MO cadeia de opções Altria Group, Inc.
Cboe delayed options data · em 18:40 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 ±5.2% (70.88–78.58) · IV ATM 28.9% · P/C open interest 5.28
| 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 | |
| 32.70 | 36.80 | 0.99 | 0.0008 | -0.003 | 40 | 0 | 2.00 | 207.6% | -0.01 | 0.0008 | -0.007 | |||||
| 28.00 | 31.80 | 111.1% | 0.99 | 0.0012 | -0.004 | 45 | 0 | 1.40 | 159.9% | -0.01 | 0.0012 | -0.009 | ||||
| 23.55 | 26.15 | 79.1% | 0.99 | 0.0020 | -0.006 | 50 | 0 | 0.7500 | 114.6% | -0.01 | 0.0020 | -0.009 | ||||
| 18.25 | 21.85 | 82.6% | 0.98 | 0.0034 | -0.008 | 55 | 0 | 0.2700 | 3 | 75.0% | -0.01 | 0.0034 | -0.011 | |||
| 16.80 | 20.80 | 0.98 | 0.0038 | -0.008 | 56 | 0 | 0.7500 | 1 | 87.4% | -0.02 | 0.0039 | -0.011 | ||||
| 15.95 | 19.85 | 60.8% | 0.98 | 0.0043 | -0.009 | 57 | 0 | 0.7500 | 2 | 83.1% | -0.02 | 0.0044 | -0.011 | |||
| 14.80 | 18.90 | 47.9% | 0.98 | 0.0049 | -0.009 | 58 | 0 | 0.7500 | 1 | 78.9% | -0.02 | 0.0049 | -0.012 | |||
| 13.90 | 17.90 | 53.5% | 0.98 | 0.0056 | -0.010 | 59 | 0 | 0.9500 | 6 | 79.1% | -0.02 | 0.0056 | -0.012 | |||
| 13.30 | 16.20 | 0.98 | 0.0064 | -0.010 | 60 | 0 | 0.7400 | 133 | 70.2% | -0.02 | 0.0064 | -0.012 | ||||
| 13.00 | 15.25 | 62.2% | 0.97 | 0.0074 | -0.011 | 61 | 0 | 0.7500 | 16 | 66.3% | -0.03 | 0.0074 | -0.013 | |||
| 11.45 | 14.85 | 59.3% | 0.97 | 0.0086 | -0.011 | 62 | 0 | 0.7500 | 66 | 62.2% | -0.03 | 0.0086 | -0.013 | |||
| 10.45 | 12.80 | 0.97 | 0.0101 | -0.012 | 63 | 0 | 0.7500 | 1,103 | 58.1% | -0.03 | 0.0102 | -0.014 | ||||
| 9.55 | 11.35 | 0.96 | 0.0122 | -0.013 | 64 | 0 | 0.3200 | 1 | 19 | 44.2% | -0.04 | 0.0122 | -0.015 | |||
| 8.85 | 10.35 | 4 | 0.95 | 0.0148 | -0.015 | 65 | 0.0700 | 0.1700 | 33 | 142 | 38.3% | -0.05 | 0.0149 | -0.016 | ||
| 7.80 | 9.20 | 1 | 12 | 0.94 | 0.0184 | -0.017 | 66 | 0.0100 | 0.2000 | 2 | 56 | 34.0% | -0.06 | 0.0186 | -0.018 | |
| 6.70 | 8.45 | 5 | 0.93 | 0.0232 | -0.020 | 67 | 0.1100 | 0.2700 | 2 | 84 | 34.9% | -0.07 | 0.0234 | -0.021 | ||
| 6.45 | 7.40 | 3 | 46 | 25.1% | 0.91 | 0.0295 | -0.023 | 68 | 0.1400 | 0.4500 | 4 | 8,098 | 35.1% | -0.09 | 0.0297 | -0.025 |
| 5.75 | 6.50 | 46 | 30.3% | 0.88 | 0.0373 | -0.028 | 69 | 0.1500 | 0.8200 | 2 | 239 | 36.5% | -0.12 | 0.0376 | -0.029 | |
| 4.45 | 5.65 | 1 | 110 | 23.9% | 0.84 | 0.0465 | -0.034 | 70 | 0.3700 | 0.5200 | 5 | 4,471 | 31.1% | -0.16 | 0.0469 | -0.035 |
| 3.95 | 4.70 | 9 | 148 | 27.2% | 0.79 | 0.0563 | -0.039 | 71 | 0.5400 | 0.6800 | 10 | 19 | 30.1% | -0.21 | 0.0568 | -0.040 |
| 3.60 | 3.90 | 33 | 176 | 30.7% | 0.73 | 0.0659 | -0.045 | 72 | 0.7700 | 0.9000 | 20 | 110 | 29.7% | -0.27 | 0.0665 | -0.046 |
| 2.94 | 3.20 | 2 | 1,060 | 30.5% | 0.66 | 0.0741 | -0.050 | 73 | 1.08 | 1.22 | 51 | 30 | 29.5% | -0.34 | 0.0748 | -0.050 |
| 2.33 | 2.47 | 12 | 291 | 29.3% | 0.58 | 0.0797 | -0.053 | 74 | 1.45 | 1.61 | 9 | 94 | 29.1% | -0.42 | 0.0806 | -0.053 |
| 1.78 | 1.94 | 1,164 | 292 | 28.9% | 0.50 | 0.0820 | -0.054 | 75 | 1.92 | 2.07 | 16 | 28.8% | -0.50 | 0.0830 | -0.054 | |
| 1.34 | 1.50 | 10 | 399 | 28.8% | 0.42 | 0.0807 | -0.052 | 76 | 2.49 | 2.63 | 28.8% | -0.58 | 0.0819 | -0.053 | ||
| 1.01 | 1.14 | 23 | 55 | 29.0% | 0.34 | 0.0762 | -0.049 | 77 | 3.10 | 3.35 | 29.1% | -0.66 | 0.0775 | -0.050 | ||
| 0.7500 | 0.8400 | 5 | 51 | 29.1% | 0.27 | 0.0690 | -0.044 | 78 | 3.80 | 4.05 | 28.8% | -0.73 | 0.0705 | -0.045 | ||
| 0.5100 | 0.6300 | 8 | 29.1% | 0.21 | 0.0600 | -0.039 | 79 | 4.55 | 5.85 | 38.3% | -0.79 | 0.0616 | -0.039 | |||
| 0.3700 | 0.4600 | 22 | 75 | 29.5% | 0.17 | 0.0505 | -0.034 | 80 | 5.40 | 6.75 | 40.2% | -0.84 | 0.0523 | -0.034 | ||
| 0.2500 | 0.3500 | 29.9% | 0.13 | 0.0418 | -0.029 | 81 | 6.30 | 7.60 | 41.7% | -0.88 | 0.0436 | -0.030 | ||||
| 0.0800 | 0.7900 | 4 | 36.9% | 0.11 | 0.0346 | -0.026 | 82 | 7.20 | 8.90 | 47.6% | -0.91 | 0.0364 | -0.026 | |||
| 0.0400 | 0.7600 | 39.2% | 0.09 | 0.0288 | -0.024 | 83 | 8.10 | 9.90 | 50.2% | -0.92 | 0.0305 | -0.024 | ||||
| 0.0200 | 0.7300 | 1 | 41.6% | 0.07 | 0.0243 | -0.022 | 84 | 9.05 | 11.10 | 55.5% | -0.94 | 0.0259 | -0.022 | |||
| 0.0100 | 0.9200 | 156 | 2 | 47.3% | 0.07 | 0.0208 | -0.021 | 85 | 10.05 | 12.30 | 61.2% | -0.95 | 0.0223 | -0.021 | ||
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 06, 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