DIS cadeia de opções The Walt Disney Company
Cboe delayed options data · em 17:03 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% (100.92–118.38) · IV ATM 33.5% · P/C open interest 0.65
| 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 | |
| 54.00 | 56.00 | 3 | 111.0% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.3700 | 8 | 113.5% | -0.00 | 0.0004 | -0.004 | ||
| 48.45 | 51.20 | 3 | 1.00 | 0.0005 | 0.000 | 60 | 0 | 0.3100 | 54 | 98.0% | -0.00 | 0.0005 | -0.005 | |||
| 43.50 | 46.25 | 2 | 0.99 | 0.0007 | -0.000 | 65 | 0 | 0.3100 | 60 | 86.3% | -0.01 | 0.0007 | -0.006 | |||
| 38.50 | 41.25 | 4 | 0.99 | 0.0010 | -0.002 | 70 | 0 | 0.3200 | 355 | 75.8% | -0.01 | 0.0010 | -0.007 | |||
| 33.55 | 36.30 | 44 | 0.99 | 0.0015 | -0.004 | 75 | 0 | 0.3200 | 786 | 65.6% | -0.01 | 0.0015 | -0.008 | |||
| 28.85 | 31.10 | 150 | 43.5% | 0.98 | 0.0022 | -0.006 | 80 | 0.0200 | 0.0500 | 846 | 45.1% | -0.01 | 0.0022 | -0.009 | ||
| 23.90 | 26.20 | 53 | 41.8% | 0.98 | 0.0037 | -0.009 | 85 | 0.0700 | 0.1800 | 1 | 1,749 | 44.8% | -0.02 | 0.0037 | -0.012 | |
| 19.85 | 21.00 | 8,011 | 46.4% | 0.96 | 0.0066 | -0.014 | 90 | 0.1600 | 0.2400 | 2 | 9,199 | 39.4% | -0.04 | 0.0066 | -0.017 | |
| 15.35 | 16.10 | 1 | 8,372 | 41.5% | 0.92 | 0.0125 | -0.025 | 95 | 0.4400 | 0.4700 | 45 | 11.4K | 36.7% | -0.08 | 0.0126 | -0.028 |
| 10.75 | 12.60 | 31.8% | 0.85 | 0.0197 | -0.039 | 99 | 0.8500 | 0.9200 | 1 | 35.2% | -0.15 | 0.0199 | -0.041 | |||
| 11.00 | 11.70 | 1 | 2,529 | 38.2% | 0.83 | 0.0217 | -0.043 | 100 | 1.02 | 1.10 | 580 | 4,917 | 35.1% | -0.17 | 0.0219 | -0.045 |
| 9.45 | 10.90 | 33.7% | 0.81 | 0.0237 | -0.047 | 101 | 1.15 | 1.36 | 1 | 35.0% | -0.19 | 0.0240 | -0.048 | |||
| 8.65 | 10.05 | 33.1% | 0.78 | 0.0257 | -0.051 | 102 | 1.41 | 1.52 | 11 | 34.7% | -0.22 | 0.0260 | -0.052 | |||
| 8.60 | 9.35 | 36.8% | 0.76 | 0.0276 | -0.054 | 103 | 1.46 | 1.86 | 34.1% | -0.25 | 0.0279 | -0.055 | ||||
| 7.10 | 8.55 | 1 | 32.6% | 0.73 | 0.0295 | -0.057 | 104 | 1.92 | 2.04 | 1 | 34.4% | -0.28 | 0.0298 | -0.059 | ||
| 7.30 | 7.50 | 2 | 4,596 | 34.8% | 0.70 | 0.0312 | -0.060 | 105 | 2.23 | 2.35 | 5,515 | 2,372 | 34.2% | -0.31 | 0.0315 | -0.061 |
| 6.50 | 6.95 | 2 | 34.5% | 0.66 | 0.0327 | -0.063 | 106 | 2.45 | 2.89 | 10 | 34.4% | -0.34 | 0.0331 | -0.064 | ||
| 6.00 | 6.40 | 2 | 35.2% | 0.63 | 0.0340 | -0.065 | 107 | 2.81 | 3.20 | 2 | 33.9% | -0.37 | 0.0344 | -0.066 | ||
| 5.40 | 5.70 | 4 | 34.5% | 0.59 | 0.0351 | -0.066 | 108 | 3.35 | 3.50 | 11 | 33.8% | -0.41 | 0.0356 | -0.067 | ||
| 4.85 | 5.15 | 34.4% | 0.56 | 0.0359 | -0.067 | 109 | 3.75 | 4.00 | 7 | 33.7% | -0.45 | 0.0364 | -0.068 | |||
| 4.30 | 4.55 | 196 | 8,484 | 33.8% | 0.52 | 0.0364 | -0.067 | 110 | 4.25 | 4.35 | 29 | 3,662 | 33.1% | -0.48 | 0.0370 | -0.068 |
| 3.85 | 4.00 | 2 | 33.5% | 0.49 | 0.0366 | -0.067 | 111 | 4.65 | 4.95 | 1 | 32.8% | -0.52 | 0.0373 | -0.068 | ||
| 3.40 | 3.60 | 175 | 33.5% | 0.45 | 0.0365 | -0.066 | 112 | 5.10 | 6.15 | 1 | 34.8% | -0.56 | 0.0372 | -0.068 | ||
| 2.91 | 3.35 | 51 | 33.7% | 0.41 | 0.0360 | -0.065 | 113 | 5.65 | 6.80 | 2 | 34.7% | -0.59 | 0.0368 | -0.066 | ||
| 2.62 | 2.89 | 2 | 33.6% | 0.38 | 0.0353 | -0.064 | 114 | 6.35 | 7.45 | 35.0% | -0.63 | 0.0362 | -0.065 | |||
| 2.29 | 2.47 | 142 | 10.1K | 32.8% | 0.35 | 0.0343 | -0.061 | 115 | 6.90 | 7.40 | 1 | 752 | 31.4% | -0.66 | 0.0352 | -0.062 |
| 1.98 | 2.09 | 3 | 32.8% | 0.31 | 0.0330 | -0.059 | 116 | 7.75 | 8.90 | 35.4% | -0.70 | 0.0340 | -0.060 | |||
| 1.70 | 1.90 | 3 | 33.0% | 0.28 | 0.0316 | -0.056 | 117 | 8.45 | 9.65 | 35.4% | -0.73 | 0.0327 | -0.057 | |||
| 1.41 | 1.62 | 42 | 32.5% | 0.25 | 0.0300 | -0.053 | 118 | 8.95 | 10.45 | 34.4% | -0.76 | 0.0311 | -0.054 | |||
| 1.26 | 1.42 | 1 | 32.9% | 0.23 | 0.0282 | -0.049 | 119 | 9.75 | 11.25 | 34.5% | -0.79 | 0.0294 | -0.051 | |||
| 1.08 | 1.15 | 127 | 5,729 | 32.4% | 0.20 | 0.0264 | -0.046 | 120 | 10.65 | 11.55 | 150 | 32.1% | -0.81 | 0.0277 | -0.047 | |
| 0.6500 | 1.35 | 33.0% | 0.18 | 0.0244 | -0.042 | 121 | 11.05 | 13.35 | 35.1% | -0.84 | 0.0258 | -0.043 | ||||
| 0.5000 | 1.22 | 33.1% | 0.16 | 0.0225 | -0.039 | 122 | 11.95 | 14.20 | 35.4% | -0.86 | 0.0240 | -0.040 | ||||
| 0.6600 | 1.10 | 35.0% | 0.14 | 0.0206 | -0.035 | 123 | 12.85 | 15.05 | 35.5% | -0.88 | 0.0222 | -0.037 | ||||
| 0.2500 | 1.00 | 33.1% | 0.12 | 0.0187 | -0.032 | 124 | 13.75 | 16.00 | 36.2% | -0.90 | 0.0204 | -0.033 | ||||
| 0.4800 | 0.5600 | 26 | 3,687 | 33.0% | 0.10 | 0.0170 | -0.029 | 125 | 14.95 | 16.90 | 38.5% | -0.92 | 0.0186 | -0.030 | ||
| 0.2000 | 0.2700 | 12 | 1,301 | 33.7% | 0.06 | 0.0101 | -0.019 | 130 | 19.40 | 22.05 | 42.8% | -0.97 | 0.0124 | -0.020 | ||
| 0.0500 | 0.1900 | 1 | 920 | 35.2% | 0.03 | 0.0063 | -0.013 | 135 | 24.05 | 27.05 | 45.5% | -0.99 | 0.0056 | -0.014 | ||
| 0 | 0.2500 | 413 | 40.5% | 0.02 | 0.0042 | -0.010 | 140 | 29.05 | 32.05 | 51.6% | -1.00 | 0.0010 | -0.012 | |||
| 0 | 0.3400 | 733 | 47.6% | 0.02 | 0.0029 | -0.008 | 145 | 34.05 | 37.05 | 57.3% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.3300 | 469 | 52.1% | 0.01 | 0.0021 | -0.006 | 150 | 38.85 | 42.05 | 58.8% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.2100 | 82 | 53.0% | 0.01 | 0.0016 | -0.005 | 155 | 44.00 | 47.05 | 67.0% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.1000 | 134 | 52.0% | 0.01 | 0.0012 | -0.005 | 160 | 48.85 | 52.05 | 68.6% | -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