LRCX cadeia de opções Lam Research Corporation
Cboe delayed options data · em 15:36 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 ±54.6% (129.80–441.90) · IV ATM 60.1% · P/C open interest 0.80
| 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 | |
| 157.25 | 161.00 | 153 | 61.6% | 0.92 | 0.0008 | -0.008 | 145 | 10.80 | 12.25 | 134 | 62.3% | -0.09 | 0.0008 | -0.031 | ||
| 153.70 | 157.50 | 5 | 139 | 61.4% | 0.91 | 0.0008 | -0.011 | 150 | 11.85 | 13.05 | 232 | 61.6% | -0.09 | 0.0008 | -0.033 | |
| 150.00 | 154.50 | 356 | 61.5% | 0.90 | 0.0008 | -0.013 | 155 | 13.10 | 15.00 | 105 | 62.1% | -0.10 | 0.0009 | -0.035 | ||
| 146.85 | 151.00 | 187 | 61.5% | 0.89 | 0.0009 | -0.016 | 160 | 14.40 | 15.90 | 189 | 61.6% | -0.11 | 0.0009 | -0.037 | ||
| 143.50 | 147.50 | 138 | 61.2% | 0.89 | 0.0009 | -0.018 | 165 | 15.75 | 17.50 | 274 | 61.6% | -0.12 | 0.0010 | -0.038 | ||
| 140.00 | 144.50 | 3 | 205 | 61.1% | 0.88 | 0.0010 | -0.020 | 170 | 17.30 | 19.45 | 270 | 61.8% | -0.13 | 0.0010 | -0.040 | |
| 137.25 | 141.00 | 152 | 61.0% | 0.87 | 0.0010 | -0.023 | 175 | 18.70 | 20.75 | 1 | 107 | 61.4% | -0.13 | 0.0011 | -0.042 | |
| 133.55 | 138.00 | 302 | 60.6% | 0.86 | 0.0011 | -0.025 | 180 | 20.40 | 22.05 | 201 | 632 | 61.2% | -0.14 | 0.0011 | -0.044 | |
| 130.50 | 135.00 | 129 | 60.6% | 0.85 | 0.0011 | -0.027 | 185 | 21.75 | 23.95 | 1 | 67 | 61.0% | -0.15 | 0.0012 | -0.045 | |
| 127.50 | 132.00 | 205 | 60.5% | 0.84 | 0.0012 | -0.029 | 190 | 23.65 | 26.50 | 227 | 61.5% | -0.16 | 0.0012 | -0.047 | ||
| 124.70 | 129.00 | 102 | 60.4% | 0.84 | 0.0012 | -0.031 | 195 | 25.40 | 28.20 | 172 | 61.3% | -0.17 | 0.0013 | -0.048 | ||
| 122.60 | 126.00 | 232 | 60.7% | 0.83 | 0.0013 | -0.033 | 200 | 27.25 | 29.75 | 200 | 976 | 61.0% | -0.18 | 0.0013 | -0.050 | |
| 116.60 | 120.50 | 5 | 225 | 60.3% | 0.81 | 0.0013 | -0.037 | 210 | 31.15 | 33.75 | 354 | 60.8% | -0.20 | 0.0014 | -0.053 | |
| 111.80 | 115.50 | 257 | 60.6% | 0.79 | 0.0014 | -0.041 | 220 | 35.25 | 37.45 | 307 | 60.4% | -0.22 | 0.0015 | -0.056 | ||
| 106.90 | 110.50 | 3 | 496 | 60.6% | 0.77 | 0.0015 | -0.045 | 230 | 39.55 | 42.80 | 431 | 60.6% | -0.24 | 0.0016 | -0.058 | |
| 102.10 | 105.50 | 1 | 193 | 60.4% | 0.76 | 0.0016 | -0.048 | 240 | 43.90 | 46.75 | 269 | 59.9% | -0.26 | 0.0016 | -0.060 | |
| 97.60 | 101.00 | 4 | 196 | 60.3% | 0.74 | 0.0016 | -0.051 | 250 | 49.15 | 52.50 | 2 | 938 | 60.3% | -0.28 | 0.0017 | -0.062 |
| 93.20 | 96.50 | 61 | 485 | 60.2% | 0.72 | 0.0017 | -0.054 | 260 | 54.55 | 57.50 | 5 | 869 | 60.3% | -0.29 | 0.0018 | -0.064 |
| 88.90 | 92.45 | 44 | 219 | 60.1% | 0.70 | 0.0017 | -0.056 | 270 | 59.65 | 62.20 | 50 | 59.8% | -0.31 | 0.0019 | -0.066 | |
| 85.15 | 88.50 | 29 | 161 | 60.1% | 0.68 | 0.0018 | -0.059 | 280 | 64.80 | 68.50 | 300 | 59.8% | -0.33 | 0.0019 | -0.067 | |
| 81.50 | 85.00 | 7 | 108 | 60.2% | 0.66 | 0.0018 | -0.061 | 290 | 71.10 | 74.50 | 230 | 60.0% | -0.35 | 0.0020 | -0.068 | |
| 77.90 | 81.50 | 6 | 390 | 60.2% | 0.65 | 0.0018 | -0.062 | 300 | 76.95 | 80.50 | 1 | 1,465 | 59.9% | -0.37 | 0.0020 | -0.069 |
| 74.60 | 77.90 | 2 | 237 | 60.2% | 0.63 | 0.0019 | -0.064 | 310 | 83.05 | 86.05 | 150 | 59.8% | -0.39 | 0.0021 | -0.070 | |
| 71.00 | 73.85 | 3 | 549 | 59.7% | 0.61 | 0.0019 | -0.066 | 320 | 89.50 | 93.00 | 233 | 59.7% | -0.41 | 0.0021 | -0.070 | |
| 68.00 | 71.50 | 454 | 60.0% | 0.59 | 0.0019 | -0.067 | 330 | 96.65 | 99.30 | 88 | 59.8% | -0.43 | 0.0021 | -0.071 | ||
| 65.55 | 68.50 | 484 | 60.1% | 0.58 | 0.0020 | -0.068 | 340 | 103.00 | 105.95 | 144 | 59.6% | -0.45 | 0.0022 | -0.071 | ||
| 62.35 | 65.75 | 1 | 432 | 59.9% | 0.56 | 0.0020 | -0.069 | 350 | 110.00 | 112.80 | 194 | 59.6% | -0.47 | 0.0022 | -0.071 | |
| 59.55 | 62.40 | 273 | 59.6% | 0.55 | 0.0020 | -0.070 | 360 | 117.00 | 119.95 | 59 | 59.6% | -0.48 | 0.0022 | -0.071 | ||
| 57.25 | 60.50 | 3 | 318 | 59.9% | 0.53 | 0.0020 | -0.070 | 370 | 124.00 | 127.50 | 237 | 59.6% | -0.50 | 0.0023 | -0.071 | |
| 54.65 | 57.95 | 185 | 59.8% | 0.52 | 0.0020 | -0.071 | 380 | 131.50 | 134.70 | 59 | 59.6% | -0.52 | 0.0023 | -0.071 | ||
| 52.50 | 55.75 | 6 | 395 | 59.9% | 0.50 | 0.0020 | -0.071 | 390 | 139.00 | 142.20 | 104 | 59.6% | -0.54 | 0.0023 | -0.070 | |
| 50.50 | 53.55 | 8 | 930 | 60.0% | 0.49 | 0.0020 | -0.071 | 400 | 146.50 | 149.50 | 75 | 232 | 59.5% | -0.55 | 0.0023 | -0.070 |
| 48.10 | 51.50 | 2 | 706 | 59.8% | 0.47 | 0.0020 | -0.071 | 410 | 154.00 | 157.50 | 133 | 59.5% | -0.57 | 0.0023 | -0.069 | |
| 46.00 | 49.35 | 1 | 133 | 59.7% | 0.46 | 0.0020 | -0.071 | 420 | 162.50 | 165.25 | 32 | 59.7% | -0.59 | 0.0024 | -0.068 | |
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 — Jan 21, 2028
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