DIS cadeia de opções The Walt Disney Company
Cboe delayed options data · em 13:03 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 ±8.9% (101.08–120.83) · IV ATM 32.9% · P/C open interest 0.28
| 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 | |
| 43.85 | 47.55 | 1.00 | 0.0006 | -0.004 | 65 | 0 | 2.03 | 109.3% | -0.01 | 0.0006 | -0.004 | |||||
| 39.05 | 42.60 | 0.99 | 0.0009 | -0.005 | 70 | 0 | 2.16 | 98.1% | -0.01 | 0.0009 | -0.005 | |||||
| 34.05 | 37.60 | 0.99 | 0.0014 | -0.006 | 75 | 0 | 2.17 | 86.2% | -0.01 | 0.0014 | -0.006 | |||||
| 29.10 | 32.65 | 0.99 | 0.0021 | -0.007 | 80 | 0 | 1.15 | 64.1% | -0.01 | 0.0022 | -0.007 | |||||
| 25.00 | 27.20 | 36.1% | 0.98 | 0.0036 | -0.010 | 85 | 0 | 1.40 | 57.0% | -0.02 | 0.0037 | -0.010 | ||||
| 20.35 | 22.35 | 38.4% | 0.96 | 0.0065 | -0.015 | 90 | 0.0500 | 0.7800 | 1 | 41.7% | -0.04 | 0.0066 | -0.016 | |||
| 19.20 | 21.35 | 34.3% | 0.95 | 0.0074 | -0.017 | 91 | 0.0900 | 0.8300 | 40.9% | -0.05 | 0.0074 | -0.017 | ||||
| 18.55 | 20.40 | 37.8% | 0.94 | 0.0083 | -0.019 | 92 | 0.0200 | 1.26 | 1 | 1 | 42.5% | -0.06 | 0.0084 | -0.019 | ||
| 17.50 | 19.45 | 36.0% | 0.93 | 0.0094 | -0.020 | 93 | 0.1000 | 1.51 | 43.3% | -0.07 | 0.0094 | -0.021 | ||||
| 16.50 | 18.50 | 34.7% | 0.93 | 0.0105 | -0.022 | 94 | 0.0800 | 1.73 | 1 | 42.8% | -0.08 | 0.0106 | -0.023 | |||
| 15.65 | 17.60 | 35.1% | 0.91 | 0.0118 | -0.025 | 95 | 0.0600 | 2.01 | 2 | 42.6% | -0.09 | 0.0119 | -0.025 | |||
| 14.95 | 16.70 | 36.4% | 0.90 | 0.0132 | -0.027 | 96 | 0.2600 | 0.8400 | 1 | 33.6% | -0.10 | 0.0133 | -0.027 | |||
| 14.05 | 15.75 | 35.5% | 0.89 | 0.0146 | -0.029 | 97 | 0.4400 | 0.8700 | 1 | 2 | 33.4% | -0.11 | 0.0148 | -0.030 | ||
| 13.10 | 14.90 | 34.8% | 0.87 | 0.0162 | -0.032 | 98 | 0.7200 | 0.9800 | 1 | 6 | 34.2% | -0.13 | 0.0164 | -0.032 | ||
| 12.25 | 14.05 | 34.5% | 0.85 | 0.0178 | -0.035 | 99 | 0.8300 | 1.18 | 3 | 5 | 34.1% | -0.15 | 0.0180 | -0.035 | ||
| 11.45 | 12.55 | 1 | 30.7% | 0.84 | 0.0194 | -0.037 | 100 | 1.08 | 1.32 | 26 | 32 | 34.2% | -0.17 | 0.0197 | -0.038 | |
| 10.60 | 12.45 | 2 | 34.2% | 0.82 | 0.0211 | -0.040 | 101 | 1.02 | 1.51 | 1 | 44 | 32.8% | -0.19 | 0.0214 | -0.040 | |
| 9.80 | 11.25 | 32.0% | 0.79 | 0.0228 | -0.043 | 102 | 1.38 | 1.83 | 3 | 8 | 33.9% | -0.21 | 0.0231 | -0.043 | ||
| 9.10 | 10.20 | 3 | 4 | 30.9% | 0.77 | 0.0245 | -0.045 | 103 | 1.48 | 1.99 | 5 | 19 | 32.7% | -0.23 | 0.0248 | -0.046 |
| 8.40 | 9.35 | 30.5% | 0.74 | 0.0261 | -0.047 | 104 | 1.82 | 2.32 | 2 | 15 | 33.2% | -0.26 | 0.0265 | -0.048 | ||
| 7.90 | 8.55 | 30.9% | 0.72 | 0.0276 | -0.050 | 105 | 2.17 | 2.69 | 8 | 33.6% | -0.29 | 0.0280 | -0.050 | |||
| 7.10 | 8.65 | 12 | 17 | 33.4% | 0.69 | 0.0290 | -0.051 | 106 | 2.29 | 3.05 | 32.8% | -0.32 | 0.0295 | -0.052 | ||
| 6.55 | 7.30 | 5 | 31.0% | 0.66 | 0.0303 | -0.053 | 107 | 2.39 | 3.35 | 31.5% | -0.35 | 0.0309 | -0.054 | |||
| 5.95 | 6.70 | 31 | 31.0% | 0.63 | 0.0315 | -0.054 | 108 | 3.20 | 3.85 | 6 | 33.3% | -0.38 | 0.0321 | -0.055 | ||
| 5.40 | 6.05 | 1 | 11 | 30.8% | 0.59 | 0.0324 | -0.055 | 109 | 3.50 | 4.15 | 1 | 1 | 32.4% | -0.41 | 0.0331 | -0.056 |
| 4.85 | 5.55 | 27 | 33 | 30.9% | 0.56 | 0.0331 | -0.056 | 110 | 3.95 | 4.65 | 3 | 2 | 32.4% | -0.45 | 0.0339 | -0.057 |
| 4.35 | 5.80 | 34 | 33.4% | 0.53 | 0.0336 | -0.056 | 111 | 4.45 | 5.15 | 6 | 3 | 32.4% | -0.48 | 0.0344 | -0.057 | |
| 3.80 | 4.40 | 6 | 13 | 29.9% | 0.49 | 0.0339 | -0.056 | 112 | 5.05 | 5.65 | 4 | 1 | 32.4% | -0.51 | 0.0348 | -0.057 |
| 3.45 | 4.65 | 12 | 19 | 32.5% | 0.46 | 0.0338 | -0.056 | 113 | 5.65 | 6.20 | 32.5% | -0.55 | 0.0348 | -0.057 | ||
| 2.95 | 3.85 | 1 | 26 | 30.8% | 0.43 | 0.0336 | -0.055 | 114 | 5.70 | 7.80 | 4 | 34.0% | -0.58 | 0.0346 | -0.056 | |
| 2.73 | 3.15 | 18 | 105 | 30.2% | 0.40 | 0.0330 | -0.053 | 115 | 6.85 | 7.50 | 5 | 3 | 32.6% | -0.62 | 0.0342 | -0.055 |
| 2.35 | 2.87 | 33 | 27 | 30.2% | 0.36 | 0.0323 | -0.052 | 116 | 7.25 | 8.20 | 5 | 5 | 31.8% | -0.65 | 0.0336 | -0.054 |
| 2.04 | 2.57 | 5 | 47 | 30.2% | 0.33 | 0.0313 | -0.050 | 117 | 7.15 | 9.05 | 29.3% | -0.68 | 0.0327 | -0.052 | ||
| 1.77 | 2.29 | 2 | 17 | 30.2% | 0.30 | 0.0302 | -0.048 | 118 | 8.35 | 9.85 | 31.4% | -0.71 | 0.0317 | -0.050 | ||
| 1.31 | 2.23 | 2 | 40 | 30.1% | 0.28 | 0.0289 | -0.046 | 119 | 9.05 | 10.35 | 30.1% | -0.74 | 0.0305 | -0.048 | ||
| 1.31 | 2.04 | 3 | 103 | 31.2% | 0.25 | 0.0275 | -0.043 | 120 | 9.40 | 11.30 | 28.8% | -0.77 | 0.0292 | -0.046 | ||
| 1.16 | 1.69 | 4 | 5 | 30.9% | 0.22 | 0.0260 | -0.041 | 121 | 10.20 | 12.00 | 28.1% | -0.80 | 0.0278 | -0.044 | ||
| 1.00 | 1.63 | 1 | 2 | 31.5% | 0.20 | 0.0244 | -0.038 | 122 | 11.05 | 12.90 | 28.3% | -0.82 | 0.0263 | -0.041 | ||
| 0.6800 | 0.9900 | 8 | 34 | 31.2% | 0.14 | 0.0195 | -0.030 | 125 | 13.75 | 16.85 | 36.5% | -0.89 | 0.0217 | -0.034 | ||
| 0.2500 | 0.5000 | 1 | 9 | 31.0% | 0.08 | 0.0124 | -0.020 | 130 | 18.45 | 20.45 | 27.8% | -0.96 | 0.0133 | -0.022 | ||
| 0.0700 | 0.2000 | 20 | 20 | 30.1% | 0.04 | 0.0077 | -0.013 | 135 | 23.45 | 26.50 | 46.1% | -0.99 | 0.0058 | -0.010 | ||
| 0 | 2.20 | 53.7% | 0.03 | 0.0049 | -0.009 | 140 | 27.70 | 31.50 | 44.4% | -1.00 | 0.0020 | -0.003 | ||||
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 27, 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