MMM cadeia de opções 3M Company
Cboe delayed options data · em 15:36 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 ±3.8% (160.44–173.13) · IV ATM 23.2% · P/C open interest 0.69
| 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 | |
| 80.15 | 83.25 | 0.99 | 0.0004 | 0.000 | 85 | 0 | 1.87 | 3 | 220 | 198.6% | -0.01 | 0.0004 | -0.027 | |||
| 75.20 | 78.30 | 2 | 0.99 | 0.0005 | 0.000 | 90 | 0 | 0.6000 | 128 | 150.4% | -0.01 | 0.0005 | -0.028 | |||
| 70.15 | 73.25 | 0.99 | 0.0006 | 0.000 | 95 | 0 | 0.4000 | 128 | 130.4% | -0.01 | 0.0006 | -0.029 | ||||
| 65.50 | 68.15 | 2 | 0.99 | 0.0007 | 0.000 | 100 | 0 | 0.0100 | 182 | 80.7% | -0.01 | 0.0007 | -0.030 | |||
| 60.40 | 63.15 | 0.99 | 0.0008 | -0.000 | 105 | 0 | 0.8200 | 251 | 122.9% | -0.01 | 0.0008 | -0.031 | ||||
| 55.25 | 58.30 | 0.99 | 0.0010 | -0.004 | 110 | 0.0100 | 0.3400 | 1 | 311 | 97.9% | -0.01 | 0.0010 | -0.032 | |||
| 50.40 | 53.50 | 0.99 | 0.0012 | -0.007 | 115 | 0.0100 | 0.3400 | 1 | 435 | 88.6% | -0.01 | 0.0012 | -0.033 | |||
| 45.40 | 48.00 | 0.98 | 0.0015 | -0.011 | 120 | 0 | 2.15 | 289 | 112.4% | -0.02 | 0.0015 | -0.034 | ||||
| 40.45 | 42.85 | 0.98 | 0.0019 | -0.014 | 125 | 0 | 1.62 | 260 | 94.7% | -0.02 | 0.0020 | -0.035 | ||||
| 35.40 | 38.40 | 24 | 0.98 | 0.0025 | -0.018 | 130 | 0 | 2.16 | 580 | 90.4% | -0.02 | 0.0025 | -0.036 | |||
| 30.40 | 33.40 | 0.97 | 0.0033 | -0.022 | 135 | 0 | 2.15 | 814 | 79.6% | -0.03 | 0.0034 | -0.038 | ||||
| 25.95 | 27.70 | 3 | 0.97 | 0.0046 | -0.027 | 140 | 0 | 0.8200 | 694 | 54.7% | -0.04 | 0.0046 | -0.040 | |||
| 21.15 | 23.25 | 2 | 34.5% | 0.95 | 0.0066 | -0.032 | 145 | 0.0300 | 0.3200 | 1 | 812 | 38.7% | -0.05 | 0.0067 | -0.043 | |
| 16.25 | 18.55 | 33 | 34.0% | 0.94 | 0.0102 | -0.038 | 150 | 0.0400 | 0.3300 | 1 | 512 | 31.2% | -0.06 | 0.0103 | -0.047 | |
| 11.40 | 13.75 | 21 | 28.8% | 0.90 | 0.0173 | -0.048 | 155 | 0.2300 | 0.3700 | 2 | 374 | 26.0% | -0.10 | 0.0175 | -0.055 | |
| 9.05 | 11.55 | 27.3% | 0.87 | 0.0234 | -0.056 | 157.5 | 0.2500 | 0.8100 | 25.4% | -0.13 | 0.0237 | -0.061 | ||||
| 6.95 | 8.50 | 342 | 21.3% | 0.82 | 0.0320 | -0.068 | 160 | 0.7600 | 1.01 | 9 | 1,656 | 24.7% | -0.19 | 0.0324 | -0.072 | |
| 5.60 | 6.50 | 23.9% | 0.73 | 0.0412 | -0.085 | 162.5 | 1.30 | 1.54 | 1 | 7 | 23.9% | -0.27 | 0.0418 | -0.088 | ||
| 4.10 | 4.70 | 2 | 560 | 23.8% | 0.62 | 0.0485 | -0.097 | 165 | 2.10 | 2.36 | 7 | 937 | 23.4% | -0.39 | 0.0493 | -0.100 |
| 2.75 | 3.10 | 22.7% | 0.49 | 0.0516 | -0.101 | 167.5 | 3.20 | 3.65 | 4 | 54 | 23.6% | -0.52 | 0.0526 | -0.103 | ||
| 1.77 | 2.05 | 1 | 958 | 22.8% | 0.37 | 0.0490 | -0.095 | 170 | 4.55 | 5.15 | 833 | 23.1% | -0.64 | 0.0503 | -0.096 | |
| 1.03 | 1.32 | 2 | 44 | 22.8% | 0.26 | 0.0417 | -0.081 | 172.5 | 6.20 | 6.80 | 3 | 125 | 21.8% | -0.76 | 0.0430 | -0.081 |
| 0.5700 | 0.6900 | 51 | 953 | 22.2% | 0.17 | 0.0324 | -0.064 | 175 | 8.35 | 8.85 | 1 | 896 | 22.3% | -0.85 | 0.0333 | -0.062 |
| 0.2600 | 0.6000 | 2 | 64 | 23.7% | 0.11 | 0.0233 | -0.046 | 177.5 | 9.55 | 12.15 | 139 | 22.4% | -0.91 | 0.0263 | -0.042 | |
| 0.2000 | 0.2800 | 1 | 872 | 24.1% | 0.06 | 0.0157 | -0.032 | 180 | 12.25 | 14.50 | 930 | 26.7% | -0.96 | 0.0204 | -0.038 | |
| 0.0400 | 0.1800 | 2 | 47 | 23.5% | 0.04 | 0.0105 | -0.022 | 182.5 | 14.70 | 17.45 | 26 | 34.2% | -0.99 | 0.0096 | -0.052 | |
| 0.0200 | 0.1500 | 1 | 880 | 25.4% | 0.03 | 0.0075 | -0.018 | 185 | 17.20 | 19.85 | 7 | 36.9% | -1.00 | 0.0035 | -0.066 | |
| 0 | 0.6000 | 22 | 35.3% | 0.02 | 0.0058 | -0.016 | 187.5 | 19.70 | 22.45 | 41.4% | -1.00 | 0.0015 | -0.071 | |||
| 0.0600 | 0.0800 | 23 | 7,947 | 29.9% | 0.02 | 0.0047 | -0.015 | 190 | 22.25 | 24.50 | 1 | 40.2% | -1.00 | 0.0010 | -0.074 | |
| 0 | 0.7500 | 2 | 43.5% | 0.02 | 0.0039 | -0.014 | 192.5 | 24.50 | 27.25 | 43.4% | -1.00 | 0.0007 | -0.075 | |||
| 0 | 0.5600 | 1,159 | 43.9% | 0.02 | 0.0034 | -0.014 | 195 | 27.35 | 29.90 | 52.6% | -1.00 | 0.0005 | -0.077 | |||
| 0 | 0.7500 | 8 | 49.5% | 0.01 | 0.0029 | -0.014 | 197.5 | 29.50 | 32.45 | 52.3% | -1.00 | 0.0004 | -0.078 | |||
| 0 | 0.1800 | 3 | 578 | 41.3% | 0.01 | 0.0025 | -0.013 | 200 | 32.00 | 34.65 | 50.6% | -1.00 | 0.0003 | -0.079 | ||
| 0 | 1.00 | 58.5% | 0.01 | 0.0022 | -0.013 | 202.5 | 34.70 | 36.95 | 53.3% | -1.00 | 0.0002 | -0.079 | ||||
| 0 | 2.13 | 37 | 72.8% | 0.01 | 0.0020 | -0.013 | 205 | 37.20 | 39.75 | 61.2% | -1.00 | 0.0001 | -0.080 | |||
| 0 | 0.3400 | 3 | 145 | 55.5% | 0.01 | 0.0016 | -0.012 | 210 | 42.20 | 44.85 | 68.2% | -1.00 | 0.0000 | -0.081 | ||
| 0 | 2.13 | 84.9% | 0.01 | 0.0013 | -0.011 | 215 | 47.20 | 49.85 | 73.7% | -1.00 | 0.0000 | -0.082 | ||||
| 0 | 2.13 | 100 | 90.5% | 0.01 | 0.0011 | -0.011 | 220 | 52.20 | 54.95 | 80.4% | -1.00 | 0.0000 | -0.083 | |||
| 0 | 2.13 | 96.0% | 0.01 | 0.0009 | -0.010 | 225 | 57.20 | 59.85 | 84.0% | -1.00 | 0.0000 | -0.084 | ||||
| 0 | 2.13 | 1,152 | 101.2% | 0.01 | 0.0008 | -0.010 | 230 | 62.00 | 65.00 | 88.0% | -1.00 | 0.0000 | -0.085 | |||
| 0 | 2.13 | 991 | 111.2% | 0.00 | 0.0006 | -0.009 | 240 | 72.05 | 74.70 | 92.2% | -1.00 | 0.0000 | -0.086 | |||
| 0 | 2.13 | 25 | 120.6% | 0.00 | 0.0005 | -0.008 | 250 | 82.50 | 84.75 | 110.6% | -1.00 | 0.0000 | -0.086 | |||
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 — Sep 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