NEE cadeia de opções NextEra Energy, Inc.
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 ±3.6% (75.49–81.17) · IV ATM 43.3% · P/C open interest 0.42
| 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 | |
| 27.80 | 29.10 | 2 | 241.0% | 1.00 | 0.0004 | -0.001 | 50 | 0 | 0.0800 | 183.6% | -0.00 | 0.0004 | -0.004 | |||
| 22.80 | 23.90 | 2 | 177.5% | 1.00 | 0.0007 | -0.003 | 55 | 0 | 0.0800 | 1 | 118.0% | -0.00 | 0.0007 | -0.005 | ||
| 17.70 | 19.25 | 2 | 75 | 157.5% | 1.00 | 0.0014 | -0.004 | 60 | 0 | 0.1500 | 126.2% | -0.00 | 0.0014 | -0.006 | ||
| 13.80 | 16.15 | 165.8% | 0.99 | 0.0026 | -0.007 | 64 | 0 | 0.5800 | 3 | 97 | 129.0% | -0.01 | 0.0026 | -0.009 | ||
| 12.75 | 14.80 | 142.8% | 0.99 | 0.0032 | -0.008 | 65 | 0 | 0.0800 | 1 | 12 | 84.1% | -0.01 | 0.0032 | -0.010 | ||
| 11.90 | 13.80 | 139.0% | 0.99 | 0.0041 | -0.010 | 66 | 0 | 0.2000 | 90.7% | -0.01 | 0.0041 | -0.011 | ||||
| 10.85 | 12.80 | 128.3% | 0.99 | 0.0052 | -0.012 | 67 | 0.0100 | 0.2800 | 71 | 63 | 73.4% | -0.01 | 0.0053 | -0.013 | ||
| 9.95 | 11.80 | 122.4% | 0.99 | 0.0070 | -0.015 | 68 | 0 | 0.0900 | 1 | 2 | 67.3% | -0.01 | 0.0070 | -0.016 | ||
| 8.80 | 10.80 | 108.9% | 0.98 | 0.0095 | -0.019 | 69 | 0 | 0.0600 | 122 | 32 | 57.6% | -0.02 | 0.0095 | -0.021 | ||
| 7.90 | 8.90 | 2 | 8 | 72.1% | 0.97 | 0.0133 | -0.026 | 70 | 0 | 0.2700 | 125 | 85 | 53.1% | -0.03 | 0.0133 | -0.027 |
| 6.95 | 8.50 | 2 | 86.9% | 0.96 | 0.0190 | -0.036 | 71 | 0.0100 | 0.1200 | 226 | 26 | 52.6% | -0.04 | 0.0191 | -0.037 | |
| 6.05 | 7.75 | 86.9% | 0.94 | 0.0274 | -0.051 | 72 | 0.0400 | 0.1300 | 7 | 231 | 48.9% | -0.06 | 0.0275 | -0.052 | ||
| 5.10 | 6.80 | 1 | 79.7% | 0.91 | 0.0390 | -0.072 | 73 | 0.1300 | 0.2000 | 89 | 92 | 49.4% | -0.09 | 0.0391 | -0.073 | |
| 4.20 | 6.00 | 41 | 76.1% | 0.87 | 0.0536 | -0.099 | 74 | 0.1800 | 0.3200 | 97 | 470 | 47.4% | -0.13 | 0.0539 | -0.100 | |
| 3.25 | 4.45 | 62 | 37 | 55.9% | 0.81 | 0.0704 | -0.129 | 75 | 0.1300 | 0.4600 | 84 | 756 | 41.5% | -0.19 | 0.0708 | -0.130 |
| 2.61 | 3.30 | 79 | 201 | 49.6% | 0.73 | 0.0874 | -0.158 | 76 | 0.5900 | 0.6600 | 331 | 206 | 45.8% | -0.27 | 0.0880 | -0.159 |
| 1.92 | 2.30 | 5 | 159 | 43.4% | 0.64 | 0.1019 | -0.180 | 77 | 0.7100 | 1.03 | 347 | 1,035 | 43.0% | -0.36 | 0.1027 | -0.182 |
| 1.42 | 1.65 | 100 | 1,467 | 43.3% | 0.53 | 0.1105 | -0.190 | 78 | 1.11 | 1.50 | 218 | 818 | 43.2% | -0.47 | 0.1114 | -0.191 |
| 0.9600 | 1.77 | 191 | 3,603 | 52.2% | 0.42 | 0.1104 | -0.184 | 79 | 1.44 | 2.01 | 92 | 929 | 39.4% | -0.58 | 0.1113 | -0.185 |
| 0.6600 | 0.9000 | 348 | 775 | 45.3% | 0.32 | 0.1014 | -0.163 | 80 | 2.19 | 2.83 | 37 | 206 | 43.6% | -0.69 | 0.1023 | -0.165 |
| 0.3500 | 1.04 | 86 | 3,899 | 52.2% | 0.23 | 0.0858 | -0.133 | 81 | 2.72 | 3.55 | 35 | 38.5% | -0.78 | 0.0865 | -0.134 | |
| 0.1600 | 0.3100 | 50 | 461 | 40.8% | 0.15 | 0.0673 | -0.101 | 82 | 3.45 | 5.10 | 9 | 12 | 52.8% | -0.85 | 0.0678 | -0.101 |
| 0.0900 | 0.5800 | 141 | 406 | 53.3% | 0.10 | 0.0494 | -0.071 | 83 | 3.50 | 5.30 | 7 | -0.91 | 0.0499 | -0.071 | ||
| 0.0500 | 0.4500 | 169 | 141 | 48.4% | 0.06 | 0.0348 | -0.049 | 84 | 4.70 | 6.20 | 1 | -0.94 | 0.0355 | -0.049 | ||
| 0 | 0.1200 | 15 | 229 | 46.2% | 0.04 | 0.0242 | -0.034 | 85 | 5.65 | 7.30 | 3 | 3 | -0.97 | 0.0252 | -0.034 | |
| 0 | 0.1300 | 4 | 452 | 50.7% | 0.03 | 0.0173 | -0.026 | 86 | 6.55 | 8.15 | -0.98 | 0.0181 | -0.025 | |||
| 0 | 0.2500 | 2 | 39 | 63.1% | 0.02 | 0.0129 | -0.021 | 87 | 7.50 | 9.15 | -0.99 | 0.0131 | -0.020 | |||
| 0 | 1.00 | 4 | 51 | 96.0% | 0.02 | 0.0101 | -0.017 | 88 | 8.50 | 10.85 | -0.99 | 0.0099 | -0.017 | |||
| 0 | 0.1200 | 2 | 16 | 64.4% | 0.01 | 0.0081 | -0.015 | 89 | 9.50 | 11.25 | -0.99 | 0.0076 | -0.016 | |||
| 0 | 0.2000 | 58 | 75.3% | 0.01 | 0.0066 | -0.014 | 90 | 10.25 | 12.85 | -0.99 | 0.0059 | -0.015 | ||||
| 0 | 0.2000 | 38 | 80.0% | 0.01 | 0.0055 | -0.012 | 91 | 11.45 | 13.25 | -1.00 | 0.0047 | -0.014 | ||||
| 0 | 0.0100 | 10 | 57.0% | 0.01 | 0.0046 | -0.011 | 92 | 12.25 | 14.25 | -1.00 | 0.0037 | -0.013 | ||||
| 0 | 0.2000 | 8 | 89.2% | 0.01 | 0.0039 | -0.010 | 93 | 13.50 | 15.10 | -1.00 | 0.0030 | -0.013 | ||||
| 0 | 0.1000 | 100 | 11 | 83.9% | 0.01 | 0.0033 | -0.009 | 94 | 14.50 | 16.25 | -1.00 | 0.0024 | -0.012 | |||
| 0 | 0.7500 | 127.5% | 0.01 | 0.0029 | -0.008 | 95 | 15.50 | 17.30 | -1.00 | 0.0019 | -0.012 | |||||
| 0 | 0.7500 | 132.6% | 0.01 | 0.0025 | -0.007 | 96 | 15.80 | 18.25 | -1.00 | 0.0015 | -0.011 | |||||
| 0 | 0.0100 | 82.7% | 0.00 | 0.0015 | -0.005 | 100 | 20.50 | 23.50 | 134.3% | -1.00 | 0.0006 | -0.011 | ||||
| 0 | 2.13 | 224.0% | 0.00 | 0.0008 | -0.004 | 105 | 25.50 | 27.85 | -1.00 | 0.0002 | -0.011 | |||||
| 0 | 0.2200 | 110.9% | 0.00 | 0.0005 | -0.003 | 110 | 30.50 | 33.50 | 174.5% | -1.00 | 0.0001 | -0.011 | ||||
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 — Oct 23, 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