NFLX cadeia de opções Netflix, Inc.
Cboe delayed options data · em 17:04 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 ±11.1% (61.98–77.48) · IV ATM 47.5% · P/C open interest 1.08
| 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 | |
| 33.05 | 36.15 | 12 | 1.00 | 0.0005 | 0.000 | 35 | 0 | 0.0300 | 1 | 192 | 89.3% | -0.00 | 0.0005 | -0.003 | ||
| 28.10 | 31.15 | 79 | 0.99 | 0.0010 | -0.000 | 40 | 0.0100 | 0.0300 | 6 | 11.5K | 75.5% | -0.01 | 0.0010 | -0.004 | ||
| 23.15 | 26.10 | 26 | 0.99 | 0.0018 | -0.002 | 45 | 0.0300 | 0.0600 | 26 | 1,517 | 67.1% | -0.01 | 0.0018 | -0.005 | ||
| 19.65 | 20.50 | 15 | 569 | 64.9% | 0.98 | 0.0037 | -0.005 | 50 | 0.0600 | 0.0900 | 33 | 2,061 | 56.7% | -0.02 | 0.0037 | -0.008 |
| 14.95 | 15.45 | 6 | 246 | 54.3% | 0.96 | 0.0089 | -0.013 | 55 | 0.1600 | 0.1900 | 233 | 14.1K | 49.5% | -0.04 | 0.0089 | -0.014 |
| 12.50 | 13.35 | 112 | 53.4% | 0.93 | 0.0139 | -0.020 | 57.5 | 0.3200 | 0.3400 | 40 | 1,335 | 48.2% | -0.07 | 0.0140 | -0.021 | |
| 11.20 | 11.75 | 49.3% | 0.90 | 0.0178 | -0.025 | 59 | 0.4500 | 0.4800 | 53 | 27 | 47.4% | -0.10 | 0.0179 | -0.027 | ||
| 10.50 | 10.70 | 6 | 807 | 48.7% | 0.88 | 0.0206 | -0.029 | 60 | 0.5800 | 0.6100 | 4,888 | 52.0K | 47.3% | -0.12 | 0.0207 | -0.031 |
| 9.30 | 10.45 | 50.8% | 0.85 | 0.0235 | -0.034 | 61 | 0.7300 | 0.7800 | 44 | 311 | 47.2% | -0.15 | 0.0237 | -0.035 | ||
| 8.60 | 10.05 | 54.9% | 0.83 | 0.0265 | -0.038 | 62 | 0.9100 | 0.9700 | 128 | 637 | 47.0% | -0.17 | 0.0266 | -0.040 | ||
| 8.20 | 8.80 | 30 | 173 | 47.0% | 0.81 | 0.0279 | -0.041 | 62.5 | 1.02 | 1.08 | 898 | 5,530 | 47.1% | -0.19 | 0.0281 | -0.042 |
| 7.85 | 8.75 | 22 | 3 | 50.1% | 0.80 | 0.0293 | -0.043 | 63 | 1.13 | 1.20 | 161 | 214 | 47.0% | -0.21 | 0.0295 | -0.044 |
| 7.15 | 7.65 | 50 | 22 | 47.3% | 0.76 | 0.0320 | -0.047 | 64 | 1.39 | 1.47 | 125 | 127 | 47.1% | -0.24 | 0.0322 | -0.048 |
| 6.50 | 6.95 | 30 | 1,563 | 47.6% | 0.73 | 0.0344 | -0.051 | 65 | 1.69 | 1.76 | 9,342 | 22.5K | 47.0% | -0.28 | 0.0346 | -0.052 |
| 6.00 | 6.15 | 3 | 5 | 47.6% | 0.69 | 0.0365 | -0.054 | 66 | 2.01 | 2.11 | 252 | 369 | 46.9% | -0.31 | 0.0368 | -0.055 |
| 5.40 | 5.55 | 11 | 27 | 47.8% | 0.65 | 0.0382 | -0.057 | 67 | 2.40 | 2.51 | 222 | 61 | 47.1% | -0.35 | 0.0385 | -0.058 |
| 5.10 | 5.25 | 24 | 2,888 | 47.7% | 0.63 | 0.0389 | -0.058 | 67.5 | 2.62 | 2.70 | 282 | 15.3K | 47.1% | -0.37 | 0.0392 | -0.059 |
| 4.80 | 5.00 | 10 | 17 | 47.8% | 0.61 | 0.0395 | -0.059 | 68 | 2.90 | 2.93 | 1,732 | 126 | 47.5% | -0.39 | 0.0399 | -0.060 |
| 4.30 | 4.45 | 2,611 | 84 | 47.9% | 0.57 | 0.0404 | -0.061 | 69 | 3.30 | 3.40 | 1,593 | 42 | 47.1% | -0.43 | 0.0408 | -0.061 |
| 3.80 | 3.90 | 1,451 | 10.1K | 47.4% | 0.53 | 0.0410 | -0.062 | 70 | 3.85 | 3.95 | 7,168 | 22.1K | 47.7% | -0.48 | 0.0414 | -0.062 |
| 3.35 | 3.50 | 380 | 123 | 47.8% | 0.49 | 0.0410 | -0.062 | 71 | 4.35 | 4.50 | 218 | 67 | 47.3% | -0.52 | 0.0415 | -0.062 |
| 2.96 | 3.10 | 124 | 38 | 47.9% | 0.45 | 0.0407 | -0.061 | 72 | 4.90 | 5.10 | 4 | 24 | 47.2% | -0.56 | 0.0413 | -0.062 |
| 2.77 | 2.82 | 1,095 | 9,838 | 47.4% | 0.43 | 0.0404 | -0.061 | 72.5 | 5.25 | 5.40 | 714 | 12.1K | 47.4% | -0.58 | 0.0410 | -0.061 |
| 2.58 | 2.66 | 1,869 | 212 | 47.5% | 0.41 | 0.0400 | -0.060 | 73 | 5.55 | 5.85 | 10 | 10 | 48.1% | -0.60 | 0.0406 | -0.061 |
| 2.19 | 2.45 | 1,253 | 58 | 47.9% | 0.37 | 0.0390 | -0.058 | 74 | 6.20 | 6.55 | 14 | 4 | 48.2% | -0.63 | 0.0396 | -0.059 |
| 1.95 | 1.99 | 2,826 | 15.6K | 47.2% | 0.33 | 0.0377 | -0.056 | 75 | 6.95 | 7.10 | 92 | 10.9K | 47.5% | -0.67 | 0.0383 | -0.057 |
| 1.67 | 1.74 | 84 | 168 | 47.3% | 0.30 | 0.0360 | -0.053 | 76 | 7.35 | 8.20 | 1 | 6 | 47.8% | -0.71 | 0.0368 | -0.054 |
| 1.43 | 1.48 | 68 | 218 | 47.1% | 0.27 | 0.0342 | -0.050 | 77 | 7.80 | 8.90 | 10 | 44.9% | -0.74 | 0.0350 | -0.051 | |
| 1.32 | 1.38 | 811 | 13.0K | 47.2% | 0.25 | 0.0332 | -0.049 | 77.5 | 8.75 | 9.25 | 299 | 3,638 | 48.8% | -0.76 | 0.0340 | -0.049 |
| 1.22 | 1.28 | 42 | 117 | 47.2% | 0.24 | 0.0321 | -0.047 | 78 | 8.55 | 9.85 | 45.6% | -0.77 | 0.0330 | -0.048 | ||
| 1.03 | 1.09 | 128 | 290 | 47.0% | 0.21 | 0.0300 | -0.044 | 79 | 9.60 | 10.65 | 1 | 47.3% | -0.80 | 0.0309 | -0.044 | |
| 0.8700 | 0.9000 | 2,811 | 28.2K | 46.8% | 0.18 | 0.0277 | -0.040 | 80 | 10.90 | 11.15 | 62 | 19.2K | 48.4% | -0.83 | 0.0287 | -0.041 |
| 0.7400 | 0.7900 | 21 | 27 | 47.1% | 0.16 | 0.0254 | -0.037 | 81 | 10.85 | 12.80 | 47.1% | -0.85 | 0.0265 | -0.037 | ||
| 0.6300 | 0.6700 | 942 | 56 | 47.2% | 0.14 | 0.0232 | -0.034 | 82 | 11.70 | 13.85 | 2 | 48.6% | -0.87 | 0.0243 | -0.034 | |
| 0.5800 | 0.6200 | 530 | 10.8K | 47.3% | 0.13 | 0.0221 | -0.032 | 82.5 | 12.70 | 13.60 | 1 | 3,104 | 46.8% | -0.88 | 0.0232 | -0.032 |
| 0.5300 | 0.5800 | 57 | 170 | 47.4% | 0.12 | 0.0211 | -0.031 | 83 | 12.50 | 14.15 | 36.6% | -0.89 | 0.0222 | -0.031 | ||
| 0.3900 | 0.4100 | 1,840 | 15.2K | 47.8% | 0.09 | 0.0171 | -0.025 | 85 | 15.25 | 15.70 | 15 | 4,221 | 47.3% | -0.92 | 0.0184 | -0.026 |
| 0.1900 | 0.2000 | 272 | 14.7K | 49.8% | 0.05 | 0.0102 | -0.017 | 90 | 20.05 | 20.75 | 9 | 3,417 | 54.1% | -0.97 | 0.0117 | -0.016 |
| 0.1100 | 0.1200 | 533 | 7,491 | 53.1% | 0.03 | 0.0063 | -0.011 | 95 | 24.65 | 25.75 | 1 | 79 | -0.99 | 0.0067 | -0.010 | |
| 0.0700 | 0.1000 | 395 | 13.9K | 57.6% | 0.02 | 0.0041 | -0.008 | 100 | 28.45 | 31.45 | 127 | -1.00 | 0.0023 | -0.009 | ||
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.
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