EWZ cadeia de opções iShares MSCI Brazil ETF
Cboe delayed options data · em 18:34 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 ±15.2% (32.30–43.92) · IV ATM 41.3% · P/C open interest 0.11
| 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 | |
| 17.95 | 18.60 | 5 | 1.00 | 0.0012 | 0.000 | 20 | 0 | 0.0300 | 539 | 57.1% | -0.00 | 0.0012 | -0.001 | |||
| 17.00 | 17.60 | 0.99 | 0.0017 | 0.000 | 21 | 0.0100 | 0.0300 | 1,176 | 55.0% | -0.01 | 0.0017 | -0.001 | ||||
| 16.00 | 16.65 | 47.3% | 0.99 | 0.0023 | 0.000 | 22 | 0.0100 | 0.0300 | 2,008 | 51.1% | -0.01 | 0.0023 | -0.001 | |||
| 15.00 | 15.65 | 32.2% | 0.99 | 0.0031 | 0.000 | 23 | 0.0100 | 0.0500 | 410 | 49.9% | -0.01 | 0.0031 | -0.002 | |||
| 14.05 | 14.65 | 42.4% | 0.99 | 0.0042 | 0.000 | 24 | 0.0200 | 0.0600 | 17 | 48.1% | -0.01 | 0.0042 | -0.002 | |||
| 13.05 | 13.70 | 2 | 42.7% | 0.98 | 0.0056 | 0.000 | 25 | 0.0500 | 0.0800 | 50 | 1,334 | 47.8% | -0.02 | 0.0057 | -0.003 | |
| 12.10 | 12.55 | 1 | 0.97 | 0.0075 | 0.000 | 26 | 0.0700 | 0.1000 | 1,826 | 46.0% | -0.03 | 0.0076 | -0.003 | |||
| 11.30 | 11.65 | 44.4% | 0.96 | 0.0099 | 0.000 | 27 | 0.1000 | 0.1300 | 27 | 2,790 | 44.6% | -0.04 | 0.0100 | -0.004 | ||
| 10.35 | 10.70 | 43.1% | 0.95 | 0.0129 | -0.001 | 28 | 0.1500 | 0.1900 | 10 | 61.6K | 44.1% | -0.05 | 0.0130 | -0.005 | ||
| 9.35 | 9.65 | 54 | 37.1% | 0.93 | 0.0167 | -0.002 | 29 | 0.2200 | 0.2600 | 977 | 43.5% | -0.07 | 0.0168 | -0.006 | ||
| 8.55 | 8.80 | 2 | 33 | 41.0% | 0.91 | 0.0211 | -0.004 | 30 | 0.3200 | 0.3500 | 60 | 10.6K | 42.9% | -0.09 | 0.0213 | -0.007 |
| 7.60 | 7.90 | 8 | 278 | 39.0% | 0.88 | 0.0260 | -0.006 | 31 | 0.4400 | 0.4800 | 71 | 6,874 | 42.4% | -0.12 | 0.0263 | -0.009 |
| 6.80 | 7.10 | 2,041 | 40.0% | 0.85 | 0.0312 | -0.008 | 32 | 0.6100 | 0.6300 | 3,183 | 7,505 | 41.9% | -0.15 | 0.0316 | -0.011 | |
| 6.05 | 6.30 | 1,616 | 40.2% | 0.81 | 0.0364 | -0.010 | 33 | 0.8200 | 0.8400 | 4 | 6,616 | 41.7% | -0.19 | 0.0369 | -0.012 | |
| 5.35 | 5.60 | 40 | 27.0K | 40.9% | 0.77 | 0.0414 | -0.012 | 34 | 1.08 | 1.11 | 88 | 44.8K | 41.7% | -0.23 | 0.0420 | -0.014 |
| 4.70 | 4.90 | 17 | 25.1K | 40.9% | 0.72 | 0.0458 | -0.014 | 35 | 1.39 | 1.43 | 53 | 54.6K | 41.6% | -0.28 | 0.0466 | -0.015 |
| 4.10 | 4.25 | 403 | 9,425 | 40.9% | 0.67 | 0.0495 | -0.015 | 36 | 1.76 | 1.79 | 546 | 8,093 | 41.4% | -0.33 | 0.0504 | -0.017 |
| 3.60 | 3.65 | 13 | 47.4K | 41.1% | 0.62 | 0.0522 | -0.016 | 37 | 2.19 | 2.20 | 710 | 10.4K | 41.3% | -0.39 | 0.0533 | -0.017 |
| 3.10 | 3.15 | 317 | 64.3K | 41.3% | 0.56 | 0.0540 | -0.017 | 38 | 2.67 | 2.70 | 181 | 2,145 | 41.3% | -0.44 | 0.0553 | -0.018 |
| 2.65 | 2.69 | 97 | 40.6K | 41.3% | 0.51 | 0.0547 | -0.018 | 39 | 3.20 | 3.25 | 20 | 802 | 41.3% | -0.50 | 0.0562 | -0.018 |
| 2.25 | 2.26 | 17.3K | 112.7K | 41.2% | 0.46 | 0.0544 | -0.018 | 40 | 3.80 | 3.85 | 66 | 10.9K | 41.4% | -0.55 | 0.0561 | -0.018 |
| 1.88 | 1.92 | 6,851 | 215.3K | 41.2% | 0.41 | 0.0532 | -0.017 | 41 | 4.40 | 4.65 | 52 | 1,920 | 42.2% | -0.60 | 0.0552 | -0.017 |
| 1.57 | 1.62 | 665 | 106.0K | 41.2% | 0.36 | 0.0513 | -0.017 | 42 | 5.00 | 5.35 | 451 | 41.5% | -0.65 | 0.0535 | -0.016 | |
| 1.33 | 1.35 | 5,193 | 636.6K | 41.4% | 0.31 | 0.0486 | -0.016 | 43 | 5.85 | 6.05 | 457 | 42.2% | -0.70 | 0.0511 | -0.015 | |
| 1.09 | 1.13 | 13.4K | 31.9K | 41.4% | 0.27 | 0.0456 | -0.015 | 44 | 6.65 | 6.95 | 5 | 43.5% | -0.74 | 0.0482 | -0.014 | |
| 0.9000 | 0.9200 | 17.5K | 742.4K | 41.3% | 0.24 | 0.0422 | -0.014 | 45 | 7.45 | 7.70 | 19 | 43.0% | -0.78 | 0.0451 | -0.012 | |
| 0.7400 | 0.7700 | 38 | 89.6K | 41.4% | 0.20 | 0.0386 | -0.013 | 46 | 8.25 | 8.45 | 41.6% | -0.82 | 0.0417 | -0.011 | ||
| 0.6000 | 0.6300 | 400 | 18.9K | 41.4% | 0.17 | 0.0349 | -0.011 | 47 | 9.15 | 9.45 | 43.5% | -0.85 | 0.0383 | -0.009 | ||
| 0.4900 | 0.5200 | 3 | 4,919 | 41.5% | 0.15 | 0.0312 | -0.010 | 48 | 10.05 | 10.30 | 43.1% | -0.88 | 0.0348 | -0.008 | ||
| 0.3900 | 0.4300 | 260 | 881 | 41.6% | 0.12 | 0.0277 | -0.009 | 49 | 10.85 | 11.30 | 42.8% | -0.91 | 0.0314 | -0.006 | ||
| 0.3200 | 0.3400 | 2,115 | 17.5K | 41.5% | 0.10 | 0.0244 | -0.008 | 50 | 11.85 | 12.35 | 46.1% | -0.93 | 0.0276 | -0.005 | ||
| 0.2500 | 0.2900 | 195 | 41.7% | 0.09 | 0.0213 | -0.007 | 51 | 12.20 | 14.90 | 60.3% | -0.95 | 0.0236 | -0.003 | |||
| 0.1900 | 0.2300 | 1,660 | 41.5% | 0.07 | 0.0185 | -0.006 | 52 | 12.10 | 16.00 | 49.0% | -0.97 | 0.0265 | -0.001 | |||
| 0.1500 | 0.1900 | 58 | 41.6% | 0.06 | 0.0160 | -0.005 | 53 | 12.95 | 17.00 | 48.0% | -0.98 | 0.0248 | -0.000 | |||
| 0.1100 | 0.1500 | 89 | 41.3% | 0.05 | 0.0138 | -0.005 | 54 | 13.95 | 18.00 | 50.1% | -0.99 | 0.0096 | -0.008 | |||
| 0.0800 | 0.1300 | 2,504 | 41.5% | 0.04 | 0.0118 | -0.004 | 55 | 15.25 | 19.00 | 58.3% | -1.00 | 0.0000 | -0.011 | |||
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.
callsputs