COP cadeia de opções ConocoPhillips

Expiração Cboe delayed options data · em 00:35 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 ±7.8% (133.22–155.62) · IV ATM 32.0% · P/C open interest 0.31

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
69.35	71.55			86.9%	1.00	0.0000	0.000	75	0	0.1900	1	12	95.3%	-0.00	0.0000	-0.000
63.60	67.50		9	92.6%	1.00	0.0000	0.000	80	0	0.0700	2	40	77.2%	-0.00	0.0000	-0.000
59.35	61.60			68.7%	1.00	0.0000	0.000	85	0	0.2400		80	81.1%	-0.00	0.0001	-0.001
54.40	56.65		15	69.1%	1.00	0.0001	0.000	90	0	0.2300		1,155	72.8%	-0.00	0.0001	-0.001
49.05	52.00	4	489	59.2%	1.00	0.0001	0.000	95	0	0.0600		1,444	55.4%	-0.00	0.0002	-0.002
46.15	50.05		18	63.8%	1.00	0.0002	0.000	97.5	0	0.2400		48	62.1%	-0.00	0.0003	-0.002
43.70	47.60		64	63.2%	1.00	0.0003	0.000	100	0	0.4300	3	547	64.0%	-0.00	0.0005	-0.003
39.40	42.10		78	60.1%	1.00	0.0006	0.000	105	0	0.2000		1,235	50.4%	-0.01	0.0009	-0.005
34.45	37.65		677	61.3%	0.99	0.0012	-0.001	110	0.0100	0.0900	26	1,134	40.1%	-0.01	0.0016	-0.008
28.80	32.15		2,584		0.98	0.0024	-0.007	115	0.0500	0.5600	28	1,372	45.5%	-0.02	0.0031	-0.013
25.00	27.70	40	2,027	50.3%	0.97	0.0046	-0.015	120	0.2200	0.4300	31	660	38.9%	-0.04	0.0055	-0.022
20.70	22.40		4,609	44.6%	0.94	0.0083	-0.028	125	0.3900	0.6700	14	658	35.8%	-0.08	0.0093	-0.034
16.05	17.90	39	2,047	40.6%	0.88	0.0137	-0.045	130	0.7000	1.24	34	2,999	33.7%	-0.14	0.0147	-0.050
14.50	17.30			37.9%	0.87	0.0149	-0.049	131	1.03	1.40	20		34.5%	-0.15	0.0159	-0.054
13.50	16.20			35.6%	0.85	0.0162	-0.053	132	1.01	1.57	7		33.5%	-0.17	0.0172	-0.057
12.70	15.35			35.4%	0.84	0.0175	-0.057	133	1.10	1.98			34.0%	-0.19	0.0184	-0.061
11.75	14.80			35.7%	0.82	0.0189	-0.061	134	1.18	1.95	10		32.3%	-0.21	0.0196	-0.065
11.75	12.50	49	3,865	32.5%	0.80	0.0202	-0.064	135	1.63	2.04	79	360	32.6%	-0.23	0.0208	-0.068
10.20	12.95			34.2%	0.78	0.0215	-0.068	136	1.96	2.46	5		33.4%	-0.25	0.0220	-0.071
9.55	12.20			34.4%	0.75	0.0227	-0.072	137	2.14	2.85			33.4%	-0.27	0.0232	-0.074
9.70	11.90			38.8%	0.73	0.0239	-0.075	138	2.43	3.60			34.8%	-0.30	0.0242	-0.077
8.15	10.80			34.2%	0.70	0.0250	-0.079	139	2.68	3.30			32.3%	-0.32	0.0252	-0.080
8.25	9.15	10	2,921	33.4%	0.68	0.0260	-0.081	140	3.25	3.65	258	657	32.9%	-0.35	0.0260	-0.082
6.85	9.80			35.0%	0.65	0.0269	-0.084	141	2.93	4.50			32.1%	-0.37	0.0267	-0.084
6.30	8.85			34.0%	0.62	0.0276	-0.086	142	2.87	5.35			31.9%	-0.40	0.0273	-0.086
5.70	8.35	6		34.1%	0.59	0.0282	-0.088	143	3.50	5.95	13		32.9%	-0.43	0.0278	-0.087
6.00	6.85	3		33.7%	0.57	0.0286	-0.089	144	4.00	5.55	8		30.4%	-0.46	0.0281	-0.087
5.65	6.10	142	4,057	33.5%	0.54	0.0289	-0.090	145	5.40	5.85	70	70	32.4%	-0.49	0.0283	-0.088
4.10	6.55			33.1%	0.51	0.0290	-0.090	146	4.95	7.25	2		32.0%	-0.51	0.0283	-0.088
4.40	5.45	12		33.4%	0.48	0.0289	-0.090	147	5.45	8.00	3		32.4%	-0.54	0.0281	-0.087
3.25	5.65	28		33.1%	0.45	0.0287	-0.089	148	5.75	7.65	6		28.7%	-0.57	0.0278	-0.086
3.85	4.50			33.8%	0.42	0.0283	-0.088	149	6.60	9.15			32.0%	-0.60	0.0274	-0.085
3.55	3.80	124	13.5K	33.0%	0.40	0.0278	-0.087	150	8.05	8.85	36	24	31.5%	-0.62	0.0269	-0.083
2.71	3.05			33.1%	0.33	0.0261	-0.082	152.5	9.10	11.50	1		32.3%	-0.68	0.0251	-0.078
2.07	2.35	132	1,468	33.1%	0.27	0.0238	-0.075	155	11.80	13.25		3	34.8%	-0.74	0.0228	-0.071
1.46	2.11	89		34.0%	0.22	0.0211	-0.068	157.5	12.90	15.35	2		31.9%	-0.79	0.0202	-0.064
1.02	1.37	34	1,102	32.6%	0.18	0.0184	-0.060	160	15.10	18.20		1	35.8%	-0.83	0.0176	-0.056
0.6200	1.61			35.2%	0.15	0.0158	-0.052	162.5	16.55	20.40			32.4%	-0.86	0.0151	-0.048
0.3600	1.59		123	36.8%	0.12	0.0133	-0.045	165	19.95	22.00			35.5%	-0.89	0.0127	-0.040
0	1.25	1		35.3%	0.09	0.0111	-0.038	167.5	21.15	24.95			32.3%	-0.91	0.0106	-0.034
0.0100	0.7600	4	233	34.1%	0.07	0.0092	-0.032	170	24.30	26.95			36.2%	-0.93	0.0088	-0.028
0	0.5700	5	137	36.6%	0.04	0.0061	-0.022	175	28.25	32.15			30.1%	-0.96	0.0059	-0.018
0.0100	0.5900		40	41.3%	0.03	0.0040	-0.015	180	33.65	36.95			38.8%	-0.97	0.0038	-0.010
0	0.3200		75	40.9%	0.02	0.0026	-0.010	185	38.05	41.95				-0.98	0.0025	-0.005
0	0.8800		28	52.9%	0.01	0.0017	-0.007	190	43.00	46.95				-0.99	0.0016	-0.001
0	1.06		1	58.9%	0.01	0.0011	-0.004	195	48.90	51.50			48.1%	-0.99	0.0010	0.000
0	0.4300	5	122	53.9%	0.00	0.0007	-0.003	200	52.95	56.90				-1.00	0.0006	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 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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Sorriso de volatilidade — Nov 20, 2026

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