IBIT cadeia de opções iShares Bitcoin Trust ETF
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 ±15.5% (39.27–53.73) · IV ATM 42.5% · P/C open interest 1.06
| 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 | |
| 22.05 | 23.45 | 6 | 92.9% | 0.98 | 0.0029 | 0.000 | 24 | 0.1100 | 0.1500 | 1 | 806 | 76.0% | -0.02 | 0.0029 | -0.005 | |
| 21.45 | 21.85 | 294 | 81.6% | 0.98 | 0.0034 | 0.000 | 25 | 0.1300 | 0.1600 | 257 | 4,476 | 73.2% | -0.02 | 0.0034 | -0.005 | |
| 20.45 | 20.90 | 11 | 78.1% | 0.98 | 0.0039 | 0.000 | 26 | 0.1400 | 0.1700 | 2 | 496 | 70.0% | -0.02 | 0.0039 | -0.005 | |
| 19.50 | 19.90 | 10 | 11 | 74.6% | 0.97 | 0.0044 | 0.000 | 27 | 0.1500 | 0.1800 | 1,846 | 66.8% | -0.03 | 0.0045 | -0.006 | |
| 18.50 | 18.90 | 4 | 69.8% | 0.97 | 0.0051 | 0.000 | 28 | 0.1700 | 0.2000 | 71 | 1,759 | 64.3% | -0.03 | 0.0051 | -0.006 | |
| 17.55 | 17.90 | 6 | 10 | 66.5% | 0.96 | 0.0059 | 0.000 | 29 | 0.1800 | 0.2100 | 3 | 1,896 | 61.1% | -0.04 | 0.0060 | -0.006 |
| 16.55 | 17.00 | 234 | 64.4% | 0.96 | 0.0068 | -0.000 | 30 | 0.2000 | 0.2300 | 60 | 11.1K | 58.5% | -0.04 | 0.0069 | -0.007 | |
| 15.60 | 16.00 | 14 | 61.0% | 0.95 | 0.0080 | -0.001 | 31 | 0.2300 | 0.2600 | 36 | 6,145 | 56.3% | -0.05 | 0.0080 | -0.007 | |
| 14.65 | 15.00 | 109 | 57.7% | 0.95 | 0.0093 | -0.002 | 32 | 0.2600 | 0.2900 | 75 | 4,653 | 54.0% | -0.05 | 0.0093 | -0.008 | |
| 13.70 | 13.90 | 9 | 149 | 52.6% | 0.94 | 0.0108 | -0.003 | 33 | 0.3000 | 0.3300 | 249 | 13.9K | 52.0% | -0.06 | 0.0109 | -0.009 |
| 12.80 | 13.00 | 587 | 52.0% | 0.93 | 0.0127 | -0.004 | 34 | 0.3600 | 0.3900 | 380 | 21.7K | 50.5% | -0.07 | 0.0128 | -0.009 | |
| 11.85 | 12.05 | 92 | 486 | 49.5% | 0.92 | 0.0148 | -0.006 | 35 | 0.4300 | 0.4500 | 695 | 24.0K | 48.9% | -0.08 | 0.0149 | -0.010 |
| 10.95 | 11.15 | 14 | 2,275 | 48.2% | 0.90 | 0.0173 | -0.007 | 36 | 0.5000 | 0.5300 | 424 | 27.2K | 47.2% | -0.10 | 0.0174 | -0.011 |
| 10.05 | 10.25 | 12 | 2,505 | 47.2% | 0.88 | 0.0200 | -0.009 | 37 | 0.6000 | 0.6400 | 193 | 20.6K | 46.0% | -0.12 | 0.0202 | -0.012 |
| 9.20 | 9.40 | 11 | 2,499 | 45.7% | 0.86 | 0.0231 | -0.010 | 38 | 0.7300 | 0.7700 | 71 | 3,331 | 45.0% | -0.14 | 0.0233 | -0.013 |
| 8.40 | 8.55 | 68 | 7,712 | 44.9% | 0.83 | 0.0263 | -0.012 | 39 | 0.8900 | 0.9300 | 480 | 17.4K | 44.1% | -0.17 | 0.0266 | -0.015 |
| 7.60 | 7.75 | 610 | 28.6K | 44.0% | 0.80 | 0.0296 | -0.013 | 40 | 1.09 | 1.13 | 569 | 24.7K | 43.4% | -0.20 | 0.0300 | -0.016 |
| 6.85 | 7.00 | 966 | 5,487 | 43.4% | 0.77 | 0.0329 | -0.015 | 41 | 1.32 | 1.37 | 250 | 10.2K | 42.8% | -0.23 | 0.0334 | -0.018 |
| 6.15 | 6.30 | 125 | 4,189 | 43.1% | 0.73 | 0.0360 | -0.017 | 42 | 1.61 | 1.66 | 2,972 | 2,316 | 42.5% | -0.27 | 0.0365 | -0.019 |
| 5.50 | 5.65 | 121 | 3,349 | 42.9% | 0.69 | 0.0386 | -0.018 | 43 | 1.95 | 2.00 | 4,213 | 6,425 | 42.2% | -0.31 | 0.0393 | -0.020 |
| 4.90 | 5.05 | 147 | 3,390 | 42.8% | 0.65 | 0.0408 | -0.019 | 44 | 2.34 | 2.40 | 3,746 | 17.2K | 42.2% | -0.35 | 0.0416 | -0.021 |
| 4.35 | 4.50 | 1,732 | 20.7K | 42.8% | 0.61 | 0.0424 | -0.021 | 45 | 2.79 | 2.85 | 142 | 3,519 | 42.2% | -0.40 | 0.0434 | -0.022 |
| 3.85 | 4.00 | 318 | 23.7K | 42.8% | 0.57 | 0.0434 | -0.021 | 46 | 3.25 | 3.35 | 88 | 488 | 42.1% | -0.44 | 0.0445 | -0.022 |
| 3.40 | 3.50 | 318 | 3,598 | 42.7% | 0.52 | 0.0438 | -0.022 | 47 | 3.80 | 3.90 | 24 | 375 | 42.2% | -0.48 | 0.0450 | -0.022 |
| 3.00 | 3.10 | 778 | 6,833 | 42.9% | 0.48 | 0.0437 | -0.022 | 48 | 4.40 | 4.50 | 71 | 1,817 | 42.5% | -0.53 | 0.0450 | -0.022 |
| 2.63 | 2.69 | 191 | 8,624 | 42.7% | 0.44 | 0.0430 | -0.022 | 49 | 5.05 | 5.15 | 2 | 112 | 42.8% | -0.57 | 0.0444 | -0.022 |
| 2.32 | 2.37 | 2,776 | 12.0K | 43.0% | 0.40 | 0.0419 | -0.022 | 50 | 5.70 | 5.80 | 2 | 1,286 | 42.7% | -0.61 | 0.0435 | -0.021 |
| 2.03 | 2.07 | 153 | 2,449 | 43.2% | 0.36 | 0.0405 | -0.021 | 51 | 6.40 | 6.55 | 21 | 43.0% | -0.65 | 0.0422 | -0.021 | |
| 1.78 | 1.82 | 311 | 2,453 | 43.5% | 0.33 | 0.0388 | -0.021 | 52 | 7.15 | 7.30 | 17 | 43.2% | -0.68 | 0.0405 | -0.020 | |
| 1.56 | 1.61 | 191 | 2,931 | 43.8% | 0.30 | 0.0369 | -0.020 | 53 | 7.95 | 8.10 | 10 | 43.8% | -0.72 | 0.0388 | -0.019 | |
| 1.37 | 1.42 | 131 | 598 | 44.2% | 0.27 | 0.0349 | -0.019 | 54 | 8.70 | 8.90 | 3 | 11 | 43.5% | -0.75 | 0.0368 | -0.018 |
| 1.21 | 1.26 | 3,557 | 5,959 | 44.6% | 0.24 | 0.0328 | -0.019 | 55 | 9.55 | 9.75 | 10 | 45 | 44.0% | -0.77 | 0.0348 | -0.017 |
| 1.06 | 1.11 | 265 | 1,207 | 45.0% | 0.22 | 0.0307 | -0.018 | 56 | 10.40 | 10.60 | 9 | 44.1% | -0.80 | 0.0328 | -0.015 | |
| 0.9400 | 0.9900 | 1,086 | 36.5K | 45.5% | 0.20 | 0.0286 | -0.017 | 57 | 11.25 | 11.50 | 44.4% | -0.82 | 0.0308 | -0.014 | ||
| 0.8300 | 0.8600 | 258 | 3,651 | 45.7% | 0.18 | 0.0266 | -0.016 | 58 | 12.15 | 12.40 | 9 | 75 | 44.7% | -0.84 | 0.0289 | -0.013 |
| 0.7400 | 0.7800 | 16 | 756 | 46.4% | 0.16 | 0.0247 | -0.015 | 59 | 13.10 | 13.30 | 45.3% | -0.86 | 0.0270 | -0.012 | ||
| 0.6600 | 0.6900 | 355 | 6,046 | 46.8% | 0.15 | 0.0229 | -0.014 | 60 | 14.00 | 14.25 | 61 | 394 | 45.6% | -0.88 | 0.0252 | -0.011 |
| 0.4000 | 0.4300 | 198 | 3,197 | 49.8% | 0.09 | 0.0157 | -0.011 | 65 | 18.80 | 19.05 | 2 | 48.4% | -0.94 | 0.0176 | -0.006 | |
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.