IBM cadeia de opções International Business Machines Corporation
Cboe delayed options data · em 12:35 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 ±6.0% (219.00–247.00) · IV ATM 29.5% · P/C open interest 0.77
| 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 | |
| 109.85 | 113.95 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.13 | 126 | 152.3% | -0.00 | 0.0001 | -0.004 | ||||
| 105.70 | 108.85 | 114.7% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.13 | 103 | 144.0% | -0.00 | 0.0001 | -0.004 | |||
| 100.05 | 103.90 | 1 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.13 | 374 | 136.1% | -0.00 | 0.0001 | -0.005 | |||
| 95.25 | 98.95 | 84.7% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.13 | 128.4% | -0.00 | 0.0001 | -0.005 | ||||
| 90.75 | 93.95 | 97.2% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 2.13 | 121.0% | -0.00 | 0.0002 | -0.006 | ||||
| 85.05 | 88.25 | 1.00 | 0.0002 | 0.000 | 145 | 0 | 2.12 | 113.7% | -0.00 | 0.0002 | -0.006 | |||||
| 80.80 | 84.00 | 86.2% | 1.00 | 0.0002 | 0.000 | 150 | 0 | 2.13 | 106.8% | -0.00 | 0.0002 | -0.007 | ||||
| 75.20 | 78.95 | 1.00 | 0.0003 | 0.000 | 155 | 0 | 2.13 | 100.1% | -0.00 | 0.0003 | -0.008 | |||||
| 70.85 | 74.05 | 75.6% | 1.00 | 0.0004 | -0.001 | 160 | 0 | 0.4400 | 70.9% | -0.00 | 0.0004 | -0.009 | ||||
| 65.85 | 69.00 | 1 | 68.8% | 0.99 | 0.0005 | -0.002 | 165 | 0 | 0.5400 | 31 | 67.8% | -0.01 | 0.0005 | -0.010 | ||
| 60.90 | 64.10 | 1 | 65.5% | 0.99 | 0.0006 | -0.004 | 170 | 0 | 0.3400 | 23 | 58.4% | -0.01 | 0.0006 | -0.011 | ||
| 55.40 | 59.15 | 50.8% | 0.99 | 0.0008 | -0.006 | 175 | 0 | 2.16 | 21 | 74.9% | -0.01 | 0.0008 | -0.013 | |||
| 50.95 | 53.40 | 29.1% | 0.99 | 0.0011 | -0.009 | 180 | 0 | 0.2000 | 2 | 36 | 45.4% | -0.01 | 0.0011 | -0.015 | ||
| 45.20 | 49.15 | 0.99 | 0.0015 | -0.013 | 185 | 0.0200 | 0.2900 | 33 | 43.7% | -0.01 | 0.0015 | -0.018 | ||||
| 41.05 | 44.20 | 46.5% | 0.98 | 0.0020 | -0.018 | 190 | 0.0300 | 0.2700 | 86 | 39.1% | -0.02 | 0.0020 | -0.022 | |||
| 35.85 | 38.95 | 35.7% | 0.97 | 0.0029 | -0.024 | 195 | 0.0100 | 0.4400 | 10 | 49 | 37.0% | -0.03 | 0.0029 | -0.029 | ||
| 30.95 | 34.05 | 3 | 33.5% | 0.96 | 0.0043 | -0.034 | 200 | 0.3000 | 0.5800 | 12 | 147 | 36.9% | -0.04 | 0.0043 | -0.037 | |
| 26.10 | 29.50 | 33.5% | 0.94 | 0.0063 | -0.047 | 205 | 0.3600 | 0.5800 | 139 | 32.4% | -0.06 | 0.0064 | -0.051 | |||
| 22.15 | 24.45 | 4 | 33.5% | 0.90 | 0.0093 | -0.066 | 210 | 0.7400 | 0.9700 | 18 | 112 | 31.8% | -0.10 | 0.0093 | -0.069 | |
| 17.70 | 20.30 | 5 | 32.9% | 0.85 | 0.0130 | -0.090 | 215 | 1.25 | 1.66 | 13 | 153 | 30.9% | -0.15 | 0.0131 | -0.093 | |
| 13.65 | 15.55 | 2 | 17 | 29.9% | 0.77 | 0.0169 | -0.116 | 220 | 2.08 | 2.64 | 4 | 111 | 30.1% | -0.23 | 0.0171 | -0.118 |
| 10.60 | 11.85 | 25 | 30.5% | 0.68 | 0.0203 | -0.138 | 225 | 3.75 | 4.20 | 20 | 97 | 30.6% | -0.33 | 0.0205 | -0.140 | |
| 7.70 | 8.75 | 18 | 72 | 30.3% | 0.57 | 0.0223 | -0.151 | 230 | 5.65 | 6.55 | 25 | 143 | 30.9% | -0.44 | 0.0226 | -0.153 |
| 5.05 | 5.90 | 26 | 163 | 28.8% | 0.46 | 0.0225 | -0.152 | 235 | 7.65 | 9.40 | 138 | 30.1% | -0.55 | 0.0230 | -0.154 | |
| 3.30 | 4.05 | 10 | 177 | 28.9% | 0.35 | 0.0210 | -0.141 | 240 | 10.80 | 12.50 | 19 | 29.9% | -0.66 | 0.0215 | -0.144 | |
| 2.28 | 2.97 | 21 | 332 | 30.5% | 0.26 | 0.0182 | -0.123 | 245 | 14.45 | 15.90 | 26 | 29.1% | -0.76 | 0.0188 | -0.125 | |
| 1.54 | 1.78 | 138 | 270 | 30.5% | 0.18 | 0.0148 | -0.102 | 250 | 18.00 | 20.55 | 5 | 28.8% | -0.83 | 0.0153 | -0.104 | |
| 0.9500 | 1.21 | 33 | 304 | 31.1% | 0.13 | 0.0114 | -0.082 | 255 | 22.90 | 25.55 | 22 | 33.3% | -0.89 | 0.0120 | -0.082 | |
| 0.5300 | 0.9900 | 31 | 181 | 32.4% | 0.09 | 0.0086 | -0.064 | 260 | 27.30 | 30.05 | 1 | 32.1% | -0.93 | 0.0095 | -0.066 | |
| 0.4100 | 0.7100 | 59 | 210 | 34.0% | 0.06 | 0.0064 | -0.050 | 265 | 31.95 | 35.50 | 36.8% | -0.96 | 0.0078 | -0.060 | ||
| 0.0500 | 0.4800 | 230 | 32.6% | 0.05 | 0.0048 | -0.040 | 270 | 37.05 | 40.50 | 2 | 41.3% | -0.98 | 0.0057 | -0.049 | ||
| 0 | 0.4200 | 59 | 34.4% | 0.03 | 0.0036 | -0.032 | 275 | 41.50 | 45.50 | 40.2% | -0.99 | 0.0035 | -0.037 | |||
| 0.0700 | 0.5500 | 6 | 119 | 39.9% | 0.03 | 0.0028 | -0.027 | 280 | 46.45 | 50.50 | 43.0% | -1.00 | 0.0017 | -0.027 | ||
| 0.0300 | 0.2600 | 3 | 20 | 38.2% | 0.02 | 0.0022 | -0.023 | 285 | 51.45 | 55.50 | 46.2% | -1.00 | 0.0008 | -0.025 | ||
| 0.0200 | 0.1700 | 23 | 38.7% | 0.02 | 0.0018 | -0.020 | 290 | 56.50 | 60.50 | 50.0% | -1.00 | 0.0002 | -0.025 | |||
| 0 | 1.05 | 6 | 53.5% | 0.01 | 0.0014 | -0.017 | 295 | 62.05 | 64.90 | 52.4% | -1.00 | 0.0000 | -0.025 | |||
| 0.0200 | 0.1500 | 202 | 43.1% | 0.01 | 0.0012 | -0.015 | 300 | 66.50 | 70.50 | 56.2% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 1.00 | 32 | 58.9% | 0.01 | 0.0010 | -0.014 | 305 | 71.55 | 75.50 | 59.8% | -1.00 | 0.0000 | -0.025 | |||
| 0.0100 | 0.2600 | 2 | 170 | 50.7% | 0.01 | 0.0008 | -0.013 | 310 | 76.50 | 80.50 | 62.0% | -1.00 | 0.0000 | -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 — Sep 25, 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