EFA cadeia de opções iShares MSCI EAFE ETF
Cboe delayed options data · em 12:34 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 ±2.6% (104.28–109.84) · IV ATM 12.8% · P/C open interest 0.42
| 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 | |
| 40.00 | 44.35 | 1.00 | 0.0003 | 0.000 | 65 | 0 | 4.20 | 132.9% | -0.00 | 0.0003 | -0.002 | |||||
| 35.00 | 39.35 | 1.00 | 0.0004 | 0.000 | 70 | 0 | 3.75 | 114.7% | -0.00 | 0.0004 | -0.002 | |||||
| 30.00 | 34.40 | 1.00 | 0.0007 | 0.000 | 75 | 0 | 2.49 | 2 | 108.6% | -0.00 | 0.0007 | -0.003 | ||||
| 25.00 | 29.60 | 0.99 | 0.0012 | -0.001 | 80 | 0 | 3.50 | 9 | 84.9% | -0.01 | 0.0012 | -0.004 | ||||
| 20.00 | 24.60 | 0.99 | 0.0022 | -0.003 | 85 | 0 | 0.3100 | 1 | 50.6% | -0.01 | 0.0022 | -0.005 | ||||
| 15.00 | 19.25 | 0.98 | 0.0045 | -0.006 | 90 | 0 | 0.7300 | 47.7% | -0.02 | 0.0045 | -0.007 | |||||
| 10.00 | 14.25 | 0.97 | 0.0101 | -0.010 | 95 | 0 | 0.1900 | 27.0% | -0.03 | 0.0102 | -0.011 | |||||
| 9.90 | 13.85 | 32.7% | 0.96 | 0.0122 | -0.011 | 96 | 0 | 0.5800 | 31.7% | -0.04 | 0.0122 | -0.012 | ||||
| 8.15 | 12.40 | 0.95 | 0.0147 | -0.012 | 97 | 0 | 0.5200 | 923 | 28.6% | -0.05 | 0.0148 | -0.013 | ||||
| 7.00 | 10.85 | 18.8% | 0.94 | 0.0178 | -0.014 | 98 | 0.0200 | 0.2300 | 401 | 22.4% | -0.06 | 0.0180 | -0.015 | |||
| 6.95 | 10.80 | 0.93 | 0.0219 | -0.015 | 99 | 0 | 1.58 | 2 | 33.8% | -0.07 | 0.0220 | -0.016 | ||||
| 5.00 | 8.90 | 0.92 | 0.0270 | -0.017 | 100 | 0 | 0.3400 | 298 | 19.6% | -0.08 | 0.0273 | -0.018 | ||||
| 4.00 | 8.60 | 11.0% | 0.90 | 0.0336 | -0.019 | 101 | 0 | 1.28 | 2 | 26.0% | -0.10 | 0.0340 | -0.020 | |||
| 3.00 | 7.65 | 12.2% | 0.87 | 0.0422 | -0.021 | 102 | 0.0600 | 1.71 | 26.6% | -0.13 | 0.0426 | -0.022 | ||||
| 3.65 | 6.50 | 15.1% | 0.86 | 0.0473 | -0.022 | 102.5 | 0.1700 | 0.6200 | 18.3% | -0.14 | 0.0479 | -0.023 | ||||
| 3.20 | 5.90 | 13.4% | 0.84 | 0.0531 | -0.023 | 103 | 0 | 0.5700 | 84 | 15.2% | -0.16 | 0.0538 | -0.024 | |||
| 2.79 | 5.65 | 15.1% | 0.82 | 0.0596 | -0.024 | 103.5 | 0.1300 | 2.43 | 25 | 26.5% | -0.18 | 0.0604 | -0.025 | |||
| 1.97 | 5.05 | 13.3% | 0.80 | 0.0668 | -0.025 | 104 | 0 | 1.38 | 78 | 18.4% | -0.21 | 0.0678 | -0.026 | |||
| 1.96 | 4.70 | 13.9% | 0.77 | 0.0747 | -0.027 | 104.5 | 0 | 1.95 | 26 | 19.8% | -0.24 | 0.0760 | -0.027 | |||
| 1.56 | 4.30 | 21 | 13.6% | 0.73 | 0.0832 | -0.028 | 105 | 0.4000 | 1.00 | 113 | 15.2% | -0.27 | 0.0847 | -0.028 | ||
| 1.32 | 3.90 | 1 | 14.0% | 0.70 | 0.0920 | -0.029 | 105.5 | 0.3200 | 1.55 | 89 | 16.0% | -0.31 | 0.0938 | -0.029 | ||
| 1.45 | 2.70 | 1 | 11.9% | 0.65 | 0.1007 | -0.029 | 106 | 0.5600 | 1.81 | 7 | 46 | 16.7% | -0.35 | 0.1029 | -0.030 | |
| 1.15 | 2.17 | 1 | 10.9% | 0.60 | 0.1086 | -0.030 | 106.5 | 0.1200 | 1.63 | 1 | 11.7% | -0.40 | 0.1113 | -0.030 | ||
| 0.8700 | 1.93 | 3 | 11.2% | 0.55 | 0.1148 | -0.030 | 107 | 0.9200 | 1.85 | 23 | 14.4% | -0.46 | 0.1181 | -0.030 | ||
| 0.7400 | 1.67 | 17 | 11.8% | 0.49 | 0.1184 | -0.029 | 107.5 | 0.7500 | 3.75 | 986 | 20.2% | -0.52 | 0.1223 | -0.030 | ||
| 0 | 2.07 | 28 | 201 | 12.3% | 0.43 | 0.1187 | -0.028 | 108 | 1.35 | 2.47 | 41 | 14.4% | -0.58 | 0.1232 | -0.029 | |
| 0 | 1.07 | 54 | 653 | 9.2% | 0.37 | 0.1153 | -0.027 | 108.5 | 1.24 | 2.79 | 134 | 12.5% | -0.64 | 0.1205 | -0.028 | |
| 0.0100 | 0.8900 | 7 | 181 | 9.9% | 0.32 | 0.1088 | -0.025 | 109 | 1.89 | 3.80 | 350 | 17.5% | -0.70 | 0.1143 | -0.026 | |
| 0.0500 | 2.31 | 5 | 19.1% | 0.27 | 0.0998 | -0.024 | 109.5 | 1.41 | 4.35 | 16 | 14.3% | -0.75 | 0.1055 | -0.025 | ||
| 0 | 0.6400 | 9 | 11.1% | 0.22 | 0.0897 | -0.022 | 110 | 1.81 | 4.75 | 2 | 14.6% | -0.80 | 0.0952 | -0.023 | ||
| 0.0200 | 0.2600 | 10 | 1,060 | 10.4% | 0.16 | 0.0693 | -0.018 | 111 | 2.72 | 5.45 | 14.6% | -0.87 | 0.0766 | -0.019 | ||
| 0 | 0.2100 | 3,255 | 11.6% | 0.11 | 0.0519 | -0.015 | 112 | 2.95 | 7.50 | 19.1% | -0.92 | 0.0604 | -0.017 | |||
| 0 | 0.1600 | 7 | 12.7% | 0.08 | 0.0386 | -0.012 | 113 | 4.15 | 8.50 | 26.3% | -0.96 | 0.0512 | -0.015 | |||
| 0 | 0.3200 | 3,247 | 16.7% | 0.06 | 0.0288 | -0.010 | 114 | 4.70 | 9.50 | 23.8% | -0.98 | 0.0338 | -0.013 | |||
| 0 | 0.3000 | 2 | 18.3% | 0.04 | 0.0217 | -0.008 | 115 | 5.95 | 10.50 | 26.0% | -0.99 | 0.0173 | -0.008 | |||
| 0 | 0.3000 | 20.0% | 0.03 | 0.0165 | -0.007 | 116 | 6.60 | 11.45 | 25.8% | -1.00 | 0.0044 | -0.008 | ||||
| 0 | 0.0900 | 17.4% | 0.03 | 0.0127 | -0.006 | 117 | 8.15 | 12.50 | 35.8% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1100 | 19.4% | 0.02 | 0.0099 | -0.005 | 118 | 8.90 | 13.50 | 29.7% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1100 | 20.9% | 0.02 | 0.0078 | -0.004 | 119 | 9.90 | 14.50 | 30.4% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1100 | 22.3% | 0.01 | 0.0062 | -0.004 | 120 | 10.60 | 15.25 | 32.2% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.2900 | 28.0% | 0.01 | 0.0050 | -0.003 | 121 | 11.90 | 16.50 | 34.0% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1100 | 25.0% | 0.01 | 0.0040 | -0.003 | 122 | 12.90 | 17.50 | 39.9% | -1.00 | 0.0000 | -0.008 | ||||
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 25, 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