0.009 | 45 | 0.4000 | 0.4400 | 3,125 | 17.7K | 27.6% | -0.14 | 0.0401 | -0.010 |
| 4.85 | 6.15 | 115 | 33.6% | 0.84 | 0.0477 | -0.011 | 46 | 0.5400 | 0.6000 | 666 | 1,910 | 26.8% | -0.18 | 0.0491 | -0.012 | |
| 4.05 | 4.90 | 203 | 169 | 28.7% | 0.79 | 0.0578 | -0.013 | 47 | 0.7400 | 0.7700 | 109 | 1,913 | 25.9% | -0.24 | 0.0586 | -0.013 |
| 3.40 | 3.70 | 59 | 25.3% | 0.72 | 0.0678 | -0.014 | 48 | 0.9900 | 1.05 | 256 | 2,233 | 25.4% | -0.30 | 0.0679 | -0.015 | |
| 2.75 | 3.25 | 7 | 168 | 26.6% | 0.65 | 0.0765 | -0.016 | 49 | 1.30 | 1.39 | 93 | 4,863 | 24.8% | -0.37 | 0.0759 | -0.016 |
| 2.20 | 2.25 | 4,326 | 6,341 | 23.9% | 0.57 | 0.0829 | -0.016 | 50 | 1.71 | 1.76 | 1,221 | 12.5K | 24.1% | -0.45 | 0.0817 | -0.016 |
| 1.05 | 1.09 | 3,178 | 6,056 | 22.8% | 0.36 | 0.0825 | -0.015 | 52.5 | 3.05 | 3.25 | 381 | 13.1K | 23.6% | -0.65 | 0.0804 | -0.014 |
| 0.4200 | 0.4500 | 1,451 | 14.0K | 22.2% | 0.19 | 0.0602 | -0.010 | 55 | 4.90 | 5.20 | 25 | 15.8K | 23.6% | -0.82 | 0.0582 | -0.009 |
| 0.1500 | 0.2000 | 4,755 | 11.1K | 22.2% | 0.08 | 0.0342 | -0.006 | 57.5 | 7.05 | 7.45 | 10 | 5,829 | 23.7% | -0.92 | 0.0330 | -0.005 |
| 0.0600 | 0.0700 | 5,355 | 26.3K | 23.1% | 0.04 | 0.0179 | -0.003 | 60 | 8.55 | 9.90 | 28.2K | -0.98 | 0.0344 | -0.005 | ||
| 0.0300 | 0.0400 | 303 | 10.0K | 24.9% | 0.02 | 0.0099 | -0.002 | 62.5 | 10.90 | 12.45 | 1,634 | -1.00 | 0.0000 | -0.007 | ||
| 0.0200 | 0.0300 | 104 | 13.8K | 27.5% | 0.01 | 0.0059 | -0.001 | 65 | 13.45 | 15.90 | 8 | 37.3% | -1.00 | 0.0000 | -0.007 | |
| 0.0100 | 0.0300 | 79 | 4,513 | 30.1% | 0.01 | 0.0038 | -0.001 | 67.5 | 15.90 | 18.40 | 40.6% | -1.00 | 0.0000 | -0.007 | ||
| 0 | 0.0300 | 11 | 52.9K | 32.2% | 0.01 | 0.0026 | -0.001 | 70 | 18.40 | 20.00 | 1 | -1.00 | 0.0000 | -0.007 | ||
| 0 | 0.0700 | 445 | 39.0% | 0.00 | 0.0018 | -0.001 | 72.5 | 20.85 | 23.40 | 47.0% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0300 | 132 | 2,399 | 38.1% | 0.00 | 0.0014 | -0.001 | 75 | 23.35 | 25.90 | 51.0% | -1.00 | 0.0000 | -0.007 | ||
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.