NKE cadeia de opções NIKE, Inc.
Cboe delayed options data · em 12:41 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 ±9.2% (33.96–40.88) · IV ATM 39.1% · 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 | |
| 16.40 | 18.30 | 5 | 24 | 93.3% | 1.00 | 0.0009 | 0.000 | 20 | 0 | 0.0200 | 88 | 82.0% | -0.00 | 0.0009 | -0.001 | |
| 14.10 | 15.60 | 7 | 72.8% | 1.00 | 0.0015 | 0.000 | 22.5 | 0 | 0.0300 | 719 | 70.8% | -0.00 | 0.0015 | -0.001 | ||
| 11.65 | 12.90 | 60 | 0.99 | 0.0027 | 0.000 | 25 | 0 | 0.0200 | 4 | 683 | 54.7% | -0.01 | 0.0027 | -0.002 | ||
| 9.15 | 10.30 | 426 | 0.99 | 0.0063 | -0.002 | 27.5 | 0.0200 | 0.0400 | 9 | 1,450 | 49.5% | -0.01 | 0.0063 | -0.003 | ||
| 8.60 | 10.35 | 59.7% | 0.98 | 0.0077 | -0.002 | 28 | 0 | 0.2000 | 57.5% | -0.02 | 0.0077 | -0.003 | ||||
| 7.80 | 8.90 | 0.98 | 0.0114 | -0.003 | 29 | 0.0200 | 0.0700 | 2 | 1 | 44.7% | -0.02 | 0.0115 | -0.004 | |||
| 7.10 | 7.60 | 3 | 708 | 0.96 | 0.0171 | -0.005 | 30 | 0.0600 | 0.0800 | 132 | 16.7K | 42.8% | -0.04 | 0.0172 | -0.006 | |
| 5.90 | 6.80 | 0.94 | 0.0252 | -0.007 | 31 | 0.1000 | 0.1700 | 43.0% | -0.06 | 0.0253 | -0.008 | |||||
| 5.05 | 5.75 | 27.2% | 0.91 | 0.0359 | -0.011 | 32 | 0.1500 | 0.2200 | 22 | 20 | 40.2% | -0.09 | 0.0362 | -0.011 | ||
| 4.70 | 5.30 | 12 | 2,071 | 33.7% | 0.89 | 0.0421 | -0.012 | 32.5 | 0.2300 | 0.2500 | 216 | 21.9K | 40.0% | -0.11 | 0.0424 | -0.013 |
| 4.25 | 4.85 | 33.6% | 0.87 | 0.0487 | -0.014 | 33 | 0.2800 | 0.3300 | 58 | 57 | 39.7% | -0.14 | 0.0491 | -0.015 | ||
| 3.85 | 4.45 | 35.0% | 0.84 | 0.0556 | -0.016 | 33.5 | 0.3700 | 0.4100 | 7 | 7 | 39.6% | -0.16 | 0.0561 | -0.017 | ||
| 3.45 | 4.05 | 35.4% | 0.81 | 0.0625 | -0.018 | 34 | 0.4600 | 0.5100 | 136 | 135 | 39.3% | -0.19 | 0.0631 | -0.019 | ||
| 3.10 | 3.65 | 6 | 6 | 35.9% | 0.77 | 0.0693 | -0.020 | 34.5 | 0.5500 | 0.6700 | 76 | 76 | 39.4% | -0.23 | 0.0700 | -0.021 |
| 3.05 | 3.25 | 56 | 18.8K | 39.9% | 0.73 | 0.0756 | -0.022 | 35 | 0.7400 | 0.7700 | 1,519 | 20.5K | 39.4% | -0.27 | 0.0764 | -0.022 |
| 2.46 | 2.88 | 26 | 26 | 36.1% | 0.69 | 0.0812 | -0.023 | 35.5 | 0.8600 | 0.9600 | 103 | 102 | 39.2% | -0.31 | 0.0821 | -0.024 |
| 2.41 | 2.56 | 87 | 83 | 39.4% | 0.65 | 0.0859 | -0.025 | 36 | 1.03 | 1.15 | 47 | 46 | 39.0% | -0.35 | 0.0870 | -0.025 |
| 2.15 | 2.26 | 100 | 97 | 39.6% | 0.61 | 0.0895 | -0.026 | 36.5 | 1.24 | 1.34 | 35 | 34 | 38.8% | -0.40 | 0.0907 | -0.026 |
| 1.86 | 1.97 | 477 | 299 | 39.1% | 0.56 | 0.0919 | -0.026 | 37 | 1.47 | 1.58 | 108 | 96 | 38.9% | -0.44 | 0.0932 | -0.027 |
| 1.65 | 1.70 | 1,058 | 25.7K | 39.2% | 0.51 | 0.0929 | -0.027 | 37.5 | 1.76 | 1.81 | 610 | 13.1K | 39.0% | -0.49 | 0.0945 | -0.027 |
| 1.41 | 1.47 | 928 | 783 | 38.9% | 0.47 | 0.0927 | -0.026 | 38 | 1.99 | 2.12 | 6 | 6 | 38.7% | -0.54 | 0.0944 | -0.027 |
| 1.19 | 1.31 | 230 | 220 | 39.1% | 0.42 | 0.0913 | -0.026 | 38.5 | 2.28 | 2.43 | 1 | 1 | 38.7% | -0.58 | 0.0932 | -0.026 |
| 1.04 | 1.13 | 413 | 395 | 39.4% | 0.38 | 0.0887 | -0.025 | 39 | 2.60 | 2.77 | 18 | 18 | 38.8% | -0.63 | 0.0908 | -0.026 |
| 0.7500 | 0.7900 | 3,057 | 29.8K | 39.0% | 0.30 | 0.0809 | -0.023 | 40 | 3.25 | 3.45 | 22 | 10.6K | 37.7% | -0.71 | 0.0834 | -0.024 |
| 0.5400 | 0.5600 | 488 | 337 | 39.0% | 0.23 | 0.0706 | -0.020 | 41 | 4.05 | 4.60 | 43.3% | -0.78 | 0.0735 | -0.021 | ||
| 0.3700 | 0.4100 | 309 | 299 | 39.5% | 0.18 | 0.0593 | -0.017 | 42 | 4.85 | 5.50 | 44.5% | -0.84 | 0.0626 | -0.018 | ||
| 0.3100 | 0.3400 | 545 | 10.1K | 39.6% | 0.15 | 0.0537 | -0.016 | 42.5 | 5.30 | 5.95 | 5,494 | 45.4% | -0.86 | 0.0572 | -0.016 | |
| 0.2600 | 0.3000 | 102 | 87 | 40.1% | 0.13 | 0.0484 | -0.014 | 43 | 5.80 | 6.40 | 47.0% | -0.89 | 0.0520 | -0.015 | ||
| 0.1900 | 0.2100 | 196 | 196 | 40.8% | 0.10 | 0.0388 | -0.012 | 44 | 6.60 | 7.45 | 48.9% | -0.92 | 0.0426 | -0.012 | ||
| 0.1200 | 0.1600 | 604 | 7,222 | 40.8% | 0.08 | 0.0310 | -0.010 | 45 | 7.60 | 8.55 | 3,228 | 55.5% | -0.95 | 0.0346 | -0.010 | |
| 0.0900 | 0.1600 | 41 | 41 | 43.8% | 0.06 | 0.0247 | -0.008 | 46 | 8.55 | 9.65 | 60.9% | -0.97 | 0.0291 | -0.009 | ||
| 0.0500 | 0.1400 | 3 | 3 | 44.7% | 0.05 | 0.0198 | -0.007 | 47 | 9.50 | 10.70 | 65.1% | -0.98 | 0.0239 | -0.007 | ||
| 0.0600 | 0.0900 | 27 | 5,075 | 44.4% | 0.04 | 0.0178 | -0.006 | 47.5 | 9.35 | 11.15 | 67 | -0.98 | 0.0197 | -0.006 | ||
| 0.0400 | 0.0500 | 18 | 8,592 | 47.9% | 0.03 | 0.0110 | -0.005 | 50 | 12.45 | 13.70 | 16 | 75.7% | -1.00 | 0.0057 | -0.005 | |
| 0.0300 | 0.0900 | 12 | 1,505 | 56.8% | 0.02 | 0.0074 | -0.004 | 52.5 | 14.30 | 16.20 | 5 | -1.00 | 0.0000 | -0.005 | ||
| 0.0100 | 0.0600 | 14 | 2,238 | 56.0% | 0.01 | 0.0055 | -0.003 | 55 | 17.30 | 18.70 | 88.4% | -1.00 | 0.0000 | -0.005 | ||
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