MP cadeia de opções MP Materials Corp.
Cboe delayed options data · em 03:40 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 ±15.7% (32.88–45.12) · IV ATM 66.5% · P/C open interest 0.58
| 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 | |
| 12.85 | 15.40 | 12 | 78.4% | 0.97 | 0.0063 | -0.007 | 25 | 0 | 0.2200 | 1 | 43 | 84.0% | -0.03 | 0.0063 | -0.009 | |
| 8.35 | 10.65 | 96 | 74.9% | 0.93 | 0.0178 | -0.014 | 30 | 0.0800 | 0.2800 | 625 | 60.0% | -0.07 | 0.0179 | -0.015 | ||
| 6.65 | 8.65 | 67.0% | 0.88 | 0.0278 | -0.022 | 32 | 0.3200 | 0.5300 | 1 | 60.9% | -0.12 | 0.0279 | -0.022 | |||
| 5.75 | 7.60 | 60.5% | 0.84 | 0.0332 | -0.026 | 33 | 0.5000 | 0.7300 | 1 | 61.4% | -0.16 | 0.0334 | -0.027 | |||
| 5.05 | 7.30 | 69.0% | 0.80 | 0.0384 | -0.031 | 34 | 0.7200 | 0.9500 | 2 | 61.3% | -0.20 | 0.0387 | -0.032 | |||
| 4.45 | 6.05 | 5 | 27 | 62.7% | 0.75 | 0.0432 | -0.035 | 35 | 1.03 | 1.20 | 159 | 1,462 | 61.4% | -0.25 | 0.0434 | -0.036 |
| 4.50 | 5.35 | 71.1% | 0.70 | 0.0471 | -0.039 | 36 | 1.34 | 1.63 | 1 | 62.4% | -0.30 | 0.0474 | -0.040 | |||
| 4.15 | 5.60 | 77.0% | 0.68 | 0.0488 | -0.041 | 36.5 | 1.54 | 1.84 | 54 | 62.8% | -0.32 | 0.0491 | -0.041 | |||
| 3.80 | 4.55 | 5 | 67.2% | 0.65 | 0.0502 | -0.042 | 37 | 1.72 | 2.03 | 51 | 62.4% | -0.35 | 0.0506 | -0.043 | ||
| 3.65 | 4.25 | 68.4% | 0.62 | 0.0514 | -0.043 | 37.5 | 1.91 | 2.30 | 1 | 62.7% | -0.38 | 0.0518 | -0.044 | |||
| 3.35 | 3.80 | 65.9% | 0.60 | 0.0524 | -0.044 | 38 | 2.20 | 2.49 | 13 | 62.9% | -0.40 | 0.0528 | -0.045 | |||
| 3.10 | 3.55 | 3 | 66.0% | 0.57 | 0.0531 | -0.045 | 38.5 | 2.42 | 2.76 | 62.9% | -0.43 | 0.0536 | -0.045 | |||
| 2.86 | 3.30 | 65.8% | 0.54 | 0.0536 | -0.046 | 39 | 2.69 | 3.40 | 7 | 67.2% | -0.46 | 0.0540 | -0.046 | |||
| 2.70 | 3.05 | 66.3% | 0.52 | 0.0538 | -0.046 | 39.5 | 2.95 | 3.25 | 1 | 62.5% | -0.49 | 0.0543 | -0.046 | |||
| 2.47 | 2.71 | 260 | 811 | 64.7% | 0.49 | 0.0537 | -0.046 | 40 | 3.30 | 3.55 | 56 | 1,513 | 63.3% | -0.51 | 0.0543 | -0.046 |
| 2.29 | 2.59 | 88 | 65.8% | 0.47 | 0.0535 | -0.046 | 40.5 | 3.50 | 4.40 | 25 | 68.2% | -0.54 | 0.0540 | -0.046 | ||
| 2.09 | 2.29 | 31 | 64.5% | 0.44 | 0.0530 | -0.046 | 41 | 3.80 | 4.75 | 37 | 68.6% | -0.56 | 0.0536 | -0.046 | ||
| 1.62 | 2.23 | 25 | 62.5% | 0.42 | 0.0523 | -0.045 | 41.5 | 3.95 | 4.50 | 16 | 60.3% | -0.59 | 0.0529 | -0.045 | ||
| 1.46 | 2.06 | 124 | 62.5% | 0.39 | 0.0514 | -0.045 | 42 | 4.45 | 4.85 | 1 | 62.3% | -0.61 | 0.0521 | -0.045 | ||
| 1.65 | 1.89 | 2 | 66.2% | 0.37 | 0.0504 | -0.044 | 42.5 | 4.80 | 5.20 | 62.3% | -0.64 | 0.0511 | -0.044 | |||
| 1.43 | 1.77 | 2 | 65.6% | 0.35 | 0.0492 | -0.043 | 43 | 5.15 | 5.60 | 1 | 62.7% | -0.66 | 0.0499 | -0.043 | ||
| 1.28 | 1.62 | 6 | 65.3% | 0.33 | 0.0479 | -0.042 | 43.5 | 5.35 | 7.00 | 1 | 73.0% | -0.68 | 0.0486 | -0.042 | ||
| 0.9300 | 1.52 | 9 | 62.8% | 0.31 | 0.0465 | -0.041 | 44 | 5.70 | 6.35 | 60.1% | -0.70 | 0.0473 | -0.041 | |||
| 1.04 | 1.40 | 1 | 65.5% | 0.29 | 0.0450 | -0.040 | 44.5 | 6.10 | 6.75 | 60.3% | -0.72 | 0.0458 | -0.040 | |||
| 1.05 | 1.19 | 212 | 778 | 65.7% | 0.27 | 0.0434 | -0.038 | 45 | 6.50 | 7.25 | 15 | 1,805 | 61.7% | -0.74 | 0.0443 | -0.039 |
| 0.9600 | 1.20 | 5 | 67.3% | 0.25 | 0.0418 | -0.037 | 45.5 | 6.70 | 8.45 | 1 | 69.8% | -0.76 | 0.0427 | -0.037 | ||
| 0.8600 | 1.10 | 70 | 67.1% | 0.23 | 0.0401 | -0.036 | 46 | 6.55 | 8.30 | 52.6% | -0.77 | 0.0411 | -0.036 | |||
| 0.6800 | 1.02 | 55 | 65.8% | 0.22 | 0.0385 | -0.035 | 46.5 | 7.65 | 8.40 | 1 | 58.4% | -0.79 | 0.0394 | -0.035 | ||
| 0.6200 | 0.9500 | 20 | 66.2% | 0.20 | 0.0368 | -0.033 | 47 | 7.40 | 9.15 | 50.8% | -0.81 | 0.0378 | -0.033 | |||
| 0.2800 | 0.8100 | 18 | 62.7% | 0.17 | 0.0334 | -0.030 | 48 | 8.85 | 9.70 | 1 | 54.8% | -0.83 | 0.0345 | -0.030 | ||
| 0.3300 | 0.6700 | 2 | 65.1% | 0.15 | 0.0302 | -0.028 | 49 | 9.40 | 11.65 | 9 | 69.3% | -0.86 | 0.0313 | -0.028 | ||
| 0.4000 | 0.5000 | 260 | 3,201 | 66.9% | 0.13 | 0.0272 | -0.025 | 50 | 11.30 | 11.50 | 8 | 646 | 68.3% | -0.88 | 0.0283 | -0.025 |
| 0.3500 | 0.4800 | 7 | 69.1% | 0.11 | 0.0243 | -0.023 | 51 | 10.20 | 13.30 | -0.90 | 0.0256 | -0.023 | ||||
| 0.1600 | 0.2500 | 74 | 1,682 | 70.4% | 0.07 | 0.0157 | -0.016 | 55 | 16.05 | 17.30 | 29 | 254 | 97.7% | -0.95 | 0.0171 | -0.016 |
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