LYFT cadeia de opções Lyft, Inc.
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 ±14.7% (14.49–19.48) · IV ATM 62.2% · P/C open interest 0.78
| 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 | |
| 7.50 | 9.70 | 10 | 211.5% | 0.98 | 0.0089 | -0.004 | 9 | 0 | 0.1400 | 122.6% | -0.02 | 0.0089 | -0.005 | |||
| 6.50 | 8.80 | 45 | 188.9% | 0.97 | 0.0124 | -0.004 | 10 | 0 | 0.0900 | 5 | 3,703 | 96.7% | -0.03 | 0.0124 | -0.005 | |
| 5.55 | 6.25 | 1 | 0.96 | 0.0176 | -0.004 | 11 | 0 | 0.0900 | 1 | 456 | 81.4% | -0.04 | 0.0176 | -0.005 | ||
| 5.05 | 6.55 | 115.2% | 0.96 | 0.0212 | -0.005 | 11.5 | 0 | 0.2900 | 95.1% | -0.04 | 0.0213 | -0.005 | ||||
| 4.55 | 6.10 | 49 | 108.1% | 0.95 | 0.0260 | -0.005 | 12 | 0.0500 | 0.2000 | 1 | 460 | 83.7% | -0.05 | 0.0261 | -0.006 | |
| 4.10 | 5.45 | 93.2% | 0.94 | 0.0326 | -0.006 | 12.5 | 0 | 0.2500 | 75.8% | -0.06 | 0.0327 | -0.006 | ||||
| 3.70 | 5.15 | 2 | 26 | 98.4% | 0.92 | 0.0414 | -0.007 | 13 | 0.0600 | 0.1500 | 13 | 4,285 | 65.2% | -0.08 | 0.0416 | -0.007 |
| 3.20 | 4.50 | 82.3% | 0.90 | 0.0526 | -0.009 | 13.5 | 0.0900 | 0.3400 | 70.9% | -0.10 | 0.0528 | -0.009 | ||||
| 2.80 | 3.45 | 58 | 51.0% | 0.87 | 0.0657 | -0.010 | 14 | 0.2100 | 0.3100 | 34 | 1,525 | 67.0% | -0.13 | 0.0660 | -0.011 | |
| 2.38 | 3.10 | 55.2% | 0.83 | 0.0795 | -0.013 | 14.5 | 0.0600 | 0.5700 | 63.0% | -0.17 | 0.0798 | -0.013 | ||||
| 2.37 | 2.62 | 256 | 65.3% | 0.78 | 0.0928 | -0.015 | 15 | 0.3700 | 0.4500 | 31 | 2,750 | 61.0% | -0.22 | 0.0933 | -0.015 | |
| 1.92 | 2.78 | 2 | 76.6% | 0.72 | 0.1048 | -0.016 | 15.5 | 0.5300 | 0.6100 | 7 | 61.6% | -0.28 | 0.1054 | -0.017 | ||
| 1.70 | 1.95 | 11 | 4,313 | 64.1% | 0.67 | 0.1149 | -0.018 | 16 | 0.7200 | 0.8300 | 5,088 | 1,145 | 62.7% | -0.34 | 0.1156 | -0.018 |
| 1.08 | 1.80 | 58.6% | 0.60 | 0.1223 | -0.019 | 16.5 | 0.8300 | 1.09 | 2 | 61.0% | -0.40 | 0.1232 | -0.019 | |||
| 1.21 | 1.33 | 113 | 5,156 | 62.7% | 0.54 | 0.1266 | -0.019 | 17 | 1.20 | 1.25 | 905 | 622 | 61.7% | -0.46 | 0.1277 | -0.019 |
| 0.9000 | 1.08 | 115 | 59.5% | 0.48 | 0.1275 | -0.019 | 17.5 | 1.05 | 1.67 | 2 | 54.4% | -0.52 | 0.1288 | -0.019 | ||
| 0.7500 | 0.9000 | 290 | 6,299 | 60.6% | 0.42 | 0.1252 | -0.019 | 18 | 1.74 | 1.85 | 3,001 | 564 | 60.5% | -0.59 | 0.1266 | -0.019 |
| 0.4200 | 0.9400 | 14 | 61.3% | 0.36 | 0.1200 | -0.018 | 18.5 | 2.01 | 2.52 | 67.3% | -0.64 | 0.1216 | -0.018 | |||
| 0.3500 | 0.7200 | 164 | 707 | 60.7% | 0.31 | 0.1126 | -0.017 | 19 | 1.93 | 2.77 | 96 | 51.2% | -0.70 | 0.1145 | -0.017 | |
| 0.4000 | 0.5200 | 1 | 62.8% | 0.26 | 0.1039 | -0.016 | 19.5 | 2.24 | 3.35 | 53.8% | -0.74 | 0.1059 | -0.016 | |||
| 0.3200 | 0.4000 | 90 | 673 | 62.4% | 0.22 | 0.0942 | -0.014 | 20 | 2.62 | 3.80 | 20 | 53.2% | -0.79 | 0.0965 | -0.014 | |
| 0.1400 | 0.5200 | 65.7% | 0.18 | 0.0841 | -0.013 | 20.5 | 3.60 | 4.45 | 80.6% | -0.83 | 0.0866 | -0.013 | ||||
| 0.1900 | 0.2500 | 40 | 233 | 62.1% | 0.15 | 0.0741 | -0.011 | 21 | 3.50 | 4.85 | 1 | 7 | 60.0% | -0.86 | 0.0768 | -0.011 |
| 0.1300 | 0.2600 | 3 | 64.4% | 0.12 | 0.0646 | -0.010 | 21.5 | 4.45 | 5.35 | 83.0% | -0.89 | 0.0675 | -0.010 | |||
| 0.1200 | 0.1700 | 4 | 825 | 63.6% | 0.10 | 0.0560 | -0.009 | 22 | 4.40 | 5.85 | 63.4% | -0.91 | 0.0590 | -0.009 | ||
| 0.0800 | 0.1700 | 65.2% | 0.09 | 0.0485 | -0.008 | 22.5 | 5.20 | 6.30 | 80.5% | -0.93 | 0.0518 | -0.008 | ||||
| 0.0100 | 0.1000 | 1 | 1,077 | 58.1% | 0.07 | 0.0421 | -0.007 | 23 | 5.75 | 6.80 | 87.0% | -0.94 | 0.0453 | -0.007 | ||
| 0 | 0.0800 | 2 | 26 | 61.0% | 0.05 | 0.0321 | -0.006 | 24 | 6.75 | 7.40 | 70.5% | -0.96 | 0.0354 | -0.005 | ||
| 0 | 0.0900 | 56 | 68.1% | 0.04 | 0.0250 | -0.005 | 25 | 7.70 | 8.80 | 100.3% | -0.97 | 0.0285 | -0.004 | |||
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.