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Expiração Cboe delayed options data · em 09:40 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 ±15.9% (247.82–341.77) · IV ATM 82.9% · P/C open interest 0.63

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
119.75	123.60				0.99	0.0004	-0.050	175	0	2.50			129.2%	-0.01	0.0004	-0.050
114.85	118.50				0.99	0.0005	-0.058	180	0	2.57			123.9%	-0.01	0.0005	-0.058
110.15	113.80	1			0.98	0.0006	-0.067	185	0	2.65			118.9%	-0.02	0.0006	-0.067
105.25	108.75	1	2	60.3%	0.98	0.0007	-0.078	190	0.2500	1.14	2		100.3%	-0.02	0.0007	-0.079
100.45	103.90	1		77.1%	0.98	0.0009	-0.092	195	0.4300	1.00	2	2	95.7%	-0.03	0.0009	-0.092
95.60	99.10		1	80.1%	0.97	0.0010	-0.108	200	0.6100	1.29	2		95.6%	-0.03	0.0010	-0.108
90.85	94.35			82.6%	0.96	0.0012	-0.126	205	0.6300	1.30	2		90.8%	-0.04	0.0013	-0.126
86.15	89.55			83.0%	0.95	0.0015	-0.147	210	1.09	1.87	2	1	93.8%	-0.05	0.0015	-0.147
81.35	84.85	3	2	82.2%	0.94	0.0018	-0.170	215	1.24	2.23	2	1	91.8%	-0.06	0.0018	-0.171
76.85	80.40		4	84.4%	0.93	0.0020	-0.196	220	0.8600	3.00	1	4	88.7%	-0.07	0.0020	-0.196
72.20	75.80	1	1	83.3%	0.92	0.0024	-0.223	225	1.49	4.05	1	26	91.6%	-0.08	0.0024	-0.224
67.90	71.45	5	1	84.4%	0.90	0.0027	-0.253	230	2.60	4.30	2	3	91.7%	-0.10	0.0027	-0.254
63.55	67.10		8	84.2%	0.89	0.0030	-0.283	235	3.35	4.95	3	6	91.0%	-0.11	0.0031	-0.284
59.30	62.90			84.0%	0.87	0.0034	-0.315	240	4.20	6.10	1	17	91.7%	-0.13	0.0034	-0.316
55.20	58.80			83.9%	0.85	0.0038	-0.346	245	4.95	7.05	11	10	90.6%	-0.15	0.0038	-0.348
51.20	54.50			82.7%	0.83	0.0042	-0.377	250	6.20	7.55	79	10	89.0%	-0.18	0.0042	-0.379
47.40	50.60		4	82.5%	0.80	0.0046	-0.407	255	6.40	9.35	10	7	87.7%	-0.20	0.0046	-0.409
43.70	47.00		2	82.6%	0.77	0.0049	-0.436	260	8.35	10.20	4	66	87.6%	-0.23	0.0050	-0.438
40.20	43.60		1	82.8%	0.75	0.0053	-0.463	265	9.65	12.20	38	20	87.9%	-0.25	0.0053	-0.465
37.00	40.15	3	4	82.8%	0.72	0.0056	-0.487	270	11.55	13.65	67	11	87.7%	-0.28	0.0056	-0.489
0	0				0.00	0.0000	0.000	272.5	0	0				0.00	0.0000	0.000
34.45	36.85		2	83.7%	0.69	0.0059	-0.508	275	13.15	14.75	13	35	85.6%	-0.31	0.0059	-0.510
0	0				0.00	0.0000	0.000	277.5	0	0				0.00	0.0000	0.000
30.70	33.80	3	11	82.0%	0.66	0.0062	-0.526	280	15.10	17.40	12	31	86.5%	-0.35	0.0062	-0.528
0	0				0.00	0.0000	0.000	282.5	0	0				0.00	0.0000	0.000
28.80	31.25		2	84.2%	0.62	0.0064	-0.540	285	17.30	19.25	8	29	85.8%	-0.38	0.0064	-0.543
0	0				0.00	0.0000	0.000	287.5	0	0				0.00	0.0000	0.000
25.25	28.10	3	12	81.6%	0.59	0.0066	-0.551	290	19.45	21.90		49	85.9%	-0.41	0.0066	-0.554
0	0				0.00	0.0000	0.000	292.5	0	0				0.00	0.0000	0.000
22.90	25.45	5	2	81.4%	0.56	0.0067	-0.557	295	21.35	24.25	7	39	84.3%	-0.45	0.0068	-0.561
0	0				0.00	0.0000	0.000	297.5	0	0				0.00	0.0000	0.000
20.50	23.85	1	2	81.6%	0.52	0.0068	-0.561	300	24.50	27.00	3	118	85.2%	-0.48	0.0068	-0.565
0	0				0.00	0.0000	0.000	302.5	0	0				0.00	0.0000	0.000
18.35	21.10	7	4	81.3%	0.49	0.0068	-0.560	305	27.15	30.15	4	33	85.2%	-0.51	0.0068	-0.564
0	0				0.00	0.0000	0.000	307.5	0	0				0.00	0.0000	0.000
16.45	19.10	1	6	81.4%	0.46	0.0068	-0.556	310	30.00	32.85	4	43	84.3%	-0.55	0.0068	-0.560
0	0				0.00	0.0000	0.000	312.5	0	0				0.00	0.0000	0.000
15.30	17.10	4	11	82.2%	0.42	0.0067	-0.548	315	32.95	35.85	2	25	83.6%	-0.58	0.0067	-0.553
0	0				0.00	0.0000	0.000	317.5	0	0				0.00	0.0000	0.000
13.00	15.70	13	11	81.5%	0.39	0.0066	-0.538	320	36.35	39.45	33	43	84.2%	-0.61	0.0066	-0.543
11.85	14.35	5	8	82.5%	0.36	0.0064	-0.525	325	39.85	42.50		31	83.4%	-0.64	0.0065	-0.530
10.30	12.80	6	405	81.9%	0.34	0.0062	-0.510	330	43.40	46.75	1	14	84.6%	-0.67	0.0063	-0.515
9.95	11.10	108	201	82.8%	0.31	0.0060	-0.492	335	47.30	50.30	1	2	84.6%	-0.70	0.0060	-0.498
8.90	9.70	17	8	82.5%	0.28	0.0057	-0.474	340	51.15	54.10	3	21	84.5%	-0.72	0.0058	-0.480
7.70	9.50	27	11	84.0%	0.26	0.0055	-0.454	345	54.90	58.35		16	84.7%	-0.75	0.0056	-0.460
7.05	8.35	5	117	84.2%	0.24	0.0052	-0.433	350	59.05	62.45	9	31	85.1%	-0.77	0.0053	-0.440
6.25	7.30	1	28	83.9%	0.22	0.0049	-0.413	355	63.00	66.70		11	84.9%	-0.79	0.0050	-0.419
5.45	7.05	9	32	85.2%	0.20	0.0047	-0.392	360	67.25	70.90		13	84.9%	-0.81	0.0048	-0.399
4.80	6.25	2	24	85.1%	0.18	0.0044	-0.371	365	71.60	75.25		3	85.1%	-0.83	0.0045	-0.378
3.55	5.90	52	20	84.2%	0.17	0.0041	-0.350	370	76.35	79.50	3	29	85.8%	-0.84	0.0042	-0.358
2.80	5.25		4	83.3%	0.15	0.0039	-0.331	375	80.50	84.00			85.0%	-0.86	0.0040	-0.339
2.55	4.85	12	69	84.4%	0.14	0.0036	-0.312	380	85.05	88.70			85.8%	-0.87	0.0037	-0.321
1.98	4.45	2	6	84.1%	0.13	0.0034	-0.294	385	89.65	93.30			86.1%	-0.88	0.0035	-0.303
1.93	4.05	2	76	85.4%	0.12	0.0032	-0.277	390	94.35	98.00			86.8%	-0.89	0.0032	-0.286
1.75	3.85	1	16	86.7%	0.11	0.0029	-0.261	395	99.05	102.80		1	87.1%	-0.90	0.0030	-0.271
1.23	3.65		33	86.5%	0.10	0.0027	-0.246	400	103.80	107.45			87.9%	-0.91	0.0028	-0.256
1.05	3.20		15	86.3%	0.09	0.0026	-0.233	405	108.60	112.05	1	6	87.7%	-0.92	0.0026	-0.242
1.11	3.50		22	90.5%	0.08	0.0024	-0.220	410	113.10	117.00		2	89.0%	-0.93	0.0025	-0.229
0.8100	3.40		8	91.1%	0.08	0.0022	-0.208	415	118.20	121.90		1	89.9%	-0.93	0.0023	-0.217
0.7500	3.25		39	92.5%	0.07	0.0021	-0.196	420	122.60	126.80		2	88.4%	-0.94	0.0022	-0.206
0.0500	3.15		16	90.6%	0.06	0.0019	-0.186	425	127.75	131.60			90.0%	-0.95	0.0020	-0.196
0.3600	3.00		4	93.8%	0.06	0.0018	-0.176	430	132.75	136.50			91.6%	-0.95	0.0019	-0.186
0.2600	2.84		7	96.6%	0.05	0.0016	-0.159	440	142.60	146.20			92.4%	-0.96	0.0016	-0.167

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 06, 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.

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Sorriso de volatilidade — Nov 06, 2026

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