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 ±20.6% (20.70–31.48) · IV ATM 84.4% · P/C open interest 0.55
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.40 | 7.80 | 20 | 93 | 87.6% | 0.90 | 0.0238 | -0.019 | 20 | 0.3300 | 0.3800 | 178 | 3,047 | 88.8% | -0.10 | 0.0239 | -0.020 |
| 6.45 | 6.95 | 83.4% | 0.87 | 0.0295 | -0.023 | 21 | 0.4400 | 0.5400 | 86.8% | -0.13 | 0.0296 | -0.024 | ||||
| 5.75 | 6.15 | 85.7% | 0.83 | 0.0356 | -0.027 | 22 | 0.5000 | 0.6900 | 6 | 6 | 81.4% | -0.17 | 0.0357 | -0.028 | ||
| 5.40 | 5.75 | 37 | 85.7% | 0.81 | 0.0388 | -0.029 | 22.5 | 0.7600 | 0.8400 | 135 | 2,004 | 85.5% | -0.19 | 0.0389 | -0.029 | |
| 5.00 | 5.40 | 85.0% | 0.79 | 0.0419 | -0.030 | 23 | 0.8800 | 0.9500 | 18 | 17 | 84.4% | -0.21 | 0.0420 | -0.031 | ||
| 4.25 | 4.75 | 84.1% | 0.74 | 0.0478 | -0.034 | 24 | 1.16 | 1.29 | 121 | 114 | 84.2% | -0.26 | 0.0480 | -0.034 | ||
| 3.75 | 4.05 | 26 | 160 | 84.7% | 0.68 | 0.0530 | -0.037 | 25 | 1.50 | 1.65 | 204 | 2,179 | 83.1% | -0.32 | 0.0532 | -0.037 |
| 3.20 | 3.50 | 84.9% | 0.63 | 0.0570 | -0.039 | 26 | 1.94 | 2.13 | 27 | 23 | 83.8% | -0.37 | 0.0572 | -0.039 | ||
| 2.89 | 3.20 | 32 | 31 | 83.3% | 0.60 | 0.0584 | -0.040 | 26.5 | 1.99 | 2.34 | 96 | 94 | 83.4% | -0.40 | 0.0587 | -0.040 |
| 2.70 | 2.96 | 45 | 42 | 83.9% | 0.57 | 0.0594 | -0.040 | 27 | 2.42 | 2.59 | 16 | 13 | 82.8% | -0.43 | 0.0598 | -0.041 |
| 2.46 | 2.70 | 34 | 16 | 83.3% | 0.54 | 0.0601 | -0.041 | 27.5 | 2.69 | 2.88 | 53 | 39 | 83.0% | -0.46 | 0.0604 | -0.041 |
| 2.27 | 2.45 | 47 | 28 | 83.1% | 0.51 | 0.0603 | -0.041 | 28 | 2.94 | 3.20 | 13 | 12 | 83.9% | -0.49 | 0.0607 | -0.041 |
| 2.04 | 2.24 | 12 | 11 | 82.4% | 0.48 | 0.0602 | -0.041 | 28.5 | 3.10 | 3.50 | 5 | 5 | 83.9% | -0.52 | 0.0606 | -0.041 |
| 1.92 | 2.23 | 53 | 45 | 86.1% | 0.45 | 0.0597 | -0.041 | 29 | 3.55 | 3.80 | 2 | 2 | 82.6% | -0.55 | 0.0602 | -0.041 |
| 1.75 | 1.88 | 14 | 14 | 83.3% | 0.42 | 0.0589 | -0.040 | 29.5 | 3.85 | 4.15 | 1 | 1 | 82.5% | -0.58 | 0.0594 | -0.040 |
| 1.57 | 1.70 | 457 | 1,244 | 82.4% | 0.40 | 0.0579 | -0.040 | 30 | 4.25 | 4.75 | 378 | 5,282 | 82.8% | -0.61 | 0.0583 | -0.040 |
| 1.42 | 1.63 | 13 | 13 | 83.8% | 0.37 | 0.0566 | -0.039 | 30.5 | 4.60 | 4.85 | 83.5% | -0.63 | 0.0571 | -0.039 | ||
| 1.21 | 1.43 | 21 | 21 | 81.5% | 0.35 | 0.0550 | -0.038 | 31 | 4.90 | 5.25 | 3 | 2 | 83.0% | -0.65 | 0.0556 | -0.038 |
| 1.16 | 1.34 | 92 | 92 | 83.3% | 0.33 | 0.0534 | -0.037 | 31.5 | 5.30 | 5.65 | 83.9% | -0.68 | 0.0539 | -0.037 | ||
| 1.10 | 1.23 | 41 | 40 | 84.4% | 0.30 | 0.0516 | -0.037 | 32 | 5.65 | 6.00 | 43 | 43 | 82.7% | -0.70 | 0.0522 | -0.036 |
| 0.8800 | 1.13 | 11 | 11 | 82.4% | 0.28 | 0.0497 | -0.036 | 32.5 | 6.10 | 6.40 | 42 | 41 | 83.8% | -0.72 | 0.0504 | -0.035 |
| 0.8700 | 1.04 | 14 | 13 | 84.2% | 0.27 | 0.0478 | -0.035 | 33 | 6.40 | 6.85 | 82.8% | -0.74 | 0.0485 | -0.034 | ||
| 0.7100 | 0.9100 | 12 | 12 | 82.0% | 0.25 | 0.0459 | -0.034 | 33.5 | 6.95 | 7.40 | 88.3% | -0.76 | 0.0466 | -0.033 | ||
| 0 | 0 | 70 | 70 | 84.6% | 0.23 | 0.0440 | -0.033 | 34 | 7.20 | 7.70 | 82.5% | -0.77 | 0.0446 | -0.032 | ||
| 0.5600 | 0.8000 | 4 | 4 | 82.9% | 0.22 | 0.0420 | -0.032 | 34.5 | 7.75 | 8.10 | 17 | 17 | 84.6% | -0.79 | 0.0427 | -0.031 |
| 0.6200 | 0.6800 | 476 | 2,574 | 84.6% | 0.20 | 0.0401 | -0.030 | 35 | 8.15 | 8.55 | 57 | 5,519 | 84.4% | -0.80 | 0.0408 | -0.030 |
| 0.5200 | 0.6300 | 4 | 4 | 86.8% | 0.18 | 0.0365 | -0.029 | 36 | 8.95 | 9.85 | 8 | 8 | 92.6% | -0.83 | 0.0372 | -0.028 |
| 0.4300 | 0.5400 | 20 | 20 | 87.6% | 0.16 | 0.0331 | -0.026 | 37 | 10.00 | 10.85 | 2 | 2 | 99.4% | -0.85 | 0.0339 | -0.026 |
| 0.2400 | 0.4600 | 1 | 1 | 84.7% | 0.14 | 0.0299 | -0.025 | 38 | 10.95 | 11.65 | 39 | 39 | 98.6% | -0.87 | 0.0308 | -0.024 |
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.