DOCU cadeia de opções DocuSign, Inc.
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 ±45.7% (40.93–109.78) · IV ATM 52.2% · P/C open interest 0.67
| 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 | |
| 39.05 | 42.00 | 165 | 58.8% | 0.92 | 0.0031 | -0.004 | 40 | 2.36 | 2.92 | 176 | 59.3% | -0.09 | 0.0032 | -0.008 | ||
| 37.15 | 39.90 | 28 | 57.1% | 0.91 | 0.0035 | -0.005 | 42.5 | 2.85 | 3.45 | 2,239 | 58.7% | -0.10 | 0.0036 | -0.009 | ||
| 34.50 | 38.10 | 60 | 53.9% | 0.89 | 0.0039 | -0.006 | 45 | 3.35 | 4.00 | 127 | 57.9% | -0.12 | 0.0040 | -0.010 | ||
| 33.00 | 36.40 | 45 | 54.6% | 0.88 | 0.0043 | -0.007 | 47.5 | 3.95 | 4.70 | 15 | 57.5% | -0.13 | 0.0045 | -0.011 | ||
| 31.15 | 34.70 | 69 | 53.8% | 0.86 | 0.0047 | -0.008 | 50 | 4.55 | 5.35 | 106 | 56.7% | -0.15 | 0.0050 | -0.012 | ||
| 29.50 | 33.20 | 13 | 53.8% | 0.84 | 0.0051 | -0.009 | 52.5 | 5.35 | 6.10 | 10 | 56.3% | -0.17 | 0.0054 | -0.013 | ||
| 28.90 | 30.80 | 91 | 53.9% | 0.82 | 0.0055 | -0.010 | 55 | 6.15 | 6.90 | 51 | 55.9% | -0.19 | 0.0059 | -0.013 | ||
| 26.50 | 29.30 | 246 | 51.7% | 0.81 | 0.0060 | -0.011 | 57.5 | 6.90 | 7.85 | 28 | 55.4% | -0.21 | 0.0063 | -0.014 | ||
| 25.95 | 28.55 | 94 | 54.8% | 0.79 | 0.0063 | -0.012 | 60 | 7.90 | 8.75 | 215 | 55.0% | -0.23 | 0.0068 | -0.015 | ||
| 24.70 | 27.00 | 23 | 54.4% | 0.77 | 0.0067 | -0.012 | 62.5 | 8.80 | 9.80 | 70 | 54.6% | -0.25 | 0.0072 | -0.015 | ||
| 22.25 | 24.95 | 170 | 50.7% | 0.75 | 0.0071 | -0.013 | 65 | 9.90 | 10.85 | 46 | 54.3% | -0.27 | 0.0076 | -0.016 | ||
| 21.65 | 24.10 | 191 | 52.5% | 0.73 | 0.0074 | -0.014 | 67.5 | 10.95 | 12.00 | 29 | 53.9% | -0.29 | 0.0080 | -0.017 | ||
| 21.05 | 22.15 | 154 | 52.0% | 0.71 | 0.0077 | -0.015 | 70 | 11.95 | 13.15 | 1 | 331 | 53.3% | -0.31 | 0.0084 | -0.017 | |
| 19.70 | 21.90 | 25 | 53.0% | 0.69 | 0.0080 | -0.015 | 72.5 | 13.35 | 14.40 | 28 | 53.3% | -0.34 | 0.0088 | -0.018 | ||
| 18.65 | 20.00 | 215 | 51.6% | 0.66 | 0.0082 | -0.015 | 75 | 14.70 | 15.50 | 1 | 85 | 52.8% | -0.36 | 0.0091 | -0.018 | |
| 17.55 | 18.80 | 2,343 | 51.1% | 0.64 | 0.0085 | -0.016 | 77.5 | 16.00 | 17.10 | 2,229 | 52.8% | -0.38 | 0.0094 | -0.018 | ||
| 16.80 | 18.10 | 63 | 51.8% | 0.62 | 0.0087 | -0.016 | 80 | 17.05 | 18.50 | 1,919 | 52.0% | -0.41 | 0.0097 | -0.018 | ||
| 15.60 | 17.10 | 35 | 51.1% | 0.60 | 0.0088 | -0.017 | 82.5 | 18.40 | 19.95 | 17 | 51.6% | -0.43 | 0.0100 | -0.019 | ||
| 14.70 | 16.40 | 308 | 51.3% | 0.58 | 0.0090 | -0.017 | 85 | 19.95 | 21.55 | 896 | 51.5% | -0.45 | 0.0102 | -0.019 | ||
| 13.85 | 15.65 | 1,049 | 51.3% | 0.56 | 0.0091 | -0.017 | 87.5 | 21.45 | 23.15 | 70 | 51.2% | -0.48 | 0.0105 | -0.019 | ||
| 13.05 | 14.30 | 83 | 50.3% | 0.54 | 0.0092 | -0.017 | 90 | 23.00 | 24.80 | 116 | 51.0% | -0.50 | 0.0107 | -0.019 | ||
| 12.25 | 13.60 | 207 | 50.2% | 0.52 | 0.0093 | -0.017 | 92.5 | 24.70 | 26.50 | 1 | 50.8% | -0.52 | 0.0109 | -0.019 | ||
| 11.55 | 12.80 | 65 | 50.0% | 0.50 | 0.0093 | -0.017 | 95 | 26.40 | 28.20 | 63 | 50.6% | -0.55 | 0.0110 | -0.019 | ||
| 10.15 | 11.45 | 324 | 49.7% | 0.46 | 0.0094 | -0.017 | 100 | 29.60 | 31.85 | 1 | 49.7% | -0.59 | 0.0113 | -0.019 | ||
| 8.95 | 10.25 | 102 | 49.5% | 0.43 | 0.0093 | -0.017 | 105 | 33.55 | 35.65 | 32 | 49.8% | -0.64 | 0.0115 | -0.018 | ||
| 8.40 | 8.90 | 5 | 5,561 | 49.6% | 0.39 | 0.0092 | -0.017 | 110 | 37.80 | 39.25 | 10 | 49.5% | -0.68 | 0.0116 | -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 — Jan 21, 2028
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.