FSLR cadeia de opções First Solar, Inc.
Cboe delayed options data · em 18:37 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 ±14.2% (146.34–194.74) · IV ATM 60.0% · P/C open interest 0.94
| 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 | |
| 49.95 | 52.90 | 8 | 65.0% | 0.97 | 0.0018 | -0.023 | 120 | 0.1900 | 0.5400 | 97 | 704 | 65.6% | -0.03 | 0.0018 | -0.029 | |
| 45.10 | 48.10 | 62.7% | 0.96 | 0.0026 | -0.034 | 125 | 0.2700 | 0.6200 | 113 | 61.3% | -0.04 | 0.0026 | -0.040 | |||
| 40.45 | 43.50 | 2 | 11 | 63.0% | 0.94 | 0.0036 | -0.049 | 130 | 0.5600 | 0.9600 | 6 | 179 | 61.3% | -0.06 | 0.0036 | -0.054 |
| 35.95 | 38.95 | 1 | 62.4% | 0.92 | 0.0048 | -0.067 | 135 | 1.06 | 1.37 | 38 | 213 | 61.1% | -0.08 | 0.0049 | -0.072 | |
| 32.05 | 34.35 | 12 | 62.8% | 0.89 | 0.0063 | -0.088 | 140 | 1.74 | 2.00 | 17 | 301 | 61.1% | -0.11 | 0.0063 | -0.092 | |
| 27.65 | 29.85 | 59.6% | 0.84 | 0.0078 | -0.110 | 145 | 2.58 | 2.83 | 18 | 93 | 60.6% | -0.16 | 0.0078 | -0.114 | ||
| 24.40 | 26.30 | 27 | 62.7% | 0.80 | 0.0092 | -0.132 | 150 | 3.55 | 4.00 | 62 | 376 | 60.1% | -0.20 | 0.0093 | -0.135 | |
| 22.05 | 24.15 | 59.7% | 0.77 | 0.0099 | -0.142 | 152.5 | 3.75 | 4.90 | 59.2% | -0.23 | 0.0100 | -0.145 | ||||
| 20.65 | 22.65 | 1 | 61.5% | 0.74 | 0.0106 | -0.151 | 155 | 5.10 | 5.40 | 14 | 460 | 60.3% | -0.26 | 0.0107 | -0.154 | |
| 18.65 | 21.05 | 60.6% | 0.71 | 0.0112 | -0.160 | 157.5 | 4.30 | 6.60 | 2 | 56.6% | -0.29 | 0.0113 | -0.163 | |||
| 17.25 | 18.85 | 1 | 16 | 59.3% | 0.68 | 0.0117 | -0.167 | 160 | 6.75 | 7.30 | 84 | 491 | 60.4% | -0.32 | 0.0118 | -0.170 |
| 15.95 | 17.25 | 59.6% | 0.65 | 0.0122 | -0.174 | 162.5 | 6.70 | 8.40 | 57.8% | -0.35 | 0.0123 | -0.176 | ||||
| 14.50 | 15.85 | 58 | 59.5% | 0.62 | 0.0126 | -0.179 | 165 | 8.80 | 9.45 | 277 | 60.4% | -0.38 | 0.0126 | -0.181 | ||
| 13.00 | 15.50 | 61.5% | 0.59 | 0.0128 | -0.183 | 167.5 | 9.90 | 10.65 | 60.3% | -0.42 | 0.0130 | -0.185 | ||||
| 12.15 | 12.95 | 6 | 89 | 59.2% | 0.55 | 0.0130 | -0.186 | 170 | 11.05 | 12.25 | 17 | 2,491 | 60.8% | -0.45 | 0.0132 | -0.188 |
| 10.70 | 13.05 | 2 | 61.6% | 0.52 | 0.0132 | -0.187 | 172.5 | 11.85 | 13.65 | 19 | 59.7% | -0.48 | 0.0133 | -0.189 | ||
| 9.85 | 10.70 | 3 | 264 | 59.0% | 0.49 | 0.0132 | -0.187 | 175 | 13.80 | 14.80 | 39 | 1,396 | 60.3% | -0.52 | 0.0133 | -0.189 |
| 8.80 | 10.55 | 2 | 61.0% | 0.46 | 0.0131 | -0.186 | 177.5 | 15.00 | 15.95 | 36 | 58.7% | -0.55 | 0.0132 | -0.187 | ||
| 7.85 | 8.70 | 92 | 259 | 58.6% | 0.43 | 0.0130 | -0.184 | 180 | 16.70 | 17.95 | 1 | 1,875 | 60.1% | -0.58 | 0.0131 | -0.185 |
| 6.95 | 8.20 | 59.4% | 0.39 | 0.0127 | -0.180 | 182.5 | 17.60 | 20.05 | 1 | 59.3% | -0.61 | 0.0129 | -0.182 | |||
| 6.70 | 7.05 | 20 | 696 | 59.8% | 0.37 | 0.0124 | -0.176 | 185 | 19.55 | 21.90 | 2 | 359 | 60.2% | -0.64 | 0.0126 | -0.177 |
| 5.70 | 6.40 | 59.2% | 0.34 | 0.0121 | -0.171 | 187.5 | 21.55 | 23.55 | 18 | 60.5% | -0.67 | 0.0123 | -0.172 | |||
| 5.15 | 5.65 | 278 | 239 | 59.2% | 0.31 | 0.0117 | -0.165 | 190 | 23.35 | 25.55 | 36 | 855 | 60.8% | -0.70 | 0.0119 | -0.166 |
| 4.40 | 5.45 | 1 | 59.9% | 0.29 | 0.0112 | -0.159 | 192.5 | 24.50 | 27.40 | 36 | 58.4% | -0.72 | 0.0115 | -0.160 | ||
| 4.05 | 4.50 | 4 | 613 | 59.2% | 0.26 | 0.0107 | -0.152 | 195 | 26.65 | 29.55 | 1 | 272 | 59.5% | -0.75 | 0.0110 | -0.153 |
| 3.55 | 4.25 | 8 | 59.9% | 0.24 | 0.0102 | -0.145 | 197.5 | 29.30 | 31.30 | 60.6% | -0.77 | 0.0105 | -0.145 | |||
| 3.20 | 3.60 | 342 | 1,956 | 59.5% | 0.22 | 0.0097 | -0.138 | 200 | 31.30 | 33.65 | 1,595 | 61.4% | -0.79 | 0.0100 | -0.138 | |
| 2.28 | 3.50 | 1 | 61.3% | 0.18 | 0.0086 | -0.123 | 205 | 35.00 | 37.20 | 56.5% | -0.83 | 0.0089 | -0.123 | |||
| 2.01 | 2.35 | 38 | 1,095 | 60.7% | 0.15 | 0.0076 | -0.108 | 210 | 39.70 | 42.35 | 321 | 60.7% | -0.86 | 0.0079 | -0.108 | |
| 1.34 | 2.28 | 1 | 61.9% | 0.12 | 0.0066 | -0.095 | 215 | 44.35 | 46.00 | 56.3% | -0.89 | 0.0069 | -0.094 | |||
| 1.18 | 1.43 | 32 | 1,881 | 60.8% | 0.10 | 0.0056 | -0.083 | 220 | 48.70 | 51.60 | 812 | 60.1% | -0.91 | 0.0060 | -0.082 | |
| 0.8900 | 1.24 | 7 | 61.7% | 0.08 | 0.0048 | -0.072 | 225 | 53.50 | 56.40 | 61.0% | -0.93 | 0.0052 | -0.071 | |||
| 0.7700 | 0.9700 | 32 | 219 | 62.6% | 0.07 | 0.0041 | -0.062 | 230 | 58.25 | 61.20 | 1 | 102 | 60.4% | -0.95 | 0.0045 | -0.062 |
| 0.4800 | 0.6400 | 6 | 644 | 63.7% | 0.05 | 0.0030 | -0.047 | 240 | 68.05 | 71.15 | 242 | 63.8% | -0.97 | 0.0034 | -0.047 | |
| 0.2500 | 0.4500 | 8 | 4,630 | 64.5% | 0.03 | 0.0022 | -0.036 | 250 | 77.95 | 81.45 | 68 | 72.9% | -0.99 | 0.0025 | -0.031 | |
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