HYG cadeia de opções iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · em 17:03 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 ±1.5% (75.73–77.97) · IV ATM 5.6% · P/C open interest 2.21
| 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 | |
| 31.75 | 32.05 | 2 | 75.4% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 2,001 | 61.4% | -0.00 | 0.0005 | -0.001 | ||
| 26.75 | 27.05 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0100 | 50.0% | -0.00 | 0.0008 | -0.002 | |||||
| 21.75 | 22.10 | 52.4% | 1.00 | 0.0005 | 0.000 | 55 | 0.0100 | 0.0300 | 166 | 45.7% | -0.01 | 0.0015 | -0.002 | |||
| 16.75 | 17.10 | 6 | 37.5% | 1.00 | 0.0012 | 0.000 | 60 | 0.0100 | 0.0300 | 100.8K | 34.8% | -0.01 | 0.0030 | -0.003 | ||
| 11.85 | 12.10 | 32.9% | 0.99 | 0.0032 | -0.000 | 65 | 0.0200 | 0.0400 | 67.7K | 25.9% | -0.02 | 0.0069 | -0.004 | |||
| 10.85 | 11.10 | 30.2% | 0.99 | 0.0040 | -0.000 | 66 | 0.0200 | 0.0500 | 4 | 24.3% | -0.02 | 0.0083 | -0.004 | |||
| 9.85 | 10.10 | 27.7% | 0.99 | 0.0052 | -0.001 | 67 | 0.0300 | 0.0500 | 802 | 22.6% | -0.02 | 0.0103 | -0.004 | |||
| 8.85 | 9.10 | 25.1% | 0.99 | 0.0068 | -0.001 | 68 | 0.0300 | 0.0600 | 8 | 20.9% | -0.03 | 0.0129 | -0.004 | |||
| 7.85 | 8.10 | 22.6% | 0.99 | 0.0092 | -0.002 | 69 | 0.0400 | 0.0600 | 6,487 | 19.1% | -0.03 | 0.0165 | -0.005 | |||
| 6.85 | 7.10 | 20.0% | 0.98 | 0.0127 | -0.002 | 70 | 0.0500 | 0.0800 | 18 | 36.0K | 17.7% | -0.04 | 0.0216 | -0.005 | ||
| 5.80 | 6.10 | 15.3% | 0.98 | 0.0184 | -0.003 | 71 | 0.0600 | 0.0900 | 32.0K | 15.8% | -0.05 | 0.0291 | -0.006 | |||
| 4.85 | 5.10 | 15.0% | 0.97 | 0.0276 | -0.004 | 72 | 0.0800 | 0.1100 | 42 | 220.5K | 14.2% | -0.07 | 0.0406 | -0.006 | ||
| 3.90 | 4.10 | 22 | 13.6% | 0.95 | 0.0438 | -0.005 | 73 | 0.1100 | 0.1400 | 47.3K | 12.6% | -0.09 | 0.0588 | -0.007 | ||
| 3.40 | 3.60 | 12.2% | 0.94 | 0.0564 | -0.006 | 73.5 | 0.1300 | 0.1600 | 11.7% | -0.11 | 0.0720 | -0.008 | ||||
| 2.91 | 3.10 | 11.0% | 0.93 | 0.0739 | -0.006 | 74 | 0.1600 | 0.1900 | 145.4K | 11.0% | -0.14 | 0.0892 | -0.008 | |||
| 2.45 | 2.59 | 10.1% | 0.90 | 0.0986 | -0.007 | 74.5 | 0.1900 | 0.2200 | 10.0% | -0.17 | 0.1120 | -0.009 | ||||
| 1.98 | 2.10 | 10 | 9.0% | 0.87 | 0.1335 | -0.009 | 75 | 0.2400 | 0.2700 | 14 | 255.2K | 9.2% | -0.21 | 0.1421 | -0.009 | |
| 1.53 | 1.62 | 8.1% | 0.82 | 0.1820 | -0.010 | 75.5 | 0.3000 | 0.3300 | 1,099 | 8.3% | -0.27 | 0.1812 | -0.010 | |||
| 1.09 | 1.17 | 5,243 | 7.2% | 0.74 | 0.2459 | -0.011 | 76 | 0.3900 | 0.4000 | 268 | 238.6K | 7.3% | -0.36 | 0.2298 | -0.010 | |
| 0.7000 | 0.7600 | 6.4% | 0.63 | 0.3205 | -0.011 | 76.5 | 0.5100 | 0.5300 | 283 | 6.4% | -0.48 | 0.2834 | -0.010 | |||
| 0.3700 | 0.3900 | 379 | 42.1K | 5.5% | 0.46 | 0.3799 | -0.010 | 77 | 0.7300 | 0.7500 | 966 | 365.7K | 5.7% | -0.64 | 0.3230 | -0.008 |
| 0.1400 | 0.1800 | 1,090 | 4.9% | 0.26 | 0.3389 | -0.006 | 77.5 | 0.9800 | 1.08 | 4.5% | -0.82 | 0.2722 | -0.005 | |||
| 0.0400 | 0.0600 | 1,498 | 152.1K | 4.5% | 0.12 | 0.1986 | -0.003 | 78 | 1.37 | 1.55 | 7 | 250.1K | -0.94 | 0.1422 | -0.002 | |
| 0.0100 | 0.0300 | 4.7% | 0.05 | 0.0965 | -0.002 | 78.5 | 1.83 | 2.01 | -0.98 | 0.0548 | -0.001 | |||||
| 0.0100 | 0.0200 | 543 | 223.0K | 5.4% | 0.03 | 0.0515 | -0.001 | 79 | 2.32 | 2.52 | 10 | 144.4K | -0.99 | 0.0239 | -0.000 | |
| 0 | 0.0200 | 6.0% | 0.02 | 0.0325 | -0.001 | 79.5 | 2.82 | 3.05 | -0.99 | 0.0136 | 0.000 | |||||
| 0 | 0.0200 | 186.2K | 6.8% | 0.01 | 0.0232 | -0.001 | 80 | 3.25 | 3.55 | 76.4K | -1.00 | 0.0096 | 0.000 | |||
| 0 | 0.0100 | 7.0% | 0.01 | 0.0181 | -0.001 | 80.5 | 3.75 | 4.05 | -1.00 | 0.0075 | 0.000 | |||||
| 0 | 0.0100 | 244.3K | 7.8% | 0.01 | 0.0148 | -0.001 | 81 | 4.25 | 4.55 | 97 | -1.00 | 0.0063 | 0.000 | |||
| 0 | 0.0100 | 8.5% | 0.01 | 0.0124 | -0.001 | 81.5 | 4.75 | 5.05 | -1.00 | 0.0054 | 0.000 | |||||
| 0 | 0.0100 | 5,945 | 9.3% | 0.01 | 0.0106 | -0.001 | 82 | 5.25 | 5.55 | 180 | -1.00 | 0.0047 | 0.000 | |||
| 0 | 0.0100 | 10.0% | 0.01 | 0.0091 | -0.001 | 82.5 | 5.75 | 6.10 | -1.00 | 0.0041 | 0.000 | |||||
| 0 | 0.0100 | 10.0K | 10.7% | 0.01 | 0.0080 | -0.001 | 83 | 6.25 | 6.60 | 214 | -1.00 | 0.0037 | 0.000 | |||
| 0 | 0.0100 | 30.0K | 12.1% | 0.01 | 0.0063 | -0.001 | 84 | 7.25 | 7.55 | 228 | -1.00 | 0.0029 | 0.000 | |||
| 0 | 0.0100 | 13.5% | 0.01 | 0.0051 | -0.001 | 85 | 8.25 | 8.55 | 16 | -1.00 | 0.0024 | 0.000 | ||||
| 0 | 0.0100 | 14.9% | 0.00 | 0.0042 | -0.001 | 86 | 9.25 | 9.55 | 25 | -1.00 | 0.0020 | 0.000 | ||||
| 0 | 0.0100 | 16.2% | 0.00 | 0.0035 | -0.001 | 87 | 10.25 | 10.60 | 3 | -1.00 | 0.0017 | 0.000 | ||||
| 0 | 0.0100 | 17.5% | 0.00 | 0.0030 | -0.001 | 88 | 11.25 | 11.60 | 2 | -1.00 | 0.0015 | 0.000 | ||||
| 0 | 0.0100 | 18.8% | 0.00 | 0.0026 | -0.001 | 89 | 12.25 | 12.60 | 1 | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 0.0100 | 20.0% | 0.00 | 0.0023 | -0.001 | 90 | 13.25 | 13.60 | 1 | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.0100 | 21.2% | 0.00 | 0.0020 | -0.001 | 91 | 14.25 | 14.50 | 2 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0100 | 22.4% | 0.00 | 0.0018 | -0.001 | 92 | 15.25 | 15.55 | 4 | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0100 | 25.9% | 0.00 | 0.0013 | -0.001 | 95 | 18.25 | 18.50 | -1.00 | 0.0006 | 0.000 | |||||
| 0 | 0.0100 | 31.4% | 0.00 | 0.0008 | -0.001 | 100 | 23.25 | 23.50 | -1.00 | 0.0004 | 0.000 | |||||
| 0 | 0.0100 | 36.6% | 0.00 | 0.0006 | -0.001 | 105 | 28.25 | 28.50 | -1.00 | 0.0003 | 0.000 | |||||
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