EBAY cadeia de opções eBay Inc.

Expiração Cboe delayed options data · em 18:36 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 ±9.2% (109.77–132.02) · IV ATM 38.9% · P/C open interest 0.36

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
54.10	56.90				1.00	0.0001	0.000	65	0	0.3000			98.6%	-0.00	0.0001	-0.001
49.25	52.15				1.00	0.0002	0.000	70	0	0.1600		10	80.7%	-0.00	0.0002	-0.001
44.30	47.15				1.00	0.0004	0.000	75	0	0.1100		5	68.2%	-0.00	0.0004	-0.002
39.20	42.00				0.99	0.0007	0.000	80	0	0.1400		10	61.7%	-0.01	0.0007	-0.004
34.25	37.15		1		0.99	0.0014	-0.003	85	0	0.1900		38	55.9%	-0.01	0.0014	-0.008
29.30	32.25		3		0.98	0.0027	-0.010	90	0.0400	0.2500		88	51.1%	-0.02	0.0027	-0.013
24.45	26.90	2	6		0.96	0.0048	-0.019	95	0.2400	0.4300	1	237	50.1%	-0.04	0.0049	-0.022
19.75	22.15		145		0.93	0.0082	-0.032	100	0.3700	0.6600	2	1,437	45.6%	-0.07	0.0082	-0.035
15.25	17.95		88	35.2%	0.87	0.0128	-0.049	105	0.9500	1.30	6	361	45.6%	-0.13	0.0129	-0.051
11.90	14.45			35.8%	0.81	0.0173	-0.063	109	1.47	1.81			42.8%	-0.19	0.0173	-0.065
11.55	13.60		285	38.1%	0.79	0.0184	-0.066	110	1.74	1.92	3	360	42.4%	-0.21	0.0184	-0.068
10.80	13.10			39.6%	0.77	0.0195	-0.070	111	1.91	2.26			42.4%	-0.23	0.0196	-0.071
10.05	12.50			40.2%	0.75	0.0206	-0.073	112	2.15	2.51			42.2%	-0.25	0.0207	-0.074
10.05	11.35			41.3%	0.73	0.0217	-0.076	113	2.48	2.79			42.2%	-0.27	0.0218	-0.077
9.70	10.45			41.8%	0.71	0.0227	-0.079	114	2.74	3.15			42.1%	-0.29	0.0228	-0.080
8.60	9.70		492	39.6%	0.69	0.0236	-0.081	115	3.05	3.35	1	116	41.4%	-0.31	0.0238	-0.083
7.70	9.30			39.5%	0.66	0.0245	-0.084	116	3.40	3.85			41.8%	-0.34	0.0247	-0.085
7.70	8.55			41.2%	0.64	0.0253	-0.086	117	3.75	4.20			41.5%	-0.36	0.0255	-0.087
6.35	7.95			38.3%	0.61	0.0260	-0.087	118	3.90	4.65			40.6%	-0.39	0.0262	-0.088
5.95	7.30			38.5%	0.58	0.0265	-0.088	119	4.55	5.00			40.9%	-0.42	0.0268	-0.089
6.40	6.65	22	3,806	41.5%	0.56	0.0270	-0.089	120	5.00	5.30	142	95	40.2%	-0.44	0.0272	-0.090
4.80	6.30			38.1%	0.53	0.0273	-0.089	121	5.20	5.95			39.6%	-0.47	0.0275	-0.090
5.00	5.65	3		39.8%	0.50	0.0275	-0.089	122	5.85	6.45			39.9%	-0.50	0.0277	-0.090
4.45	5.25			39.6%	0.47	0.0275	-0.089	123	6.50	7.10			40.6%	-0.53	0.0278	-0.090
3.60	4.70			37.5%	0.45	0.0274	-0.088	124	6.70	7.60			38.9%	-0.55	0.0277	-0.089
4.00	4.35	4	266	40.4%	0.42	0.0272	-0.087	125	7.60	7.95		22	39.0%	-0.58	0.0275	-0.087
3.25	3.95			38.9%	0.39	0.0268	-0.085	126	8.15	8.85			39.6%	-0.61	0.0272	-0.086
2.86	3.60			38.6%	0.37	0.0264	-0.083	127	8.65	9.45			38.7%	-0.63	0.0267	-0.084
2.46	3.30			38.3%	0.34	0.0258	-0.081	128	9.65	11.15			43.7%	-0.66	0.0262	-0.082
2.41	2.93	1		38.9%	0.32	0.0251	-0.079	129	10.05	11.30			40.4%	-0.68	0.0255	-0.079
2.36	2.64	11	1,160	39.6%	0.30	0.0243	-0.076	130	10.85	11.80		16	39.8%	-0.71	0.0247	-0.076
1.80	2.42			38.4%	0.27	0.0234	-0.073	131	11.25	13.40			41.8%	-0.73	0.0239	-0.073
1.62	2.19	1		38.6%	0.25	0.0225	-0.070	132	11.90	14.35			42.1%	-0.75	0.0230	-0.070
1.46	1.94			38.5%	0.23	0.0215	-0.067	133	12.75	15.15			42.5%	-0.77	0.0220	-0.067
1.26	1.73	11		38.3%	0.21	0.0205	-0.063	134	13.90	16.45			46.3%	-0.79	0.0210	-0.064
1.31	1.55	9	1,334	39.3%	0.20	0.0194	-0.060	135	14.45	17.30			45.4%	-0.81	0.0200	-0.060
1.00	1.42			38.6%	0.18	0.0184	-0.057	136	15.60	18.15			47.2%	-0.83	0.0190	-0.057
0.6200	0.9200		55	39.0%	0.12	0.0142	-0.044	140	18.95	21.50			46.9%	-0.89	0.0149	-0.044
0.3000	0.4900	2	8	39.0%	0.07	0.0096	-0.030	145	23.55	26.40			51.0%	-0.94	0.0104	-0.030
0.1100	0.3200	2	10	39.6%	0.04	0.0062	-0.019	150	28.40	31.25			55.3%	-0.97	0.0072	-0.019
0.0100	0.2200		13	40.2%	0.02	0.0039	-0.012	155	33.50	36.25			62.2%	-0.99	0.0038	-0.011
0	0.1600		4	42.2%	0.01	0.0024	-0.008	160	38.30	41.25			66.2%	-1.00	0.0002	-0.009

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.

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EBAY cadeia de opções eBay Inc.

Sorriso de volatilidade — Nov 20, 2026

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