ONON cadeia de opções On Holding AG
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 ±5.8% (26.10–29.30) · IV ATM 35.2% · P/C open interest 0.45
| 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 | |
| 10.10 | 11.30 | 261 | 182.6% | 0.98 | 0.0067 | -0.004 | 17.5 | 0 | 0.0500 | 14 | 104.7% | -0.02 | 0.0067 | -0.009 | ||
| 7.45 | 8.75 | 5 | 139.9% | 0.97 | 0.0124 | -0.006 | 20 | 0 | 0.7500 | 16 | 135.9% | -0.03 | 0.0125 | -0.009 | ||
| 6.65 | 7.90 | 130.9% | 0.97 | 0.0165 | -0.007 | 21 | 0 | 0.7500 | 120.5% | -0.03 | 0.0166 | -0.010 | ||||
| 5.60 | 6.80 | 9 | 108.6% | 0.96 | 0.0226 | -0.008 | 22 | 0 | 0.7500 | 1 | 105.5% | -0.04 | 0.0226 | -0.011 | ||
| 5.15 | 6.15 | 13 | 96.8% | 0.95 | 0.0267 | -0.008 | 22.5 | 0 | 0.7500 | 52 | 98.2% | -0.05 | 0.0268 | -0.011 | ||
| 4.65 | 5.65 | 89.5% | 0.95 | 0.0320 | -0.009 | 23 | 0 | 0.7500 | 1 | 90.9% | -0.05 | 0.0321 | -0.012 | |||
| 3.50 | 4.65 | 69.1% | 0.93 | 0.0477 | -0.011 | 24 | 0 | 0.6400 | 4 | 72.3% | -0.07 | 0.0480 | -0.013 | |||
| 2.75 | 3.15 | 1,108 | 48.0% | 0.89 | 0.0755 | -0.014 | 25 | 0.0100 | 0.2000 | 1 | 848 | 40.7% | -0.11 | 0.0760 | -0.015 | |
| 1.89 | 2.60 | 1 | 51.4% | 0.81 | 0.1230 | -0.018 | 26 | 0.1200 | 0.2400 | 378 | 34.9% | -0.19 | 0.1241 | -0.019 | ||
| 1.17 | 1.91 | 12 | 49.0% | 0.67 | 0.1773 | -0.024 | 27 | 0.4400 | 0.4900 | 1 | 188 | 35.8% | -0.34 | 0.1792 | -0.025 | |
| 0.8800 | 0.9900 | 11 | 34 | 35.3% | 0.57 | 0.1936 | -0.026 | 27.5 | 0.6300 | 0.7000 | 3,170 | 35.2% | -0.43 | 0.1961 | -0.026 | |
| 0.6500 | 0.7600 | 13 | 207 | 35.9% | 0.48 | 0.1972 | -0.026 | 28 | 0.9000 | 0.9600 | 1 | 1,114 | 35.6% | -0.53 | 0.2000 | -0.027 |
| 0.4800 | 0.5500 | 7 | 88 | 36.1% | 0.38 | 0.1879 | -0.025 | 28.5 | 1.21 | 1.31 | 1 | 95 | 35.8% | -0.63 | 0.1911 | -0.025 |
| 0.3400 | 0.4000 | 4 | 69 | 36.4% | 0.30 | 0.1688 | -0.023 | 29 | 1.28 | 1.75 | 1 | 1,482 | 32.7% | -0.71 | 0.1723 | -0.023 |
| 0.2300 | 0.2900 | 116 | 36.6% | 0.23 | 0.1446 | -0.021 | 29.5 | 1.59 | 2.21 | 398 | 31.9% | -0.78 | 0.1478 | -0.020 | ||
| 0.1500 | 0.1800 | 9 | 2,424 | 36.3% | 0.17 | 0.1193 | -0.017 | 30 | 2.32 | 2.45 | 3 | 7,408 | 35.7% | -0.84 | 0.1220 | -0.017 |
| 0.0900 | 0.7500 | 7 | 57.6% | 0.13 | 0.0959 | -0.015 | 30.5 | 2.22 | 3.30 | -0.88 | 0.0977 | -0.014 | ||||
| 0.0500 | 0.2000 | 1 | 28 | 42.3% | 0.10 | 0.0763 | -0.012 | 31 | 2.68 | 3.65 | 142 | -0.92 | 0.0798 | -0.011 | ||
| 0.0200 | 0.7500 | 33 | 66.2% | 0.08 | 0.0608 | -0.011 | 31.5 | 3.20 | 4.15 | -0.94 | 0.0684 | -0.009 | ||||
| 0 | 0.4500 | 65 | 59.8% | 0.06 | 0.0493 | -0.009 | 32 | 3.60 | 4.60 | 20 | -0.95 | 0.0592 | -0.008 | |||
| 0.0100 | 0.0500 | 5,149 | 40.9% | 0.05 | 0.0408 | -0.008 | 32.5 | 4.65 | 4.80 | 1 | 2,564 | -0.96 | 0.0501 | -0.008 | ||
| 0 | 0.5100 | 122 | 71.0% | 0.04 | 0.0344 | -0.008 | 33 | 4.60 | 5.35 | 1 | -0.97 | 0.0430 | -0.008 | |||
| 0 | 0.5200 | 75.6% | 0.04 | 0.0296 | -0.007 | 33.5 | 5.10 | 6.10 | 15 | -0.98 | 0.0373 | -0.007 | ||||
| 0 | 0.5200 | 79.7% | 0.03 | 0.0257 | -0.007 | 34 | 5.60 | 6.80 | -0.98 | 0.0316 | -0.008 | |||||
| 0 | 0.7500 | 93.1% | 0.03 | 0.0226 | -0.007 | 34.5 | 6.10 | 7.25 | -0.98 | 0.0264 | -0.008 | |||||
| 0 | 0.0300 | 5 | 2,598 | 50.9% | 0.03 | 0.0200 | -0.006 | 35 | 7.10 | 7.35 | 768 | -0.99 | 0.0222 | -0.009 | ||
| 0 | 0.7500 | 101.1% | 0.03 | 0.0178 | -0.006 | 35.5 | 7.10 | 8.30 | -0.99 | 0.0188 | -0.009 | |||||
| 0 | 0.7500 | 105.0% | 0.02 | 0.0160 | -0.006 | 36 | 7.60 | 8.95 | 63.5% | -0.99 | 0.0160 | -0.009 | ||||
| 0 | 0.7500 | 112.5% | 0.02 | 0.0130 | -0.005 | 37 | 8.60 | 9.95 | 69.0% | -0.99 | 0.0118 | -0.010 | ||||
| 0 | 0.1200 | 1,647 | 78.1% | 0.02 | 0.0119 | -0.005 | 37.5 | 9.10 | 10.45 | 65 | 71.7% | -1.00 | 0.0099 | -0.010 | ||
| 0 | 0.7500 | 119.6% | 0.02 | 0.0108 | -0.005 | 38 | 9.60 | 10.95 | -1.00 | 0.0084 | -0.011 | |||||
| 0 | 0.7500 | 126.4% | 0.02 | 0.0091 | -0.005 | 39 | 10.60 | 12.40 | 118.3% | -1.00 | 0.0059 | -0.012 | ||||
| 0 | 0.0300 | 7,762 | 75.2% | 0.01 | 0.0078 | -0.004 | 40 | 11.60 | 13.20 | 3 | 112.7% | -1.00 | 0.0040 | -0.013 | ||
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.