NEM cadeia de opções Newmont Corporation
Cboe delayed options data · em 09:36 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 ±20.5% (100.83–152.97) · IV ATM 43.1% · P/C open interest 0.66
| 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 | |
| 58.80 | 61.90 | 17.5K | 0.99 | 0.0008 | 0.000 | 65 | 0.0200 | 0.4000 | 924 | 53.6% | -0.01 | 0.0008 | -0.005 | |||
| 57.10 | 59.25 | 193 | 0.99 | 0.0010 | 0.000 | 67.5 | 0.0600 | 0.2700 | 905 | 49.1% | -0.02 | 0.0010 | -0.005 | |||
| 54.00 | 57.10 | 1,749 | 0.98 | 0.0012 | 0.000 | 70 | 0.1100 | 0.4800 | 5,206 | 50.9% | -0.02 | 0.0012 | -0.006 | |||
| 51.55 | 54.40 | 298 | 0.98 | 0.0014 | 0.000 | 72.5 | 0.1500 | 0.5500 | 765 | 49.7% | -0.02 | 0.0014 | -0.007 | |||
| 49.20 | 51.85 | 2,190 | 0.98 | 0.0016 | 0.000 | 75 | 0.2300 | 0.5300 | 1 | 762 | 47.7% | -0.03 | 0.0016 | -0.008 | ||
| 46.85 | 49.95 | 2,368 | 0.97 | 0.0020 | 0.000 | 77.5 | 0.3200 | 0.7400 | 2,690 | 48.0% | -0.03 | 0.0020 | -0.009 | |||
| 44.50 | 47.25 | 3,453 | 0.96 | 0.0023 | 0.000 | 80 | 0.2500 | 0.8800 | 3 | 4,124 | 46.0% | -0.04 | 0.0024 | -0.010 | ||
| 42.15 | 44.85 | 4,951 | 0.96 | 0.0028 | 0.000 | 82.5 | 0.4100 | 1.21 | 1,947 | 46.8% | -0.05 | 0.0028 | -0.012 | |||
| 39.90 | 42.60 | 6,800 | 0.95 | 0.0033 | -0.002 | 85 | 0.7000 | 1.12 | 1,839 | 45.3% | -0.06 | 0.0033 | -0.014 | |||
| 37.80 | 40.40 | 236 | 34.0% | 0.93 | 0.0038 | -0.005 | 87.5 | 0.5000 | 1.25 | 922 | 42.2% | -0.07 | 0.0039 | -0.016 | ||
| 37.20 | 38.40 | 2 | 1,406 | 45.3% | 0.92 | 0.0044 | -0.008 | 90 | 1.24 | 1.69 | 16 | 2,119 | 45.3% | -0.08 | 0.0045 | -0.018 |
| 33.35 | 36.35 | 1 | 230 | 38.1% | 0.91 | 0.0050 | -0.011 | 92.5 | 1.40 | 2.04 | 1 | 933 | 44.5% | -0.10 | 0.0051 | -0.021 |
| 31.35 | 34.00 | 1,070 | 38.1% | 0.89 | 0.0057 | -0.014 | 95 | 1.62 | 2.73 | 3,241 | 44.8% | -0.11 | 0.0058 | -0.023 | ||
| 29.25 | 32.00 | 274 | 38.5% | 0.87 | 0.0064 | -0.017 | 97.5 | 2.23 | 2.88 | 1 | 402 | 44.2% | -0.13 | 0.0065 | -0.026 | |
| 28.70 | 30.00 | 17 | 3,081 | 43.1% | 0.85 | 0.0071 | -0.021 | 100 | 2.76 | 3.45 | 26 | 2,876 | 44.3% | -0.15 | 0.0072 | -0.028 |
| 23.85 | 26.45 | 8 | 1,154 | 40.7% | 0.80 | 0.0084 | -0.027 | 105 | 3.75 | 4.65 | 5 | 5,059 | 43.5% | -0.20 | 0.0086 | -0.033 |
| 21.25 | 22.65 | 23 | 3,499 | 41.9% | 0.75 | 0.0097 | -0.033 | 110 | 5.30 | 6.35 | 43 | 1,667 | 43.8% | -0.25 | 0.0099 | -0.038 |
| 18.15 | 19.60 | 5 | 1,687 | 42.0% | 0.70 | 0.0107 | -0.037 | 115 | 7.20 | 8.50 | 6 | 3,124 | 44.4% | -0.31 | 0.0109 | -0.042 |
| 15.40 | 16.75 | 17 | 4,450 | 42.1% | 0.64 | 0.0115 | -0.041 | 120 | 9.40 | 10.50 | 40 | 559 | 44.0% | -0.37 | 0.0118 | -0.044 |
| 13.15 | 14.30 | 20 | 2,212 | 42.5% | 0.58 | 0.0120 | -0.044 | 125 | 11.80 | 12.90 | 10 | 2,652 | 43.7% | -0.43 | 0.0123 | -0.046 |
| 11.30 | 11.95 | 36 | 2,542 | 42.8% | 0.52 | 0.0122 | -0.045 | 130 | 14.35 | 16.30 | 2 | 583 | 44.3% | -0.49 | 0.0126 | -0.046 |
| 9.05 | 10.20 | 5 | 957 | 42.4% | 0.46 | 0.0121 | -0.046 | 135 | 17.65 | 19.10 | 7 | 806 | 44.1% | -0.55 | 0.0126 | -0.045 |
| 7.65 | 8.65 | 11 | 4,023 | 42.9% | 0.41 | 0.0118 | -0.045 | 140 | 20.50 | 23.25 | 90 | 44.6% | -0.61 | 0.0124 | -0.044 | |
| 6.10 | 7.30 | 1 | 380 | 42.7% | 0.36 | 0.0113 | -0.044 | 145 | 24.30 | 26.95 | 14 | 45.3% | -0.66 | 0.0120 | -0.042 | |
| 5.10 | 6.15 | 13 | 4,401 | 43.1% | 0.31 | 0.0106 | -0.042 | 150 | 28.60 | 31.00 | 7 | 46.8% | -0.71 | 0.0114 | -0.039 | |
| 4.50 | 5.70 | 2 | 496 | 45.0% | 0.27 | 0.0099 | -0.040 | 155 | 32.80 | 35.00 | 3 | 47.3% | -0.75 | 0.0108 | -0.036 | |
| 3.70 | 4.55 | 13 | 2,559 | 44.6% | 0.24 | 0.0091 | -0.037 | 160 | 36.90 | 39.55 | 48.3% | -0.79 | 0.0102 | -0.033 | ||
| 3.00 | 3.80 | 705 | 44.6% | 0.21 | 0.0084 | -0.035 | 165 | 41.20 | 43.95 | 2 | 48.8% | -0.83 | 0.0095 | -0.029 | ||
| 2.49 | 3.45 | 1 | 964 | 45.5% | 0.18 | 0.0076 | -0.032 | 170 | 45.75 | 48.40 | 49.5% | -0.86 | 0.0088 | -0.026 | ||
| 2.04 | 2.78 | 306 | 45.3% | 0.16 | 0.0069 | -0.030 | 175 | 50.40 | 53.05 | 50.6% | -0.88 | 0.0082 | -0.022 | |||
| 1.68 | 2.54 | 1 | 723 | 46.1% | 0.14 | 0.0062 | -0.028 | 180 | 55.10 | 57.80 | 51.8% | -0.91 | 0.0075 | -0.019 | ||
| 1.50 | 2.22 | 70 | 46.9% | 0.12 | 0.0056 | -0.026 | 185 | 59.90 | 62.55 | 53.0% | -0.93 | 0.0072 | -0.016 | |||
| 1.26 | 1.99 | 713 | 47.5% | 0.11 | 0.0051 | -0.024 | 190 | 63.80 | 67.40 | 50.6% | -0.94 | 0.0069 | -0.012 | |||
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 — Jan 15, 2027
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