MAR cadeia de opções Marriott International, Inc.
Cboe delayed options data · em 15:39 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 ±8.5% (363.25–430.85) · IV ATM 26.3% · P/C open interest 0.62
| 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 | |
| 195.80 | 200.10 | 5 | 69.5% | 0.99 | 0.0001 | 0.000 | 200 | 0 | 1.70 | 124 | 86.6% | -0.01 | 0.0001 | -0.014 | ||
| 186.00 | 190.20 | 3 | 68.1% | 0.99 | 0.0001 | 0.000 | 210 | 0 | 2.15 | 153 | 84.2% | -0.01 | 0.0001 | -0.014 | ||
| 176.00 | 180.30 | 122 | 62.6% | 0.99 | 0.0002 | 0.000 | 220 | 0 | 2.15 | 39 | 78.8% | -0.01 | 0.0002 | -0.015 | ||
| 166.10 | 170.10 | 21 | 52.8% | 0.99 | 0.0002 | 0.000 | 230 | 0 | 1.20 | 240 | 67.0% | -0.01 | 0.0002 | -0.016 | ||
| 156.20 | 160.30 | 291 | 52.4% | 0.99 | 0.0003 | 0.000 | 240 | 0 | 1.85 | 59 | 66.9% | -0.01 | 0.0003 | -0.018 | ||
| 146.30 | 150.40 | 10 | 49.3% | 0.99 | 0.0003 | -0.001 | 250 | 0 | 0.5500 | 70 | 51.8% | -0.01 | 0.0003 | -0.020 | ||
| 136.40 | 140.50 | 63 | 46.2% | 0.99 | 0.0004 | -0.004 | 260 | 0 | 0.5000 | 380 | 47.3% | -0.01 | 0.0004 | -0.022 | ||
| 126.50 | 130.80 | 83 | 45.3% | 0.98 | 0.0005 | -0.008 | 270 | 0 | 0.7000 | 147 | 45.6% | -0.02 | 0.0005 | -0.025 | ||
| 116.70 | 120.80 | 76 | 41.9% | 0.98 | 0.0007 | -0.012 | 280 | 0 | 1.00 | 208 | 44.1% | -0.02 | 0.0007 | -0.027 | ||
| 106.90 | 111.20 | 77 | 41.3% | 0.98 | 0.0008 | -0.016 | 290 | 0 | 0.9500 | 57 | 40.0% | -0.02 | 0.0008 | -0.030 | ||
| 97.20 | 100.80 | 249 | 36.0% | 0.97 | 0.0011 | -0.021 | 300 | 0.5000 | 1.05 | 409 | 39.5% | -0.03 | 0.0011 | -0.034 | ||
| 87.50 | 91.20 | 5 | 329 | 35.2% | 0.96 | 0.0014 | -0.029 | 310 | 0.6000 | 1.40 | 166 | 37.4% | -0.04 | 0.0014 | -0.041 | |
| 78.00 | 81.60 | 182 | 34.1% | 0.95 | 0.0019 | -0.040 | 320 | 0.6000 | 1.85 | 172 | 34.9% | -0.05 | 0.0019 | -0.051 | ||
| 68.60 | 72.20 | 198 | 33.0% | 0.93 | 0.0025 | -0.053 | 330 | 1.15 | 2.25 | 131 | 33.3% | -0.07 | 0.0026 | -0.063 | ||
| 59.20 | 63.40 | 114 | 32.2% | 0.90 | 0.0033 | -0.067 | 340 | 1.80 | 2.85 | 191 | 31.7% | -0.10 | 0.0034 | -0.075 | ||
| 50.30 | 54.40 | 119 | 30.9% | 0.87 | 0.0043 | -0.082 | 350 | 3.10 | 4.40 | 214 | 31.7% | -0.13 | 0.0044 | -0.089 | ||
| 41.60 | 45.90 | 118 | 29.5% | 0.82 | 0.0055 | -0.100 | 360 | 4.30 | 6.00 | 85 | 30.4% | -0.18 | 0.0056 | -0.106 | ||
| 34.80 | 37.40 | 100 | 29.2% | 0.76 | 0.0066 | -0.119 | 370 | 6.10 | 8.30 | 42 | 29.5% | -0.24 | 0.0068 | -0.124 | ||
| 27.30 | 30.00 | 1 | 142 | 28.0% | 0.69 | 0.0078 | -0.132 | 380 | 8.60 | 10.20 | 1 | 10 | 27.7% | -0.32 | 0.0079 | -0.137 |
| 20.70 | 23.30 | 1 | 682 | 27.0% | 0.61 | 0.0088 | -0.139 | 390 | 11.90 | 14.50 | 25 | 27.4% | -0.40 | 0.0090 | -0.143 | |
| 15.00 | 17.40 | 1 | 267 | 25.9% | 0.51 | 0.0095 | -0.139 | 400 | 16.30 | 18.90 | 20 | 26.7% | -0.49 | 0.0097 | -0.142 | |
| 10.60 | 12.70 | 2 | 1,057 | 25.4% | 0.42 | 0.0096 | -0.132 | 410 | 21.80 | 24.20 | 26.0% | -0.59 | 0.0098 | -0.134 | ||
| 7.00 | 8.70 | 6 | 434 | 24.6% | 0.33 | 0.0091 | -0.119 | 420 | 28.20 | 30.70 | 2 | 25.6% | -0.69 | 0.0093 | -0.120 | |
| 4.50 | 6.00 | 2 | 131 | 24.4% | 0.24 | 0.0080 | -0.101 | 430 | 35.50 | 38.10 | 1 | 25.2% | -0.78 | 0.0084 | -0.102 | |
| 2.90 | 4.30 | 158 | 24.7% | 0.17 | 0.0066 | -0.082 | 440 | 43.20 | 46.70 | 24.9% | -0.85 | 0.0072 | -0.084 | |||
| 1.65 | 2.95 | 1 | 22 | 24.6% | 0.12 | 0.0052 | -0.063 | 450 | 52.30 | 55.70 | 25.5% | -0.91 | 0.0063 | -0.069 | ||
| 1.05 | 1.40 | 7 | 23.7% | 0.08 | 0.0038 | -0.047 | 460 | 61.80 | 65.20 | 26.6% | -0.96 | 0.0054 | -0.057 | |||
| 0.4000 | 1.10 | 29 | 23.8% | 0.05 | 0.0028 | -0.035 | 470 | 71.10 | 75.10 | 26.9% | -0.99 | 0.0021 | -0.051 | |||
| 0.1500 | 0.7500 | 18 | 24.0% | 0.04 | 0.0020 | -0.026 | 480 | 81.20 | 85.10 | 30.0% | -1.00 | 0.0000 | -0.051 | |||
| 0.1500 | 0.5500 | 30 | 15 | 25.2% | 0.03 | 0.0015 | -0.021 | 490 | 91.20 | 95.10 | 32.6% | -1.00 | 0.0000 | -0.051 | ||
| 0 | 1.30 | 1 | 30.0% | 0.02 | 0.0012 | -0.019 | 500 | 101.00 | 105.10 | 33.7% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 1.85 | 34.2% | 0.02 | 0.0010 | -0.017 | 510 | 111.20 | 115.10 | 37.5% | -1.00 | 0.0000 | -0.051 | ||||
| 0 | 1.20 | 5 | 33.8% | 0.02 | 0.0009 | -0.016 | 520 | 121.00 | 125.10 | 38.3% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 1.75 | 11 | 40.1% | 0.01 | 0.0006 | -0.014 | 540 | 141.20 | 145.10 | 44.3% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 1.10 | 1 | 40.8% | 0.01 | 0.0005 | -0.013 | 560 | 161.20 | 165.10 | 48.6% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 0.9000 | 2 | 43.0% | 0.01 | 0.0004 | -0.012 | 580 | 181.20 | 185.10 | 52.6% | -1.00 | 0.0000 | -0.051 | |||
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 — Dec 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