MMM cadeia de opções 3M Company
Cboe delayed options data · em 15:41 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 ±7.9% (150.94–176.99) · IV ATM 33.1% · P/C open interest 0.18
| 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 | |
| 67.15 | 71.20 | 0.99 | 0.0007 | -0.010 | 95 | 0 | 1.95 | 114.9% | -0.01 | 0.0008 | -0.021 | |||||
| 62.15 | 66.15 | 1 | 0.99 | 0.0008 | -0.011 | 100 | 0 | 0.9500 | 91.8% | -0.02 | 0.0010 | -0.022 | ||||
| 57.15 | 61.20 | 0.99 | 0.0010 | -0.013 | 105 | 0 | 0.9500 | 83.9% | -0.02 | 0.0012 | -0.023 | |||||
| 52.20 | 56.25 | 8 | 0.98 | 0.0013 | -0.014 | 110 | 0 | 2.14 | 1 | 90.2% | -0.02 | 0.0015 | -0.024 | |||
| 47.25 | 51.25 | 0.98 | 0.0016 | -0.016 | 115 | 0 | 1.35 | 74.1% | -0.02 | 0.0018 | -0.025 | |||||
| 42.25 | 46.10 | 0.98 | 0.0020 | -0.018 | 120 | 0 | 2.18 | 1 | 74.3% | -0.03 | 0.0023 | -0.027 | ||||
| 37.30 | 41.35 | 5 | 0.97 | 0.0026 | -0.020 | 125 | 0 | 2.23 | 1 | 66.9% | -0.03 | 0.0030 | -0.029 | |||
| 32.40 | 35.10 | 9 | 0.97 | 0.0035 | -0.023 | 130 | 0.0900 | 0.4400 | 104 | 43.4% | -0.04 | 0.0039 | -0.031 | |||
| 27.60 | 30.05 | 1 | 0.96 | 0.0049 | -0.027 | 135 | 0.1300 | 0.5600 | 2 | 141 | 39.3% | -0.05 | 0.0054 | -0.034 | ||
| 22.90 | 25.35 | 7 | 0.94 | 0.0070 | -0.034 | 140 | 0.3900 | 0.7800 | 7 | 178 | 37.4% | -0.07 | 0.0076 | -0.040 | ||
| 18.40 | 20.80 | 1 | 24.6% | 0.90 | 0.0106 | -0.046 | 145 | 0.8300 | 1.15 | 4 | 162 | 35.6% | -0.11 | 0.0112 | -0.051 | |
| 14.20 | 16.35 | 104 | 28.5% | 0.83 | 0.0154 | -0.066 | 150 | 1.75 | 1.93 | 71 | 910 | 35.5% | -0.18 | 0.0157 | -0.069 | |
| 12.40 | 14.60 | 31.1% | 0.79 | 0.0178 | -0.076 | 152.5 | 2.13 | 3.35 | 4 | 37.5% | -0.23 | 0.0180 | -0.078 | |||
| 11.60 | 12.85 | 1 | 45 | 35.1% | 0.74 | 0.0201 | -0.086 | 155 | 2.88 | 3.05 | 5 | 350 | 34.3% | -0.28 | 0.0201 | -0.087 |
| 9.20 | 10.60 | 31.3% | 0.69 | 0.0221 | -0.093 | 157.5 | 3.65 | 4.45 | 35.7% | -0.33 | 0.0219 | -0.093 | ||||
| 8.50 | 8.90 | 1 | 416 | 33.4% | 0.63 | 0.0237 | -0.098 | 160 | 4.60 | 4.80 | 30 | 679 | 33.8% | -0.39 | 0.0234 | -0.098 |
| 6.80 | 7.50 | 1 | 32.6% | 0.57 | 0.0248 | -0.101 | 162.5 | 5.60 | 6.45 | 1 | 34.7% | -0.45 | 0.0244 | -0.100 | ||
| 5.95 | 6.10 | 35 | 990 | 33.1% | 0.50 | 0.0253 | -0.102 | 165 | 6.90 | 7.10 | 19 | 605 | 33.1% | -0.51 | 0.0248 | -0.100 |
| 4.55 | 5.15 | 13 | 32.6% | 0.44 | 0.0251 | -0.100 | 167.5 | 8.05 | 9.85 | 35.7% | -0.57 | 0.0246 | -0.097 | |||
| 3.70 | 4.10 | 39 | 558 | 32.5% | 0.38 | 0.0243 | -0.096 | 170 | 9.80 | 10.15 | 350 | 32.8% | -0.63 | 0.0238 | -0.093 | |
| 2.69 | 4.25 | 34.5% | 0.32 | 0.0230 | -0.090 | 172.5 | 11.40 | 13.45 | 36.9% | -0.69 | 0.0225 | -0.086 | ||||
| 2.31 | 2.50 | 1,272 | 10.2K | 32.1% | 0.27 | 0.0212 | -0.082 | 175 | 12.45 | 15.25 | 29 | 34.6% | -0.74 | 0.0208 | -0.079 | |
| 1.57 | 2.05 | 8 | 31.7% | 0.22 | 0.0192 | -0.073 | 177.5 | 14.45 | 17.30 | 35.2% | -0.78 | 0.0187 | -0.070 | |||
| 1.37 | 1.59 | 17 | 811 | 32.5% | 0.18 | 0.0169 | -0.065 | 180 | 16.65 | 19.25 | 156 | 35.6% | -0.82 | 0.0165 | -0.061 | |
| 0.8900 | 2.00 | 35.2% | 0.15 | 0.0147 | -0.056 | 182.5 | 18.75 | 21.60 | 36.6% | -0.86 | 0.0143 | -0.052 | ||||
| 0.7100 | 0.9000 | 5 | 5,696 | 32.0% | 0.12 | 0.0126 | -0.049 | 185 | 21.60 | 23.50 | 34 | 38.5% | -0.89 | 0.0122 | -0.045 | |
| 0.4500 | 1.04 | 33.9% | 0.10 | 0.0107 | -0.042 | 187.5 | 23.15 | 26.25 | 38.0% | -0.91 | 0.0104 | -0.038 | ||||
| 0.3900 | 0.7900 | 1 | 444 | 34.3% | 0.08 | 0.0091 | -0.037 | 190 | 25.75 | 28.50 | 1 | 10 | 39.9% | -0.92 | 0.0089 | -0.033 |
| 0.0900 | 0.4600 | 4 | 354 | 33.1% | 0.06 | 0.0068 | -0.032 | 195 | 30.30 | 33.40 | 41.6% | -0.94 | 0.0067 | -0.027 | ||
| 0.1000 | 0.4000 | 26 | 457 | 36.4% | 0.05 | 0.0054 | -0.030 | 200 | 35.15 | 38.25 | 44.1% | -0.95 | 0.0053 | -0.025 | ||
| 0 | 0.1000 | 31.7% | 0.04 | 0.0045 | -0.029 | 205 | 40.25 | 43.10 | 48.0% | -0.96 | 0.0044 | -0.023 | ||||
| 0 | 2.00 | 54 | 57.0% | 0.04 | 0.0039 | -0.028 | 210 | 44.70 | 48.15 | 47.5% | -0.96 | 0.0038 | -0.022 | |||
| 0 | 2.15 | 62.0% | 0.04 | 0.0034 | -0.028 | 215 | 49.25 | 53.05 | 43.1% | -0.97 | 0.0033 | -0.021 | ||||
| 0 | 2.15 | 17 | 65.9% | 0.03 | 0.0029 | -0.027 | 220 | 54.75 | 58.05 | 54.6% | -0.97 | 0.0029 | -0.020 | |||
| 0 | 2.13 | 15 | 73.1% | 0.03 | 0.0023 | -0.026 | 230 | 64.70 | 68.05 | 61.3% | -0.97 | 0.0023 | -0.018 | |||
| 0 | 2.13 | 79.9% | 0.02 | 0.0019 | -0.026 | 240 | 74.90 | 78.05 | 70.7% | -0.98 | 0.0022 | -0.018 | ||||
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.
callsputs