ONON cadeia de opções On Holding AG
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 ±13.1% (30.83–40.13) · IV ATM 55.3% · P/C open interest 1.75
| 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 | |
| 14.55 | 17.40 | 4 | 139.4% | 0.98 | 0.0039 | -0.004 | 20 | 0 | 0.0500 | 46 | 85.2% | -0.02 | 0.0040 | -0.006 | ||
| 12.05 | 14.95 | 8 | 116.7% | 0.98 | 0.0063 | -0.006 | 22.5 | 0 | 0.7500 | 21.8K | 113.8% | -0.02 | 0.0063 | -0.007 | ||
| 10.30 | 12.35 | 288 | 112.6% | 0.96 | 0.0106 | -0.008 | 25 | 0.0100 | 0.9400 | 10 | 357 | 98.8% | -0.04 | 0.0107 | -0.009 | |
| 8.65 | 10.75 | 62.1% | 0.96 | 0.0134 | -0.009 | 26 | 0.0600 | 0.4200 | 75.3% | -0.04 | 0.0135 | -0.010 | ||||
| 7.70 | 10.05 | 70.0% | 0.94 | 0.0171 | -0.010 | 27 | 0.0100 | 0.4100 | 65.8% | -0.06 | 0.0172 | -0.011 | ||||
| 7.75 | 8.60 | 1 | 269 | 48.9% | 0.94 | 0.0194 | -0.011 | 27.5 | 0.1100 | 0.2300 | 2 | 7,289 | 59.3% | -0.06 | 0.0195 | -0.012 |
| 6.80 | 9.45 | 76.0% | 0.93 | 0.0221 | -0.012 | 28 | 0.1400 | 0.2600 | 58.2% | -0.07 | 0.0222 | -0.013 | ||||
| 6.45 | 7.35 | 2 | 56.7% | 0.90 | 0.0285 | -0.015 | 29 | 0.0700 | 0.4900 | 56.4% | -0.10 | 0.0286 | -0.016 | |||
| 5.45 | 8.30 | 73.9% | 0.89 | 0.0322 | -0.017 | 29.5 | 0.2800 | 0.4500 | 57.2% | -0.11 | 0.0324 | -0.018 | ||||
| 5.80 | 6.15 | 24 | 4,509 | 53.1% | 0.87 | 0.0362 | -0.019 | 30 | 0.3900 | 0.4500 | 387 | 8,942 | 56.0% | -0.13 | 0.0364 | -0.019 |
| 4.60 | 6.05 | 41.9% | 0.85 | 0.0402 | -0.021 | 30.5 | 0.3700 | 0.5600 | 54.1% | -0.15 | 0.0405 | -0.021 | ||||
| 4.15 | 6.25 | 54.6% | 0.82 | 0.0443 | -0.023 | 31 | 0.4300 | 0.6600 | 53.3% | -0.18 | 0.0446 | -0.024 | ||||
| 3.75 | 5.25 | 42.9% | 0.80 | 0.0484 | -0.025 | 31.5 | 0.6700 | 0.8000 | 55.9% | -0.20 | 0.0487 | -0.026 | ||||
| 3.50 | 4.85 | 45.5% | 0.77 | 0.0522 | -0.027 | 32 | 0.7900 | 0.9100 | 143 | 55.3% | -0.23 | 0.0526 | -0.028 | |||
| 3.95 | 4.20 | 4,884 | 53.8% | 0.74 | 0.0558 | -0.029 | 32.5 | 0.9300 | 1.08 | 31 | 665 | 55.5% | -0.26 | 0.0562 | -0.029 | |
| 3.65 | 3.85 | 54.1% | 0.71 | 0.0591 | -0.030 | 33 | 1.09 | 1.25 | 1 | 55.4% | -0.29 | 0.0596 | -0.031 | |||
| 2.69 | 3.90 | 50.4% | 0.68 | 0.0621 | -0.032 | 33.5 | 1.25 | 1.42 | 54.9% | -0.32 | 0.0626 | -0.032 | ||||
| 3.00 | 3.50 | 1 | 57.1% | 0.65 | 0.0646 | -0.033 | 34 | 1.44 | 1.62 | 54.8% | -0.36 | 0.0651 | -0.034 | |||
| 2.74 | 3.05 | 55.2% | 0.61 | 0.0666 | -0.034 | 34.5 | 1.65 | 1.83 | 54.6% | -0.39 | 0.0672 | -0.035 | ||||
| 2.46 | 2.66 | 33 | 2,177 | 53.5% | 0.58 | 0.0681 | -0.035 | 35 | 1.87 | 2.07 | 27 | 391 | 54.5% | -0.43 | 0.0688 | -0.035 |
| 2.23 | 2.61 | 56.0% | 0.54 | 0.0691 | -0.035 | 35.5 | 2.13 | 2.33 | 54.6% | -0.46 | 0.0698 | -0.036 | ||||
| 1.41 | 2.42 | 49.5% | 0.51 | 0.0695 | -0.035 | 36 | 2.31 | 2.60 | 53.5% | -0.50 | 0.0703 | -0.036 | ||||
| 1.78 | 2.15 | 55.7% | 0.47 | 0.0694 | -0.035 | 36.5 | 2.67 | 2.88 | 54.3% | -0.53 | 0.0703 | -0.036 | ||||
| 1.48 | 1.95 | 54.4% | 0.44 | 0.0688 | -0.035 | 37 | 2.98 | 3.20 | 54.6% | -0.56 | 0.0698 | -0.035 | ||||
| 1.44 | 1.58 | 96 | 6,001 | 53.8% | 0.41 | 0.0678 | -0.035 | 37.5 | 3.30 | 3.55 | 15 | 26 | 54.9% | -0.60 | 0.0688 | -0.035 |
| 1.25 | 1.51 | 3 | 54.7% | 0.38 | 0.0663 | -0.034 | 38 | 3.65 | 3.90 | 55.3% | -0.63 | 0.0673 | -0.034 | |||
| 0.8100 | 1.55 | 1 | 53.4% | 0.35 | 0.0644 | -0.033 | 38.5 | 3.80 | 4.35 | 54.0% | -0.66 | 0.0656 | -0.033 | |||
| 0.9700 | 1.11 | 4 | 53.3% | 0.32 | 0.0622 | -0.032 | 39 | 4.35 | 5.85 | 71.2% | -0.69 | 0.0635 | -0.032 | |||
| 0.7700 | 0.9200 | 151 | 4,375 | 54.4% | 0.26 | 0.0570 | -0.029 | 40 | 5.00 | 5.60 | 70 | 68 | 56.8% | -0.74 | 0.0585 | -0.029 |
| 0.5700 | 0.7400 | 5 | 54.4% | 0.22 | 0.0512 | -0.026 | 41 | 5.65 | 7.45 | 70.1% | -0.79 | 0.0528 | -0.026 | |||
| 0.4000 | 0.5700 | 109 | 53.8% | 0.18 | 0.0450 | -0.023 | 42 | 6.35 | 8.70 | 75.4% | -0.83 | 0.0467 | -0.023 | |||
| 0.3600 | 0.5000 | 22 | 156 | 54.1% | 0.16 | 0.0420 | -0.021 | 42.5 | 6.70 | 8.50 | 64.8% | -0.85 | 0.0438 | -0.021 | ||
| 0.3300 | 1.14 | 67.7% | 0.14 | 0.0390 | -0.020 | 43 | 7.30 | 9.25 | 73.2% | -0.87 | 0.0408 | -0.020 | ||||
| 0.2100 | 0.4800 | 8 | 57.3% | 0.11 | 0.0333 | -0.017 | 44 | 7.90 | 10.15 | 69.6% | -0.90 | 0.0353 | -0.017 | |||
| 0.2000 | 0.2400 | 6 | 4 | 54.8% | 0.09 | 0.0282 | -0.015 | 45 | 8.45 | 11.10 | 63.4% | -0.92 | 0.0304 | -0.015 | ||
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.
callsputs