CEG cadeia de opções Constellation Energy Corporation
Cboe delayed options data · em 15:34 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 ±40.3% (156.04–366.74) · IV ATM 46.2% · P/C open interest 1.83
| 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 | |
| 135.50 | 139.50 | 2 | 48.2% | 0.95 | 0.0008 | -0.002 | 135 | 3.70 | 5.00 | 16 | 48.8% | -0.06 | 0.0008 | -0.018 | ||
| 131.00 | 135.50 | 7 | 48.1% | 0.94 | 0.0009 | -0.004 | 140 | 4.30 | 5.70 | 678 | 48.5% | -0.07 | 0.0009 | -0.020 | ||
| 127.00 | 131.50 | 15 | 47.9% | 0.93 | 0.0010 | -0.006 | 145 | 4.80 | 6.60 | 104 | 48.2% | -0.07 | 0.0010 | -0.021 | ||
| 123.50 | 127.50 | 23 | 47.5% | 0.92 | 0.0011 | -0.008 | 150 | 5.70 | 7.50 | 232 | 48.3% | -0.08 | 0.0011 | -0.023 | ||
| 119.50 | 124.00 | 9 | 47.5% | 0.91 | 0.0012 | -0.011 | 155 | 6.30 | 8.20 | 13 | 47.6% | -0.09 | 0.0012 | -0.025 | ||
| 116.30 | 120.00 | 14 | 48.2% | 0.90 | 0.0012 | -0.013 | 160 | 7.20 | 9.30 | 14 | 47.5% | -0.10 | 0.0013 | -0.026 | ||
| 112.00 | 116.50 | 13 | 47.6% | 0.89 | 0.0014 | -0.015 | 165 | 8.40 | 10.40 | 489 | 47.6% | -0.11 | 0.0014 | -0.028 | ||
| 108.50 | 112.50 | 4 | 46.8% | 0.88 | 0.0014 | -0.017 | 170 | 9.60 | 11.30 | 539 | 47.3% | -0.12 | 0.0015 | -0.030 | ||
| 105.60 | 109.00 | 11 | 47.6% | 0.87 | 0.0015 | -0.019 | 175 | 10.70 | 12.60 | 18 | 47.2% | -0.13 | 0.0016 | -0.032 | ||
| 101.80 | 105.50 | 2 | 26 | 47.2% | 0.86 | 0.0016 | -0.021 | 180 | 12.00 | 13.90 | 577 | 47.1% | -0.15 | 0.0017 | -0.034 | |
| 99.00 | 102.50 | 6 | 47.7% | 0.85 | 0.0017 | -0.024 | 185 | 13.40 | 15.30 | 218 | 47.0% | -0.16 | 0.0018 | -0.035 | ||
| 94.50 | 99.00 | 12 | 46.6% | 0.84 | 0.0018 | -0.025 | 190 | 14.70 | 16.80 | 306 | 46.8% | -0.17 | 0.0019 | -0.037 | ||
| 92.20 | 96.00 | 9 | 47.2% | 0.83 | 0.0019 | -0.028 | 195 | 16.20 | 18.30 | 169 | 46.7% | -0.18 | 0.0020 | -0.038 | ||
| 89.00 | 92.50 | 1 | 240 | 46.8% | 0.81 | 0.0020 | -0.029 | 200 | 17.80 | 19.80 | 2,051 | 46.5% | -0.20 | 0.0021 | -0.040 | |
| 83.00 | 86.50 | 24 | 46.6% | 0.79 | 0.0022 | -0.033 | 210 | 21.20 | 23.60 | 265 | 46.4% | -0.22 | 0.0023 | -0.043 | ||
| 77.50 | 81.00 | 153 | 46.7% | 0.76 | 0.0023 | -0.037 | 220 | 25.00 | 27.50 | 989 | 46.2% | -0.25 | 0.0025 | -0.046 | ||
| 72.10 | 76.00 | 186 | 46.7% | 0.73 | 0.0025 | -0.040 | 230 | 29.00 | 32.00 | 955 | 46.1% | -0.28 | 0.0026 | -0.048 | ||
| 67.20 | 70.70 | 1 | 43 | 46.4% | 0.71 | 0.0026 | -0.043 | 240 | 33.60 | 36.70 | 1,017 | 46.1% | -0.31 | 0.0028 | -0.051 | |
| 62.50 | 66.00 | 1 | 393 | 46.3% | 0.68 | 0.0027 | -0.045 | 250 | 38.50 | 41.50 | 627 | 45.9% | -0.34 | 0.0029 | -0.053 | |
| 58.50 | 61.40 | 92 | 46.4% | 0.65 | 0.0028 | -0.048 | 260 | 43.80 | 47.00 | 362 | 46.0% | -0.37 | 0.0031 | -0.054 | ||
| 54.50 | 57.50 | 206 | 46.4% | 0.62 | 0.0028 | -0.049 | 270 | 48.50 | 52.50 | 1,095 | 45.5% | -0.40 | 0.0032 | -0.056 | ||
| 50.50 | 53.80 | 1 | 261 | 46.4% | 0.60 | 0.0029 | -0.051 | 280 | 55.00 | 58.00 | 579 | 45.6% | -0.43 | 0.0032 | -0.057 | |
| 47.00 | 50.00 | 1 | 106 | 46.3% | 0.57 | 0.0029 | -0.052 | 290 | 61.50 | 64.00 | 148 | 45.6% | -0.46 | 0.0033 | -0.057 | |
| 43.70 | 47.00 | 1 | 320 | 46.4% | 0.55 | 0.0030 | -0.053 | 300 | 67.00 | 70.50 | 631 | 45.2% | -0.49 | 0.0034 | -0.058 | |
| 40.50 | 43.60 | 492 | 46.2% | 0.52 | 0.0030 | -0.054 | 310 | 74.00 | 77.50 | 38 | 45.5% | -0.52 | 0.0034 | -0.058 | ||
| 37.50 | 40.70 | 145 | 46.1% | 0.50 | 0.0030 | -0.054 | 320 | 81.00 | 85.50 | 18 | 46.2% | -0.55 | 0.0035 | -0.058 | ||
| 35.00 | 38.00 | 152 | 46.2% | 0.47 | 0.0030 | -0.054 | 330 | 88.50 | 93.00 | 345 | 46.2% | -0.58 | 0.0035 | -0.058 | ||
| 32.50 | 35.60 | 67 | 46.2% | 0.45 | 0.0029 | -0.054 | 340 | 96.00 | 100.50 | 319 | 46.3% | -0.60 | 0.0035 | -0.058 | ||
| 30.10 | 33.50 | 1 | 195 | 46.3% | 0.43 | 0.0029 | -0.054 | 350 | 103.50 | 107.10 | 44 | 45.8% | -0.63 | 0.0035 | -0.058 | |
| 28.10 | 31.30 | 356 | 46.4% | 0.41 | 0.0029 | -0.054 | 360 | 111.50 | 116.00 | 24 | 46.4% | -0.65 | 0.0035 | -0.057 | ||
| 25.00 | 29.30 | 303 | 45.9% | 0.39 | 0.0028 | -0.054 | 370 | 119.50 | 123.30 | 2 | 46.3% | -0.68 | 0.0035 | -0.057 | ||
| 24.50 | 27.60 | 220 | 46.6% | 0.37 | 0.0028 | -0.053 | 380 | 128.00 | 131.50 | 110 | 46.2% | -0.70 | 0.0035 | -0.056 | ||
| 22.80 | 26.10 | 73 | 46.7% | 0.35 | 0.0027 | -0.052 | 390 | 136.50 | 141.00 | 1 | 46.9% | -0.72 | 0.0035 | -0.055 | ||
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 — Jan 21, 2028
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