MSTR cadeia de opções Strategy Inc

Expiração Cboe delayed options data · em 18:36 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 ±11.9% (124.94–158.59) · IV ATM 73.3% · P/C open interest 0.70

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
66.45	67.65	1	46	137.7%	0.99	0.0005	0.000	75	0.0700	0.0900	1,390	4,496	132.6%	-0.01	0.0005	-0.023
61.50	62.60	8	169	123.4%	0.99	0.0007	0.000	80	0.1000	0.1200	1,174	10.8K	125.3%	-0.01	0.0007	-0.026
56.55	57.55	2	286	109.9%	0.99	0.0009	-0.002	85	0.1300	0.1500	631	6,302	117.1%	-0.01	0.0009	-0.030
51.55	52.55	5	1,312	97.3%	0.99	0.0012	-0.009	90	0.1700	0.1800	440	5,878	108.8%	-0.01	0.0012	-0.035
46.60	47.50	18	1,634	85.3%	0.98	0.0016	-0.018	95	0.2000	0.2200	744	4,311	100.2%	-0.02	0.0016	-0.041
41.95	42.60	192	36.2K	93.5%	0.98	0.0022	-0.028	100	0.2500	0.2600	1,212	11.2K	91.9%	-0.03	0.0022	-0.049
36.80	37.70	137	4,764	80.4%	0.97	0.0031	-0.040	105	0.3000	0.3500	1,792	5,089	84.4%	-0.03	0.0031	-0.059
35.80	36.95	1	71	84.2%	0.96	0.0033	-0.043	106	0.2800	0.3700	46	303	82.2%	-0.04	0.0033	-0.061
34.80	36.00	2	48	82.9%	0.96	0.0035	-0.046	107	0.3500	0.4000	39	216	82.2%	-0.04	0.0035	-0.064
33.90	35.00		37	82.5%	0.96	0.0038	-0.050	108	0.3700	0.4200	5	408	80.7%	-0.04	0.0038	-0.067
33.00	33.80		29	78.2%	0.95	0.0041	-0.053	109	0.3900	0.4500	14	312	79.4%	-0.05	0.0041	-0.070
32.25	32.80	75	3,346	80.5%	0.95	0.0044	-0.058	110	0.4200	0.4900	1,353	5,502	78.5%	-0.05	0.0044	-0.074
31.10	31.90	8	13	77.2%	0.95	0.0047	-0.062	111	0.4600	0.6400	29	90	79.3%	-0.05	0.0047	-0.077
30.15	30.95	8	72	76.5%	0.94	0.0051	-0.067	112	0.5100	0.5700	13	95	76.7%	-0.06	0.0051	-0.082
29.20	30.05	3	14	76.4%	0.94	0.0055	-0.072	113	0.5700	0.6300	355	252	76.2%	-0.06	0.0055	-0.086
28.25	29.10	1	61	75.4%	0.93	0.0059	-0.077	114	0.6200	0.6900	23	370	75.4%	-0.07	0.0059	-0.091
27.35	28.20	106	6,482	75.5%	0.93	0.0064	-0.083	115	0.6900	0.7400	1,291	4,253	74.6%	-0.07	0.0064	-0.097
26.40	27.25	1	32	74.3%	0.92	0.0068	-0.089	116	0.7600	0.8300	201	436	74.1%	-0.08	0.0069	-0.102
25.50	26.25	1	28	72.9%	0.91	0.0074	-0.096	117	0.8100	0.9600	419	341	73.8%	-0.09	0.0074	-0.109
24.60	25.45	11	32	73.7%	0.91	0.0079	-0.103	118	0.9100	1.02	278	440	73.0%	-0.09	0.0079	-0.115
23.70	24.45	4	29	72.1%	0.90	0.0085	-0.111	119	0.9800	1.13	491	533	72.3%	-0.10	0.0085	-0.122
22.95	23.50	249	3,951	72.4%	0.89	0.0091	-0.118	120	1.16	1.23	969	3,831	72.4%	-0.11	0.0091	-0.130
22.05	22.70	6	121	72.4%	0.88	0.0097	-0.127	121	1.26	1.41	939	372	72.2%	-0.12	0.0097	-0.138
21.10	21.85		167	71.3%	0.87	0.0104	-0.135	122	1.40	1.56	334	119	72.0%	-0.13	0.0104	-0.146
20.25	21.05	32	117	71.4%	0.86	0.0110	-0.144	123	1.56	1.73	427	252	71.8%	-0.14	0.0110	-0.154
19.50	20.20	40	157	71.5%	0.84	0.0116	-0.153	124	1.77	1.89	40	253	71.8%	-0.16	0.0117	-0.163
18.90	19.35	563	12.1K	72.5%	0.83	0.0123	-0.163	125	1.96	2.10	520	2,993	71.8%	-0.17	0.0123	-0.172
17.85	18.55	35	192	70.6%	0.82	0.0130	-0.172	126	2.16	2.32	54	62	71.6%	-0.18	0.0130	-0.180
17.10	17.80	68	357	70.8%	0.80	0.0136	-0.181	127	2.40	2.55	127	176	71.6%	-0.20	0.0136	-0.189
16.35	17.05	191	770	70.8%	0.79	0.0142	-0.191	128	2.65	2.80	166	242	71.6%	-0.22	0.0142	-0.198
15.70	16.35	96	230	71.5%	0.77	0.0148	-0.200	129	2.90	3.15	133	147	72.0%	-0.23	0.0148	-0.207
15.25	15.40	1,539	10.1K	71.6%	0.75	0.0153	-0.209	130	3.20	3.40	403	2,894	71.8%	-0.25	0.0154	-0.216
14.50	14.80	139	428	71.8%	0.74	0.0158	-0.218	131	3.50	3.75	67	58	72.0%	-0.27	0.0159	-0.224
13.85	14.15	327	494	72.0%	0.72	0.0163	-0.226	132	3.85	4.05	160	48	72.0%	-0.28	0.0164	-0.232
13.20	13.55	134	822	72.4%	0.70	0.0168	-0.234	133	4.20	4.40	75	91	72.1%	-0.30	0.0168	-0.240
12.00	12.30	1,661	4,793	72.6%	0.66	0.0175	-0.249	135	5.00	5.20	352	1,161	72.6%	-0.34	0.0176	-0.254
9.30	9.55	4,236	7,450	73.2%	0.57	0.0185	-0.276	140	7.30	7.50	1,676	4,502	73.4%	-0.43	0.0186	-0.278
7.20	7.45	1,670	2,903	75.0%	0.48	0.0183	-0.286	145	10.10	10.30	136	2,551	74.3%	-0.52	0.0184	-0.286
5.55	5.70	4,928	12.8K	76.5%	0.39	0.0174	-0.283	150	13.40	13.70	177	3,487	76.3%	-0.61	0.0174	-0.280
4.20	4.40	854	1,887	78.0%	0.32	0.0158	-0.268	155	17.05	17.40	18	1,167	77.8%	-0.68	0.0159	-0.264
3.25	3.40	1,247	3,492	80.1%	0.26	0.0140	-0.247	160	21.10	21.40	76	796	79.8%	-0.74	0.0141	-0.240
2.51	2.67	457	1,627	82.3%	0.21	0.0121	-0.223	165	25.35	25.65	8	1,006	81.7%	-0.79	0.0122	-0.214
2.00	2.09	2,367	4,828	84.7%	0.17	0.0104	-0.199	170	29.65	30.45	4	449	85.2%	-0.84	0.0105	-0.187
1.54	1.67	514	3,263	86.7%	0.14	0.0088	-0.176	175	34.20	35.05	1	34	87.5%	-0.87	0.0089	-0.162
1.26	1.36	859	4,894	89.4%	0.11	0.0074	-0.155	180	38.90	39.75	110	666	90.1%	-0.89	0.0075	-0.139
0.9700	1.11	82	1,460	91.3%	0.09	0.0062	-0.137	185	43.65	44.50		105	92.4%	-0.91	0.0063	-0.118
0.8000	0.9100	173	2,253	93.7%	0.08	0.0053	-0.121	190	48.45	49.35		104	95.1%	-0.93	0.0053	-0.099
0.6400	0.7200	276	1,307	95.2%	0.06	0.0045	-0.107	195	53.30	54.15		56	96.7%	-0.94	0.0045	-0.082
0.5500	0.5800	3,019	16.7K	97.4%	0.05	0.0038	-0.095	200	58.30	59.05		382	101.0%	-0.95	0.0039	-0.067
0.4100	0.5000	65	558	98.9%	0.04	0.0032	-0.084	205	63.10	64.10			104.1%	-0.96	0.0034	-0.053
0.3300	0.4200	230	1,194	100.7%	0.04	0.0028	-0.074	210	68.05	69.05		5	107.7%	-0.97	0.0030	-0.040

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

MSTR cadeia de opções Strategy Inc

Sorriso de volatilidade — Sep 18, 2026

Consumo Cíclico

ETF

Tecnologia

Serviços Financeiros

Indústria

Energia