CRWD cadeia de opções CrowdStrike Holdings, Inc.
Cboe delayed options data · em 18:33 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 ±11.3% (189.41–237.71) · IV ATM 50.0% · P/C open interest 1.21
| 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 | |
| 96.55 | 101.70 | 7 | 96.7% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 3.80 | 115 | 147.7% | -0.00 | 0.0001 | -0.004 | ||
| 91.80 | 96.80 | 1 | 99.7% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.1100 | 14 | 143.5% | -0.00 | 0.0002 | -0.005 | ||
| 86.80 | 91.80 | 92.5% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.2000 | 7 | 80.0% | -0.00 | 0.0002 | -0.006 | |||
| 81.85 | 86.85 | 4 | 87.9% | 1.00 | 0.0003 | 0.000 | 130 | 0 | 0.1400 | 4 | 71.6% | -0.00 | 0.0003 | -0.008 | ||
| 76.90 | 81.90 | 83.2% | 0.99 | 0.0004 | 0.000 | 135 | 0 | 0.1500 | 4 | 67.2% | -0.01 | 0.0004 | -0.010 | |||
| 71.90 | 76.90 | 76.7% | 0.99 | 0.0006 | 0.000 | 140 | 0.0700 | 0.1800 | 4 | 8 | 66.4% | -0.01 | 0.0006 | -0.013 | ||
| 66.95 | 71.95 | 72.2% | 0.99 | 0.0008 | 0.000 | 145 | 0.0500 | 0.1900 | 4 | 101 | 61.2% | -0.01 | 0.0008 | -0.018 | ||
| 62.05 | 67.05 | 10 | 69.1% | 0.98 | 0.0010 | 0.000 | 150 | 0.0900 | 0.2800 | 2 | 192 | 59.9% | -0.02 | 0.0010 | -0.023 | |
| 57.10 | 61.70 | 3 | 58.8% | 0.98 | 0.0014 | 0.000 | 155 | 0.0700 | 0.3300 | 4 | 23 | 55.6% | -0.02 | 0.0014 | -0.029 | |
| 52.35 | 56.55 | 3 | 54.7% | 0.97 | 0.0019 | -0.010 | 160 | 0.3000 | 0.5000 | 126 | 788 | 57.0% | -0.03 | 0.0019 | -0.038 | |
| 47.40 | 51.60 | 7 | 50.6% | 0.96 | 0.0026 | -0.023 | 165 | 0.4800 | 0.6100 | 12 | 430 | 55.0% | -0.04 | 0.0026 | -0.048 | |
| 43.05 | 47.15 | 2 | 32 | 55.8% | 0.94 | 0.0034 | -0.038 | 170 | 0.6800 | 0.9400 | 17 | 270 | 54.1% | -0.06 | 0.0034 | -0.061 |
| 38.45 | 42.50 | 28 | 54.4% | 0.92 | 0.0045 | -0.057 | 175 | 0.9900 | 1.34 | 41 | 183 | 53.0% | -0.08 | 0.0045 | -0.077 | |
| 33.70 | 37.50 | 1 | 31 | 49.7% | 0.90 | 0.0058 | -0.078 | 180 | 1.47 | 1.85 | 24 | 210 | 52.1% | -0.10 | 0.0058 | -0.096 |
| 29.85 | 33.10 | 42 | 50.8% | 0.86 | 0.0071 | -0.101 | 185 | 2.17 | 2.57 | 57 | 259 | 51.6% | -0.14 | 0.0072 | -0.117 | |
| 26.85 | 29.10 | 2 | 139 | 54.0% | 0.82 | 0.0086 | -0.125 | 190 | 3.05 | 3.40 | 188 | 418 | 50.7% | -0.18 | 0.0086 | -0.139 |
| 22.65 | 25.00 | 61 | 51.3% | 0.77 | 0.0100 | -0.148 | 195 | 4.20 | 4.55 | 17 | 212 | 50.2% | -0.23 | 0.0100 | -0.159 | |
| 19.20 | 21.55 | 16 | 75 | 51.2% | 0.71 | 0.0112 | -0.169 | 200 | 5.70 | 6.10 | 14 | 384 | 50.1% | -0.29 | 0.0113 | -0.177 |
| 16.10 | 18.05 | 43 | 98 | 50.4% | 0.65 | 0.0122 | -0.185 | 205 | 7.50 | 7.95 | 35 | 91 | 50.0% | -0.35 | 0.0123 | -0.191 |
| 13.70 | 14.50 | 36 | 54 | 49.6% | 0.59 | 0.0129 | -0.196 | 210 | 9.65 | 10.25 | 241 | 193 | 50.1% | -0.42 | 0.0130 | -0.200 |
| 11.50 | 12.05 | 41 | 103 | 50.3% | 0.52 | 0.0132 | -0.202 | 215 | 12.15 | 12.60 | 11 | 133 | 49.7% | -0.48 | 0.0133 | -0.203 |
| 9.35 | 9.85 | 41 | 232 | 50.1% | 0.46 | 0.0131 | -0.201 | 220 | 15.00 | 15.55 | 46 | 49.9% | -0.55 | 0.0133 | -0.201 | |
| 7.55 | 7.95 | 170 | 207 | 50.1% | 0.39 | 0.0128 | -0.196 | 225 | 17.80 | 18.75 | 93 | 49.2% | -0.61 | 0.0129 | -0.193 | |
| 6.00 | 6.25 | 14 | 397 | 49.8% | 0.33 | 0.0121 | -0.185 | 230 | 21.00 | 23.10 | 1 | 58 | 50.6% | -0.67 | 0.0123 | -0.180 |
| 4.50 | 5.15 | 296 | 183 | 49.7% | 0.28 | 0.0112 | -0.172 | 235 | 24.40 | 26.90 | 18 | 50.1% | -0.73 | 0.0114 | -0.165 | |
| 3.55 | 4.05 | 42 | 118 | 49.9% | 0.23 | 0.0101 | -0.156 | 240 | 28.40 | 30.95 | 23 | 50.4% | -0.77 | 0.0104 | -0.147 | |
| 2.73 | 3.20 | 43 | 84 | 50.0% | 0.19 | 0.0090 | -0.139 | 245 | 32.40 | 35.65 | 1 | 51.6% | -0.82 | 0.0093 | -0.128 | |
| 2.05 | 2.55 | 30 | 116 | 50.2% | 0.16 | 0.0079 | -0.123 | 250 | 36.55 | 40.65 | 11 | 53.5% | -0.85 | 0.0082 | -0.109 | |
| 1.49 | 2.01 | 4 | 135 | 50.2% | 0.13 | 0.0068 | -0.106 | 255 | 41.20 | 45.15 | 2 | 54.8% | -0.88 | 0.0071 | -0.090 | |
| 1.05 | 1.76 | 10 | 75 | 51.0% | 0.10 | 0.0058 | -0.092 | 260 | 45.55 | 49.75 | 54.4% | -0.91 | 0.0061 | -0.072 | ||
| 0.5400 | 1.40 | 71 | 50.0% | 0.08 | 0.0049 | -0.078 | 265 | 50.45 | 54.45 | 22 | 56.2% | -0.93 | 0.0051 | -0.056 | ||
| 0.7200 | 1.00 | 13 | 131 | 51.9% | 0.07 | 0.0041 | -0.066 | 270 | 54.90 | 59.10 | 1 | 54.6% | -0.95 | 0.0042 | -0.040 | |
| 0.4700 | 0.9200 | 1 | 30 | 52.7% | 0.05 | 0.0034 | -0.056 | 275 | 59.70 | 64.15 | 56.8% | -0.96 | 0.0040 | -0.026 | ||
| 0.1700 | 1.15 | 94 | 55.1% | 0.04 | 0.0028 | -0.047 | 280 | 64.05 | 69.05 | 52.7% | -0.97 | 0.0040 | -0.012 | |||
| 0.3000 | 0.4900 | 367 | 4 | 52.9% | 0.03 | 0.0024 | -0.040 | 285 | 68.50 | 74.00 | -0.98 | 0.0031 | -0.025 | |||
| 0.1800 | 0.7000 | 109 | 56.6% | 0.03 | 0.0020 | -0.034 | 290 | 73.50 | 79.00 | -0.99 | 0.0023 | -0.033 | ||||
| 0.0600 | 0.2500 | 10 | 867 | 52.9% | 0.02 | 0.0013 | -0.024 | 300 | 83.50 | 89.00 | -1.00 | 0.0001 | -0.080 | |||
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 — Oct 02, 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