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Expiração Cboe delayed options data · em 21:52 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 ±34.6% (251.07–516.92) · IV ATM 59.8% · P/C open interest 0.65

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
190.95	203.75		4	56.0%	0.95	0.0005	-0.018	195	3.40	5.95		107	67.8%	-0.05	0.0005	-0.048
186.30	197.40		161	50.4%	0.95	0.0006	-0.021	200	4.10	6.20		233	67.4%	-0.05	0.0006	-0.051
177.55	190.85		9	57.3%	0.94	0.0006	-0.030	210	5.15	7.80		136	67.2%	-0.06	0.0007	-0.058
169.45	182.60	2	27	59.0%	0.93	0.0008	-0.038	220	6.50	8.95		20	66.3%	-0.07	0.0008	-0.065
161.75	172.05		3	57.0%	0.92	0.0008	-0.047	230	8.15	10.50		27	65.9%	-0.09	0.0009	-0.072
153.50	164.00		27	57.4%	0.90	0.0010	-0.056	240	9.15	12.45		49	64.9%	-0.10	0.0010	-0.080
145.45	155.50		43	56.8%	0.89	0.0011	-0.065	250	11.15	13.45	2	503	63.6%	-0.11	0.0011	-0.087
137.50	149.65	5	17	58.5%	0.87	0.0012	-0.073	260	13.30	16.75		42	64.2%	-0.13	0.0012	-0.095
131.80	141.60	5	50	59.4%	0.86	0.0013	-0.082	270	16.05	19.30		57	64.2%	-0.15	0.0013	-0.103
122.65	133.85		36	57.4%	0.84	0.0014	-0.091	280	19.10	21.50	157	409	63.7%	-0.17	0.0014	-0.110
116.15	127.40		11	58.1%	0.82	0.0015	-0.099	290	20.95	24.15		25	62.5%	-0.19	0.0015	-0.117
110.15	119.75		57	57.9%	0.80	0.0016	-0.107	300	23.15	28.95		74	62.6%	-0.21	0.0016	-0.124
104.75	113.90		164	58.8%	0.78	0.0017	-0.115	310	27.95	30.25		65	61.9%	-0.23	0.0018	-0.131
99.80	106.85		119	58.8%	0.76	0.0018	-0.122	320	30.15	36.10		54	62.1%	-0.25	0.0019	-0.137
93.95	101.15		94	58.9%	0.74	0.0019	-0.129	330	34.00	40.30		20	61.9%	-0.27	0.0020	-0.142
88.35	94.50		63	58.2%	0.71	0.0020	-0.135	340	39.30	42.35		18	61.2%	-0.29	0.0020	-0.147
83.40	89.10		212	58.3%	0.69	0.0021	-0.141	350	44.10	49.70		165	62.6%	-0.32	0.0021	-0.152
77.95	84.15		40	58.2%	0.67	0.0021	-0.146	360	46.70	53.75		36	61.0%	-0.34	0.0022	-0.156
73.15	79.50	3	36	58.2%	0.65	0.0022	-0.150	370	51.65	59.05	3	146	61.0%	-0.36	0.0023	-0.159
68.60	75.10		93	58.3%	0.62	0.0022	-0.154	380	59.10	63.05		241	61.3%	-0.39	0.0023	-0.162
65.30	70.75		450	58.7%	0.60	0.0023	-0.157	390	64.45	69.55	14	116	61.5%	-0.41	0.0024	-0.164
60.25	66.95	2	623	58.4%	0.58	0.0023	-0.160	400	70.50	74.65		43	61.3%	-0.43	0.0024	-0.166
57.10	63.30		94	58.7%	0.56	0.0023	-0.162	410	76.40	81.50		114	61.5%	-0.46	0.0024	-0.167
52.30	61.20	5	55	58.9%	0.54	0.0024	-0.163	420	82.60	87.30	10	125	61.3%	-0.48	0.0025	-0.167
50.20	56.50		53	58.9%	0.51	0.0024	-0.164	430	89.00	93.95	38	44	61.3%	-0.50	0.0025	-0.167
46.75	52.95	5	23	58.7%	0.49	0.0024	-0.164	440	95.70	101.90		85	61.9%	-0.52	0.0025	-0.167
43.85	50.55		366	59.0%	0.47	0.0024	-0.164	450	102.50	108.55	2	92	61.8%	-0.55	0.0025	-0.166
42.30	47.85		86	59.7%	0.45	0.0023	-0.164	460	109.20	114.85		13	61.3%	-0.57	0.0025	-0.165
38.75	45.30		31	59.4%	0.43	0.0023	-0.163	470	116.70	123.40	27	19	62.0%	-0.59	0.0025	-0.163
35.25	41.60	2	40	58.4%	0.42	0.0023	-0.162	480	124.55	129.55		21	61.7%	-0.61	0.0025	-0.161
33.35	39.90		141	59.0%	0.40	0.0023	-0.161	490	131.25	137.30		18	61.4%	-0.63	0.0024	-0.159
33.05	36.50		293	59.3%	0.38	0.0022	-0.159	500	140.00	146.75		18	62.7%	-0.64	0.0024	-0.157
28.80	35.70	2	59	59.0%	0.36	0.0022	-0.157	510	146.75	155.70		6	62.8%	-0.66	0.0024	-0.154
27.25	33.70	2	2	59.2%	0.35	0.0022	-0.155	520	153.85	164.60		29	62.9%	-0.68	0.0024	-0.151
25.60	31.20	7	461	59.0%	0.33	0.0021	-0.153	530	163.65	169.60		10	62.2%	-0.70	0.0023	-0.148
25.80	28.95		2	59.7%	0.32	0.0021	-0.150	540	168.75	179.25	2	10	61.4%	-0.71	0.0023	-0.145
24.25	27.50		7	59.9%	0.30	0.0020	-0.148	550	178.95	187.65		40	62.4%	-0.73	0.0023	-0.141
22.85	27.45		28	60.8%	0.29	0.0020	-0.145	560	187.45	195.85			62.4%	-0.74	0.0022	-0.138
19.65	25.55	1	114	59.7%	0.28	0.0020	-0.142	570	194.90	205.75	1	1	62.5%	-0.76	0.0022	-0.134

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 — Mar 19, 2027

Página de volatilidade →

Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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MDB cadeia de opções MongoDB, Inc.

Sorriso de volatilidade — Mar 19, 2027

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