DG cadeia de opções Dollar General Corporation

Expiração Cboe delayed options data · em 18:36 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 ±8.1% (122.33–143.93) · IV ATM 34.2% · P/C open interest 0.90

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
61.40	65.35		1	94.4%	1.00	0.0000	0.000	70	0	0.2000		89	95.2%	-0.00	0.0000	-0.000
56.40	60.25			72.2%	1.00	0.0000	0.000	75	0	2.13		40	128.6%	-0.00	0.0000	-0.000
52.25	54.55			74.3%	1.00	0.0001	0.000	80	0	0.1000		477	70.7%	-0.00	0.0001	-0.001
46.60	50.00		6		1.00	0.0002	0.000	85	0	2.13		380	104.9%	-0.00	0.0002	-0.001
41.60	44.95		4		1.00	0.0004	0.000	90	0.0100	0.0700	3	487	54.3%	-0.00	0.0004	-0.002
36.70	40.05		2		0.99	0.0009	0.000	95	0	1.80		356	80.1%	-0.01	0.0009	-0.004
32.00	35.10		76	48.8%	0.99	0.0017	-0.004	100	0.0100	0.0700	4	356	41.0%	-0.01	0.0017	-0.008
27.50	30.20		153	50.9%	0.98	0.0033	-0.010	105	0.0800	0.1500	1	530	40.3%	-0.02	0.0033	-0.013
22.50	25.25		121	42.9%	0.95	0.0059	-0.019	110	0.2100	0.3500	6	511	39.3%	-0.04	0.0060	-0.022
17.95	20.40		73	39.6%	0.92	0.0102	-0.032	115	0.4500	0.8000	4	816	38.5%	-0.08	0.0102	-0.035
14.20	15.25	2	376	37.2%	0.85	0.0161	-0.049	120	0.9600	1.24	12	370	35.8%	-0.15	0.0162	-0.051
12.00	13.80			35.0%	0.82	0.0188	-0.056	122	1.33	1.62	5		35.7%	-0.18	0.0188	-0.058
11.35	13.55			37.9%	0.80	0.0201	-0.059	123	1.15	1.95			34.4%	-0.20	0.0202	-0.061
10.45	13.00			38.0%	0.78	0.0214	-0.063	124	1.61	2.38			36.1%	-0.22	0.0216	-0.065
9.75	11.15	14	505	33.5%	0.75	0.0228	-0.066	125	1.99	2.14	4	300	34.5%	-0.25	0.0229	-0.068
9.15	11.30			37.2%	0.73	0.0240	-0.069	126	2.26	2.62			35.1%	-0.27	0.0242	-0.071
9.00	9.50			35.0%	0.70	0.0252	-0.072	127	2.48	3.30	2		36.1%	-0.30	0.0254	-0.073
7.75	9.85			36.4%	0.68	0.0263	-0.075	128	2.68	3.50			35.0%	-0.32	0.0265	-0.076
7.10	8.25			32.9%	0.65	0.0273	-0.077	129	2.96	3.95			34.9%	-0.35	0.0275	-0.078
7.00	7.50	5	780	34.1%	0.62	0.0281	-0.079	130	3.40	3.80	14	85	33.2%	-0.38	0.0284	-0.080
6.00	6.95			32.7%	0.59	0.0288	-0.080	131	3.90	4.40			34.0%	-0.41	0.0291	-0.082
5.65	6.55	2		33.8%	0.57	0.0294	-0.081	132	4.30	5.05	1		34.4%	-0.44	0.0297	-0.083
5.25	5.90	4		33.7%	0.54	0.0297	-0.082	133	4.75	5.70	1		34.8%	-0.47	0.0301	-0.083
4.70	5.35			33.2%	0.51	0.0299	-0.082	134	5.20	6.15			34.3%	-0.50	0.0303	-0.083
4.30	4.90	14	549	33.4%	0.48	0.0299	-0.082	135	5.95	6.50	9	285	34.3%	-0.53	0.0304	-0.083
4.15	4.45			34.2%	0.45	0.0297	-0.081	136	6.30	7.25			34.1%	-0.56	0.0302	-0.082
3.40	4.10			33.2%	0.42	0.0294	-0.080	137	6.90	7.95			34.4%	-0.59	0.0299	-0.081
3.10	4.10			34.6%	0.39	0.0289	-0.079	138	7.60	8.40			34.0%	-0.61	0.0294	-0.080
2.69	3.60			33.8%	0.36	0.0282	-0.077	139	8.10	9.10			33.6%	-0.64	0.0288	-0.078
2.59	2.91	11	1,005	33.2%	0.34	0.0275	-0.075	140	8.80	10.15		7	34.9%	-0.67	0.0281	-0.076
2.22	3.80			37.1%	0.31	0.0266	-0.073	141	9.50	10.50			33.5%	-0.70	0.0272	-0.073
1.97	2.72	6		34.3%	0.29	0.0256	-0.070	142	10.05	11.50			33.8%	-0.72	0.0263	-0.071
1.86	2.17	2		33.7%	0.26	0.0245	-0.067	143	10.35	12.25			31.9%	-0.74	0.0252	-0.068
1.56	3.50			39.4%	0.24	0.0234	-0.064	144	11.15	13.10			32.1%	-0.77	0.0241	-0.065
1.43	1.70	26	639	33.4%	0.22	0.0222	-0.061	145	12.25	13.95		6	33.6%	-0.79	0.0230	-0.062
1.10	1.87			34.3%	0.20	0.0210	-0.058	146	13.10	15.15			35.4%	-0.81	0.0218	-0.059
0.9700	1.53			33.7%	0.18	0.0198	-0.055	147	13.40	15.80			31.8%	-0.83	0.0207	-0.056
0.9700	1.95			37.1%	0.17	0.0186	-0.052	148	14.30	16.50			30.9%	-0.84	0.0195	-0.053
0.8600	3.05			43.1%	0.15	0.0174	-0.049	149	15.15	17.50			31.3%	-0.86	0.0183	-0.050
0.7800	1.00	9	452	34.1%	0.14	0.0163	-0.046	150	15.95	18.35			30.0%	-0.87	0.0172	-0.047
0.4000	0.5400	3	253	34.4%	0.08	0.0112	-0.033	155	20.75	23.10			30.4%	-0.93	0.0122	-0.033
0.1800	0.3200	1	559	35.0%	0.05	0.0073	-0.022	160	25.65	28.60			41.0%	-0.97	0.0086	-0.023
0.0700	0.2000	6	99	35.8%	0.03	0.0047	-0.015	165	30.75	33.95			50.7%	-0.99	0.0045	-0.015
0	0.9100		18	49.4%	0.02	0.0030	-0.010	170	35.40	38.95			52.4%	-1.00	0.0004	-0.012
0	2.17		8	65.2%	0.01	0.0019	-0.006	175	40.20	43.95			54.7%	-1.00	0.0000	-0.012
0	2.15		17	70.0%	0.01	0.0012	-0.004	180	45.20	48.95			59.1%	-1.00	0.0000	-0.012
0	2.14		1	74.5%	0.00	0.0008	-0.003	185	50.45	53.95			66.9%	-1.00	0.0000	-0.012
0	0.2700	5	17	54.8%	0.00	0.0005	-0.002	190	55.45	58.95			71.2%	-1.00	0.0000	-0.012
0	2.13		4	83.2%	0.00	0.0003	-0.001	195	60.45	63.70			71.6%	-1.00	0.0000	-0.012

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

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

DG cadeia de opções Dollar General Corporation

Sorriso de volatilidade — Nov 20, 2026

Consumo Cíclico

ETF

Tecnologia

Serviços Financeiros

Indústria

Consumo Defensivo