IONQ cadeia de opções IonQ, Inc.
Cboe delayed options data · em 15:38 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 ±18.7% (25.60–37.37) · IV ATM 80.2% · P/C open interest 0.56
| 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 | |
| 12.60 | 15.10 | 32 | 0.98 | 0.0044 | -0.004 | 17.5 | 0 | 0.2200 | 3,192 | 112.8% | -0.02 | 0.0044 | -0.006 | |||
| 10.20 | 12.70 | 233 | 0.96 | 0.0093 | -0.010 | 20 | 0.0500 | 0.2900 | 10 | 2,912 | 98.5% | -0.04 | 0.0093 | -0.011 | ||
| 7.85 | 10.20 | 56 | 0.92 | 0.0174 | -0.018 | 22.5 | 0.1900 | 0.2900 | 7 | 3,723 | 83.5% | -0.08 | 0.0175 | -0.019 | ||
| 7.40 | 9.85 | 53.4% | 0.91 | 0.0194 | -0.019 | 23 | 0.2200 | 0.6000 | 5 | 5 | 91.5% | -0.09 | 0.0195 | -0.020 | ||
| 6.55 | 9.00 | 65.7% | 0.89 | 0.0239 | -0.023 | 24 | 0.3300 | 0.4500 | 5 | 42 | 81.0% | -0.11 | 0.0240 | -0.024 | ||
| 6.30 | 7.95 | 89 | 79.2% | 0.86 | 0.0288 | -0.027 | 25 | 0.5000 | 0.6200 | 34 | 1,674 | 81.0% | -0.14 | 0.0289 | -0.028 | |
| 5.15 | 7.15 | 70.8% | 0.82 | 0.0338 | -0.031 | 26 | 0.6800 | 0.8300 | 3 | 9 | 80.2% | -0.18 | 0.0340 | -0.032 | ||
| 4.50 | 6.30 | 15 | 71.6% | 0.78 | 0.0389 | -0.035 | 27 | 0.9300 | 1.08 | 5 | 38 | 79.7% | -0.22 | 0.0390 | -0.036 | |
| 4.15 | 5.55 | 2 | 77.0% | 0.74 | 0.0436 | -0.039 | 28 | 1.23 | 1.38 | 32 | 54 | 79.2% | -0.27 | 0.0438 | -0.039 | |
| 4.20 | 4.45 | 80.4% | 0.69 | 0.0477 | -0.042 | 29 | 1.60 | 1.74 | 20 | 21 | 79.1% | -0.31 | 0.0480 | -0.042 | ||
| 3.95 | 4.15 | 1 | 80.8% | 0.66 | 0.0494 | -0.043 | 29.5 | 1.88 | 1.92 | 4 | 2 | 79.8% | -0.34 | 0.0497 | -0.043 | |
| 3.65 | 3.90 | 82 | 1,768 | 80.9% | 0.63 | 0.0509 | -0.044 | 30 | 2.10 | 2.15 | 67 | 6,453 | 79.9% | -0.37 | 0.0512 | -0.045 |
| 3.40 | 3.65 | 3 | 3 | 81.3% | 0.61 | 0.0522 | -0.045 | 30.5 | 2.33 | 2.38 | 1 | 4 | 79.7% | -0.39 | 0.0525 | -0.045 |
| 3.15 | 3.35 | 1,223 | 44 | 80.5% | 0.58 | 0.0531 | -0.046 | 31 | 2.58 | 2.63 | 19 | 116 | 79.8% | -0.42 | 0.0535 | -0.046 |
| 2.88 | 3.15 | 19 | 110 | 80.6% | 0.55 | 0.0538 | -0.046 | 31.5 | 2.84 | 2.90 | 2 | 39 | 79.8% | -0.45 | 0.0542 | -0.047 |
| 2.68 | 2.85 | 16 | 106 | 79.8% | 0.53 | 0.0542 | -0.047 | 32 | 3.10 | 3.20 | 19 | 370 | 79.9% | -0.48 | 0.0546 | -0.047 |
| 2.52 | 2.66 | 26 | 101 | 80.7% | 0.50 | 0.0543 | -0.047 | 32.5 | 3.35 | 3.65 | 17 | 28 | 81.5% | -0.50 | 0.0548 | -0.047 |
| 2.31 | 2.44 | 2 | 32 | 80.2% | 0.47 | 0.0542 | -0.047 | 33 | 3.70 | 3.80 | 6 | 80.1% | -0.53 | 0.0546 | -0.047 | |
| 2.14 | 2.27 | 11 | 80.7% | 0.45 | 0.0538 | -0.046 | 33.5 | 3.95 | 4.10 | 6 | 1 | 79.0% | -0.55 | 0.0543 | -0.047 | |
| 1.95 | 2.15 | 3 | 34 | 81.2% | 0.42 | 0.0532 | -0.046 | 34 | 4.20 | 4.45 | 5 | 78.3% | -0.58 | 0.0537 | -0.046 | |
| 1.81 | 1.93 | 1 | 80.6% | 0.40 | 0.0523 | -0.045 | 34.5 | 4.55 | 4.80 | 78.6% | -0.60 | 0.0529 | -0.046 | |||
| 1.67 | 1.71 | 1,515 | 3,965 | 79.8% | 0.38 | 0.0513 | -0.045 | 35 | 5.05 | 5.10 | 220 | 7,857 | 80.0% | -0.63 | 0.0519 | -0.045 |
| 1.50 | 1.66 | 82 | 2 | 80.7% | 0.36 | 0.0502 | -0.044 | 35.5 | 5.25 | 5.60 | 1 | 16 | 79.7% | -0.65 | 0.0508 | -0.044 |
| 1.39 | 1.56 | 14 | 26 | 81.4% | 0.34 | 0.0489 | -0.043 | 36 | 5.60 | 5.95 | 1 | 79.1% | -0.67 | 0.0495 | -0.043 | |
| 1.25 | 1.41 | 2 | 2 | 80.7% | 0.31 | 0.0475 | -0.042 | 36.5 | 6.00 | 7.20 | 92.5% | -0.69 | 0.0482 | -0.042 | ||
| 1.17 | 1.30 | 17 | 45 | 81.3% | 0.30 | 0.0460 | -0.041 | 37 | 6.45 | 6.90 | 6 | 1 | 83.2% | -0.71 | 0.0467 | -0.041 |
| 1.04 | 1.20 | 12 | 14 | 81.0% | 0.28 | 0.0445 | -0.040 | 37.5 | 6.60 | 8.00 | 90.6% | -0.73 | 0.0452 | -0.040 | ||
| 0.9500 | 1.10 | 18 | 29 | 81.0% | 0.26 | 0.0429 | -0.039 | 38 | 6.90 | 7.75 | 2 | 3 | 78.2% | -0.74 | 0.0437 | -0.039 |
| 0.7900 | 0.9300 | 6 | 5 | 81.2% | 0.23 | 0.0397 | -0.037 | 39 | 7.60 | 8.45 | 72.8% | -0.78 | 0.0405 | -0.036 | ||
| 0.6700 | 0.7900 | 171 | 15.5K | 81.9% | 0.20 | 0.0365 | -0.034 | 40 | 9.05 | 9.35 | 19 | 6,385 | 85.3% | -0.80 | 0.0374 | -0.034 |
| 0.5400 | 0.6900 | 3 | 167 | 82.3% | 0.18 | 0.0334 | -0.032 | 41 | 9.25 | 10.25 | 1 | 15 | 69.8% | -0.83 | 0.0343 | -0.032 |
| 0.4700 | 0.6000 | 23 | 19 | 83.5% | 0.16 | 0.0305 | -0.030 | 42 | 10.05 | 11.85 | 84.9% | -0.85 | 0.0314 | -0.029 | ||
| 0.2900 | 0.3700 | 119 | 7,343 | 85.2% | 0.11 | 0.0229 | -0.024 | 45 | 13.40 | 13.90 | 56 | 1,546 | 79.6% | -0.90 | 0.0239 | -0.023 |
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