DASH cadeia de opções DoorDash, Inc.
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 ±25.8% (143.96–244.00) · IV ATM 50.5% · P/C open interest 0.72
| 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 | |
| 94.50 | 98.35 | 3 | 65.2% | 0.97 | 0.0008 | -0.000 | 100 | 0 | 2.83 | 6 | 66.7% | -0.03 | 0.0008 | -0.015 | ||
| 89.85 | 93.55 | 1 | 62.9% | 0.97 | 0.0010 | -0.004 | 105 | 0 | 3.05 | 1,010 | 63.6% | -0.03 | 0.0010 | -0.018 | ||
| 85.25 | 88.95 | 55 | 61.5% | 0.96 | 0.0012 | -0.008 | 110 | 0.1900 | 3.25 | 366 | 61.2% | -0.04 | 0.0012 | -0.021 | ||
| 80.70 | 84.45 | 57 | 60.3% | 0.95 | 0.0014 | -0.012 | 115 | 0.9800 | 2.67 | 19 | 58.1% | -0.05 | 0.0015 | -0.024 | ||
| 76.60 | 80.10 | 7 | 60.6% | 0.94 | 0.0017 | -0.017 | 120 | 0.5500 | 3.60 | 17 | 56.0% | -0.06 | 0.0018 | -0.028 | ||
| 71.90 | 75.75 | 2 | 58.7% | 0.92 | 0.0020 | -0.021 | 125 | 1.89 | 3.85 | 147 | 56.9% | -0.08 | 0.0020 | -0.032 | ||
| 67.50 | 71.45 | 6 | 57.4% | 0.91 | 0.0023 | -0.026 | 130 | 2.45 | 4.60 | 37 | 56.3% | -0.09 | 0.0024 | -0.037 | ||
| 63.55 | 67.30 | 18 | 57.1% | 0.89 | 0.0027 | -0.032 | 135 | 2.56 | 5.20 | 20 | 54.0% | -0.11 | 0.0027 | -0.041 | ||
| 59.30 | 63.10 | 24 | 55.7% | 0.87 | 0.0030 | -0.037 | 140 | 3.20 | 6.25 | 1 | 38 | 53.5% | -0.13 | 0.0031 | -0.046 | |
| 55.30 | 59.15 | 12 | 55.0% | 0.85 | 0.0034 | -0.042 | 145 | 4.10 | 7.45 | 65 | 53.3% | -0.15 | 0.0034 | -0.051 | ||
| 51.50 | 55.45 | 12 | 54.6% | 0.83 | 0.0038 | -0.047 | 150 | 5.00 | 8.60 | 1 | 138 | 52.6% | -0.17 | 0.0038 | -0.055 | |
| 48.45 | 51.75 | 14 | 54.9% | 0.81 | 0.0041 | -0.052 | 155 | 6.50 | 9.45 | 614 | 52.0% | -0.19 | 0.0042 | -0.059 | ||
| 44.40 | 48.30 | 13 | 53.7% | 0.78 | 0.0045 | -0.057 | 160 | 7.70 | 11.15 | 30 | 51.8% | -0.22 | 0.0045 | -0.063 | ||
| 41.60 | 44.70 | 393 | 53.7% | 0.76 | 0.0048 | -0.061 | 165 | 9.35 | 12.60 | 188 | 51.4% | -0.25 | 0.0049 | -0.067 | ||
| 38.40 | 41.30 | 24 | 53.0% | 0.73 | 0.0051 | -0.065 | 170 | 11.10 | 14.30 | 88 | 51.1% | -0.27 | 0.0052 | -0.070 | ||
| 35.30 | 38.15 | 1,018 | 52.4% | 0.70 | 0.0054 | -0.068 | 175 | 13.85 | 16.00 | 181 | 51.6% | -0.30 | 0.0055 | -0.073 | ||
| 32.25 | 35.00 | 63 | 51.6% | 0.67 | 0.0056 | -0.071 | 180 | 14.95 | 18.15 | 116 | 50.3% | -0.34 | 0.0058 | -0.076 | ||
| 29.60 | 32.45 | 355 | 51.5% | 0.64 | 0.0059 | -0.074 | 185 | 16.65 | 20.45 | 108 | 49.6% | -0.37 | 0.0060 | -0.078 | ||
| 26.75 | 29.55 | 98 | 50.6% | 0.61 | 0.0061 | -0.076 | 190 | 19.45 | 23.00 | 145 | 50.0% | -0.40 | 0.0063 | -0.079 | ||
| 24.10 | 27.50 | 66 | 50.4% | 0.58 | 0.0062 | -0.077 | 195 | 22.85 | 25.60 | 418 | 50.6% | -0.43 | 0.0064 | -0.080 | ||
| 22.45 | 24.65 | 136 | 50.2% | 0.55 | 0.0063 | -0.078 | 200 | 24.25 | 28.20 | 261 | 49.0% | -0.46 | 0.0066 | -0.081 | ||
| 18.20 | 20.45 | 2,184 | 49.3% | 0.48 | 0.0064 | -0.079 | 210 | 30.50 | 33.65 | 148 | 48.4% | -0.53 | 0.0067 | -0.080 | ||
| 14.45 | 16.75 | 317 | 48.4% | 0.43 | 0.0064 | -0.077 | 220 | 37.05 | 40.00 | 76 | 47.9% | -0.59 | 0.0067 | -0.078 | ||
| 11.25 | 15.05 | 10 | 190 | 49.1% | 0.37 | 0.0062 | -0.074 | 230 | 43.85 | 47.40 | 30 | 47.6% | -0.65 | 0.0066 | -0.074 | |
| 9.35 | 12.10 | 157 | 48.9% | 0.32 | 0.0059 | -0.070 | 240 | 51.45 | 54.70 | 31 | 46.9% | -0.70 | 0.0064 | -0.069 | ||
| 7.05 | 10.25 | 78 | 48.5% | 0.27 | 0.0055 | -0.065 | 250 | 59.70 | 62.80 | 2 | 46.9% | -0.75 | 0.0060 | -0.063 | ||
| 5.35 | 8.60 | 52 | 48.3% | 0.23 | 0.0050 | -0.059 | 260 | 68.25 | 71.30 | 7 | 46.9% | -0.80 | 0.0057 | -0.057 | ||
| 4.05 | 7.20 | 142 | 48.2% | 0.19 | 0.0046 | -0.053 | 270 | 76.95 | 80.75 | 1 | 47.6% | -0.84 | 0.0053 | -0.051 | ||
| 2.91 | 6.05 | 67 | 48.0% | 0.16 | 0.0041 | -0.048 | 280 | 86.20 | 89.60 | 47.3% | -0.88 | 0.0049 | -0.045 | |||
| 3.00 | 4.10 | 194 | 47.8% | 0.14 | 0.0036 | -0.042 | 290 | 95.65 | 98.75 | 47.0% | -0.91 | 0.0046 | -0.038 | |||
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 — Mar 19, 2027
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.