OKLO cadeia de opções Oklo Inc.
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 ±11.2% (35.86–44.95) · IV ATM 68.9% · P/C open interest 0.86
| 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 | |
| 16.85 | 18.35 | 2 | 1.00 | 0.0008 | 0.000 | 22.5 | 0 | 0.1000 | 24 | 135.8% | -0.00 | 0.0008 | -0.002 | |||
| 14.40 | 15.75 | 39 | 0.99 | 0.0020 | 0.000 | 25 | 0.0200 | 0.0300 | 14.3K | 103.4% | -0.01 | 0.0020 | -0.004 | |||
| 9.50 | 10.95 | 128 | 0.97 | 0.0104 | -0.010 | 30 | 0.0600 | 0.2000 | 11 | 2,641 | 89.1% | -0.03 | 0.0104 | -0.015 | ||
| 8.55 | 10.00 | 0.96 | 0.0140 | -0.015 | 31 | 0.0100 | 0.2600 | 47 | 81.6% | -0.04 | 0.0140 | -0.019 | ||||
| 7.60 | 9.25 | 33 | 0.94 | 0.0185 | -0.020 | 32 | 0.1000 | 0.2800 | 30 | 151 | 79.5% | -0.06 | 0.0185 | -0.024 | ||
| 7.15 | 8.05 | 63.2% | 0.92 | 0.0240 | -0.026 | 33 | 0.1500 | 0.2500 | 197 | 72.0% | -0.08 | 0.0241 | -0.030 | |||
| 6.40 | 7.05 | 2 | 8 | 66.6% | 0.89 | 0.0306 | -0.034 | 34 | 0.2800 | 0.3600 | 7 | 578 | 72.5% | -0.11 | 0.0308 | -0.037 |
| 5.05 | 6.05 | 2 | 258 | 42.0% | 0.86 | 0.0381 | -0.041 | 35 | 0.4200 | 0.4900 | 512 | 9,240 | 71.3% | -0.15 | 0.0383 | -0.044 |
| 4.90 | 5.25 | 35 | 67.9% | 0.81 | 0.0461 | -0.049 | 36 | 0.6000 | 0.6800 | 9 | 793 | 70.5% | -0.19 | 0.0463 | -0.052 | |
| 4.30 | 4.85 | 62.8% | 0.79 | 0.0501 | -0.053 | 36.5 | 0.7100 | 0.8100 | 12 | 391 | 70.4% | -0.21 | 0.0503 | -0.056 | ||
| 3.95 | 4.50 | 63.9% | 0.76 | 0.0540 | -0.057 | 37 | 0.8200 | 0.9100 | 16 | 514 | 69.2% | -0.24 | 0.0543 | -0.059 | ||
| 3.85 | 4.15 | 11 | 68.8% | 0.73 | 0.0577 | -0.061 | 37.5 | 0.9600 | 1.06 | 7 | 317 | 69.0% | -0.27 | 0.0580 | -0.062 | |
| 3.50 | 3.80 | 3 | 23 | 68.2% | 0.70 | 0.0611 | -0.064 | 38 | 1.05 | 1.24 | 2 | 330 | 67.8% | -0.30 | 0.0614 | -0.066 |
| 3.20 | 3.45 | 1 | 62 | 67.9% | 0.67 | 0.0641 | -0.067 | 38.5 | 1.27 | 1.48 | 4 | 242 | 69.4% | -0.34 | 0.0644 | -0.068 |
| 2.85 | 3.15 | 21 | 1,556 | 67.1% | 0.63 | 0.0666 | -0.069 | 39 | 1.47 | 1.68 | 25 | 121 | 69.3% | -0.37 | 0.0670 | -0.070 |
| 2.67 | 2.79 | 3 | 50 | 67.1% | 0.60 | 0.0685 | -0.071 | 39.5 | 1.73 | 1.90 | 2 | 466 | 69.9% | -0.40 | 0.0690 | -0.072 |
| 2.41 | 2.54 | 77 | 1,831 | 67.7% | 0.56 | 0.0699 | -0.073 | 40 | 1.97 | 2.12 | 77 | 4,400 | 69.6% | -0.44 | 0.0703 | -0.073 |
| 2.17 | 2.34 | 56 | 1,081 | 68.4% | 0.53 | 0.0706 | -0.073 | 40.5 | 2.18 | 2.40 | 25 | 186 | 69.3% | -0.47 | 0.0711 | -0.074 |
| 2.00 | 2.09 | 32 | 103 | 68.9% | 0.49 | 0.0707 | -0.074 | 41 | 2.40 | 2.77 | 2 | 386 | 70.4% | -0.51 | 0.0712 | -0.074 |
| 1.77 | 1.88 | 3 | 148 | 68.6% | 0.46 | 0.0702 | -0.074 | 41.5 | 2.79 | 2.95 | 141 | 69.9% | -0.54 | 0.0707 | -0.074 | |
| 1.57 | 1.72 | 153 | 249 | 69.0% | 0.43 | 0.0692 | -0.073 | 42 | 3.10 | 3.40 | 1 | 155 | 72.0% | -0.58 | 0.0697 | -0.073 |
| 1.44 | 1.54 | 2 | 116 | 69.5% | 0.39 | 0.0676 | -0.072 | 42.5 | 3.35 | 3.65 | 27 | 69.8% | -0.61 | 0.0682 | -0.071 | |
| 1.26 | 1.39 | 14 | 821 | 69.7% | 0.36 | 0.0657 | -0.070 | 43 | 3.70 | 4.00 | 86 | 70.2% | -0.64 | 0.0662 | -0.070 | |
| 1.11 | 1.25 | 1 | 75 | 69.8% | 0.33 | 0.0634 | -0.069 | 43.5 | 4.00 | 4.40 | 9 | 9 | 70.1% | -0.67 | 0.0640 | -0.068 |
| 1.01 | 1.10 | 23 | 1,165 | 70.2% | 0.31 | 0.0608 | -0.066 | 44 | 4.40 | 4.80 | 1 | 23 | 71.3% | -0.70 | 0.0614 | -0.065 |
| 0.9100 | 0.9900 | 10 | 96 | 70.8% | 0.28 | 0.0580 | -0.064 | 44.5 | 4.80 | 5.25 | 9 | 73.0% | -0.72 | 0.0586 | -0.063 | |
| 0.7600 | 0.9000 | 257 | 4,068 | 70.5% | 0.26 | 0.0551 | -0.062 | 45 | 5.25 | 5.55 | 11 | 4,086 | 72.6% | -0.75 | 0.0557 | -0.060 |
| 0.6900 | 0.8900 | 1,046 | 72.8% | 0.24 | 0.0521 | -0.059 | 45.5 | 5.50 | 6.15 | 6 | 73.6% | -0.77 | 0.0528 | -0.057 | ||
| 0.6200 | 0.7200 | 3 | 122 | 71.7% | 0.22 | 0.0492 | -0.056 | 46 | 5.85 | 6.55 | 10 | 72.3% | -0.79 | 0.0498 | -0.054 | |
| 0.5700 | 0.6300 | 25 | 54 | 72.2% | 0.20 | 0.0462 | -0.054 | 46.5 | 6.45 | 7.05 | 1 | 78.0% | -0.81 | 0.0468 | -0.052 | |
| 0.4900 | 0.5500 | 58 | 1,106 | 72.0% | 0.18 | 0.0433 | -0.051 | 47 | 6.80 | 7.60 | 9 | 79.3% | -0.83 | 0.0439 | -0.049 | |
| 0.4200 | 0.5100 | 25 | 72.5% | 0.16 | 0.0406 | -0.049 | 47.5 | 7.30 | 7.95 | 3 | 79.3% | -0.84 | 0.0411 | -0.046 | ||
| 0.3900 | 0.4900 | 5 | 223 | 74.3% | 0.15 | 0.0379 | -0.046 | 48 | 7.65 | 8.40 | 19 | 77.6% | -0.86 | 0.0384 | -0.043 | |
| 0.3000 | 0.3700 | 8 | 124 | 74.2% | 0.13 | 0.0329 | -0.041 | 49 | 8.65 | 9.05 | 1 | 32 | 73.5% | -0.88 | 0.0334 | -0.038 |
| 0.2500 | 0.3000 | 97 | 9,150 | 75.7% | 0.10 | 0.0285 | -0.037 | 50 | 9.50 | 10.15 | 46 | 6,719 | 77.2% | -0.90 | 0.0288 | -0.033 |
| 0.1600 | 0.3000 | 4 | 106 | 77.4% | 0.09 | 0.0246 | -0.033 | 51 | 10.20 | 11.65 | 9 | 89.1% | -0.92 | 0.0248 | -0.028 | |
| 0.0900 | 0.2900 | 110 | 78.8% | 0.07 | 0.0212 | -0.029 | 52 | 11.05 | 12.65 | 27 | 89.3% | -0.93 | 0.0217 | -0.024 | ||
| 0.0400 | 0.2700 | 2 | 135 | 79.9% | 0.06 | 0.0183 | -0.026 | 53 | 11.90 | 13.70 | 14 | 90.2% | -0.94 | 0.0190 | -0.020 | |
| 0.0500 | 0.2700 | 102 | 84.7% | 0.05 | 0.0158 | -0.023 | 54 | 12.95 | 14.70 | 11 | 96.9% | -0.95 | 0.0171 | -0.017 | ||
| 0.0800 | 0.1200 | 18 | 1,809 | 81.4% | 0.05 | 0.0137 | -0.020 | 55 | 14.30 | 15.65 | 33 | 2,345 | 112.4% | -0.96 | 0.0155 | -0.014 |
| 0.0400 | 0.0500 | 26 | 3,795 | 88.3% | 0.02 | 0.0069 | -0.012 | 60 | 19.30 | 19.95 | 5 | 3,255 | 95.0% | -0.99 | 0.0077 | -0.012 |
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.