NFLX cadeia de opções Netflix, Inc.
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 ±10.1% (62.98–77.17) · IV ATM 72.1% · P/C open interest 0.76
| 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 | |
| 26.05 | 34.60 | 6 | 16 | 176.9% | 0.98 | 0.0020 | -0.026 | 40 | 0 | 2.16 | 149 | 249.1% | -0.02 | 0.0020 | -0.030 | |
| 21.10 | 29.65 | 2 | 148.9% | 0.98 | 0.0033 | -0.034 | 45 | 0 | 2.17 | 16 | 249 | 206.6% | -0.02 | 0.0033 | -0.037 | |
| 16.10 | 24.65 | 42 | 117.8% | 0.96 | 0.0057 | -0.044 | 50 | 0 | 2.19 | 110 | 1,144 | 168.2% | -0.04 | 0.0057 | -0.046 | |
| 11.20 | 19.75 | 5 | 3 | 96.2% | 0.94 | 0.0104 | -0.058 | 55 | 0 | 2.26 | 4 | 43 | 133.4% | -0.06 | 0.0104 | -0.060 |
| 11.35 | 15.65 | 40 | 41 | 86.1% | 0.92 | 0.0136 | -0.068 | 57 | 0 | 2.33 | 180 | 120.7% | -0.08 | 0.0136 | -0.070 | |
| 10.40 | 14.75 | 9 | 131 | 84.4% | 0.91 | 0.0156 | -0.075 | 58 | 0.0600 | 2.39 | 193 | 507 | 115.8% | -0.09 | 0.0156 | -0.077 |
| 9.50 | 13.80 | 16 | 15 | 82.0% | 0.89 | 0.0178 | -0.083 | 59 | 0.0700 | 2.46 | 545 | 688 | 110.1% | -0.11 | 0.0179 | -0.085 |
| 8.60 | 12.90 | 32 | 86 | 80.3% | 0.87 | 0.0203 | -0.092 | 60 | 0.1000 | 2.56 | 1,503 | 2,480 | 105.1% | -0.13 | 0.0204 | -0.094 |
| 7.70 | 12.00 | 2 | 77.9% | 0.85 | 0.0230 | -0.102 | 61 | 0.1400 | 2.68 | 620 | 897 | 100.4% | -0.15 | 0.0231 | -0.104 | |
| 6.85 | 11.20 | 10 | 14 | 77.4% | 0.82 | 0.0257 | -0.113 | 62 | 0.1500 | 2.84 | 34 | 1,062 | 95.6% | -0.18 | 0.0258 | -0.115 |
| 6.05 | 10.35 | 69 | 76.1% | 0.80 | 0.0285 | -0.124 | 63 | 0.2100 | 3.05 | 84 | 1,110 | 91.9% | -0.20 | 0.0286 | -0.125 | |
| 5.25 | 9.60 | 82 | 282 | 75.4% | 0.76 | 0.0311 | -0.135 | 64 | 0.1500 | 3.25 | 584 | 1,655 | 86.1% | -0.24 | 0.0312 | -0.136 |
| 4.55 | 8.90 | 63 | 217 | 75.7% | 0.73 | 0.0336 | -0.145 | 65 | 0.3500 | 3.55 | 5,997 | 6,094 | 84.5% | -0.27 | 0.0337 | -0.146 |
| 3.85 | 8.15 | 80 | 211 | 74.5% | 0.69 | 0.0358 | -0.153 | 66 | 0.2600 | 3.85 | 201 | 4,252 | 78.9% | -0.31 | 0.0360 | -0.154 |
| 3.20 | 7.50 | 53 | 307 | 74.1% | 0.66 | 0.0378 | -0.161 | 67 | 0.1300 | 4.20 | 1,801 | 2,910 | 73.0% | -0.35 | 0.0379 | -0.162 |
| 2.62 | 6.90 | 182 | 1,239 | 74.1% | 0.62 | 0.0393 | -0.167 | 68 | 0.3300 | 4.60 | 681 | 2,526 | 70.7% | -0.39 | 0.0394 | -0.168 |
| 2.07 | 6.35 | 96 | 869 | 74.0% | 0.57 | 0.0404 | -0.171 | 69 | 0.7400 | 5.05 | 251 | 1,185 | 70.2% | -0.43 | 0.0405 | -0.172 |
| 1.56 | 5.85 | 439 | 6,272 | 73.9% | 0.53 | 0.0410 | -0.173 | 70 | 1.23 | 5.55 | 435 | 4,027 | 70.2% | -0.47 | 0.0412 | -0.174 |
| 1.08 | 5.35 | 497 | 4,171 | 73.2% | 0.49 | 0.0411 | -0.174 | 71 | 1.78 | 6.05 | 231 | 1,296 | 69.9% | -0.51 | 0.0413 | -0.174 |
| 0.6500 | 4.95 | 484 | 2,019 | 73.3% | 0.45 | 0.0407 | -0.173 | 72 | 2.34 | 6.65 | 210 | 879 | 69.7% | -0.55 | 0.0409 | -0.174 |
| 0.3100 | 4.55 | 442 | 1,636 | 73.3% | 0.41 | 0.0399 | -0.171 | 73 | 2.95 | 7.25 | 174 | 421 | 69.2% | -0.59 | 0.0401 | -0.171 |
| 0.1300 | 4.20 | 524 | 2,325 | 74.8% | 0.38 | 0.0387 | -0.167 | 74 | 3.60 | 7.90 | 21 | 762 | 68.7% | -0.62 | 0.0389 | -0.168 |
| 0.3200 | 3.90 | 1,377 | 3,900 | 80.3% | 0.34 | 0.0372 | -0.163 | 75 | 4.30 | 8.60 | 181 | 670 | 68.4% | -0.66 | 0.0373 | -0.163 |
| 0.3100 | 3.60 | 149 | 1,569 | 83.1% | 0.31 | 0.0354 | -0.158 | 76 | 5.00 | 9.35 | 213 | 67.8% | -0.69 | 0.0356 | -0.158 | |
| 0.2400 | 3.40 | 1,045 | 2,116 | 85.9% | 0.28 | 0.0335 | -0.153 | 77 | 5.75 | 10.10 | 5 | 142 | 66.8% | -0.72 | 0.0336 | -0.152 |
| 0.2100 | 3.15 | 598 | 1,898 | 88.1% | 0.26 | 0.0315 | -0.147 | 78 | 6.55 | 10.90 | 115 | 66.2% | -0.74 | 0.0316 | -0.147 | |
| 0.1700 | 2.99 | 493 | 1,984 | 91.0% | 0.24 | 0.0295 | -0.141 | 79 | 7.40 | 11.75 | 99 | 66.3% | -0.77 | 0.0296 | -0.141 | |
| 0.1500 | 2.84 | 1,456 | 4,598 | 93.8% | 0.21 | 0.0275 | -0.136 | 80 | 8.30 | 12.60 | 32 | 246 | 66.3% | -0.79 | 0.0277 | -0.136 |
| 0.1100 | 2.70 | 54 | 666 | 96.3% | 0.20 | 0.0256 | -0.131 | 81 | 9.15 | 13.50 | 2 | 501 | 65.5% | -0.81 | 0.0258 | -0.130 |
| 0.1100 | 2.62 | 166 | 894 | 99.9% | 0.18 | 0.0239 | -0.126 | 82 | 10.05 | 14.40 | 2 | 64 | 64.7% | -0.82 | 0.0241 | -0.125 |
| 0.0900 | 2.53 | 34 | 1,889 | 102.9% | 0.17 | 0.0222 | -0.121 | 83 | 11.00 | 15.30 | 104 | 64.1% | -0.84 | 0.0224 | -0.120 | |
| 0.0700 | 2.46 | 19 | 718 | 105.9% | 0.15 | 0.0207 | -0.117 | 84 | 11.90 | 16.25 | 5 | 62.2% | -0.85 | 0.0209 | -0.116 | |
| 0.0600 | 2.40 | 289 | 1,835 | 109.1% | 0.14 | 0.0193 | -0.113 | 85 | 10.75 | 19.30 | 80 | 60.6% | -0.86 | 0.0195 | -0.112 | |
| 0.0500 | 2.36 | 79 | 306 | 112.4% | 0.13 | 0.0180 | -0.109 | 86 | 11.65 | 20.25 | 25 | 25 | -0.87 | 0.0182 | -0.108 | |
| 0.0400 | 2.32 | 11 | 606 | 115.7% | 0.12 | 0.0168 | -0.105 | 87 | 12.65 | 21.20 | -0.88 | 0.0170 | -0.104 | |||
| 0 | 2.29 | 47 | 466 | 118.4% | 0.11 | 0.0157 | -0.102 | 88 | 13.60 | 22.15 | 11 | -0.89 | 0.0159 | -0.101 | ||
| 0 | 2.27 | 3 | 92 | 121.9% | 0.11 | 0.0148 | -0.099 | 89 | 14.60 | 23.15 | -0.90 | 0.0149 | -0.098 | |||
| 0 | 2.25 | 345 | 1,398 | 125.2% | 0.10 | 0.0138 | -0.096 | 90 | 15.55 | 24.15 | 135 | -0.90 | 0.0140 | -0.095 | ||
| 0 | 2.19 | 24 | 1,206 | 141.6% | 0.08 | 0.0104 | -0.084 | 95 | 20.50 | 29.10 | -0.93 | 0.0105 | -0.083 | |||
| 0 | 2.17 | 122 | 871 | 157.1% | 0.06 | 0.0080 | -0.075 | 100 | 25.50 | 34.05 | -0.94 | 0.0082 | -0.074 | |||
| 0 | 2.15 | 265 | 171.3% | 0.05 | 0.0064 | -0.068 | 105 | 30.50 | 39.05 | -0.95 | 0.0066 | -0.067 | ||||
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 30, 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.