LVS cadeia de opções Las Vegas Sands Corp.
Cboe delayed options data · em 09:36 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 ±4.7% (42.73–46.99) · IV ATM 28.1% · P/C open interest 0.91
| 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 | |
| 20.65 | 23.05 | 1.00 | 0.0011 | -0.002 | 22.5 | 0 | 0.1000 | 34 | 150.0% | -0.00 | 0.0011 | -0.005 | ||||
| 18.20 | 20.45 | 0.99 | 0.0016 | -0.003 | 25 | 0 | 0.0300 | 334 | 110.8% | -0.01 | 0.0016 | -0.005 | ||||
| 15.70 | 18.10 | 0.99 | 0.0023 | -0.004 | 27.5 | 0 | 0.1000 | 56 | 109.8% | -0.01 | 0.0023 | -0.006 | ||||
| 13.20 | 15.45 | 3 | 0.99 | 0.0035 | -0.005 | 30 | 0 | 1.38 | 176 | 159.3% | -0.01 | 0.0035 | -0.006 | |||
| 10.70 | 13.05 | 0.99 | 0.0055 | -0.006 | 32.5 | 0 | 0.1000 | 492 | 75.6% | -0.01 | 0.0055 | -0.007 | ||||
| 8.35 | 10.55 | 33 | 0.98 | 0.0094 | -0.007 | 35 | 0 | 0.2200 | 924 | 69.3% | -0.02 | 0.0094 | -0.008 | |||
| 7.35 | 9.55 | 0.97 | 0.0119 | -0.008 | 36 | 0 | 0.2300 | 63.2% | -0.03 | 0.0119 | -0.009 | |||||
| 6.35 | 8.35 | 0.97 | 0.0153 | -0.009 | 37 | 0 | 0.2400 | 3 | 57.0% | -0.03 | 0.0154 | -0.010 | ||||
| 5.85 | 8.05 | 42 | 0.96 | 0.0176 | -0.009 | 37.5 | 0 | 0.2400 | 395 | 53.7% | -0.04 | 0.0177 | -0.010 | |||
| 5.40 | 7.40 | 0.96 | 0.0203 | -0.010 | 38 | 0 | 0.2300 | 5 | 50.0% | -0.04 | 0.0204 | -0.011 | ||||
| 4.55 | 6.50 | 0.95 | 0.0277 | -0.011 | 39 | 0 | 0.2900 | 29 | 45.9% | -0.05 | 0.0279 | -0.012 | ||||
| 3.75 | 5.50 | 367 | 0.93 | 0.0393 | -0.013 | 40 | 0.0800 | 0.1000 | 9 | 3,945 | 34.9% | -0.07 | 0.0395 | -0.014 | ||
| 2.70 | 4.60 | 20.6% | 0.90 | 0.0580 | -0.016 | 41 | 0.0400 | 0.2400 | 2 | 2 | 32.0% | -0.10 | 0.0584 | -0.017 | ||
| 2.25 | 4.15 | 23.6% | 0.87 | 0.0710 | -0.018 | 41.5 | 0.0700 | 0.4900 | 2 | 6 | 35.6% | -0.13 | 0.0716 | -0.019 | ||
| 2.00 | 3.65 | 27.7% | 0.84 | 0.0863 | -0.021 | 42 | 0.0100 | 0.3000 | 18 | 25.9% | -0.16 | 0.0871 | -0.022 | |||
| 1.70 | 3.20 | 169 | 29.0% | 0.79 | 0.1030 | -0.024 | 42.5 | 0.2600 | 0.7300 | 5 | 2,673 | 35.5% | -0.21 | 0.1039 | -0.025 | |
| 1.87 | 2.30 | 1 | 29.4% | 0.74 | 0.1197 | -0.027 | 43 | 0 | 0.8100 | 4 | 39 | 27.9% | -0.26 | 0.1209 | -0.028 | |
| 1.66 | 1.94 | 10 | 31.1% | 0.68 | 0.1350 | -0.030 | 43.5 | 0.0600 | 0.9300 | 1 | 31 | 25.9% | -0.32 | 0.1365 | -0.030 | |
| 1.33 | 1.61 | 5 | 48 | 30.3% | 0.61 | 0.1471 | -0.031 | 44 | 0.6100 | 0.7800 | 6 | 158 | 26.4% | -0.40 | 0.1489 | -0.032 |
| 0.7700 | 1.62 | 31 | 30.2% | 0.53 | 0.1538 | -0.032 | 44.5 | 0.2800 | 1.12 | 74 | 20.4% | -0.47 | 0.1559 | -0.033 | ||
| 0.7300 | 1.03 | 52 | 755 | 28.1% | 0.46 | 0.1535 | -0.032 | 45 | 1.05 | 1.45 | 65 | 3,426 | 28.1% | -0.55 | 0.1559 | -0.033 |
| 0.4000 | 1.20 | 80 | 15 | 31.4% | 0.38 | 0.1466 | -0.031 | 45.5 | 1.34 | 1.65 | 37 | 26.4% | -0.62 | 0.1492 | -0.032 | |
| 0.4600 | 0.6700 | 5 | 82 | 29.5% | 0.32 | 0.1349 | -0.029 | 46 | 1.68 | 1.90 | 2 | 24.9% | -0.69 | 0.1375 | -0.030 | |
| 0.3200 | 0.5300 | 1 | 27 | 29.4% | 0.26 | 0.1205 | -0.027 | 46.5 | 1.98 | 2.43 | 2 | 26.0% | -0.75 | 0.1230 | -0.028 | |
| 0.1000 | 0.4200 | 14 | 103 | 27.2% | 0.21 | 0.1053 | -0.025 | 47 | 2.29 | 2.83 | 93 | 23.5% | -0.80 | 0.1077 | -0.025 | |
| 0.2000 | 0.3000 | 14 | 1,383 | 30.2% | 0.17 | 0.0903 | -0.022 | 47.5 | 2.41 | 3.15 | 14 | 4,580 | -0.84 | 0.0929 | -0.022 | |
| 0 | 0.2600 | 230 | 237 | 27.4% | 0.13 | 0.0763 | -0.019 | 48 | 2.84 | 4.60 | 37.1% | -0.88 | 0.0793 | -0.019 | ||
| 0 | 0.3000 | 90 | 31.4% | 0.11 | 0.0636 | -0.016 | 48.5 | 3.25 | 4.90 | 33.3% | -0.91 | 0.0678 | -0.017 | |||
| 0 | 0.2200 | 12 | 31.5% | 0.08 | 0.0527 | -0.014 | 49 | 3.65 | 5.60 | 1 | 38.9% | -0.93 | 0.0575 | -0.015 | ||
| 0 | 0.1800 | 1 | 32.5% | 0.07 | 0.0435 | -0.012 | 49.5 | 4.20 | 5.95 | 38.9% | -0.95 | 0.0501 | -0.013 | |||
| 0 | 0.1000 | 28 | 3,217 | 31.1% | 0.06 | 0.0362 | -0.010 | 50 | 4.50 | 5.55 | 1 | 491 | -0.96 | 0.0431 | -0.012 | |
| 0.0200 | 0.1100 | 3 | 108 | 37.1% | 0.04 | 0.0261 | -0.009 | 51 | 5.65 | 7.75 | 54.1% | -0.98 | 0.0316 | -0.010 | ||
| 0 | 0.1200 | 6 | 40.8% | 0.03 | 0.0201 | -0.008 | 52 | 6.65 | 8.75 | 59.5% | -0.99 | 0.0236 | -0.008 | |||
| 0 | 0.0500 | 5 | 3,057 | 37.1% | 0.03 | 0.0180 | -0.007 | 52.5 | 7.15 | 8.25 | 381 | -0.99 | 0.0210 | -0.007 | ||
| 0 | 0.0500 | 39.0% | 0.03 | 0.0163 | -0.007 | 53 | 7.70 | 9.75 | 66.0% | -0.99 | 0.0180 | -0.007 | ||||
| 0 | 0.2200 | 54.5% | 0.02 | 0.0135 | -0.007 | 54 | 8.55 | 10.75 | 66.4% | -0.99 | 0.0135 | -0.007 | ||||
| 0 | 0.1900 | 6 | 1,896 | 57.0% | 0.02 | 0.0115 | -0.007 | 55 | 9.65 | 10.65 | 202 | -0.99 | 0.0105 | -0.007 | ||
| 0 | 0.2500 | 64.1% | 0.02 | 0.0099 | -0.006 | 56 | 10.50 | 12.90 | 78.9% | -0.99 | 0.0083 | -0.006 | ||||
| 0 | 0.6800 | 84.6% | 0.02 | 0.0086 | -0.006 | 57 | 11.60 | 13.90 | 86.5% | -1.00 | 0.0065 | -0.006 | ||||
| 0 | 0.1600 | 31 | 1,358 | 64.5% | 0.02 | 0.0080 | -0.006 | 57.5 | 11.90 | 14.40 | 2 | 82.0% | -1.00 | 0.0058 | -0.006 | |
| 0 | 0.7500 | 91.1% | 0.02 | 0.0075 | -0.006 | 58 | 12.65 | 14.90 | 92.5% | -1.00 | 0.0052 | -0.006 | ||||
| 0 | 0.8100 | 1,708 | 101.3% | 0.01 | 0.0059 | -0.006 | 60 | 14.60 | 16.90 | 4 | 99.4% | -1.00 | 0.0032 | -0.005 | ||
| 0 | 0.9500 | 323 | 115.6% | 0.01 | 0.0046 | -0.005 | 62.5 | 17.05 | 19.40 | 107.6% | -1.00 | 0.0018 | -0.005 | |||
| 0 | 0.8100 | 1,694 | 120.6% | 0.01 | 0.0036 | -0.005 | 65 | 19.65 | 21.90 | 120.5% | -1.00 | 0.0010 | -0.005 | |||
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 — Sep 18, 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