DKNG cadeia de opções DraftKings Inc.
Cboe delayed options data · em 00:34 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 ±8.4% (22.48–26.59) · IV ATM 49.9% · P/C open interest 0.35
| 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 | |
| 11.20 | 12.65 | 1.00 | 0.0004 | 0.000 | 12.5 | 0 | 0.4600 | 396 | 216.1% | -0.00 | 0.0004 | -0.000 | ||||
| 8.80 | 10.10 | 1 | 69 | 1.00 | 0.0012 | 0.000 | 15 | 0 | 0.0100 | 6,503 | 90.5% | -0.00 | 0.0012 | -0.001 | ||
| 7.70 | 9.10 | 1.00 | 0.0019 | 0.000 | 16 | 0 | 0.5300 | 153.4% | -0.00 | 0.0019 | -0.001 | |||||
| 6.70 | 8.15 | 1.00 | 0.0033 | -0.000 | 17 | 0 | 0.3500 | 122.5% | -0.00 | 0.0033 | -0.001 | |||||
| 6.65 | 8.45 | 108 | 150.8% | 1.00 | 0.0045 | -0.001 | 17.5 | 0 | 0.0100 | 4 | 1,984 | 64.3% | -0.01 | 0.0046 | -0.001 | |
| 4.85 | 7.15 | 0.99 | 0.0064 | -0.001 | 18 | 0 | 0.0500 | 73.4% | -0.01 | 0.0064 | -0.002 | |||||
| 4.75 | 6.10 | 1 | 0.99 | 0.0127 | -0.003 | 19 | 0 | 0.4100 | 28 | 96.1% | -0.02 | 0.0127 | -0.003 | |||
| 4.40 | 4.95 | 38 | 1,051 | 65.2% | 0.97 | 0.0250 | -0.005 | 20 | 0.0200 | 0.0400 | 44 | 3,752 | 53.1% | -0.03 | 0.0251 | -0.006 |
| 3.00 | 4.70 | 0.95 | 0.0350 | -0.007 | 20.5 | 0.0400 | 0.0700 | 49 | 18 | 53.5% | -0.05 | 0.0351 | -0.008 | |||
| 3.05 | 4.00 | 1 | 0.93 | 0.0483 | -0.010 | 21 | 0 | 0.1300 | 7 | 1,162 | 49.5% | -0.07 | 0.0486 | -0.011 | ||
| 2.65 | 4.40 | 1 | 78.0% | 0.90 | 0.0648 | -0.014 | 21.5 | 0.1100 | 0.1700 | 5 | 51 | 53.0% | -0.10 | 0.0652 | -0.014 | |
| 2.59 | 3.20 | 3 | 6 | 60.1% | 0.86 | 0.0834 | -0.018 | 22 | 0.1400 | 0.2400 | 87 | 133 | 51.0% | -0.14 | 0.0839 | -0.018 |
| 2.30 | 2.51 | 44 | 2,526 | 52.9% | 0.81 | 0.1026 | -0.022 | 22.5 | 0.2600 | 0.3200 | 227 | 4,144 | 51.4% | -0.19 | 0.1032 | -0.022 |
| 1.90 | 2.03 | 12 | 15 | 48.6% | 0.75 | 0.1205 | -0.026 | 23 | 0.3800 | 0.4500 | 33 | 54 | 51.3% | -0.25 | 0.1213 | -0.026 |
| 1.54 | 1.69 | 3 | 16 | 48.3% | 0.69 | 0.1358 | -0.029 | 23.5 | 0.5400 | 0.6000 | 30 | 128 | 51.0% | -0.32 | 0.1368 | -0.029 |
| 1.32 | 1.39 | 7 | 235 | 50.7% | 0.61 | 0.1469 | -0.031 | 24 | 0.7300 | 0.8000 | 11 | 767 | 50.9% | -0.39 | 0.1481 | -0.032 |
| 1.05 | 1.12 | 52 | 97 | 50.5% | 0.54 | 0.1528 | -0.032 | 24.5 | 0.9000 | 1.03 | 47 | 75 | 49.2% | -0.47 | 0.1541 | -0.033 |
| 0.8200 | 0.8900 | 435 | 10.9K | 50.4% | 0.46 | 0.1529 | -0.032 | 25 | 1.18 | 1.31 | 147 | 6,557 | 49.5% | -0.54 | 0.1543 | -0.033 |
| 0.6300 | 0.7000 | 26 | 124 | 50.4% | 0.39 | 0.1473 | -0.031 | 25.5 | 1.51 | 1.63 | 7 | 62 | 50.3% | -0.62 | 0.1489 | -0.032 |
| 0.4800 | 0.5400 | 938 | 1,622 | 50.5% | 0.32 | 0.1372 | -0.029 | 26 | 1.81 | 1.98 | 69 | 49.2% | -0.68 | 0.1389 | -0.029 | |
| 0.3600 | 0.4100 | 61 | 249 | 50.6% | 0.26 | 0.1239 | -0.026 | 26.5 | 2.22 | 2.35 | 118 | 49.9% | -0.75 | 0.1257 | -0.027 | |
| 0.2600 | 0.3300 | 112 | 531 | 51.3% | 0.21 | 0.1089 | -0.024 | 27 | 2.42 | 2.87 | 8 | 46.7% | -0.80 | 0.1106 | -0.024 | |
| 0.1900 | 0.2400 | 136 | 8,841 | 51.2% | 0.17 | 0.0935 | -0.020 | 27.5 | 2.74 | 3.30 | 2 | 1,884 | 40.5% | -0.84 | 0.0952 | -0.020 |
| 0.1300 | 0.2000 | 23 | 1,024 | 52.1% | 0.13 | 0.0788 | -0.017 | 28 | 3.10 | 4.55 | 3 | 71.1% | -0.88 | 0.0807 | -0.017 | |
| 0.1000 | 0.1300 | 29 | 58 | 51.7% | 0.10 | 0.0655 | -0.015 | 28.5 | 3.50 | 5.00 | 1 | 71.3% | -0.91 | 0.0680 | -0.015 | |
| 0.0700 | 0.1200 | 80 | 264 | 53.6% | 0.08 | 0.0540 | -0.012 | 29 | 3.85 | 5.70 | 25 | 78.4% | -0.93 | 0.0572 | -0.012 | |
| 0.0500 | 0.0600 | 327 | 15.8K | 55.2% | 0.05 | 0.0365 | -0.009 | 30 | 5.15 | 6.05 | 19 | 2,955 | 72.3% | -0.96 | 0.0417 | -0.010 |
| 0 | 0.0500 | 86 | 54.6% | 0.03 | 0.0249 | -0.007 | 31 | 6.00 | 7.70 | 103.8% | -0.98 | 0.0299 | -0.007 | |||
| 0 | 0.3600 | 35 | 88.3% | 0.02 | 0.0174 | -0.005 | 32 | 6.85 | 8.55 | 99.6% | -0.99 | 0.0171 | -0.005 | |||
| 0.0100 | 0.0300 | 13 | 2,950 | 61.7% | 0.02 | 0.0147 | -0.004 | 32.5 | 7.45 | 8.40 | 4 | -0.99 | 0.0120 | -0.004 | ||
| 0 | 0.1200 | 13 | 76.7% | 0.02 | 0.0124 | -0.004 | 33 | 7.95 | 9.60 | 114.8% | -1.00 | 0.0076 | -0.004 | |||
| 0 | 0.3500 | 5 | 102.2% | 0.01 | 0.0091 | -0.003 | 34 | 8.70 | 10.65 | 112.5% | -1.00 | 0.0027 | -0.004 | |||
| 0 | 0.0500 | 6,079 | 77.6% | 0.01 | 0.0068 | -0.002 | 35 | 9.90 | 11.80 | 25 | 137.2% | -1.00 | 0.0006 | -0.004 | ||
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 — Sep 18, 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