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Expiração Cboe delayed options data · em 19:04 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 ±16.5% (114.36–159.56) · IV ATM 69.8% · P/C open interest 0.65

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
65.70	71.15		34	146.3%	0.99	0.0008	-0.017	70	0.2600	0.3000	34	1,486	114.4%	-0.01	0.0008	-0.025
60.75	66.25		18	134.9%	0.98	0.0011	-0.024	75	0.3200	0.5100		1,816	110.9%	-0.02	0.0011	-0.031
56.70	61.25		63	133.1%	0.97	0.0015	-0.031	80	0.4400	0.5000	75	5,213	102.8%	-0.03	0.0015	-0.038
51.85	56.40		72	123.3%	0.97	0.0019	-0.039	85	0.5500	0.6300	26	2,040	96.9%	-0.03	0.0019	-0.046
47.05	51.30	1	257	111.9%	0.96	0.0026	-0.048	90	0.7300	0.7800	328	4,780	91.6%	-0.05	0.0026	-0.054
42.00	46.55	1	536	101.9%	0.94	0.0033	-0.059	95	0.9300	0.9800	141	2,673	86.4%	-0.06	0.0033	-0.064
37.40	39.80	1	886	79.6%	0.92	0.0043	-0.070	100	1.25	1.31	279	4,302	82.5%	-0.08	0.0043	-0.075
32.90	37.55		480	91.6%	0.90	0.0055	-0.084	105	1.66	1.79	54	1,911	79.1%	-0.10	0.0056	-0.088
28.55	30.75	4	1,082	73.7%	0.87	0.0070	-0.101	110	2.30	2.40	388	4,554	76.3%	-0.14	0.0070	-0.104
24.60	26.35	1	574	71.5%	0.82	0.0086	-0.119	115	3.10	3.30	47	2,084	74.0%	-0.18	0.0087	-0.122
21.25	22.45	8	1,764	71.9%	0.77	0.0102	-0.137	120	4.30	4.55	168	6,696	73.0%	-0.23	0.0103	-0.140
17.50	19.10	8	1,067	70.3%	0.71	0.0117	-0.153	125	5.75	6.05	517	3,001	71.6%	-0.29	0.0118	-0.155
15.35	17.40	16		69.8%	0.67	0.0125	-0.161	128	6.80	7.10	50		70.9%	-0.33	0.0126	-0.163
14.75	16.75			69.5%	0.66	0.0127	-0.163	129	7.20	7.50	20		70.8%	-0.34	0.0128	-0.165
15.20	15.55	26	2,157	70.9%	0.65	0.0129	-0.165	130	7.60	7.95	645	4,238	70.8%	-0.35	0.0130	-0.167
14.65	14.90			70.6%	0.63	0.0131	-0.167	131	8.05	8.35	1,104		70.7%	-0.37	0.0132	-0.169
14.05	14.50	6		70.9%	0.62	0.0133	-0.169	132	8.45	8.70	22		70.2%	-0.38	0.0134	-0.171
13.50	13.80	5		70.2%	0.61	0.0134	-0.171	133	8.90	9.15	1,042		70.0%	-0.40	0.0135	-0.172
13.00	13.30			70.3%	0.59	0.0136	-0.172	134	9.40	9.60	114		70.0%	-0.41	0.0137	-0.174
12.40	12.75	31	42.3K	69.9%	0.58	0.0137	-0.173	135	9.85	10.15	555	2,354	70.0%	-0.42	0.0138	-0.175
11.95	12.25	30		69.9%	0.57	0.0138	-0.174	136	10.35	10.65	67		69.9%	-0.44	0.0139	-0.175
11.45	11.75	9		69.9%	0.55	0.0139	-0.175	137	10.85	11.15	36		69.8%	-0.45	0.0140	-0.176
10.95	11.25	4		69.5%	0.54	0.0140	-0.175	138	11.35	11.65	49		69.5%	-0.47	0.0141	-0.176
10.50	10.80	40		69.5%	0.52	0.0140	-0.175	139	11.90	12.20	26		69.5%	-0.48	0.0142	-0.177
10.05	10.35	319	12.5K	69.4%	0.51	0.0141	-0.175	140	12.40	12.75	446	2,643	69.2%	-0.49	0.0142	-0.177
9.65	9.90	26		69.3%	0.50	0.0141	-0.175	141	13.00	13.30	16		69.2%	-0.51	0.0142	-0.177
9.20	9.50	42		69.2%	0.48	0.0141	-0.175	142	13.60	13.90	23		69.2%	-0.52	0.0142	-0.176
8.80	9.10	57		69.2%	0.47	0.0141	-0.174	143	14.20	14.50	47		69.2%	-0.54	0.0142	-0.175
8.45	8.70	56		69.2%	0.45	0.0140	-0.174	144	14.80	15.10	36		69.1%	-0.55	0.0142	-0.175
8.05	8.30	404	3,241	69.0%	0.44	0.0140	-0.173	145	15.45	15.70	458	3,066	69.0%	-0.56	0.0142	-0.174
7.70	7.95	82		69.0%	0.43	0.0139	-0.172	146	16.05	17.00	89		70.9%	-0.58	0.0141	-0.173
7.35	7.60	51		68.9%	0.42	0.0138	-0.170	147	16.70	17.00	1		68.8%	-0.59	0.0140	-0.171
7.00	7.20	69		68.6%	0.40	0.0138	-0.169	148	17.35	17.65			68.7%	-0.60	0.0139	-0.170
6.70	6.95	122		68.9%	0.39	0.0136	-0.167	149	18.05	18.35	3		68.8%	-0.62	0.0138	-0.168
6.40	6.65	1,098	4,122	68.9%	0.38	0.0135	-0.166	150	18.75	19.05	50	3,452	68.8%	-0.63	0.0137	-0.166
5.70	5.90	94		68.8%	0.35	0.0131	-0.161	152.5	20.55	21.95	15		72.6%	-0.66	0.0133	-0.161
5.05	5.25	316	2,374	68.8%	0.32	0.0127	-0.155	155	22.35	23.35	4	3,122	70.9%	-0.69	0.0129	-0.155
4.45	4.65	21		68.7%	0.29	0.0122	-0.149	157.5	23.40	25.60			69.1%	-0.72	0.0124	-0.149
3.95	4.10	1,830	3,661	68.8%	0.26	0.0116	-0.142	160	26.05	27.00	81	4,225	69.5%	-0.74	0.0119	-0.142
3.50	3.65	57		69.0%	0.24	0.0111	-0.135	162.5	27.60	29.65			70.1%	-0.77	0.0113	-0.135
3.10	3.25	235	3,591	69.2%	0.22	0.0105	-0.128	165	30.15	31.25	58	2,725	70.1%	-0.79	0.0107	-0.128
2.44	2.50	750	2,757	69.4%	0.18	0.0092	-0.113	170	34.30	35.85	42	2,177	71.0%	-0.83	0.0096	-0.113
1.84	1.96	272	1,939	69.4%	0.15	0.0081	-0.100	175	38.80	40.70	5	1,187	73.7%	-0.86	0.0084	-0.099
1.45	1.60	447	8,798	70.4%	0.12	0.0070	-0.087	180	43.45	45.40		1,647	75.6%	-0.89	0.0073	-0.087
1.16	1.27	222	1,356	71.1%	0.10	0.0060	-0.077	185	46.80	50.05		557	66.0%	-0.91	0.0064	-0.076
0.9400	1.03	765	1,471	72.1%	0.08	0.0051	-0.067	190	51.85	54.85		919	68.8%	-0.93	0.0055	-0.066
0.7700	0.8300	497	2,448	73.1%	0.07	0.0044	-0.059	195	57.10	59.85		91	75.8%	-0.95	0.0048	-0.058
0.6300	0.6700	655	5,339	74.0%	0.06	0.0038	-0.052	200	62.55	64.65	1	614	82.5%	-0.96	0.0042	-0.050
0.4800	0.5800	103	2,044	74.8%	0.05	0.0032	-0.046	205	64.75	69.55		174		-0.97	0.0036	-0.044

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

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Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.

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Sorriso de volatilidade — Nov 20, 2026

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