HIMS cadeia de opções Hims & Hers Health, Inc.
Cboe delayed options data · em 12:37 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 ±21.3% (22.27–34.34) · IV ATM 87.5% · P/C open interest 0.68
| 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 | |
| 12.45 | 13.95 | 4 | 102 | 121.4% | 0.98 | 0.0042 | -0.004 | 15 | 0.0100 | 0.1000 | 2,696 | 101.8% | -0.01 | 0.0041 | -0.004 | |
| 11.50 | 13.85 | 3 | 157.4% | 0.98 | 0.0061 | -0.006 | 16 | 0.0200 | 0.0900 | 1 | 722 | 92.4% | -0.02 | 0.0060 | -0.006 | |
| 10.60 | 12.15 | 21 | 404 | 119.2% | 0.97 | 0.0085 | -0.008 | 17 | 0.0100 | 0.1600 | 966 | 90.0% | -0.03 | 0.0084 | -0.008 | |
| 9.60 | 11.90 | 16 | 135.6% | 0.95 | 0.0117 | -0.010 | 18 | 0.1000 | 0.2000 | 1,017 | 1,398 | 90.7% | -0.04 | 0.0116 | -0.010 | |
| 8.70 | 9.80 | 2 | 91 | 85.4% | 0.94 | 0.0156 | -0.013 | 19 | 0.1500 | 0.2400 | 674 | 86.4% | -0.06 | 0.0156 | -0.013 | |
| 7.80 | 8.60 | 1 | 334 | 70.4% | 0.91 | 0.0202 | -0.017 | 20 | 0.2600 | 0.3500 | 34 | 2,482 | 86.5% | -0.09 | 0.0202 | -0.017 |
| 7.05 | 7.90 | 978 | 83.2% | 0.88 | 0.0252 | -0.021 | 21 | 0.3800 | 0.4500 | 71 | 1,276 | 84.1% | -0.11 | 0.0253 | -0.021 | |
| 6.20 | 6.95 | 6 | 991 | 78.7% | 0.85 | 0.0306 | -0.025 | 22 | 0.6000 | 0.7000 | 36 | 1,170 | 86.6% | -0.15 | 0.0306 | -0.025 |
| 5.50 | 6.25 | 4 | 308 | 82.3% | 0.81 | 0.0359 | -0.029 | 23 | 0.8200 | 0.9000 | 55 | 1,480 | 85.2% | -0.19 | 0.0359 | -0.029 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.85 | 5.85 | 575 | 89.4% | 0.76 | 0.0408 | -0.033 | 24 | 1.11 | 1.26 | 83 | 1,507 | 86.4% | -0.23 | 0.0409 | -0.033 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.25 | 4.80 | 26 | 743 | 83.0% | 0.71 | 0.0450 | -0.036 | 25 | 1.45 | 1.64 | 123 | 6,121 | 86.7% | -0.28 | 0.0451 | -0.036 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.90 | 4.20 | 1 | 591 | 86.8% | 0.66 | 0.0483 | -0.039 | 26 | 1.90 | 2.04 | 98 | 1,319 | 87.2% | -0.34 | 0.0485 | -0.039 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.25 | 3.70 | 28 | 2,297 | 85.5% | 0.61 | 0.0506 | -0.041 | 27 | 2.38 | 2.55 | 193 | 1,602 | 88.1% | -0.39 | 0.0508 | -0.042 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.87 | 3.20 | 113 | 2,976 | 86.6% | 0.56 | 0.0518 | -0.043 | 28 | 2.85 | 3.15 | 1,157 | 1,514 | 88.5% | -0.44 | 0.0521 | -0.043 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.58 | 2.77 | 22 | 963 | 88.4% | 0.51 | 0.0521 | -0.043 | 29 | 3.50 | 3.75 | 178 | 4,669 | 90.0% | -0.49 | 0.0524 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.24 | 2.39 | 927 | 4,085 | 88.9% | 0.46 | 0.0515 | -0.043 | 30 | 4.10 | 4.35 | 71 | 2,656 | 89.3% | -0.54 | 0.0518 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.89 | 2.07 | 230 | 876 | 88.8% | 0.41 | 0.0502 | -0.043 | 31 | 4.75 | 5.05 | 5 | 487 | 89.6% | -0.59 | 0.0505 | -0.043 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.60 | 1.79 | 215 | 3,326 | 88.9% | 0.37 | 0.0483 | -0.042 | 32 | 5.50 | 5.80 | 7 | 849 | 90.9% | -0.63 | 0.0487 | -0.042 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.38 | 1.54 | 141 | 2,170 | 89.5% | 0.33 | 0.0461 | -0.041 | 33 | 6.25 | 6.55 | 1 | 322 | 91.1% | -0.67 | 0.0465 | -0.041 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.18 | 1.33 | 72 | 1,269 | 90.0% | 0.30 | 0.0435 | -0.039 | 34 | 7.00 | 7.60 | 3 | 144 | 95.2% | -0.70 | 0.0440 | -0.040 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.01 | 1.17 | 1,084 | 4,723 | 90.9% | 0.27 | 0.0409 | -0.037 | 35 | 7.75 | 8.50 | 477 | 96.1% | -0.73 | 0.0414 | -0.038 | |
| 0.8800 | 1.02 | 128 | 1,962 | 91.8% | 0.24 | 0.0382 | -0.035 | 36 | 8.40 | 9.35 | 2 | 213 | 93.3% | -0.76 | 0.0387 | -0.036 |
| 0.7300 | 0.8600 | 36 | 975 | 91.4% | 0.21 | 0.0355 | -0.033 | 37 | 8.65 | 10.20 | 175 | 80.2% | -0.79 | 0.0360 | -0.034 | |
| 0.6200 | 0.7600 | 33 | 1,132 | 92.2% | 0.19 | 0.0328 | -0.031 | 38 | 9.55 | 11.15 | 108 | 81.5% | -0.81 | 0.0334 | -0.032 | |
| 0.5400 | 0.6600 | 38 | 3,554 | 93.0% | 0.17 | 0.0303 | -0.029 | 39 | 10.45 | 12.00 | 1 | 66 | 79.0% | -0.83 | 0.0309 | -0.030 |
| 0.5000 | 0.7100 | 149 | 3,410 | 97.8% | 0.15 | 0.0279 | -0.028 | 40 | 12.20 | 13.00 | 10 | 553 | 103.2% | -0.85 | 0.0286 | -0.028 |
| 0.4000 | 0.5300 | 1 | 3,099 | 95.0% | 0.14 | 0.0257 | -0.026 | 41 | 12.30 | 13.85 | 1 | 91 | 75.7% | -0.87 | 0.0264 | -0.026 |
| 0.3700 | 0.4800 | 8 | 721 | 96.8% | 0.12 | 0.0236 | -0.024 | 42 | 13.35 | 14.85 | 2 | 95 | 81.8% | -0.88 | 0.0243 | -0.025 |
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