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 ±8.0% (123.43–144.93) · 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
63.45	66.05	1	1	106.8%	1.00	0.0000	0.000	70	0	0.2000		89	97.8%	0.00	0.0000	-0.000
57.80	61.45			80.0%	1.00	0.0000	0.000	75	0	2.13		40	132.1%	-0.00	0.0000	-0.000
52.60	56.55				1.00	0.0000	0.000	80	0	0.1000		477	72.9%	-0.00	0.0000	-0.000
48.40	51.50		6	85.3%	1.00	0.0001	0.000	85	0	2.13		380	108.1%	-0.00	0.0001	-0.001
43.40	46.55		4	76.2%	1.00	0.0002	0.000	90	0	0.0800	10	487	56.3%	-0.00	0.0003	-0.001
38.45	41.55		2	67.6%	1.00	0.0006	0.000	95	0	0.0700	2	356	48.6%	-0.00	0.0006	-0.003
33.65	36.60		76	62.3%	0.99	0.0012	-0.001	100	0.0100	0.1900	6	355	48.4%	-0.01	0.0012	-0.005
28.40	31.65		153	50.4%	0.98	0.0025	-0.006	105	0.0800	0.1200		530	41.4%	-0.02	0.0025	-0.010
23.80	26.55		121	45.7%	0.97	0.0049	-0.015	110	0.1300	0.3100	8	506	39.5%	-0.03	0.0050	-0.018
19.25	21.55		73	41.3%	0.93	0.0088	-0.028	115	0.3600	0.5600	4	816	37.8%	-0.07	0.0089	-0.031
15.45	16.50		374	39.6%	0.87	0.0145	-0.045	120	0.8500	0.9900	28	377	36.2%	-0.13	0.0146	-0.047
12.85	15.80			39.3%	0.84	0.0171	-0.053	122	1.06	1.52	17	5	36.6%	-0.16	0.0173	-0.055
12.35	14.70			39.1%	0.82	0.0185	-0.056	123	0.8700	1.97			35.9%	-0.18	0.0187	-0.058
11.25	14.00			37.8%	0.80	0.0198	-0.060	124	1.50	1.68	1		35.4%	-0.20	0.0200	-0.062
11.15	12.10	2	516	35.7%	0.78	0.0212	-0.064	125	1.70	1.85	40	306	35.0%	-0.22	0.0214	-0.066
9.75	12.20			36.3%	0.76	0.0225	-0.067	126	1.85	2.71			37.0%	-0.24	0.0228	-0.069
9.45	11.45			37.7%	0.74	0.0238	-0.070	127	1.52	2.89		2	34.1%	-0.27	0.0241	-0.072
9.00	9.75			34.8%	0.71	0.0250	-0.073	128	2.47	2.91	2		35.4%	-0.29	0.0253	-0.075
8.15	9.55			35.7%	0.69	0.0261	-0.076	129	2.77	3.50			36.1%	-0.32	0.0265	-0.078
7.70	8.10	3	777	33.5%	0.66	0.0271	-0.079	130	3.15	3.45	4	89	34.7%	-0.34	0.0275	-0.080
7.05	7.80			34.4%	0.63	0.0280	-0.081	131	3.45	4.10	1		35.2%	-0.37	0.0284	-0.082
6.15	7.10		1	32.9%	0.60	0.0288	-0.082	132	3.80	4.80		1	35.9%	-0.40	0.0292	-0.084
5.75	6.80		4	34.2%	0.57	0.0294	-0.084	133	4.30	4.90		1	34.9%	-0.43	0.0299	-0.085
5.30	6.15			34.0%	0.54	0.0298	-0.084	134	4.80	5.25	7		34.5%	-0.46	0.0303	-0.086
4.95	5.25	8	553	33.1%	0.52	0.0300	-0.085	135	5.30	5.55	14	289	33.7%	-0.49	0.0306	-0.086
4.45	5.25			34.5%	0.49	0.0301	-0.085	136	5.80	6.40			34.6%	-0.52	0.0307	-0.086
3.85	4.70	9		33.5%	0.46	0.0300	-0.084	137	6.40	7.20	21		35.4%	-0.55	0.0307	-0.085
3.55	4.45			34.3%	0.43	0.0297	-0.083	138	7.00	7.70			35.1%	-0.58	0.0305	-0.084
3.35	4.05			34.8%	0.40	0.0293	-0.081	139	7.40	8.35			34.4%	-0.61	0.0301	-0.083
2.86	3.25	1	1,029	32.8%	0.37	0.0287	-0.079	140	8.05	9.05		7	34.5%	-0.64	0.0296	-0.081
2.56	3.45			34.7%	0.34	0.0280	-0.077	141	7.65	10.05			31.8%	-0.67	0.0289	-0.079
2.28	3.85		6	37.2%	0.32	0.0271	-0.074	142	9.70	10.50			35.6%	-0.70	0.0281	-0.076
2.00	2.87		2	34.7%	0.29	0.0261	-0.072	143	8.70	11.15			28.6%	-0.72	0.0272	-0.073
1.80	2.66			35.0%	0.27	0.0251	-0.069	144	9.65	12.30			30.8%	-0.75	0.0261	-0.070
1.66	1.85	3	659	33.1%	0.24	0.0239	-0.066	145	10.50	12.65		6	28.8%	-0.77	0.0250	-0.067
1.38	3.35			39.7%	0.22	0.0227	-0.062	146	12.30	13.60			34.0%	-0.79	0.0239	-0.064
1.13	1.99	1		34.8%	0.20	0.0215	-0.059	147	11.85	14.80			29.3%	-0.81	0.0227	-0.061
1.07	1.91			35.7%	0.18	0.0202	-0.055	148	13.35	16.55			37.1%	-0.83	0.0215	-0.057
0.9500	1.94			36.9%	0.17	0.0190	-0.052	149	13.60	16.35			27.3%	-0.85	0.0202	-0.054
0.9100	0.9800	5	451	33.2%	0.15	0.0177	-0.048	150	15.05	17.10			30.2%	-0.87	0.0191	-0.050
0.4100	0.5200	3	254	33.1%	0.09	0.0119	-0.033	155	19.15	21.55				-0.94	0.0135	-0.035
0.1000	0.3500		561	33.4%	0.05	0.0074	-0.021	160	24.00	27.75			37.6%	-0.98	0.0080	-0.023
0.0100	1.22	1	98	46.7%	0.03	0.0044	-0.013	165	28.80	32.95			42.8%	-1.00	0.0001	-0.018
0	0.9100		18	48.6%	0.01	0.0026	-0.007	170	33.95	37.85			48.5%	-1.00	0.0000	-0.018
0	2.19		8	64.6%	0.01	0.0014	-0.004	175	38.85	42.85			51.2%	-1.00	0.0000	-0.018
0	2.17		17	69.4%	0.00	0.0008	-0.002	180	43.85	47.85			55.6%	-1.00	0.0000	-0.018
0	2.15		1	74.0%	0.00	0.0004	-0.001	185	48.85	52.85			59.8%	-1.00	0.0000	-0.018
0	2.14		22	78.5%	0.00	0.0002	-0.001	190	53.85	57.85			63.8%	-1.00	0.0000	-0.018
0	0.0500		4	47.3%	0.00	0.0001	-0.000	195	58.85	62.85			67.8%	-1.00	0.0000	-0.018
0	2.13		2	86.9%	0.00	0.0001	-0.000	200	63.85	67.85			71.5%	-1.00	0.0000	-0.018

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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DG cadeia de opções Dollar General Corporation

Sorriso de volatilidade — Nov 20, 2026

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