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Expiração Cboe delayed options data · em 00:36 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 ±6.4% (215.02–244.22) · IV ATM 32.3% · P/C open interest 0.59

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
109.00	118.15			106.0%	1.00	0.0001	0.000	115	0.0300	0.0500	3,760	21	103.4%	-0.00	0.0001	-0.008
104.00	113.15		14	102.7%	1.00	0.0001	0.000	120	0.0300	0.0500	3,080	60	97.4%	-0.00	0.0001	-0.009
99.95	107.90	6	17	110.7%	1.00	0.0002	0.000	125	0.0400	0.0700	4,064	160	94.7%	-0.00	0.0002	-0.010
94.00	103.15		1	93.8%	1.00	0.0002	0.000	130	0.0400	0.0800	28	312	89.8%	-0.00	0.0002	-0.011
89.00	94.65		1		1.00	0.0003	0.000	135	0.0600	0.0800	12	589	85.8%	-0.00	0.0003	-0.013
84.00	93.25		23	82.1%	0.99	0.0003	0.000	140	0.0600	0.0900	190	997	81.0%	-0.01	0.0003	-0.014
79.00	86.40		1		0.99	0.0004	0.000	145	0.0700	0.1100	3	379	77.3%	-0.01	0.0004	-0.016
74.50	83.30		4	73.5%	0.99	0.0005	0.000	150	0.0800	0.1000		1,403	72.1%	-0.01	0.0005	-0.018
69.00	78.30		3	69.2%	0.99	0.0006	0.000	155	0.1000	0.1300	24	250	69.1%	-0.01	0.0006	-0.019
64.30	73.35		28	66.4%	0.99	0.0008	0.000	160	0.1200	0.1500	68	1,601	65.4%	-0.01	0.0008	-0.022
59.65	68.35	1	38	60.5%	0.99	0.0010	0.000	165	0.1400	0.1700	210	1,396	61.5%	-0.01	0.0010	-0.024
54.50	63.25	5	43	57.5%	0.98	0.0012	-0.001	170	0.1700	0.2000	120	1,124	58.0%	-0.02	0.0012	-0.027
49.10	58.50		115	54.0%	0.98	0.0015	-0.006	175	0.2100	0.2400	117	1,719	54.6%	-0.02	0.0015	-0.031
45.70	52.55	158	392	54.6%	0.98	0.0020	-0.013	180	0.2500	0.2800	365	3,075	51.0%	-0.02	0.0020	-0.035
40.65	45.55	112	125		0.97	0.0026	-0.020	185	0.3100	0.3500	203	7,698	47.8%	-0.03	0.0026	-0.040
38.70	39.80	152	247	46.1%	0.96	0.0034	-0.029	190	0.3900	0.4400	396	9,845	44.6%	-0.04	0.0035	-0.047
33.95	34.70	121	360	41.4%	0.95	0.0047	-0.041	195	0.5300	0.5700	299	2,404	41.8%	-0.05	0.0047	-0.057
29.35	29.85	109	547	40.0%	0.92	0.0064	-0.056	200	0.7400	0.7800	1,098	9,614	39.3%	-0.08	0.0065	-0.070
24.70	25.20	58	1,083	37.7%	0.89	0.0088	-0.075	205	1.09	1.15	971	4,752	37.5%	-0.11	0.0089	-0.087
20.05	21.10	186	2,239	35.5%	0.85	0.0118	-0.098	210	1.65	1.71	1,810	9,247	35.9%	-0.16	0.0119	-0.108
16.05	16.65	444	2,441	34.4%	0.78	0.0152	-0.123	215	2.50	2.58	2,739	4,277	34.6%	-0.22	0.0153	-0.130
12.55	12.90	555	4,811	34.1%	0.70	0.0184	-0.145	220	3.75	3.85	2,967	8,422	33.6%	-0.31	0.0186	-0.150
9.30	9.60	3,557	10.6K	33.0%	0.60	0.0209	-0.160	225	5.50	5.65	1,992	977	32.8%	-0.40	0.0211	-0.163
6.65	6.75	4,049	11.7K	32.3%	0.49	0.0219	-0.163	230	7.80	8.00	1,048	2,419	32.3%	-0.51	0.0222	-0.165
4.45	4.70	2,603	5,552	32.0%	0.38	0.0212	-0.155	235	10.65	10.95	264	180	32.1%	-0.62	0.0216	-0.155
3.00	3.10	3,032	6,569	31.9%	0.29	0.0190	-0.137	240	13.90	14.45	49	84	31.3%	-0.72	0.0194	-0.136
1.87	1.98	2,845	11.1K	31.8%	0.20	0.0158	-0.114	245	16.65	18.65	6	23	31.9%	-0.81	0.0162	-0.110
1.19	1.25	3,355	8,614	32.0%	0.14	0.0124	-0.089	250	22.05	22.80	6	85	31.0%	-0.87	0.0127	-0.082
0.7300	0.7900	781	2,383	32.3%	0.09	0.0092	-0.068	255	26.65	27.35		93	30.8%	-0.92	0.0093	-0.057
0.4700	0.5100	612	17.0K	33.1%	0.06	0.0067	-0.051	260	31.40	32.10		96	30.1%	-0.95	0.0066	-0.035
0.3000	0.3400	556	1,791	33.9%	0.04	0.0048	-0.038	265	36.25	36.95		50	26.2%	-0.97	0.0045	-0.019
0.2000	0.2300	301	18.6K	34.9%	0.03	0.0035	-0.030	270	38.05	42.60	4			-0.98	0.0031	-0.007
0.1500	0.1700	168	4,324	36.4%	0.02	0.0026	-0.023	275	42.05	51.40				-0.99	0.0022	0.000
0.1100	0.1300	288	3,696	37.7%	0.02	0.0020	-0.019	280	47.05	56.40				-0.99	0.0015	0.000
0.0800	0.1100	237	3,788	39.3%	0.01	0.0015	-0.015	285	52.55	61.45				-0.99	0.0011	0.000
0.0600	0.0900	356	1,902	40.7%	0.01	0.0012	-0.013	290	57.35	66.05				-1.00	0.0008	0.000
0.0500	0.0700	326	303	42.1%	0.01	0.0009	-0.011	295	62.00	71.40				-1.00	0.0006	0.000
0.0300	0.0600	286	886	43.1%	0.01	0.0008	-0.009	300	67.35	75.55				-1.00	0.0004	0.000
0.0300	0.0500	11	96	44.9%	0.01	0.0006	-0.008	305	72.00	81.25				-1.00	0.0003	0.000
0.0200	0.0500	10	120	46.5%	0.00	0.0005	-0.007	310	77.00	86.40				-1.00	0.0002	0.000
0.0200	0.0400	1	13	47.9%	0.00	0.0004	-0.006	315	81.95	91.00				-1.00	0.0002	0.000
0.0100	0.0400		460	49.1%	0.00	0.0004	-0.005	320	87.00	96.00				-1.00	0.0001	0.000
0.0100	0.0200	4	909	48.8%	0.00	0.0003	-0.005	325	92.00	101.00				-1.00	0.0001	0.000
0.0100	0.0400		838	53.0%	0.00	0.0002	-0.004	330	97.15	106.00				-1.00	0.0001	0.000
0.0100	0.0200	1	110	52.5%	0.00	0.0002	-0.004	335	101.95	111.00				-1.00	0.0001	0.000
0.0100	0.0200	32	324	54.4%	0.00	0.0002	-0.003	340	107.00	115.95				-1.00	0.0001	0.000

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 25, 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 — Sep 25, 2026

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