ORCL cadeia de opções Oracle Corporation

Expiração Cboe delayed options data · em 12:39 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 ±15.1% (110.04–149.14) · IV ATM 57.6% · P/C open interest 1.81

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
45.45	55.45	6	16	82.5%	0.98	0.0014	-0.014	80	0	10.00	2	43	160.4%	-0.02	0.0015	-0.019
40.60	50.60	42	60	77.6%	0.97	0.0021	-0.021	85	0	10.00	3	114	145.7%	-0.03	0.0021	-0.025
35.75	45.75		6	72.0%	0.96	0.0030	-0.029	90	0	10.00	29	33	131.7%	-0.04	0.0030	-0.033
31.05	41.05	14	13	68.8%	0.94	0.0042	-0.040	95	0	10.00	11	144	118.4%	-0.06	0.0043	-0.044
26.45	36.45	19	42	65.6%	0.91	0.0058	-0.053	100	0	10.00	37	226	105.6%	-0.09	0.0059	-0.057
22.05	32.05		6	63.3%	0.87	0.0077	-0.068	105	0	10.00	34	190	93.1%	-0.13	0.0078	-0.071
17.90	27.90	3	15	61.5%	0.82	0.0098	-0.084	110	0	10.00	52	406	80.9%	-0.18	0.0098	-0.087
14.10	24.10		2	60.4%	0.77	0.0118	-0.099	115	0	10.00	99	345	68.8%	-0.24	0.0119	-0.101
12.70	22.70	1	1	60.1%	0.74	0.0126	-0.104	117	0	10.00	21	10	63.9%	-0.26	0.0127	-0.106
12.00	22.00			59.9%	0.73	0.0130	-0.107	118	0	10.00	21	7	61.5%	-0.28	0.0131	-0.109
11.30	21.30			59.5%	0.71	0.0134	-0.109	119	0.0100	10.00	1	1	59.1%	-0.29	0.0135	-0.111
10.65	20.65	1	2	59.4%	0.70	0.0137	-0.112	120	0.3000	10.25	103	989	58.5%	-0.30	0.0138	-0.113
10.00	20.00			59.1%	0.68	0.0140	-0.114	121	0.6500	10.60	4	4	58.3%	-0.32	0.0142	-0.116
9.40	19.40	3	3	59.2%	0.67	0.0143	-0.116	122	1.00	11.00	15	12	58.1%	-0.33	0.0145	-0.117
8.80	18.80		1	59.1%	0.65	0.0146	-0.117	123	1.40	11.35	5	4	57.9%	-0.35	0.0148	-0.119
8.20	18.20			58.9%	0.64	0.0149	-0.119	124	1.80	11.75	17	15	57.8%	-0.36	0.0150	-0.121
7.60	17.60	40	59	58.6%	0.62	0.0151	-0.120	125	2.21	12.20	40	203	57.7%	-0.38	0.0153	-0.122
7.05	17.05			58.5%	0.61	0.0154	-0.122	126	2.65	12.60	26	17	57.4%	-0.40	0.0155	-0.123
6.50	16.50			58.3%	0.59	0.0156	-0.123	127	3.10	13.10	56	8	57.5%	-0.41	0.0157	-0.124
5.95	15.95	10	11	58.0%	0.58	0.0157	-0.124	128	3.60	13.60	175	768	57.5%	-0.43	0.0159	-0.125
5.45	15.45	6	11	58.0%	0.56	0.0159	-0.124	129	4.10	14.10	36	734	57.5%	-0.44	0.0160	-0.126
4.95	14.95	158	255	57.8%	0.54	0.0160	-0.125	130	4.60	14.60	38	156	57.3%	-0.46	0.0161	-0.126
4.50	14.50	5	35	57.9%	0.53	0.0160	-0.125	131	5.10	15.10	5	361	57.1%	-0.48	0.0162	-0.126
4.05	14.05	14	49	57.8%	0.51	0.0161	-0.125	132	5.65	15.65	17	410	57.0%	-0.49	0.0163	-0.126
3.60	13.60	35	105	57.7%	0.50	0.0161	-0.125	133	6.20	16.20	8	99	56.9%	-0.51	0.0163	-0.126
3.15	13.15	1	89	57.4%	0.48	0.0161	-0.125	134	6.75	16.75	2	125	56.7%	-0.52	0.0164	-0.126
2.75	12.70	51	102	57.2%	0.46	0.0161	-0.124	135	7.35	17.35	614	620	56.6%	-0.54	0.0163	-0.125
2.35	12.30		15	57.1%	0.45	0.0161	-0.124	136	7.95	17.95		20	56.5%	-0.56	0.0163	-0.125
1.95	11.95	15	52	57.1%	0.43	0.0160	-0.123	137	8.60	18.60		17	56.6%	-0.57	0.0162	-0.124
1.60	11.55		42	56.9%	0.42	0.0159	-0.122	138	9.25	19.25	1	8	56.6%	-0.59	0.0161	-0.123
1.25	11.25		23	57.0%	0.40	0.0158	-0.121	139	9.90	19.90		24	56.5%	-0.60	0.0160	-0.122
0.9500	10.90	42	109	57.0%	0.39	0.0156	-0.119	140	10.55	20.55	1	81	56.3%	-0.62	0.0159	-0.120
0.6000	10.60	4	34	56.9%	0.37	0.0154	-0.118	141	11.25	21.25	17	21	56.4%	-0.63	0.0157	-0.119
0.3000	10.30	1	67	56.8%	0.36	0.0152	-0.116	142	11.95	21.95		20	56.3%	-0.65	0.0155	-0.117
0.0100	10.00	7	66	56.8%	0.35	0.0150	-0.115	143	12.65	22.65	1	31	56.2%	-0.66	0.0153	-0.116
0	10.00	17	81	58.5%	0.33	0.0148	-0.113	144	13.40	23.40			56.3%	-0.67	0.0151	-0.114
0	10.00	77	120	60.2%	0.32	0.0146	-0.111	145	14.15	24.15	2	10	56.3%	-0.69	0.0149	-0.112
0	10.00	6	45	61.9%	0.31	0.0143	-0.109	146	14.90	24.90	10	6	56.3%	-0.70	0.0146	-0.110
0	10.00		29	63.5%	0.29	0.0140	-0.107	147	15.65	25.65		2	56.2%	-0.71	0.0144	-0.108
0	10.00	1	25	65.1%	0.28	0.0138	-0.105	148	16.45	26.45		14	56.3%	-0.73	0.0141	-0.106
0	10.00	5	48	66.7%	0.27	0.0135	-0.102	149	17.25	27.25		8	56.4%	-0.74	0.0138	-0.103
0	10.00	149	339	68.3%	0.26	0.0132	-0.100	150	18.05	28.05	1	4	56.3%	-0.75	0.0136	-0.101
0	10.00	14	20	72.0%	0.23	0.0124	-0.094	152.5	20.10	30.10		1	56.3%	-0.78	0.0128	-0.095
0	10.00	91	177	75.7%	0.21	0.0116	-0.088	155	22.20	32.20	1	9	56.3%	-0.80	0.0120	-0.089
0	10.00	74	63	79.1%	0.18	0.0108	-0.083	157.5	24.40	34.40		51	56.6%	-0.83	0.0112	-0.083
0	10.00	185	195	82.5%	0.16	0.0100	-0.077	160	26.60	36.60		10	56.6%	-0.85	0.0104	-0.077
0	10.00	115	161	85.8%	0.15	0.0092	-0.071	162.5	28.85	38.85	1	2	56.6%	-0.87	0.0097	-0.071
0	10.00	132	107	88.9%	0.13	0.0084	-0.066	165	31.15	41.15	1	1	56.8%	-0.88	0.0090	-0.066
0	10.00	189	25	92.0%	0.11	0.0077	-0.060	167.5	33.50	43.50		5	57.2%	-0.90	0.0082	-0.061
0	10.00	189	354	94.9%	0.10	0.0071	-0.056	170	35.85	45.85	2	7	57.3%	-0.91	0.0076	-0.056
0	10.00	26	86	100.6%	0.08	0.0058	-0.047	175	40.60	50.60		30	56.9%	-0.94	0.0064	-0.047
0	10.00	3	81	106.0%	0.06	0.0048	-0.039	180	45.45	55.45	3	2	56.5%	-0.96	0.0055	-0.040
0	10.00	29	54	111.2%	0.05	0.0040	-0.033	185	50.35	60.35	1	8		-0.97	0.0046	-0.034
0	10.00	1	18	116.1%	0.04	0.0033	-0.028	190	55.30	65.30	3	3		-0.98	0.0037	-0.029

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 27, 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 — Nov 27, 2026

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