MCD cadeia de opções McDonald's Corporation
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 ±21.1% (194.97–299.37) · IV ATM 24.1% · P/C open interest 0.51
| 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 | |
| 112.15 | 116.00 | 31.2% | 0.99 | 0.0006 | 0.000 | 135 | 0.3800 | 0.8600 | 12 | 29.7% | -0.02 | 0.0006 | -0.004 | |||
| 107.55 | 111.30 | 29 | 30.2% | 0.98 | 0.0007 | 0.000 | 140 | 0.6400 | 0.9500 | 735 | 29.4% | -0.03 | 0.0008 | -0.005 | ||
| 103.05 | 106.00 | 9 | 27.5% | 0.98 | 0.0008 | 0.000 | 145 | 0.6700 | 1.23 | 161 | 28.8% | -0.03 | 0.0009 | -0.006 | ||
| 98.55 | 101.45 | 56 | 27.3% | 0.97 | 0.0010 | 0.000 | 150 | 1.00 | 1.47 | 191 | 28.7% | -0.04 | 0.0010 | -0.006 | ||
| 94.10 | 97.50 | 19 | 28.5% | 0.97 | 0.0012 | 0.000 | 155 | 1.23 | 1.76 | 33 | 28.3% | -0.04 | 0.0012 | -0.007 | ||
| 89.75 | 92.30 | 13 | 26.7% | 0.96 | 0.0014 | 0.000 | 160 | 1.43 | 2.10 | 34 | 27.8% | -0.05 | 0.0014 | -0.008 | ||
| 85.05 | 88.10 | 19 | 26.3% | 0.95 | 0.0016 | 0.000 | 165 | 1.76 | 2.31 | 765 | 27.2% | -0.06 | 0.0016 | -0.009 | ||
| 80.85 | 83.60 | 1 | 161 | 26.1% | 0.94 | 0.0018 | -0.001 | 170 | 2.18 | 2.95 | 286 | 27.2% | -0.07 | 0.0019 | -0.010 | |
| 76.65 | 79.20 | 103 | 25.8% | 0.93 | 0.0021 | -0.002 | 175 | 2.67 | 3.50 | 2 | 52 | 26.9% | -0.08 | 0.0022 | -0.012 | |
| 72.55 | 75.05 | 41 | 25.7% | 0.91 | 0.0024 | -0.004 | 180 | 3.25 | 3.70 | 3 | 239 | 26.2% | -0.10 | 0.0024 | -0.013 | |
| 68.50 | 70.90 | 15 | 25.5% | 0.90 | 0.0026 | -0.006 | 185 | 3.95 | 4.55 | 442 | 26.2% | -0.11 | 0.0028 | -0.014 | ||
| 64.55 | 67.05 | 140 | 25.5% | 0.88 | 0.0030 | -0.008 | 190 | 4.65 | 5.35 | 1 | 86 | 25.9% | -0.13 | 0.0031 | -0.015 | |
| 61.00 | 63.20 | 109 | 25.7% | 0.87 | 0.0033 | -0.009 | 195 | 5.60 | 6.00 | 105 | 25.6% | -0.15 | 0.0034 | -0.017 | ||
| 56.95 | 59.25 | 12 | 891 | 25.1% | 0.85 | 0.0036 | -0.011 | 200 | 6.25 | 7.00 | 5 | 1,659 | 25.2% | -0.17 | 0.0037 | -0.018 |
| 50.10 | 51.90 | 151 | 25.0% | 0.80 | 0.0042 | -0.015 | 210 | 8.95 | 9.35 | 417 | 25.1% | -0.21 | 0.0044 | -0.021 | ||
| 44.40 | 45.25 | 2 | 572 | 25.3% | 0.75 | 0.0048 | -0.018 | 220 | 11.85 | 12.25 | 915 | 24.8% | -0.26 | 0.0051 | -0.023 | |
| 37.25 | 39.15 | 4 | 503 | 24.4% | 0.70 | 0.0054 | -0.021 | 230 | 15.10 | 15.75 | 2 | 1,091 | 24.5% | -0.32 | 0.0057 | -0.025 |
| 32.60 | 33.50 | 32 | 910 | 24.6% | 0.64 | 0.0058 | -0.023 | 240 | 19.25 | 19.75 | 15 | 644 | 24.2% | -0.38 | 0.0062 | -0.026 |
| 27.55 | 28.45 | 38 | 2,308 | 24.3% | 0.59 | 0.0061 | -0.025 | 250 | 23.95 | 24.45 | 3 | 3,372 | 24.0% | -0.44 | 0.0066 | -0.027 |
| 23.55 | 24.00 | 26 | 790 | 24.2% | 0.53 | 0.0062 | -0.025 | 260 | 29.25 | 29.90 | 14 | 680 | 23.9% | -0.51 | 0.0069 | -0.028 |
| 19.75 | 20.10 | 3 | 1,173 | 24.1% | 0.47 | 0.0063 | -0.026 | 270 | 35.10 | 36.45 | 336 | 23.9% | -0.57 | 0.0071 | -0.027 | |
| 16.45 | 16.75 | 38 | 2,012 | 23.9% | 0.42 | 0.0062 | -0.025 | 280 | 41.85 | 43.00 | 490 | 23.8% | -0.64 | 0.0072 | -0.027 | |
| 13.55 | 14.05 | 17 | 1,157 | 23.8% | 0.37 | 0.0060 | -0.025 | 290 | 49.00 | 50.65 | 270 | 23.9% | -0.70 | 0.0072 | -0.026 | |
| 10.90 | 11.45 | 27 | 8,070 | 23.5% | 0.32 | 0.0057 | -0.023 | 300 | 56.90 | 58.90 | 872 | 24.3% | -0.76 | 0.0071 | -0.024 | |
| 8.60 | 9.45 | 889 | 23.3% | 0.28 | 0.0053 | -0.022 | 310 | 65.15 | 67.45 | 347 | 24.5% | -0.82 | 0.0067 | -0.022 | ||
| 7.20 | 7.80 | 3 | 2,177 | 23.5% | 0.24 | 0.0049 | -0.020 | 320 | 73.55 | 76.75 | 137 | 24.8% | -0.87 | 0.0059 | -0.017 | |
| 5.75 | 6.45 | 391 | 23.4% | 0.20 | 0.0045 | -0.018 | 330 | 83.35 | 86.10 | 76 | 26.1% | -0.91 | 0.0048 | -0.011 | ||
| 4.65 | 5.30 | 1,271 | 23.4% | 0.17 | 0.0040 | -0.017 | 340 | 92.55 | 95.80 | 161 | 26.8% | -0.95 | 0.0044 | -0.005 | ||
| 4.10 | 4.40 | 1 | 961 | 23.8% | 0.15 | 0.0036 | -0.015 | 350 | 102.50 | 105.20 | 7 | 27.8% | -0.98 | 0.0039 | -0.005 | |
| 3.00 | 3.85 | 288 | 23.7% | 0.13 | 0.0032 | -0.014 | 360 | 112.30 | 115.45 | 29.6% | -1.00 | 0.0006 | -0.028 | |||
| 2.67 | 3.20 | 411 | 24.1% | 0.11 | 0.0029 | -0.013 | 370 | 121.00 | 125.00 | 1 | 28.3% | -1.00 | 0.0000 | -0.036 | ||
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