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Expiração Cboe delayed options data · em 06:39 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 ±14.6% (297.82–399.38) · IV ATM 61.8% · P/C open interest 0.75

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
169.95	182.05		1	140.7%	0.99	0.0002	-0.003	175	0	3.15		6	134.1%	-0.01	0.0002	-0.024
164.60	174.75			111.7%	0.99	0.0002	-0.006	180	0	2.14		14	120.5%	-0.01	0.0002	-0.026
160.00	172.15		1	131.2%	0.99	0.0002	-0.009	185	0	1.58		12	110.3%	-0.01	0.0002	-0.029
155.05	166.35		3	121.2%	0.99	0.0002	-0.013	190	0.0200	1.11	5	53	100.8%	-0.01	0.0002	-0.032
149.65	161.20		1	112.4%	0.99	0.0003	-0.017	195	0	0.3500		58	82.6%	-0.01	0.0003	-0.035
144.75	157.25		4	115.6%	0.99	0.0003	-0.021	200	0.0100	0.9700		1,083	92.4%	-0.01	0.0003	-0.039
134.00	145.05		55	81.4%	0.98	0.0004	-0.031	210	0.0100	1.89		134	93.6%	-0.01	0.0004	-0.047
125.45	137.30		14	101.6%	0.98	0.0006	-0.042	220	0.1500	1.16	15	1,314	80.8%	-0.02	0.0006	-0.058
116.55	126.70		44	95.4%	0.97	0.0008	-0.056	230	0.2700	1.02	2	212	73.8%	-0.03	0.0008	-0.070
105.95	117.10		31	86.2%	0.97	0.0010	-0.073	240	0.4100	1.70	20	209	73.5%	-0.03	0.0010	-0.086
97.90	105.50		30	79.6%	0.95	0.0013	-0.094	250	0.7000	2.84	20	442	74.2%	-0.05	0.0013	-0.106
89.85	96.10		42	80.3%	0.94	0.0017	-0.119	260	1.60	1.98	59	338	67.2%	-0.06	0.0017	-0.130
80.55	86.90		64	76.4%	0.92	0.0022	-0.150	270	1.89	2.86	62	341	64.6%	-0.08	0.0022	-0.160
71.60	78.05		67	73.4%	0.89	0.0027	-0.185	280	3.30	5.25	27	966	68.1%	-0.11	0.0027	-0.193
62.95	69.55		26	70.9%	0.86	0.0034	-0.223	290	4.15	5.45	1	1,154	62.6%	-0.14	0.0034	-0.231
58.80	65.45			69.8%	0.84	0.0037	-0.243	295	4.15	8.25	2		64.3%	-0.16	0.0037	-0.250
54.75	61.50		186	68.9%	0.82	0.0040	-0.263	300	6.05	9.50	17	986	65.9%	-0.18	0.0040	-0.270
50.85	57.65			68.1%	0.79	0.0044	-0.282	305	6.40	10.50			63.8%	-0.21	0.0044	-0.289
47.05	53.10	17	113	66.0%	0.77	0.0047	-0.301	310	7.50	10.45	28	326	61.0%	-0.23	0.0047	-0.307
43.35	49.60			65.4%	0.74	0.0050	-0.318	315	8.10	11.90	6		59.6%	-0.26	0.0050	-0.324
41.55	48.65			66.2%	0.73	0.0051	-0.326	317.5	8.90	14.20			61.9%	-0.27	0.0052	-0.332
40.10	46.00		249	65.0%	0.72	0.0053	-0.334	320	10.75	13.45	16	507	61.0%	-0.28	0.0053	-0.340
38.15	45.15			65.5%	0.70	0.0054	-0.341	322.5	9.55	16.75			61.5%	-0.30	0.0054	-0.347
37.50	42.55			65.2%	0.69	0.0055	-0.348	325	11.25	16.05	1		60.3%	-0.31	0.0056	-0.353
34.80	40.75	4		63.2%	0.67	0.0056	-0.355	327.5	11.90	17.80			61.0%	-0.33	0.0057	-0.359
34.50	38.75	129	623	64.1%	0.66	0.0058	-0.361	330	13.10	18.30		441	60.6%	-0.34	0.0058	-0.365
31.05	38.90	2		63.5%	0.64	0.0059	-0.366	332.5	14.70	18.60			60.3%	-0.36	0.0059	-0.370
31.45	35.95	2		63.8%	0.63	0.0060	-0.371	335	15.50	20.30			60.8%	-0.37	0.0060	-0.375
29.65	34.45	2		63.1%	0.61	0.0060	-0.375	337.5	16.60	22.15			61.7%	-0.39	0.0061	-0.379
27.10	33.00	4	349	61.4%	0.60	0.0061	-0.378	340	18.60	20.80	4	453	59.6%	-0.40	0.0062	-0.382
26.20	31.45			61.6%	0.58	0.0062	-0.381	342.5	19.10	23.95			61.1%	-0.42	0.0062	-0.385
24.75	30.15	48		61.3%	0.57	0.0062	-0.384	345	19.20	25.10	8		59.6%	-0.44	0.0063	-0.387
23.65	29.95	14		62.6%	0.55	0.0063	-0.385	347.5	21.35	26.60	9		60.9%	-0.45	0.0064	-0.389
23.95	27.40	148	1,445	62.7%	0.53	0.0063	-0.387	350	22.90	25.55	148	746	58.3%	-0.47	0.0064	-0.390
22.75	27.30	15		63.9%	0.52	0.0064	-0.387	352.5	24.00	26.70	43		57.7%	-0.48	0.0064	-0.390
20.75	25.05	17		61.4%	0.50	0.0064	-0.387	355	25.30	29.70	12		59.5%	-0.50	0.0064	-0.390
19.50	23.65	4		60.7%	0.49	0.0064	-0.386	357.5	26.60	31.60	6		59.9%	-0.52	0.0064	-0.389
19.70	22.55	8	2,551	62.1%	0.47	0.0064	-0.385	360	27.75	31.20	11	489	57.2%	-0.53	0.0064	-0.387
17.35	22.45			61.5%	0.46	0.0064	-0.383	362.5	28.00	34.55	3		57.9%	-0.55	0.0064	-0.385
16.40	20.65	2		60.5%	0.44	0.0064	-0.380	365	30.55	36.65			59.8%	-0.56	0.0064	-0.383
14.95	18.75	2	1,421	60.7%	0.41	0.0063	-0.374	370	33.15	39.20	2	492	58.1%	-0.59	0.0064	-0.376
13.30	15.85	18		59.1%	0.38	0.0062	-0.365	375	36.95	42.75			58.9%	-0.62	0.0062	-0.367
12.75	14.50	53	447	60.5%	0.35	0.0060	-0.355	380	38.75	46.80	1	244	57.4%	-0.65	0.0061	-0.356
11.30	13.15	5		60.5%	0.32	0.0058	-0.343	385	43.70	49.60			58.0%	-0.68	0.0059	-0.344
10.20	11.70	19	149	60.5%	0.30	0.0056	-0.330	390	47.40	53.25		66	57.7%	-0.71	0.0057	-0.331
7.45	8.85	167	1,310	58.7%	0.25	0.0052	-0.301	400	54.45	60.90		240	55.9%	-0.76	0.0053	-0.301
6.25	7.45	116	524	60.2%	0.21	0.0047	-0.270	410	62.80	68.95		24	55.3%	-0.80	0.0048	-0.270
4.85	5.90	31	170	60.2%	0.17	0.0041	-0.239	420	70.65	77.40		59	52.6%	-0.84	0.0043	-0.239
3.50	4.70	21	274	59.8%	0.14	0.0036	-0.210	430	79.60	86.25		310	51.1%	-0.87	0.0038	-0.208
2.12	4.85	4	160	61.3%	0.11	0.0031	-0.183	440	88.80	95.30		52	48.2%	-0.90	0.0033	-0.181
2.13	2.85	1	630	60.1%	0.09	0.0027	-0.158	450	98.20	105.95		15	52.1%	-0.92	0.0028	-0.156
1.71	2.39	1	325	61.1%	0.08	0.0023	-0.137	460	106.55	117.15		20	52.8%	-0.94	0.0025	-0.134
1.07	2.05		189	61.1%	0.06	0.0020	-0.118	470	116.20	126.35		14		-0.95	0.0021	-0.116
0.8900	1.79	1	129	62.5%	0.05	0.0016	-0.103	480	127.25	136.50		25	59.7%	-0.96	0.0018	-0.098
0.4500	2.23		87	65.6%	0.04	0.0014	-0.089	490	137.05	146.30		9	58.7%	-0.97	0.0016	-0.086
0.4400	1.56		176	65.2%	0.04	0.0012	-0.078	500	144.00	156.45		12		-0.98	0.0014	-0.073
0.1200	1.50		156	65.7%	0.03	0.0010	-0.068	510	153.95	166.35		9		-0.99	0.0012	-0.056
0.2000	1.39		293	68.2%	0.03	0.0009	-0.060	520	166.80	175.20		21		-0.99	0.0009	-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 — 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.

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Sorriso de volatilidade — Nov 20, 2026

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