KMI cadeia de opções Kinder Morgan, Inc.
Cboe delayed options data · em 00:39 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 ±4.1% (32.02–34.76) · IV ATM 29.4% · P/C open interest 0.92
| 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 | |
| 12.90 | 14.15 | 156.7% | 0.99 | 0.0020 | -0.002 | 20 | 0 | 0.3100 | 177.6% | -0.00 | 0.0020 | -0.004 | ||||
| 12.10 | 13.05 | 156.8% | 0.99 | 0.0025 | -0.002 | 21 | 0 | 0.3100 | 163.2% | -0.01 | 0.0025 | -0.004 | ||||
| 11.05 | 12.15 | 148.3% | 0.99 | 0.0031 | -0.003 | 22 | 0 | 0.3100 | 149.3% | -0.01 | 0.0031 | -0.004 | ||||
| 10.15 | 11.15 | 143.5% | 0.99 | 0.0039 | -0.003 | 23 | 0 | 0.0500 | 99.5% | -0.01 | 0.0040 | -0.004 | ||||
| 9.00 | 10.15 | 117.0% | 0.99 | 0.0051 | -0.004 | 24 | 0 | 0.0900 | 6 | 97.8% | -0.01 | 0.0051 | -0.005 | |||
| 8.20 | 9.15 | 120.0% | 0.99 | 0.0067 | -0.004 | 25 | 0 | 0.3100 | 110.6% | -0.01 | 0.0068 | -0.005 | ||||
| 7.20 | 8.15 | 9 | 106.9% | 0.99 | 0.0091 | -0.005 | 26 | 0 | 0.1600 | 85.6% | -0.01 | 0.0091 | -0.006 | |||
| 6.20 | 7.15 | 31 | 94.1% | 0.98 | 0.0127 | -0.006 | 27 | 0 | 0.3200 | 2 | 87.2% | -0.02 | 0.0128 | -0.006 | ||
| 5.20 | 6.15 | 27 | 81.6% | 0.97 | 0.0185 | -0.007 | 28 | 0 | 0.3300 | 36 | 76.1% | -0.02 | 0.0186 | -0.007 | ||
| 4.70 | 5.65 | 75.4% | 0.97 | 0.0228 | -0.007 | 28.5 | 0 | 0.3300 | 5 | 70.2% | -0.03 | 0.0229 | -0.008 | |||
| 4.15 | 4.85 | 2 | 46.5% | 0.96 | 0.0285 | -0.008 | 29 | 0 | 0.0800 | 64 | 46.9% | -0.04 | 0.0286 | -0.009 | ||
| 3.75 | 4.65 | 65.2% | 0.96 | 0.0363 | -0.009 | 29.5 | 0 | 0.3100 | 2 | 57.6% | -0.04 | 0.0365 | -0.010 | |||
| 3.25 | 4.10 | 21 | 56.9% | 0.95 | 0.0472 | -0.011 | 30 | 0.0200 | 0.1400 | 3 | 223 | 43.6% | -0.05 | 0.0475 | -0.011 | |
| 2.82 | 3.50 | 49.5% | 0.93 | 0.0629 | -0.013 | 30.5 | 0.0200 | 0.1400 | 2 | 38.5% | -0.07 | 0.0633 | -0.013 | |||
| 2.40 | 2.89 | 1 | 49 | 42.2% | 0.90 | 0.0853 | -0.015 | 31 | 0.0400 | 0.1400 | 20 | 1,711 | 34.3% | -0.10 | 0.0860 | -0.016 |
| 1.92 | 2.28 | 1 | 3 | 32.6% | 0.86 | 0.1156 | -0.019 | 31.5 | 0.0100 | 0.2100 | 7 | 30.6% | -0.14 | 0.1165 | -0.019 | |
| 1.56 | 2.00 | 317 | 37.7% | 0.80 | 0.1512 | -0.024 | 32 | 0.0400 | 0.2300 | 250 | 964 | 26.7% | -0.20 | 0.1525 | -0.024 | |
| 1.16 | 1.42 | 6 | 48 | 30.8% | 0.71 | 0.1866 | -0.028 | 32.5 | 0.2500 | 0.4200 | 50 | 1,205 | 31.3% | -0.29 | 0.1883 | -0.029 |
| 0.8500 | 1.01 | 299 | 3,214 | 29.1% | 0.61 | 0.2154 | -0.031 | 33 | 0.4200 | 0.5900 | 2 | 1,098 | 30.9% | -0.39 | 0.2173 | -0.032 |
| 0.5700 | 0.7300 | 18 | 121 | 28.7% | 0.50 | 0.2301 | -0.032 | 33.5 | 0.6300 | 0.8100 | 427 | 95 | 30.1% | -0.50 | 0.2322 | -0.032 |
| 0.3600 | 0.4900 | 59 | 207 | 28.1% | 0.39 | 0.2253 | -0.030 | 34 | 0.9100 | 1.10 | 166 | 98 | 30.0% | -0.62 | 0.2275 | -0.030 |
| 0.1100 | 0.3500 | 29 | 31 | 26.0% | 0.28 | 0.2009 | -0.026 | 34.5 | 1.23 | 1.45 | 60 | 1 | 29.7% | -0.72 | 0.2035 | -0.026 |
| 0.0400 | 0.2000 | 36 | 1,650 | 25.2% | 0.19 | 0.1634 | -0.021 | 35 | 1.54 | 1.93 | 30.0% | -0.81 | 0.1664 | -0.021 | ||
| 0.0400 | 0.1500 | 13 | 35 | 28.3% | 0.13 | 0.1242 | -0.016 | 35.5 | 1.74 | 2.71 | 34.8% | -0.88 | 0.1277 | -0.017 | ||
| 0.0100 | 0.1100 | 30 | 72 | 29.3% | 0.10 | 0.0929 | -0.013 | 36 | 2.10 | 3.30 | 38.1% | -0.91 | 0.0962 | -0.014 | ||
| 0.0100 | 0.1300 | 5 | 20 | 34.6% | 0.07 | 0.0716 | -0.012 | 36.5 | 2.48 | 3.85 | 39.7% | -0.93 | 0.0745 | -0.012 | ||
| 0 | 0.2500 | 11 | 44.6% | 0.06 | 0.0575 | -0.011 | 37 | 2.91 | 4.40 | 43.1% | -0.95 | 0.0602 | -0.011 | |||
| 0 | 0.3200 | 11 | 56.4% | 0.05 | 0.0402 | -0.011 | 38 | 3.85 | 5.45 | 50.7% | -0.96 | 0.0424 | -0.011 | |||
| 0 | 0.3200 | 64.6% | 0.04 | 0.0299 | -0.010 | 39 | 4.80 | 6.45 | 54.7% | -0.97 | 0.0318 | -0.010 | ||||
| 0 | 0.3100 | 90 | 71.7% | 0.03 | 0.0231 | -0.010 | 40 | 5.80 | 7.45 | 61.7% | -0.97 | 0.0249 | -0.009 | |||
| 0 | 0.3100 | 79.0% | 0.03 | 0.0184 | -0.009 | 41 | 6.80 | 8.45 | 68.3% | -0.98 | 0.0202 | -0.009 | ||||
| 0 | 0.3100 | 1 | 85.9% | 0.02 | 0.0151 | -0.009 | 42 | 7.80 | 9.45 | 74.7% | -0.98 | 0.0166 | -0.008 | |||
| 0 | 0.3100 | 92.6% | 0.02 | 0.0125 | -0.008 | 43 | 8.80 | 10.45 | 80.8% | -0.99 | 0.0138 | -0.008 | ||||
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 — Oct 30, 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.
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