IBM cadeia de opções International Business Machines Corporation

Expiração Cboe delayed options data · em 15:39 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 ±19.0% (190.27–279.37) · IV ATM 37.3% · P/C open interest 1.04

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
113.30	116.25		8		1.00	0.0002	0.000	120	0.0700	0.4500	12	105	48.2%	-0.01	0.0004	-0.006
108.40	111.45		3		0.99	0.0003	0.000	125	0.1100	0.4700	12	32	46.3%	-0.01	0.0005	-0.007
103.50	106.35		7		0.99	0.0005	0.000	130	0.1500	0.7200		20	46.4%	-0.02	0.0006	-0.009
98.65	101.90		11		0.99	0.0006	0.000	135	0.2400	0.8800		46	45.6%	-0.02	0.0007	-0.010
93.85	96.95		7	39.0%	0.98	0.0008	-0.002	140	0.4000	1.06		28	45.0%	-0.02	0.0009	-0.012
89.05	92.05		15	39.5%	0.98	0.0010	-0.004	145	0.5200	1.20		30	43.7%	-0.03	0.0011	-0.014
84.35	87.55		18	41.7%	0.97	0.0012	-0.007	150	0.7200	1.45		564	43.0%	-0.04	0.0013	-0.017
79.65	82.80		13	41.0%	0.96	0.0015	-0.010	155	1.07	1.47		271	41.7%	-0.05	0.0015	-0.019
75.00	77.85		23	39.4%	0.95	0.0017	-0.014	160	1.35	1.77		474	40.9%	-0.06	0.0018	-0.022
70.30	73.25		33	38.7%	0.94	0.0021	-0.018	165	1.69	2.48		709	41.1%	-0.07	0.0022	-0.026
66.00	68.70		26	38.8%	0.92	0.0025	-0.022	170	2.20	2.83	5	509	40.3%	-0.08	0.0026	-0.030
61.50	64.45		29	38.6%	0.91	0.0029	-0.027	175	2.83	3.50		320	40.1%	-0.10	0.0030	-0.034
57.25	60.10		64	38.3%	0.89	0.0033	-0.032	180	3.55	4.00	3	640	39.4%	-0.12	0.0034	-0.038
53.20	56.05		26	38.4%	0.87	0.0038	-0.037	185	4.40	5.90		572	40.7%	-0.14	0.0038	-0.043
49.05	51.95		42	37.8%	0.84	0.0042	-0.042	190	5.30	5.85	11	616	38.8%	-0.16	0.0043	-0.047
45.25	48.05		78	37.6%	0.82	0.0047	-0.046	195	6.40	7.40		481	39.1%	-0.19	0.0047	-0.051
42.70	44.25		164	38.7%	0.79	0.0051	-0.051	200	7.70	8.55	22	1,784	38.7%	-0.22	0.0052	-0.055
38.15	40.75		108	37.3%	0.76	0.0055	-0.056	205	9.15	9.95	4	259	38.4%	-0.25	0.0056	-0.059
34.90	37.40		186	37.3%	0.73	0.0059	-0.060	210	10.70	11.85	1	839	38.4%	-0.28	0.0060	-0.063
31.70	34.15		85	37.0%	0.69	0.0062	-0.063	215	12.50	14.10		571	38.6%	-0.31	0.0063	-0.066
29.65	31.05	2	356	37.7%	0.66	0.0065	-0.066	220	14.50	15.50		2,264	37.9%	-0.35	0.0066	-0.068
25.90	28.55		305	36.9%	0.63	0.0068	-0.069	225	16.65	18.50		234	38.5%	-0.38	0.0068	-0.070
23.65	25.65		467	36.8%	0.59	0.0070	-0.070	230	18.95	20.45	2	570	37.9%	-0.42	0.0070	-0.071
21.75	23.30	1	331	37.2%	0.56	0.0071	-0.071	235	21.45	22.60	5	364	37.4%	-0.45	0.0072	-0.072
19.40	20.95	16	390	37.0%	0.52	0.0072	-0.072	240	24.20	26.35		628	38.2%	-0.49	0.0072	-0.072
17.40	18.85		149	36.9%	0.49	0.0072	-0.072	245	27.05	29.35		86	38.2%	-0.52	0.0073	-0.072
15.90	16.95		446	37.1%	0.45	0.0071	-0.071	250	30.15	32.35		1,257	38.1%	-0.56	0.0072	-0.071
13.65	15.25	2	979	36.6%	0.42	0.0071	-0.070	255	33.30	35.60		36	38.0%	-0.59	0.0072	-0.070
12.40	13.60		493	36.8%	0.39	0.0069	-0.069	260	36.60	39.05		171	37.9%	-0.62	0.0071	-0.068
11.30	12.40		130	37.2%	0.36	0.0068	-0.067	265	40.20	42.75		22	38.1%	-0.65	0.0070	-0.066
9.70	10.80	5	2,518	36.6%	0.33	0.0066	-0.065	270	43.85	46.40		457	38.1%	-0.68	0.0068	-0.064
8.90	9.65	1	158	37.0%	0.30	0.0063	-0.062	275	47.75	50.20		2	38.2%	-0.71	0.0066	-0.061
7.85	8.50	1	1,636	36.9%	0.27	0.0060	-0.060	280	52.00	53.30		378	37.7%	-0.74	0.0064	-0.059
6.30	7.60		109	36.2%	0.25	0.0058	-0.057	285	55.65	57.75		1	37.7%	-0.77	0.0062	-0.056
5.90	6.75		614	36.6%	0.23	0.0055	-0.054	290	59.80	62.50		1,003	38.5%	-0.79	0.0059	-0.053
5.20	6.00		85	36.7%	0.21	0.0052	-0.051	295	64.05	66.80			38.6%	-0.81	0.0056	-0.050
4.05	5.40		1,834	36.2%	0.19	0.0049	-0.048	300	68.40	71.30		2,526	38.9%	-0.83	0.0053	-0.047
3.50	4.90		89	36.3%	0.17	0.0046	-0.045	305	72.80	75.70			39.0%	-0.85	0.0050	-0.044
3.55	4.35		349	37.1%	0.15	0.0043	-0.043	310	77.40	80.25		64	39.4%	-0.87	0.0047	-0.040
2.60	3.80		73	36.3%	0.14	0.0040	-0.040	315	82.05	84.85			39.8%	-0.89	0.0044	-0.037
2.56	3.40		498	36.9%	0.13	0.0037	-0.038	320	86.60	89.50		72	40.0%	-0.90	0.0041	-0.033
2.48	2.96		84	37.3%	0.12	0.0035	-0.035	325	91.15	94.25		1	40.2%	-0.91	0.0037	-0.030
2.05	2.66		1,231	37.2%	0.11	0.0032	-0.033	330	96.20	99.15		69	41.5%	-0.93	0.0034	-0.026
1.70	2.65		19	37.6%	0.10	0.0030	-0.031	335	100.85	103.80			41.4%	-0.94	0.0031	-0.022
1.91	2.21	10	254	38.3%	0.09	0.0028	-0.029	340	105.90	108.65		41	42.5%	-0.95	0.0028	-0.019
1.15	1.87		1,394	37.9%	0.07	0.0024	-0.026	350	115.65	118.50		556	44.1%	-0.96	0.0022	-0.013

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 — Mar 19, 2027

Página de volatilidade →

Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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Sorriso de volatilidade — Mar 19, 2027

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