NKE cadeia de opções NIKE, Inc.
Cboe delayed options data · em 15:36 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 ±5.0% (36.30–40.12) · IV ATM 30.4% · P/C open interest 0.70
| 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 | |
| 15.35 | 16.00 | 1.00 | 0.0012 | 0.000 | 22.5 | 0 | 0.0500 | 152 | 113.9% | -0.00 | 0.0012 | -0.002 | ||||
| 12.85 | 13.40 | 1.00 | 0.0018 | 0.000 | 25 | 0 | 0.0200 | 477 | 83.5% | -0.00 | 0.0018 | -0.002 | ||||
| 10.35 | 11.15 | 15 | 0.99 | 0.0031 | 0.000 | 27.5 | 0 | 0.0100 | 366 | 61.5% | -0.01 | 0.0031 | -0.002 | |||
| 8.80 | 10.15 | 91.5% | 0.99 | 0.0045 | 0.000 | 29 | 0 | 0.1200 | 73.2% | -0.01 | 0.0045 | -0.003 | ||||
| 8.00 | 8.50 | 53 | 0.99 | 0.0060 | 0.000 | 30 | 0 | 0.0500 | 8,678 | 57.0% | -0.01 | 0.0060 | -0.003 | |||
| 6.85 | 8.10 | 73.2% | 0.99 | 0.0083 | 0.000 | 31 | 0 | 0.0900 | 4 | 55.2% | -0.01 | 0.0083 | -0.003 | |||
| 6.00 | 6.50 | 0.98 | 0.0120 | -0.001 | 32 | 0 | 0.1300 | 38 | 51.5% | -0.02 | 0.0121 | -0.004 | ||||
| 5.45 | 6.30 | 18 | 49.5% | 0.98 | 0.0149 | -0.001 | 32.5 | 0 | 0.0200 | 1 | 1,723 | 35.5% | -0.02 | 0.0150 | -0.004 | |
| 4.95 | 5.55 | 2 | 2 | 0.98 | 0.0188 | -0.002 | 33 | 0 | 0.0500 | 1 | 282 | 37.2% | -0.02 | 0.0190 | -0.005 | |
| 4.05 | 4.55 | 87 | 0.96 | 0.0324 | -0.005 | 34 | 0.0300 | 0.0900 | 10 | 398 | 36.2% | -0.04 | 0.0327 | -0.007 | ||
| 3.25 | 3.45 | 5 | 835 | 27.6% | 0.92 | 0.0587 | -0.010 | 35 | 0.0800 | 0.1000 | 17 | 10.5K | 31.9% | -0.08 | 0.0592 | -0.012 |
| 2.26 | 2.69 | 8 | 206 | 29.2% | 0.84 | 0.0988 | -0.018 | 36 | 0.1800 | 0.2500 | 60 | 1,432 | 31.6% | -0.16 | 0.0998 | -0.019 |
| 1.63 | 1.80 | 26 | 38 | 30.0% | 0.72 | 0.1402 | -0.026 | 37 | 0.4000 | 0.4300 | 51 | 1,819 | 30.1% | -0.28 | 0.1418 | -0.027 |
| 1.34 | 1.46 | 49 | 1,330 | 30.6% | 0.65 | 0.1554 | -0.029 | 37.5 | 0.5700 | 0.6200 | 157 | 21.0K | 30.5% | -0.36 | 0.1574 | -0.030 |
| 1.07 | 1.13 | 597 | 458 | 30.2% | 0.56 | 0.1642 | -0.031 | 38 | 0.7800 | 0.8400 | 83 | 3,177 | 30.6% | -0.44 | 0.1665 | -0.032 |
| 0.8300 | 0.9000 | 728 | 2,281 | 30.6% | 0.48 | 0.1653 | -0.032 | 38.5 | 1.04 | 1.11 | 13 | 2,318 | 30.9% | -0.52 | 0.1679 | -0.032 |
| 0.6400 | 0.6900 | 508 | 4,115 | 30.9% | 0.40 | 0.1590 | -0.031 | 39 | 1.34 | 1.43 | 88 | 3,697 | 31.4% | -0.61 | 0.1618 | -0.031 |
| 0.4900 | 0.5400 | 669 | 2,966 | 31.6% | 0.33 | 0.1468 | -0.029 | 39.5 | 1.65 | 1.94 | 7 | 1,881 | 34.2% | -0.68 | 0.1498 | -0.029 |
| 0.3800 | 0.3900 | 1,660 | 14.1K | 31.8% | 0.27 | 0.1310 | -0.027 | 40 | 2.07 | 2.15 | 227 | 127.0K | 32.0% | -0.74 | 0.1340 | -0.027 |
| 0.2700 | 0.3200 | 247 | 333 | 32.6% | 0.21 | 0.1138 | -0.024 | 40.5 | 2.39 | 2.68 | 13 | 1,045 | 33.8% | -0.80 | 0.1165 | -0.024 |
| 0.2100 | 0.2500 | 419 | 12.0K | 33.6% | 0.17 | 0.0966 | -0.021 | 41 | 2.74 | 3.05 | 18 | 350 | 30.6% | -0.84 | 0.0989 | -0.020 |
| 0.1500 | 0.1900 | 45 | 2,649 | 34.0% | 0.13 | 0.0806 | -0.018 | 41.5 | 3.20 | 3.50 | 2 | 2 | 31.1% | -0.88 | 0.0821 | -0.017 |
| 0.1100 | 0.1400 | 5 | 1,809 | 34.4% | 0.10 | 0.0662 | -0.015 | 42 | 3.65 | 4.00 | 4 | 38 | 32.1% | -0.91 | 0.0696 | -0.014 |
| 0.0800 | 0.1000 | 575 | 17.4K | 34.7% | 0.08 | 0.0537 | -0.013 | 42.5 | 4.25 | 4.45 | 21 | 7,977 | 37.5% | -0.94 | 0.0616 | -0.011 |
| 0.0500 | 0.0800 | 87 | 519 | 35.1% | 0.06 | 0.0433 | -0.011 | 43 | 4.35 | 4.95 | 2 | 7 | -0.96 | 0.0533 | -0.010 | |
| 0.0200 | 0.1500 | 172 | 40.0% | 0.05 | 0.0348 | -0.009 | 43.5 | 5.10 | 5.65 | 3 | 45.7% | -0.97 | 0.0445 | -0.010 | ||
| 0.0400 | 0.0900 | 102 | 2,445 | 40.5% | 0.04 | 0.0280 | -0.007 | 44 | 5.45 | 5.95 | 2 | 31 | -0.98 | 0.0307 | -0.012 | |
| 0.0100 | 0.0400 | 233 | 36.5% | 0.03 | 0.0226 | -0.006 | 44.5 | 5.65 | 6.65 | -0.99 | 0.0199 | -0.013 | ||||
| 0.0200 | 0.0300 | 1,556 | 115.2K | 38.8% | 0.02 | 0.0183 | -0.005 | 45 | 6.70 | 6.90 | 21 | 10.3K | 45.0% | -1.00 | 0.0107 | -0.016 |
| 0 | 0.0300 | 20 | 38.1% | 0.02 | 0.0149 | -0.004 | 45.5 | 6.65 | 7.65 | 1 | -1.00 | 0.0044 | -0.018 | |||
| 0 | 0.0300 | 88 | 40.2% | 0.02 | 0.0123 | -0.004 | 46 | 6.80 | 8.25 | 1 | -1.00 | 0.0022 | -0.019 | |||
| 0 | 0.1400 | 33 | 53.6% | 0.01 | 0.0102 | -0.003 | 46.5 | 7.60 | 8.65 | -1.00 | 0.0008 | -0.020 | ||||
| 0 | 0.1400 | 150 | 55.9% | 0.01 | 0.0085 | -0.003 | 47 | 8.15 | 9.15 | 1 | -1.00 | 0.0000 | -0.021 | |||
| 0.0100 | 0.0300 | 2 | 14.9K | 47.9% | 0.01 | 0.0072 | -0.003 | 47.5 | 9.10 | 9.60 | 8 | 1,714 | 65.0% | -1.00 | 0.0000 | -0.021 |
| 0 | 0.1300 | 18 | 59.7% | 0.01 | 0.0062 | -0.002 | 48 | 9.15 | 10.25 | 2 | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.1300 | 1 | 64.1% | 0.01 | 0.0046 | -0.002 | 49 | 10.10 | 11.90 | 86.8% | -1.00 | 0.0000 | -0.022 | |||
| 0.0100 | 0.0200 | 134 | 19.0K | 55.4% | 0.00 | 0.0036 | -0.002 | 50 | 11.65 | 11.90 | 3 | 5,482 | -1.00 | 0.0000 | -0.022 | |
| 0 | 0.0700 | 65.9% | 0.00 | 0.0030 | -0.001 | 51 | 11.90 | 14.20 | 100.9% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.1200 | 75.5% | 0.00 | 0.0024 | -0.001 | 52 | 13.15 | 15.20 | 114.9% | -1.00 | 0.0000 | -0.023 | ||||
| 0.0100 | 0.0400 | 4,428 | 68.3% | 0.00 | 0.0022 | -0.001 | 52.5 | 13.65 | 14.65 | 700 | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.1600 | 83.1% | 0.00 | 0.0021 | -0.001 | 53 | 14.15 | 16.20 | 119.9% | -1.00 | 0.0000 | -0.023 | ||||
| 0.0100 | 0.0200 | 9 | 17.3K | 72.1% | 0.00 | 0.0016 | -0.001 | 55 | 16.60 | 16.95 | 1,476 | -1.00 | 0.0000 | -0.023 | ||
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 — Sep 18, 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