DVN cadeia de opções Devon Energy Corporation
Cboe delayed options data · em 03:34 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 ±3.9% (47.12–50.95) · IV ATM 31.1% · P/C open interest 0.53
| 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 | |
| 18.25 | 19.70 | 1.00 | 0.0010 | -0.001 | 30 | 0 | 0.4300 | 186.8% | -0.00 | 0.0010 | -0.004 | |||||
| 15.25 | 16.50 | 1.00 | 0.0017 | -0.003 | 33 | 0 | 0.4300 | 155.8% | -0.00 | 0.0017 | -0.005 | |||||
| 14.25 | 15.60 | 0.99 | 0.0021 | -0.003 | 34 | 0 | 0.4300 | 145.9% | -0.01 | 0.0021 | -0.005 | |||||
| 13.25 | 14.50 | 0.99 | 0.0026 | -0.004 | 35 | 0 | 0.4300 | 136.3% | -0.01 | 0.0026 | -0.006 | |||||
| 12.25 | 13.50 | 0.99 | 0.0032 | -0.004 | 36 | 0 | 0.4300 | 20 | 126.9% | -0.01 | 0.0032 | -0.006 | ||||
| 11.25 | 12.50 | 0.99 | 0.0039 | -0.005 | 37 | 0.0100 | 0.1500 | 2 | 195 | 97.0% | -0.01 | 0.0039 | -0.007 | |||
| 10.05 | 11.40 | 0.99 | 0.0049 | -0.006 | 38 | 0 | 0.4300 | 3 | 108.6% | -0.01 | 0.0049 | -0.007 | ||||
| 9.05 | 10.60 | 0.99 | 0.0062 | -0.007 | 39 | 0 | 0.4400 | 17 | 100.2% | -0.01 | 0.0062 | -0.008 | ||||
| 8.20 | 9.45 | 2 | 0.99 | 0.0079 | -0.007 | 40 | 0 | 0.4400 | 27 | 91.4% | -0.01 | 0.0079 | -0.009 | |||
| 7.20 | 8.45 | 18 | 0.98 | 0.0102 | -0.008 | 41 | 0 | 0.3000 | 20 | 75.5% | -0.02 | 0.0102 | -0.009 | |||
| 6.25 | 7.45 | 5 | 0.98 | 0.0135 | -0.009 | 42 | 0 | 0.2000 | 5 | 175 | 61.7% | -0.02 | 0.0136 | -0.010 | ||
| 5.95 | 6.50 | 53 | 59.7% | 0.97 | 0.0185 | -0.010 | 43 | 0 | 0.0500 | 97 | 41.9% | -0.03 | 0.0186 | -0.011 | ||
| 4.50 | 5.95 | 1 | 0.97 | 0.0221 | -0.011 | 43.5 | 0 | 0.2000 | 3 | 13 | 50.3% | -0.03 | 0.0222 | -0.012 | ||
| 5.00 | 5.45 | 1 | 194 | 51.4% | 0.96 | 0.0270 | -0.012 | 44 | 0 | 0.0700 | 4 | 44 | 37.7% | -0.04 | 0.0271 | -0.013 |
| 3.50 | 5.05 | 3 | 0.95 | 0.0336 | -0.014 | 44.5 | 0.0100 | 0.0800 | 6 | 17 | 36.1% | -0.05 | 0.0337 | -0.015 | ||
| 4.00 | 4.40 | 131 | 195 | 41.1% | 0.94 | 0.0427 | -0.017 | 45 | 0.0500 | 0.0800 | 61 | 187 | 35.2% | -0.06 | 0.0429 | -0.017 |
| 3.35 | 4.00 | 3 | 35.0% | 0.92 | 0.0550 | -0.021 | 45.5 | 0.0100 | 0.1800 | 20 | 34.5% | -0.08 | 0.0552 | -0.021 | ||
| 2.90 | 3.50 | 1 | 498 | 33.0% | 0.89 | 0.0705 | -0.025 | 46 | 0.0700 | 0.1800 | 8 | 152 | 33.0% | -0.11 | 0.0709 | -0.026 |
| 2.59 | 3.05 | 14 | 35.9% | 0.86 | 0.0889 | -0.031 | 46.5 | 0.1600 | 0.2000 | 12 | 7 | 32.3% | -0.14 | 0.0894 | -0.031 | |
| 2.12 | 2.70 | 4 | 123 | 35.4% | 0.81 | 0.1091 | -0.037 | 47 | 0.2200 | 0.3200 | 141 | 284 | 32.4% | -0.19 | 0.1099 | -0.038 |
| 1.83 | 2.13 | 13 | 50 | 33.1% | 0.75 | 0.1294 | -0.043 | 47.5 | 0.3100 | 0.4900 | 12 | 49 | 32.9% | -0.25 | 0.1303 | -0.044 |
| 1.48 | 1.76 | 76 | 520 | 32.5% | 0.68 | 0.1472 | -0.049 | 48 | 0.4200 | 0.5700 | 22 | 11 | 30.7% | -0.32 | 0.1483 | -0.049 |
| 1.20 | 1.49 | 18 | 72 | 33.7% | 0.60 | 0.1601 | -0.052 | 48.5 | 0.6100 | 0.7400 | 1 | 3 | 30.5% | -0.40 | 0.1613 | -0.053 |
| 0.9300 | 1.09 | 28 | 163 | 31.6% | 0.52 | 0.1660 | -0.054 | 49 | 0.8400 | 0.9700 | 26 | 5 | 30.5% | -0.48 | 0.1673 | -0.054 |
| 0.6200 | 0.8600 | 196 | 8 | 30.3% | 0.44 | 0.1644 | -0.054 | 49.5 | 1.10 | 1.26 | 4 | 30.7% | -0.56 | 0.1656 | -0.054 | |
| 0.4500 | 0.6500 | 126 | 375 | 30.3% | 0.36 | 0.1557 | -0.051 | 50 | 1.41 | 1.69 | 71 | 32.7% | -0.64 | 0.1568 | -0.051 | |
| 0.3100 | 0.3500 | 180 | 250 | 32.3% | 0.23 | 0.1240 | -0.041 | 51 | 2.08 | 2.42 | 43 | 31.8% | -0.78 | 0.1250 | -0.041 | |
| 0.1100 | 0.2000 | 17 | 102 | 31.8% | 0.13 | 0.0864 | -0.029 | 52 | 2.83 | 3.45 | 7 | 34.7% | -0.87 | 0.0886 | -0.029 | |
| 0.0300 | 0.1100 | 6 | 58 | 32.0% | 0.08 | 0.0571 | -0.021 | 53 | 3.70 | 4.85 | 26 | 49.7% | -0.93 | 0.0603 | -0.022 | |
| 0 | 0.1200 | 76 | 36.7% | 0.06 | 0.0387 | -0.017 | 54 | 4.60 | 5.95 | 57.3% | -0.95 | 0.0424 | -0.018 | |||
| 0 | 0.1000 | 9 | 40.8% | 0.04 | 0.0274 | -0.014 | 55 | 5.65 | 7.05 | 68.7% | -0.97 | 0.0307 | -0.015 | |||
| 0 | 0.4800 | 51 | 64.5% | 0.03 | 0.0203 | -0.012 | 56 | 6.65 | 7.70 | 64.5% | -0.98 | 0.0231 | -0.013 | |||
| 0 | 0.4600 | 69.9% | 0.02 | 0.0155 | -0.010 | 57 | 7.65 | 8.80 | 74.4% | -0.99 | 0.0172 | -0.010 | ||||
| 0 | 0.4500 | 3 | 75.3% | 0.02 | 0.0122 | -0.009 | 58 | 8.65 | 10.00 | 87.3% | -0.99 | 0.0128 | -0.009 | |||
| 0 | 0.0500 | 58.5% | 0.01 | 0.0080 | -0.007 | 60 | 10.55 | 12.00 | 95.8% | -0.99 | 0.0075 | -0.007 | ||||
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 11, 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.
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