NET cadeia de opções Cloudflare, Inc.
Cboe delayed options data · em 21:52 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 ±22.4% (219.21–345.56) · IV ATM 60.9% · P/C open interest 0.94
| 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 | |
| 137.70 | 141.75 | 5 | 77.6% | 0.98 | 0.0004 | 0.000 | 145 | 0.1500 | 1.16 | 85 | 74.8% | -0.02 | 0.0005 | -0.028 | ||
| 132.85 | 136.95 | 7 | 76.0% | 0.98 | 0.0005 | 0.000 | 150 | 0 | 1.15 | 92 | 70.0% | -0.02 | 0.0005 | -0.032 | ||
| 128.25 | 132.00 | 7 | 74.9% | 0.98 | 0.0006 | 0.000 | 155 | 0.3800 | 1.76 | 287 | 74.2% | -0.03 | 0.0006 | -0.035 | ||
| 123.40 | 127.25 | 6 | 73.2% | 0.97 | 0.0007 | 0.000 | 160 | 0.5700 | 1.30 | 78 | 69.1% | -0.03 | 0.0007 | -0.040 | ||
| 118.80 | 122.55 | 4 | 72.9% | 0.97 | 0.0008 | 0.000 | 165 | 0.7300 | 1.60 | 115 | 68.6% | -0.03 | 0.0008 | -0.044 | ||
| 114.00 | 117.85 | 8 | 71.3% | 0.96 | 0.0009 | -0.006 | 170 | 1.19 | 2.22 | 63 | 70.6% | -0.04 | 0.0010 | -0.050 | ||
| 109.45 | 113.20 | 14 | 70.7% | 0.95 | 0.0011 | -0.014 | 175 | 1.70 | 2.59 | 1 | 38 | 70.8% | -0.05 | 0.0011 | -0.056 | |
| 104.90 | 108.65 | 14 | 70.1% | 0.95 | 0.0012 | -0.022 | 180 | 1.82 | 2.50 | 58 | 67.5% | -0.06 | 0.0012 | -0.062 | ||
| 100.35 | 104.05 | 4 | 69.0% | 0.94 | 0.0014 | -0.031 | 185 | 2.37 | 3.30 | 2 | 33 | 68.5% | -0.06 | 0.0014 | -0.069 | |
| 95.90 | 99.60 | 16 | 68.4% | 0.93 | 0.0016 | -0.040 | 190 | 2.63 | 4.00 | 3 | 65 | 67.8% | -0.07 | 0.0016 | -0.077 | |
| 91.55 | 95.15 | 68 | 67.7% | 0.92 | 0.0018 | -0.050 | 195 | 3.40 | 4.55 | 200 | 67.7% | -0.08 | 0.0018 | -0.084 | ||
| 87.20 | 90.80 | 168 | 67.0% | 0.90 | 0.0020 | -0.059 | 200 | 3.95 | 5.10 | 10 | 746 | 66.7% | -0.10 | 0.0020 | -0.092 | |
| 78.85 | 82.45 | 52 | 66.0% | 0.88 | 0.0024 | -0.080 | 210 | 5.20 | 6.85 | 1 | 274 | 65.6% | -0.12 | 0.0024 | -0.109 | |
| 70.80 | 74.50 | 254 | 65.2% | 0.85 | 0.0028 | -0.100 | 220 | 7.40 | 8.25 | 10 | 314 | 64.4% | -0.16 | 0.0028 | -0.126 | |
| 63.30 | 66.85 | 1 | 61 | 64.4% | 0.81 | 0.0032 | -0.120 | 230 | 9.95 | 10.50 | 3 | 358 | 63.9% | -0.19 | 0.0033 | -0.142 |
| 56.20 | 59.35 | 263 | 63.3% | 0.77 | 0.0037 | -0.139 | 240 | 12.45 | 13.35 | 1,571 | 62.9% | -0.23 | 0.0037 | -0.158 | ||
| 49.65 | 52.65 | 1 | 131 | 62.7% | 0.73 | 0.0041 | -0.155 | 250 | 15.70 | 16.65 | 2 | 91 | 62.4% | -0.28 | 0.0041 | -0.171 |
| 43.60 | 46.30 | 284 | 62.1% | 0.68 | 0.0044 | -0.169 | 260 | 19.50 | 20.55 | 197 | 62.0% | -0.32 | 0.0044 | -0.181 | ||
| 38.40 | 40.75 | 6 | 82 | 62.1% | 0.63 | 0.0046 | -0.180 | 270 | 23.80 | 25.00 | 1 | 1,273 | 61.6% | -0.37 | 0.0047 | -0.189 |
| 32.60 | 35.20 | 5 | 186 | 60.6% | 0.58 | 0.0048 | -0.188 | 280 | 28.60 | 29.95 | 142 | 61.2% | -0.42 | 0.0049 | -0.193 | |
| 28.05 | 31.20 | 374 | 60.8% | 0.53 | 0.0049 | -0.193 | 290 | 33.80 | 36.65 | 2 | 463 | 62.1% | -0.47 | 0.0050 | -0.195 | |
| 24.10 | 27.00 | 3 | 864 | 60.6% | 0.49 | 0.0050 | -0.195 | 300 | 40.05 | 41.40 | 92 | 61.0% | -0.52 | 0.0051 | -0.193 | |
| 20.55 | 23.40 | 8 | 350 | 60.5% | 0.44 | 0.0049 | -0.193 | 310 | 46.05 | 48.85 | 21 | 61.6% | -0.57 | 0.0050 | -0.189 | |
| 17.40 | 20.20 | 3 | 191 | 60.3% | 0.40 | 0.0048 | -0.190 | 320 | 52.95 | 55.65 | 30 | 61.5% | -0.61 | 0.0050 | -0.182 | |
| 15.00 | 17.25 | 8 | 244 | 60.3% | 0.36 | 0.0046 | -0.184 | 330 | 60.05 | 62.95 | 66 | 61.3% | -0.65 | 0.0048 | -0.173 | |
| 13.65 | 14.65 | 10 | 624 | 61.1% | 0.32 | 0.0044 | -0.176 | 340 | 67.30 | 70.50 | 1 | 60.8% | -0.69 | 0.0046 | -0.162 | |
| 11.75 | 12.65 | 31 | 408 | 61.4% | 0.28 | 0.0042 | -0.167 | 350 | 75.35 | 78.45 | 2 | 60.9% | -0.73 | 0.0044 | -0.150 | |
| 9.95 | 10.90 | 1 | 252 | 61.4% | 0.25 | 0.0040 | -0.158 | 360 | 83.55 | 86.65 | 60.7% | -0.76 | 0.0042 | -0.137 | ||
| 7.30 | 9.50 | 276 | 60.2% | 0.22 | 0.0037 | -0.147 | 370 | 92.05 | 95.25 | 60.8% | -0.80 | 0.0039 | -0.124 | |||
| 6.10 | 8.30 | 182 | 60.5% | 0.19 | 0.0034 | -0.137 | 380 | 100.60 | 103.90 | 1 | 60.4% | -0.82 | 0.0036 | -0.110 | ||
| 5.05 | 7.30 | 53 | 60.8% | 0.17 | 0.0032 | -0.127 | 390 | 109.35 | 113.00 | 60.3% | -0.85 | 0.0034 | -0.097 | |||
| 4.45 | 6.10 | 21 | 2,987 | 61.0% | 0.15 | 0.0029 | -0.116 | 400 | 118.50 | 122.20 | 60.5% | -0.87 | 0.0031 | -0.083 | ||
| 3.60 | 5.35 | 94 | 61.1% | 0.13 | 0.0026 | -0.107 | 410 | 127.75 | 131.65 | 60.7% | -0.89 | 0.0029 | -0.070 | |||
| 3.00 | 4.75 | 25 | 61.5% | 0.12 | 0.0024 | -0.098 | 420 | 137.15 | 141.00 | 60.6% | -0.91 | 0.0027 | -0.058 | |||
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
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