ENPH cadeia de opções Enphase Energy, Inc.
Cboe delayed options data · em 15:34 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 ±9.9% (32.07–39.08) · IV ATM 60.4% · P/C open interest 0.82
| 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 | |
| 14.60 | 16.25 | 1 | 71 | 0.99 | 0.0025 | 0.000 | 20 | 0 | 0.1400 | 505 | 143.7% | -0.01 | 0.0025 | -0.006 | ||
| 12.15 | 14.00 | 66 | 0.99 | 0.0043 | -0.001 | 22.5 | 0 | 0.1400 | 1,232 | 117.5% | -0.01 | 0.0043 | -0.008 | |||
| 10.00 | 11.05 | 1 | 135 | 0.98 | 0.0075 | -0.004 | 25 | 0 | 0.0700 | 2,083 | 84.0% | -0.02 | 0.0075 | -0.010 | ||
| 5.75 | 7.60 | 45.6% | 0.95 | 0.0226 | -0.013 | 29 | 0.0200 | 0.1600 | 3 | 62.5% | -0.05 | 0.0227 | -0.016 | |||
| 5.05 | 6.20 | 1 | 205 | 0.92 | 0.0320 | -0.018 | 30 | 0.1300 | 0.2000 | 9 | 5,611 | 62.2% | -0.08 | 0.0322 | -0.021 | |
| 4.00 | 5.75 | 1 | 56.7% | 0.88 | 0.0445 | -0.026 | 31 | 0.2100 | 0.3500 | 3 | 195 | 61.7% | -0.12 | 0.0448 | -0.029 | |
| 3.30 | 4.85 | 16 | 59.1% | 0.83 | 0.0583 | -0.035 | 32 | 0.3600 | 0.5000 | 4 | 543 | 60.2% | -0.18 | 0.0587 | -0.037 | |
| 3.10 | 3.50 | 2 | 58.4% | 0.76 | 0.0714 | -0.044 | 33 | 0.5700 | 0.7500 | 2 | 78 | 59.6% | -0.25 | 0.0719 | -0.046 | |
| 2.81 | 3.10 | 58.6% | 0.72 | 0.0771 | -0.048 | 33.5 | 0.7300 | 0.9700 | 1 | 347 | 61.1% | -0.29 | 0.0775 | -0.049 | ||
| 2.44 | 2.78 | 4 | 58.0% | 0.67 | 0.0819 | -0.051 | 34 | 0.8500 | 1.08 | 36 | 267 | 58.8% | -0.33 | 0.0824 | -0.052 | |
| 2.22 | 2.47 | 12 | 11 | 59.4% | 0.63 | 0.0857 | -0.054 | 34.5 | 1.05 | 1.28 | 3 | 189 | 59.0% | -0.37 | 0.0862 | -0.055 |
| 1.87 | 2.20 | 231 | 2,139 | 58.4% | 0.59 | 0.0883 | -0.056 | 35 | 1.40 | 1.52 | 1 | 8,578 | 61.6% | -0.42 | 0.0889 | -0.057 |
| 1.72 | 1.95 | 38 | 60.4% | 0.54 | 0.0896 | -0.058 | 35.5 | 1.56 | 1.78 | 54 | 60.4% | -0.46 | 0.0902 | -0.058 | ||
| 1.48 | 1.74 | 18 | 14 | 60.7% | 0.50 | 0.0896 | -0.058 | 36 | 1.88 | 2.07 | 150 | 61.8% | -0.51 | 0.0903 | -0.059 | |
| 1.34 | 1.53 | 2 | 13 | 62.0% | 0.45 | 0.0885 | -0.058 | 36.5 | 2.22 | 2.40 | 69 | 63.4% | -0.55 | 0.0892 | -0.058 | |
| 1.04 | 1.33 | 11 | 146 | 59.9% | 0.41 | 0.0863 | -0.058 | 37 | 2.47 | 2.70 | 2 | 1,088 | 62.2% | -0.59 | 0.0871 | -0.058 |
| 1.03 | 1.17 | 4 | 98 | 62.9% | 0.37 | 0.0833 | -0.057 | 37.5 | 2.81 | 3.05 | 163 | 62.7% | -0.63 | 0.0840 | -0.056 | |
| 0.8900 | 1.03 | 2 | 836 | 63.5% | 0.34 | 0.0796 | -0.055 | 38 | 3.10 | 3.45 | 36 | 62.6% | -0.67 | 0.0804 | -0.054 | |
| 0.7400 | 0.9200 | 1 | 155 | 63.7% | 0.30 | 0.0754 | -0.053 | 38.5 | 3.45 | 3.85 | 4 | 36 | 63.0% | -0.70 | 0.0762 | -0.052 |
| 0.6400 | 0.8000 | 2 | 41 | 64.2% | 0.27 | 0.0709 | -0.051 | 39 | 3.90 | 4.20 | 19 | 63.8% | -0.73 | 0.0718 | -0.050 | |
| 0.5500 | 0.7000 | 22 | 64.7% | 0.24 | 0.0662 | -0.048 | 39.5 | 4.20 | 4.95 | 1 | 5 | 69.5% | -0.76 | 0.0671 | -0.047 | |
| 0.4800 | 0.6100 | 37 | 3,186 | 65.4% | 0.22 | 0.0615 | -0.045 | 40 | 4.75 | 5.05 | 14 | 4,744 | 66.0% | -0.79 | 0.0624 | -0.044 |
| 0.4100 | 0.5500 | 9 | 66.3% | 0.19 | 0.0569 | -0.042 | 40.5 | 4.65 | 6.15 | 1 | 70.1% | -0.81 | 0.0577 | -0.041 | ||
| 0.3500 | 0.4800 | 93 | 66.8% | 0.17 | 0.0523 | -0.040 | 41 | 5.05 | 6.60 | 1 | 70.2% | -0.84 | 0.0531 | -0.038 | ||
| 0.2400 | 0.4800 | 11 | 67.3% | 0.15 | 0.0480 | -0.037 | 41.5 | 5.95 | 6.80 | 76.7% | -0.86 | 0.0487 | -0.035 | |||
| 0.2300 | 0.3500 | 2 | 162 | 66.4% | 0.13 | 0.0438 | -0.034 | 42 | 5.95 | 7.60 | 1 | 74.8% | -0.87 | 0.0445 | -0.032 | |
| 0.2100 | 0.3400 | 25 | 61 | 68.7% | 0.12 | 0.0400 | -0.032 | 42.5 | 6.70 | 7.90 | 10 | 79.8% | -0.89 | 0.0406 | -0.029 | |
| 0.1800 | 0.3000 | 29 | 255 | 69.3% | 0.11 | 0.0364 | -0.030 | 43 | 6.75 | 8.55 | 1 | 73.6% | -0.90 | 0.0369 | -0.026 | |
| 0.0700 | 0.3400 | 13 | 69.6% | 0.10 | 0.0332 | -0.028 | 43.5 | 7.25 | 9.00 | 1 | 74.9% | -0.91 | 0.0336 | -0.024 | ||
| 0.0500 | 0.3100 | 19 | 70.3% | 0.09 | 0.0302 | -0.026 | 44 | 7.70 | 9.45 | 73.8% | -0.92 | 0.0307 | -0.022 | |||
| 0.0300 | 0.2900 | 3 | 71.2% | 0.08 | 0.0276 | -0.024 | 44.5 | 8.15 | 9.95 | 4 | 74.4% | -0.93 | 0.0283 | -0.020 | ||
| 0.0800 | 0.2200 | 37 | 3,661 | 72.9% | 0.07 | 0.0252 | -0.022 | 45 | 9.20 | 9.85 | 4 | 2,004 | 74.7% | -0.94 | 0.0260 | -0.018 |
| 0.0100 | 0.2500 | 6 | 75.8% | 0.06 | 0.0212 | -0.020 | 46 | 9.65 | 11.45 | 6 | 82.6% | -0.95 | 0.0225 | -0.015 | ||
| 0.0100 | 0.2300 | 19 | 79.5% | 0.05 | 0.0179 | -0.018 | 47 | 10.60 | 12.40 | 1 | 82.0% | -0.96 | 0.0201 | -0.013 | ||
| 0 | 0.2200 | 49 | 82.8% | 0.04 | 0.0153 | -0.016 | 48 | 11.80 | 13.45 | 10 | 100.3% | -0.97 | 0.0179 | -0.011 | ||
| 0 | 0.2200 | 42 | 87.3% | 0.04 | 0.0132 | -0.015 | 49 | 12.55 | 14.45 | 91.6% | -0.97 | 0.0158 | -0.010 | |||
| 0.0500 | 0.1400 | 7 | 4,691 | 89.3% | 0.03 | 0.0115 | -0.013 | 50 | 14.20 | 15.00 | 3,087 | 107.9% | -0.98 | 0.0140 | -0.010 | |
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