MS cadeia de opções Morgan Stanley
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 ±6.7% (168.98–193.08) · IV ATM 28.1% · P/C open interest 1.03
| 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 | |
| 84.20 | 88.15 | 1 | 102.5% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.1000 | 97 | 84.1% | -0.00 | 0.0000 | -0.001 | ||
| 79.20 | 83.05 | 80.0% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1000 | 49 | 77.8% | -0.00 | 0.0001 | -0.001 | |||
| 74.20 | 78.20 | 89.1% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1400 | 117 | 74.7% | -0.00 | 0.0001 | -0.002 | |||
| 69.25 | 73.05 | 19 | 73.5% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.2300 | 41 | 73.2% | -0.00 | 0.0002 | -0.002 | ||
| 64.25 | 68.05 | 11 | 65.5% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.6300 | 55 | 77.8% | -0.00 | 0.0003 | -0.004 | ||
| 59.30 | 62.75 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.1000 | 61 | 55.5% | -0.00 | 0.0004 | -0.005 | ||||
| 54.35 | 57.75 | 3 | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.2400 | 74 | 56.3% | -0.01 | 0.0006 | -0.007 | |||
| 49.60 | 52.75 | 3 | 51.0% | 1.00 | 0.0004 | 0.000 | 130 | 0 | 0.2600 | 10 | 51.5% | -0.01 | 0.0010 | -0.009 | ||
| 44.35 | 47.80 | 40 | 1.00 | 0.0006 | 0.000 | 135 | 0 | 0.2900 | 216 | 47.0% | -0.01 | 0.0014 | -0.012 | |||
| 39.30 | 43.10 | 17 | 42.4% | 0.99 | 0.0012 | -0.003 | 140 | 0 | 0.3300 | 264 | 42.7% | -0.02 | 0.0020 | -0.015 | ||
| 34.75 | 37.85 | 47 | 43.0% | 0.99 | 0.0020 | -0.008 | 145 | 0.0800 | 0.2800 | 87 | 38.1% | -0.03 | 0.0029 | -0.019 | ||
| 29.65 | 32.90 | 12 | 36.2% | 0.98 | 0.0034 | -0.015 | 150 | 0.1800 | 0.3000 | 2 | 328 | 34.7% | -0.04 | 0.0043 | -0.025 | |
| 26.00 | 26.95 | 18 | 36.1% | 0.96 | 0.0059 | -0.026 | 155 | 0.3400 | 0.6400 | 834 | 34.2% | -0.06 | 0.0066 | -0.033 | ||
| 21.30 | 22.15 | 171 | 33.8% | 0.93 | 0.0100 | -0.044 | 160 | 0.6300 | 0.8900 | 1 | 4,822 | 31.8% | -0.10 | 0.0099 | -0.046 | |
| 18.05 | 20.80 | 32.8% | 0.90 | 0.0126 | -0.054 | 162.5 | 1.00 | 1.17 | 14 | 31.9% | -0.12 | 0.0120 | -0.054 | |||
| 16.95 | 17.95 | 116 | 34.0% | 0.86 | 0.0152 | -0.065 | 165 | 1.31 | 1.50 | 14 | 1,441 | 31.2% | -0.16 | 0.0143 | -0.062 | |
| 13.90 | 16.45 | 31.9% | 0.82 | 0.0178 | -0.074 | 167.5 | 1.68 | 1.87 | 1 | 30.4% | -0.20 | 0.0168 | -0.071 | |||
| 12.45 | 13.55 | 50 | 30.2% | 0.78 | 0.0203 | -0.082 | 170 | 2.24 | 2.39 | 6 | 3,944 | 30.0% | -0.24 | 0.0192 | -0.079 | |
| 10.90 | 12.45 | 32.8% | 0.72 | 0.0226 | -0.088 | 172.5 | 2.80 | 3.20 | 29.7% | -0.29 | 0.0216 | -0.085 | ||||
| 8.60 | 9.95 | 3 | 147 | 28.7% | 0.66 | 0.0245 | -0.092 | 175 | 3.65 | 3.80 | 48 | 1,450 | 29.0% | -0.35 | 0.0238 | -0.090 |
| 7.60 | 8.05 | 28.9% | 0.60 | 0.0260 | -0.094 | 177.5 | 4.50 | 4.75 | 2 | 28.4% | -0.41 | 0.0257 | -0.093 | |||
| 6.20 | 6.45 | 45 | 1,583 | 28.1% | 0.54 | 0.0269 | -0.094 | 180 | 5.60 | 5.85 | 35 | 2,427 | 28.0% | -0.47 | 0.0269 | -0.094 |
| 4.95 | 5.20 | 3 | 27.8% | 0.47 | 0.0271 | -0.092 | 182.5 | 6.80 | 7.15 | 1 | 27.6% | -0.54 | 0.0274 | -0.093 | ||
| 3.95 | 4.10 | 23 | 962 | 27.5% | 0.40 | 0.0265 | -0.088 | 185 | 8.25 | 8.60 | 1 | 2,722 | 27.3% | -0.61 | 0.0270 | -0.089 |
| 3.00 | 3.20 | 24 | 27.1% | 0.34 | 0.0252 | -0.082 | 187.5 | 9.70 | 10.65 | 27.7% | -0.67 | 0.0258 | -0.083 | |||
| 2.24 | 2.37 | 39 | 1,073 | 26.6% | 0.28 | 0.0233 | -0.075 | 190 | 11.60 | 12.50 | 1,826 | 28.0% | -0.74 | 0.0239 | -0.075 | |
| 1.67 | 1.82 | 49 | 26.6% | 0.23 | 0.0209 | -0.066 | 192.5 | 12.80 | 14.95 | 27.3% | -0.79 | 0.0214 | -0.066 | |||
| 1.24 | 1.37 | 39 | 4,876 | 26.6% | 0.18 | 0.0183 | -0.057 | 195 | 15.40 | 16.60 | 957 | 27.7% | -0.84 | 0.0185 | -0.057 | |
| 0.9100 | 1.09 | 46 | 26.9% | 0.14 | 0.0156 | -0.048 | 197.5 | 16.85 | 19.40 | 27.4% | -0.88 | 0.0156 | -0.047 | |||
| 0.6900 | 0.7700 | 72 | 5,760 | 26.9% | 0.11 | 0.0129 | -0.040 | 200 | 19.70 | 21.05 | 1,246 | 27.4% | -0.91 | 0.0127 | -0.037 | |
| 0.4700 | 0.5800 | 4 | 26.9% | 0.08 | 0.0106 | -0.033 | 202.5 | 21.45 | 23.70 | 25.7% | -0.93 | 0.0101 | -0.029 | |||
| 0.3100 | 0.4900 | 4 | 27.4% | 0.06 | 0.0085 | -0.026 | 205 | 23.80 | 26.15 | 25.8% | -0.95 | 0.0079 | -0.021 | |||
| 0.1800 | 0.3700 | 27.2% | 0.05 | 0.0068 | -0.021 | 207.5 | 26.30 | 28.75 | 28.9% | -0.97 | 0.0060 | -0.016 | ||||
| 0.1700 | 0.2400 | 54 | 2,110 | 27.6% | 0.04 | 0.0054 | -0.017 | 210 | 28.35 | 30.50 | 824 | -0.98 | 0.0046 | -0.011 | ||
| 0 | 0.4000 | 30.9% | 0.02 | 0.0034 | -0.012 | 215 | 33.30 | 36.45 | 30.4% | -0.99 | 0.0027 | -0.005 | ||||
| 0.0500 | 0.0900 | 36 | 2,733 | 29.3% | 0.02 | 0.0024 | -0.009 | 220 | 38.90 | 40.70 | 661 | 29.6% | -0.99 | 0.0017 | -0.001 | |
| 0 | 0.3000 | 35.8% | 0.01 | 0.0017 | -0.007 | 225 | 43.20 | 46.40 | 33.2% | -0.99 | 0.0011 | 0.000 | ||||
| 0 | 0.1100 | 3 | 1,325 | 33.9% | 0.01 | 0.0013 | -0.006 | 230 | 48.20 | 51.25 | 274 | -1.00 | 0.0008 | 0.000 | ||
| 0 | 0.0500 | 6 | 1,326 | 35.8% | 0.01 | 0.0007 | -0.004 | 240 | 58.15 | 61.25 | 18 | -1.00 | 0.0004 | 0.000 | ||
| 0 | 0.1100 | 2 | 782 | 43.9% | 0.00 | 0.0004 | -0.003 | 250 | 68.10 | 71.50 | 1 | 49.7% | -1.00 | 0.0002 | 0.000 | |
| 0 | 0.6300 | 357 | 60.9% | 0.00 | 0.0003 | -0.002 | 260 | 78.15 | 81.30 | 48.6% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0400 | 433 | 47.7% | 0.00 | 0.0002 | -0.001 | 270 | 88.15 | 91.35 | 58.1% | -1.00 | 0.0001 | 0.000 | |||
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