BX cadeia de opções Blackstone Inc.

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 ±6.1% (131.04–148.09) · IV ATM 37.3% · P/C open interest 0.97

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
68.45	71.15			107.7%	1.00	0.0001	0.000	70	0	0.0100		266	108.5%	-0.00	0.0001	-0.002
63.50	66.15			110.6%	1.00	0.0001	0.000	75	0	0.0100		163	98.2%	-0.00	0.0001	-0.002
58.50	61.20		74	105.9%	1.00	0.0002	0.000	80	0	0.0200		645	93.9%	-0.00	0.0002	-0.004
53.30	56.20				1.00	0.0003	0.000	85	0	0.1300		434	102.6%	-0.00	0.0003	-0.005
48.50	51.25		4	86.4%	1.00	0.0004	0.000	90	0	0.0600		1,568	84.0%	-0.00	0.0004	-0.007
43.55	46.20			74.1%	1.00	0.0007	0.000	95	0	0.1400		1,153	82.4%	-0.01	0.0007	-0.009
38.60	41.25		181	72.4%	0.99	0.0010	0.000	100	0.0100	0.0600		13.5K	66.6%	-0.01	0.0010	-0.012
33.60	36.20		270	57.5%	0.99	0.0016	0.000	105	0.0300	0.1700	1	1,560	66.3%	-0.01	0.0016	-0.015
28.70	31.35		322	60.5%	0.98	0.0025	-0.005	110	0.0500	0.2100		4,820	59.2%	-0.02	0.0025	-0.019
23.70	26.30		628	48.6%	0.97	0.0041	-0.014	115	0.0100	0.1600		1,944	46.5%	-0.03	0.0041	-0.026
18.80	21.45		1,365	44.8%	0.95	0.0073	-0.029	120	0.1000	0.2600		3,947	42.8%	-0.05	0.0073	-0.039
14.45	16.70		1,158	45.5%	0.91	0.0132	-0.052	125	0.3000	0.5000		5,576	39.6%	-0.09	0.0133	-0.060
10.45	12.05	2	2,175	43.0%	0.83	0.0225	-0.087	130	0.8100	1.34	1	2,876	39.5%	-0.17	0.0227	-0.092
8.70	11.30			37.0%	0.81	0.0246	-0.095	131	0.9200	1.58		63	39.1%	-0.19	0.0248	-0.100
7.90	10.45			36.5%	0.78	0.0267	-0.102	132	1.16	1.83		37	39.3%	-0.22	0.0269	-0.107
7.05	9.65		13	35.7%	0.75	0.0288	-0.109	133	1.35	2.09		6	38.9%	-0.25	0.0290	-0.114
6.35	8.70		2	34.6%	0.72	0.0307	-0.116	134	1.54	2.42		74	38.5%	-0.28	0.0309	-0.120
5.70	8.00		2,190	34.8%	0.69	0.0325	-0.122	135	1.85	2.75		1,424	38.5%	-0.31	0.0327	-0.126
5.10	7.35		25	35.2%	0.66	0.0341	-0.127	136	2.09	3.15		30	38.1%	-0.34	0.0343	-0.130
4.55	6.70	1	6	35.4%	0.62	0.0354	-0.132	137	2.41	3.60	1	933	38.1%	-0.38	0.0357	-0.134
4.00	6.05		5	35.2%	0.59	0.0365	-0.135	138	2.85	4.05		75	38.2%	-0.42	0.0368	-0.137
3.50	5.45		13	35.1%	0.55	0.0372	-0.137	139	3.15	3.75	1	87	34.1%	-0.45	0.0376	-0.139
3.80	4.85		2,859	38.2%	0.51	0.0377	-0.138	140	3.70	4.70	1	8,501	36.3%	-0.49	0.0381	-0.139
2.65	4.35		18	35.0%	0.48	0.0378	-0.137	141	4.05	5.70		10	37.5%	-0.53	0.0382	-0.138
2.27	3.85	1	74	34.9%	0.44	0.0375	-0.135	142	4.55	6.30		142	37.3%	-0.57	0.0380	-0.136
1.92	3.40		52	34.7%	0.40	0.0370	-0.132	143	5.10	6.95		19	37.2%	-0.60	0.0374	-0.132
1.63	2.99		31	34.7%	0.37	0.0361	-0.128	144	5.70	7.70		10	37.4%	-0.64	0.0366	-0.128
1.75	2.64		3,571	36.6%	0.33	0.0349	-0.123	145	6.50	8.15		2,749	36.9%	-0.68	0.0354	-0.122
1.15	2.31		9	34.8%	0.30	0.0334	-0.117	146	7.15	9.25		12	38.5%	-0.71	0.0339	-0.116
1.06	2.00		16	35.4%	0.27	0.0317	-0.110	147	7.60	10.05		13	37.3%	-0.74	0.0322	-0.109
1.01	1.74	1	35	36.1%	0.24	0.0298	-0.103	148	8.40	10.90			37.9%	-0.77	0.0304	-0.101
0.6700	1.54		11	35.3%	0.21	0.0278	-0.096	149	9.10	11.75		13	37.7%	-0.80	0.0284	-0.093
0.7000	1.32		4,076	36.3%	0.18	0.0258	-0.089	150	9.85	12.50	1	485	36.8%	-0.82	0.0263	-0.086
0.3000	0.9200		97	35.4%	0.13	0.0206	-0.071	152.5	12.05	14.75			37.8%	-0.88	0.0210	-0.066
0.3600	0.4800	2	2,581	36.3%	0.09	0.0159	-0.056	155	14.45	16.75		367	36.6%	-0.92	0.0165	-0.050
0.0700	0.4700		143	36.6%	0.07	0.0122	-0.044	157.5	16.65	19.35			38.0%	-0.94	0.0136	-0.037
0.1500	0.3500		3,929	39.7%	0.05	0.0093	-0.035	160	19.20	21.65		537	38.9%	-0.96	0.0112	-0.032
0.0100	0.3000		29	39.7%	0.04	0.0072	-0.029	162.5	21.50	24.20				-0.98	0.0084	-0.033
0.0500	0.2400	10	2,367	42.5%	0.03	0.0056	-0.024	165	24.00	26.65	8	124		-0.99	0.0062	-0.035
0.0100	0.2000		10	43.3%	0.02	0.0045	-0.021	167.5	26.45	29.10				-0.99	0.0040	-0.042
0.0100	0.1800		737	45.6%	0.02	0.0036	-0.018	170	29.15	31.35		207		-1.00	0.0026	-0.046
0.0200	0.1200		24.6K	49.1%	0.01	0.0025	-0.014	175	33.95	36.65		4		-1.00	0.0011	-0.054
0	0.1300		1,340	53.8%	0.01	0.0018	-0.012	180	38.95	41.65				-1.00	0.0003	-0.059
0.0100	0.0400		357	52.6%	0.01	0.0014	-0.010	185	43.95	46.85		1	68.4%	-1.00	0.0001	-0.062
0	0.0200		422	52.2%	0.01	0.0011	-0.009	190	48.95	51.85			73.8%	-1.00	0.0000	-0.064
0	0.0100		73	52.9%	0.01	0.0008	-0.007	195	53.95	56.65				-1.00	0.0000	-0.066
0	0.0100		172	56.5%	0.00	0.0007	-0.006	200	58.95	61.85			84.1%	-1.00	0.0000	-0.067

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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Sorriso de volatilidade — Sep 18, 2026

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