LQD cadeia de opções iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · em 21:51 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 ±4.3% (100.94–110.00) · IV ATM 7.2% · P/C open interest 12.46
| 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 | |
| 44.45 | 47.20 | 51.0% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.2300 | 35.6% | -0.00 | 0.0004 | -0.000 | ||||
| 39.60 | 42.15 | 45.2% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.15 | 47.4% | -0.00 | 0.0006 | -0.001 | ||||
| 34.55 | 37.20 | 38.7% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.2500 | 27.1% | -0.01 | 0.0010 | -0.001 | ||||
| 29.55 | 32.25 | 33.1% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.2800 | 23.4% | -0.01 | 0.0017 | -0.001 | ||||
| 24.60 | 27.20 | 27.5% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.21 | 30.6% | -0.02 | 0.0029 | -0.001 | ||||
| 19.60 | 22.00 | 20.4% | 1.00 | 0.0007 | 0.000 | 85 | 0 | 2.24 | 10 | 25.5% | -0.03 | 0.0052 | -0.002 | |||
| 14.65 | 17.05 | 16.5% | 0.99 | 0.0032 | 0.000 | 90 | 0 | 0.7400 | 45 | 14.8% | -0.04 | 0.0098 | -0.002 | |||
| 11.70 | 14.00 | 13.6% | 0.99 | 0.0077 | 0.000 | 93 | 0 | 0.5000 | 11.2% | -0.06 | 0.0150 | -0.003 | ||||
| 10.70 | 13.10 | 13.2% | 0.98 | 0.0104 | 0.000 | 94 | 0 | 0.5400 | 10.6% | -0.07 | 0.0175 | -0.003 | ||||
| 9.85 | 12.30 | 13.9% | 0.97 | 0.0140 | -0.000 | 95 | 0.0100 | 0.5600 | 10.0% | -0.09 | 0.0205 | -0.003 | ||||
| 8.95 | 10.50 | 0.96 | 0.0186 | -0.001 | 96 | 0.0700 | 0.6100 | 1 | 9.6% | -0.10 | 0.0240 | -0.003 | ||||
| 7.95 | 9.55 | 7.8% | 0.95 | 0.0246 | -0.002 | 97 | 0.1200 | 1.05 | 10.3% | -0.12 | 0.0283 | -0.004 | ||||
| 7.15 | 8.60 | 9.1% | 0.93 | 0.0320 | -0.003 | 98 | 0.2100 | 0.7800 | 8.9% | -0.14 | 0.0334 | -0.004 | ||||
| 6.25 | 7.60 | 8.7% | 0.90 | 0.0407 | -0.003 | 99 | 0.3100 | 0.8800 | 8.5% | -0.17 | 0.0393 | -0.004 | ||||
| 5.45 | 6.55 | 8 | 8.2% | 0.87 | 0.0499 | -0.004 | 100 | 0.0200 | 1.02 | 36 | 7.2% | -0.21 | 0.0460 | -0.004 | ||
| 4.55 | 5.65 | 7.8% | 0.82 | 0.0593 | -0.005 | 101 | 0.6500 | 1.60 | 2 | 8.8% | -0.25 | 0.0532 | -0.005 | |||
| 3.90 | 4.85 | 8.0% | 0.76 | 0.0679 | -0.005 | 102 | 0.6200 | 1.61 | 2 | 7.6% | -0.30 | 0.0605 | -0.005 | |||
| 3.00 | 4.10 | 7.5% | 0.70 | 0.0750 | -0.005 | 103 | 0 | 3.45 | 4,109 | 8.6% | -0.36 | 0.0673 | -0.005 | |||
| 2.10 | 3.40 | 6.9% | 0.63 | 0.0806 | -0.005 | 104 | 0.1000 | 2.95 | 6.5% | -0.43 | 0.0731 | -0.005 | ||||
| 1.43 | 3.15 | 5 | 7.2% | 0.55 | 0.0842 | -0.005 | 105 | 1.43 | 3.05 | 2 | 7.3% | -0.50 | 0.0770 | -0.005 | ||
| 1.12 | 2.37 | 7.0% | 0.46 | 0.0850 | -0.005 | 106 | 1.87 | 3.15 | 52 | 6.3% | -0.58 | 0.0781 | -0.005 | |||
| 0.0800 | 2.10 | 6.1% | 0.38 | 0.0824 | -0.005 | 107 | 1.05 | 3.70 | 1 | 3.3% | -0.66 | 0.0759 | -0.004 | |||
| 0.5000 | 1.44 | 2 | 6.8% | 0.29 | 0.0761 | -0.004 | 108 | 3.15 | 4.20 | 2 | 5.7% | -0.73 | 0.0700 | -0.003 | ||
| 0.2500 | 1.43 | 5 | 7.3% | 0.22 | 0.0663 | -0.004 | 109 | 3.55 | 5.00 | 11 | 4.6% | -0.80 | 0.0607 | -0.003 | ||
| 0.0700 | 1.23 | 5 | 7.4% | 0.16 | 0.0547 | -0.003 | 110 | 4.70 | 5.80 | 7 | 5.3% | -0.85 | 0.0497 | -0.002 | ||
| 0 | 0.5100 | 295 | 6.1% | 0.12 | 0.0436 | -0.002 | 111 | 5.90 | 6.70 | 331 | 6.6% | -0.89 | 0.0393 | -0.001 | ||
| 0 | 0.4400 | 31 | 6.5% | 0.09 | 0.0344 | -0.002 | 112 | 6.35 | 7.95 | 2 | 6.2% | -0.92 | 0.0310 | -0.001 | ||
| 0 | 0.4000 | 5 | 7.0% | 0.07 | 0.0274 | -0.002 | 113 | 7.45 | 9.05 | 21 | 7.9% | -0.94 | 0.0247 | -0.000 | ||
| 0 | 0.3700 | 7.5% | 0.06 | 0.0220 | -0.002 | 114 | 8.30 | 9.80 | 10 | 6.7% | -0.95 | 0.0200 | 0.000 | |||
| 0 | 0.3500 | 8.1% | 0.05 | 0.0180 | -0.001 | 115 | 9.25 | 11.05 | 8.6% | -0.96 | 0.0163 | 0.000 | ||||
| 0 | 0.3300 | 10 | 8.5% | 0.04 | 0.0150 | -0.001 | 116 | 10.20 | 11.70 | 6.1% | -0.96 | 0.0134 | 0.000 | |||
| 0 | 0.3200 | 10 | 9.0% | 0.03 | 0.0126 | -0.001 | 117 | 10.65 | 13.15 | -0.97 | 0.0112 | 0.000 | ||||
| 0 | 0.3100 | 9.6% | 0.03 | 0.0108 | -0.001 | 118 | 11.65 | 14.00 | 1 | -0.97 | 0.0095 | 0.000 | ||||
| 0 | 0.3000 | 10.0% | 0.03 | 0.0093 | -0.001 | 119 | 12.65 | 15.00 | 10 | -0.98 | 0.0081 | 0.000 | ||||
| 0 | 0.2900 | 10.5% | 0.02 | 0.0081 | -0.001 | 120 | 13.65 | 16.00 | 7 | -0.98 | 0.0070 | 0.000 | ||||
| 0 | 0.2800 | 10.9% | 0.02 | 0.0071 | -0.001 | 121 | 14.60 | 17.00 | 1 | -0.98 | 0.0060 | 0.000 | ||||
| 0 | 0.2700 | 11.4% | 0.02 | 0.0063 | -0.001 | 122 | 15.60 | 18.00 | 3 | -0.98 | 0.0053 | 0.000 | ||||
| 0 | 2.15 | 19.4% | 0.02 | 0.0056 | -0.001 | 123 | 16.60 | 19.00 | 19 | -0.99 | 0.0046 | 0.000 | ||||
| 0 | 2.14 | 20.7% | 0.01 | 0.0045 | -0.001 | 125 | 18.50 | 20.90 | -0.99 | 0.0036 | 0.000 | |||||
| 0 | 0.2400 | 14.9% | 0.01 | 0.0028 | -0.001 | 130 | 23.35 | 25.90 | -0.99 | 0.0020 | 0.000 | |||||
| 0 | 0.2300 | 16.9% | 0.01 | 0.0018 | -0.000 | 135 | 28.35 | 30.85 | -0.99 | 0.0012 | 0.000 | |||||
| 0 | 0.2300 | 18.9% | 0.00 | 0.0012 | -0.000 | 140 | 33.30 | 35.75 | -0.99 | 0.0008 | 0.000 | |||||
| 0 | 1.60 | 29.7% | 0.00 | 0.0009 | -0.000 | 145 | 38.15 | 40.70 | -1.00 | 0.0005 | 0.000 | |||||
| 0 | 1.60 | 31.9% | 0.00 | 0.0006 | -0.000 | 150 | 43.10 | 45.65 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.2200 | 24.2% | 0.00 | 0.0004 | -0.000 | 155 | 48.10 | 50.55 | -1.00 | 0.0000 | -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.
callsputs