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Expiração Cboe delayed options data · em 18:41 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 ±14.6% (123.52–165.87) · IV ATM 61.8% · P/C open interest 1.04

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
69.90	70.15		192	89.8%	1.00	0.0003	0.000	75	0.0100	0.0900		2,863	88.5%	-0.00	0.0003	-0.006
64.95	65.20	5	237	85.8%	0.99	0.0004	0.000	80	0.0300	0.0800		1,436	81.4%	-0.01	0.0004	-0.008
60.00	60.25	10	215	80.8%	0.99	0.0006	-0.003	85	0.0800	0.1000	3	6,676	78.3%	-0.01	0.0006	-0.010
55.05	55.30	1	306	75.3%	0.99	0.0009	-0.008	90	0.1100	0.1300	5	2,161	73.5%	-0.01	0.0009	-0.014
50.15	50.45		688	73.5%	0.98	0.0014	-0.014	95	0.1700	0.2400		1,542	71.5%	-0.02	0.0014	-0.020
45.35	45.55	1	1,114	70.8%	0.97	0.0021	-0.023	100	0.3100	0.3400	69	1,412	69.0%	-0.03	0.0021	-0.028
40.60	40.75	32	2,577	68.5%	0.96	0.0031	-0.035	105	0.5000	0.5600	45	4,054	67.2%	-0.04	0.0032	-0.040
35.95	36.10	9	1,644	66.9%	0.93	0.0045	-0.051	110	0.8400	0.8800	43	1,682	66.0%	-0.07	0.0045	-0.055
31.45	31.65	12	700	65.8%	0.90	0.0061	-0.069	115	1.32	1.37	97	1,583	64.8%	-0.10	0.0061	-0.073
27.15	27.35	14	2,490	64.4%	0.86	0.0079	-0.090	120	2.02	2.11	151	2,573	64.1%	-0.14	0.0080	-0.093
23.15	23.35	16	2,208	63.7%	0.81	0.0098	-0.111	125	3.00	3.10	296	4,447	63.4%	-0.19	0.0099	-0.114
20.90	21.05			63.1%	0.78	0.0109	-0.123	128	3.75	3.85	111		63.2%	-0.22	0.0110	-0.126
20.20	20.35			63.2%	0.77	0.0113	-0.127	129	4.00	4.20			63.3%	-0.24	0.0114	-0.130
19.50	19.65	84	1,539	63.2%	0.75	0.0116	-0.131	130	4.30	4.40	271	2,938	62.9%	-0.25	0.0117	-0.133
18.80	18.95	1		63.1%	0.74	0.0120	-0.134	131	4.60	4.70	6		62.7%	-0.26	0.0120	-0.137
18.10	18.30			63.0%	0.73	0.0123	-0.138	132	4.90	5.05	3		62.8%	-0.27	0.0123	-0.140
17.45	17.60	4		62.8%	0.71	0.0126	-0.141	133	5.25	5.35	11		62.6%	-0.29	0.0126	-0.143
16.80	16.90			62.6%	0.70	0.0129	-0.144	134	5.60	5.75	37		62.7%	-0.30	0.0130	-0.146
16.15	16.30	18	2,295	62.6%	0.69	0.0132	-0.147	135	5.95	6.10	78	2,268	62.6%	-0.31	0.0132	-0.149
15.50	15.65			62.3%	0.67	0.0134	-0.149	136	6.35	6.50	92		62.6%	-0.33	0.0135	-0.152
14.90	15.10	1		62.4%	0.66	0.0136	-0.152	137	6.70	6.85	93		62.3%	-0.34	0.0137	-0.154
14.30	14.45			62.1%	0.64	0.0139	-0.154	138	7.15	7.25	6		62.3%	-0.36	0.0140	-0.156
13.75	13.90			62.2%	0.63	0.0141	-0.156	139	7.55	7.70	20		62.3%	-0.37	0.0142	-0.158
13.20	13.35	72	4,097	62.2%	0.61	0.0143	-0.158	140	7.95	8.15	381	4,811	62.1%	-0.39	0.0144	-0.160
12.60	12.80			62.0%	0.60	0.0144	-0.160	141	8.40	8.60	56		62.0%	-0.40	0.0145	-0.161
12.10	12.25	10		61.9%	0.59	0.0146	-0.161	142	8.85	9.05	22		61.9%	-0.42	0.0147	-0.163
11.55	11.75	11		61.8%	0.57	0.0147	-0.162	143	9.40	9.55	77		62.0%	-0.43	0.0148	-0.164
11.10	11.25	121		61.8%	0.56	0.0148	-0.163	144	9.90	10.05	121		62.0%	-0.45	0.0149	-0.165
10.60	10.80	620	2,575	61.9%	0.54	0.0149	-0.164	145	10.40	10.55	331	758	61.8%	-0.46	0.0150	-0.165
10.15	10.30	24		61.8%	0.53	0.0149	-0.164	146	10.95	11.10	51		61.9%	-0.48	0.0151	-0.166
9.65	9.85	74		61.6%	0.51	0.0150	-0.165	147	11.45	11.70			61.9%	-0.49	0.0151	-0.166
9.25	9.40	12		61.6%	0.50	0.0150	-0.164	148	12.00	12.25			61.7%	-0.51	0.0151	-0.166
8.80	9.00	44		61.5%	0.48	0.0150	-0.164	149	12.60	12.85			61.8%	-0.52	0.0151	-0.165
8.40	8.55	792	7,867	61.4%	0.47	0.0150	-0.164	150	13.20	13.40	41	445	61.7%	-0.54	0.0151	-0.165
7.45	7.60	113		61.3%	0.43	0.0148	-0.162	152.5	14.75	14.90	7		61.5%	-0.57	0.0150	-0.163
6.60	6.70	429	3,290	61.2%	0.40	0.0146	-0.158	155	16.35	16.60	159	535	61.5%	-0.61	0.0147	-0.159
5.80	5.95	25		61.2%	0.36	0.0142	-0.154	157.5	18.10	18.25			61.4%	-0.64	0.0144	-0.154
5.15	5.20	374	6,513	61.2%	0.33	0.0137	-0.148	160	19.90	20.10	14	128	61.5%	-0.67	0.0139	-0.149
4.45	4.60	199		61.1%	0.30	0.0132	-0.142	162.5	21.75	22.00			61.6%	-0.70	0.0134	-0.143
3.95	4.05	207	1,642	61.3%	0.27	0.0126	-0.136	165	23.70	23.90		130	61.5%	-0.73	0.0128	-0.136
3.00	3.10	526	3,304	61.4%	0.22	0.0112	-0.121	170	27.80	27.95	11	152	61.7%	-0.78	0.0115	-0.121
2.28	2.37	142	2,267	61.7%	0.18	0.0098	-0.106	175	32.10	32.30	15	170	62.2%	-0.83	0.0101	-0.106
1.73	1.76	227	1,997	61.7%	0.14	0.0084	-0.091	180	36.55	36.75		74	62.6%	-0.87	0.0088	-0.091
1.30	1.33	83	2,149	62.0%	0.11	0.0071	-0.078	185	41.15	41.35		22	63.1%	-0.90	0.0075	-0.077
0.9800	1.02	95	1,291	62.4%	0.09	0.0060	-0.066	190	45.85	46.10		33	64.1%	-0.92	0.0064	-0.065
0.7300	0.8000	23	392	63.0%	0.07	0.0050	-0.055	195	50.65	50.90		8	65.1%	-0.94	0.0054	-0.054
0.5500	0.6100	64	559	63.4%	0.06	0.0041	-0.046	200	55.50	55.70		10	65.6%	-0.96	0.0045	-0.044
0.2600	0.3500	5	274	63.4%	0.04	0.0028	-0.032	210	65.25	65.55			66.8%	-0.98	0.0033	-0.030

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

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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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Sorriso de volatilidade — Nov 20, 2026

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