FXI cadeia de opções iShares China Large-Cap ETF
Cboe delayed options data · em 21:54 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 ±5.0% (31.86–35.23) · IV ATM 21.4% · P/C open interest 1.50
| 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 | |
| 12.90 | 14.25 | 185 | 0.99 | 0.0028 | -0.001 | 20 | 0 | 0.0600 | 1,010 | 81.5% | -0.01 | 0.0028 | -0.002 | |||
| 8.05 | 9.05 | 0.98 | 0.0087 | -0.002 | 25 | 0 | 0.0700 | 8 | 50.8% | -0.02 | 0.0088 | -0.003 | ||||
| 7.25 | 7.95 | 0.98 | 0.0113 | -0.002 | 26 | 0 | 0.0800 | 5 | 45.9% | -0.02 | 0.0113 | -0.003 | ||||
| 6.15 | 9.00 | 92.3% | 0.98 | 0.0148 | -0.003 | 27 | 0 | 0.0800 | 14 | 40.1% | -0.02 | 0.0149 | -0.003 | |||
| 5.30 | 6.05 | 16 | 32.6% | 0.97 | 0.0201 | -0.003 | 28 | 0 | 0.1800 | 3 | 3,905 | 40.3% | -0.03 | 0.0203 | -0.004 | |
| 4.25 | 5.10 | 26.5% | 0.96 | 0.0292 | -0.003 | 29 | 0 | 0.0900 | 2 | 56.0K | 29.5% | -0.04 | 0.0295 | -0.004 | ||
| 3.45 | 4.05 | 516 | 28.2% | 0.94 | 0.0472 | -0.004 | 30 | 0.0300 | 0.2900 | 31 | 35.1K | 25.4% | -0.06 | 0.0479 | -0.005 | |
| 2.93 | 3.60 | 25.9% | 0.92 | 0.0620 | -0.005 | 30.5 | 0.0200 | 0.3100 | 29.1% | -0.08 | 0.0629 | -0.006 | ||||
| 2.65 | 3.05 | 20.0K | 27.0% | 0.89 | 0.0813 | -0.007 | 31 | 0.0800 | 0.2100 | 339 | 32.1K | 24.6% | -0.11 | 0.0824 | -0.007 | |
| 2.07 | 2.53 | 21.0% | 0.85 | 0.1048 | -0.008 | 31.5 | 0.0300 | 0.4000 | 7 | 24.2% | -0.16 | 0.1067 | -0.009 | |||
| 1.78 | 2.13 | 50 | 47 | 23.3% | 0.79 | 0.1314 | -0.010 | 32 | 0.1900 | 0.4800 | 387 | 7,751 | 24.6% | -0.21 | 0.1337 | -0.010 |
| 1.28 | 1.72 | 20.4% | 0.72 | 0.1591 | -0.011 | 32.5 | 0.1200 | 0.6600 | 1 | 31 | 22.0% | -0.28 | 0.1623 | -0.011 | ||
| 1.03 | 1.37 | 8,784 | 21.3% | 0.64 | 0.1840 | -0.012 | 33 | 0.3400 | 0.7500 | 9 | 18.5K | 21.4% | -0.37 | 0.1886 | -0.013 | |
| 0.6600 | 1.12 | 8 | 20.6% | 0.55 | 0.2004 | -0.013 | 33.5 | 0.4900 | 1.10 | 14 | 30 | 22.2% | -0.46 | 0.2066 | -0.013 | |
| 0.5100 | 0.6500 | 164 | 11.3K | 18.7% | 0.45 | 0.2029 | -0.012 | 34 | 0.7100 | 1.25 | 18 | 25.6K | 21.4% | -0.57 | 0.2112 | -0.013 |
| 0.2100 | 0.6700 | 70 | 9 | 19.9% | 0.35 | 0.1906 | -0.011 | 34.5 | 0.7100 | 1.53 | 17.8% | -0.67 | 0.2012 | -0.012 | ||
| 0.2600 | 0.3300 | 82 | 16.4K | 19.3% | 0.26 | 0.1675 | -0.010 | 35 | 1.45 | 1.84 | 12 | 17.0K | 19.4% | -0.76 | 0.1802 | -0.011 |
| 0.0300 | 0.3200 | 8 | 113 | 19.1% | 0.19 | 0.1390 | -0.008 | 35.5 | 1.84 | 2.38 | 21.7% | -0.84 | 0.1542 | -0.009 | ||
| 0.0900 | 0.1600 | 25 | 11.1K | 20.6% | 0.13 | 0.1091 | -0.006 | 36 | 2.30 | 2.74 | 6,006 | 20.6% | -0.91 | 0.1275 | -0.007 | |
| 0.0200 | 0.1700 | 21.1% | 0.08 | 0.0802 | -0.005 | 36.5 | 2.60 | 3.55 | 26.4% | -0.96 | 0.1050 | -0.005 | ||||
| 0.0200 | 0.0700 | 1 | 3,052 | 20.0% | 0.05 | 0.0558 | -0.003 | 37 | 3.00 | 3.90 | 2,764 | -0.99 | 0.0298 | -0.004 | ||
| 0 | 0.0900 | 22.2% | 0.03 | 0.0378 | -0.002 | 37.5 | 3.70 | 4.50 | 33.3% | -1.00 | 0.0000 | -0.004 | ||||
| 0.0100 | 0.0200 | 6 | 13.7K | 20.2% | 0.02 | 0.0263 | -0.002 | 38 | 4.00 | 5.20 | 4 | 36.0% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.2300 | 20.8% | 0.02 | 0.0198 | -0.001 | 38.5 | 4.45 | 5.45 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 0.6100 | 5 | 2,852 | 38.2% | 0.01 | 0.0162 | -0.001 | 39 | 5.15 | 5.90 | 1 | 36.2% | -1.00 | 0.0000 | -0.004 | |
| 0 | 0.0700 | 29.1% | 0.01 | 0.0137 | -0.001 | 39.5 | 5.45 | 6.55 | 36.1% | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.0100 | 17.3K | 23.7% | 0.01 | 0.0120 | -0.001 | 40 | 5.70 | 7.30 | 38.3% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1000 | 20.8K | 26.7% | 0.01 | 0.0095 | -0.001 | 41 | 7.00 | 8.20 | 50.7% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 94 | 37.1% | 0.01 | 0.0078 | -0.001 | 42 | 7.95 | 9.15 | 51.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 8,692 | 40.4% | 0.01 | 0.0065 | -0.001 | 43 | 8.90 | 10.20 | 55.5% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0600 | 956 | 43.5% | 0.01 | 0.0055 | -0.001 | 44 | 10.00 | 11.10 | 59.5% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0100 | 574 | 37.5% | 0.01 | 0.0048 | -0.001 | 45 | 11.00 | 12.25 | 69.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0100 | 14 | 40.0% | 0.01 | 0.0041 | -0.001 | 46 | 12.00 | 13.20 | 71.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.2600 | 245 | 66.3% | 0.01 | 0.0036 | -0.001 | 47 | 12.95 | 14.15 | 70.5% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.2200 | 66 | 44.8% | 0.01 | 0.0032 | -0.001 | 48 | 13.75 | 15.10 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.2600 | 80 | 72.7% | 0.00 | 0.0029 | -0.001 | 49 | 14.70 | 16.35 | 74.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.2600 | 128 | 75.7% | 0.00 | 0.0026 | -0.001 | 50 | 16.20 | 17.05 | 87.4% | -1.00 | 0.0000 | -0.004 | |||
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