ORCL cadeia de opções Oracle Corporation
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 ±30.1% (89.38–166.22) · IV ATM 58.2% · P/C open interest 1.13
| 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 | |
| 65.10 | 67.95 | 22 | 69.6% | 0.97 | 0.0013 | -0.004 | 65 | 0.5900 | 1.07 | 873 | 67.3% | -0.03 | 0.0013 | -0.014 | ||
| 61.10 | 63.30 | 131 | 70.5% | 0.96 | 0.0017 | -0.007 | 70 | 0.9200 | 1.19 | 10 | 1,597 | 64.4% | -0.04 | 0.0017 | -0.017 | |
| 56.15 | 58.75 | 17 | 65.6% | 0.94 | 0.0022 | -0.012 | 75 | 1.37 | 1.71 | 981 | 63.9% | -0.06 | 0.0022 | -0.020 | ||
| 52.20 | 54.60 | 116 | 66.6% | 0.93 | 0.0027 | -0.016 | 80 | 2.08 | 2.19 | 1,047 | 1,534 | 63.1% | -0.08 | 0.0028 | -0.024 | |
| 47.60 | 50.50 | 59 | 64.1% | 0.91 | 0.0033 | -0.021 | 85 | 2.66 | 2.89 | 65 | 2,836 | 61.7% | -0.10 | 0.0034 | -0.029 | |
| 43.60 | 46.35 | 1,228 | 62.8% | 0.88 | 0.0040 | -0.027 | 90 | 3.35 | 3.80 | 27 | 4,807 | 60.5% | -0.12 | 0.0040 | -0.034 | |
| 39.90 | 42.30 | 1,221 | 61.8% | 0.85 | 0.0046 | -0.032 | 95 | 4.50 | 4.85 | 1,167 | 7,470 | 60.1% | -0.15 | 0.0047 | -0.038 | |
| 36.35 | 38.10 | 3 | 1,568 | 60.0% | 0.82 | 0.0053 | -0.038 | 100 | 5.70 | 6.10 | 1,276 | 14.1K | 59.4% | -0.18 | 0.0054 | -0.043 |
| 33.30 | 35.00 | 692 | 61.0% | 0.79 | 0.0059 | -0.043 | 105 | 7.00 | 7.60 | 8 | 7,577 | 58.6% | -0.22 | 0.0060 | -0.048 | |
| 30.15 | 31.40 | 3 | 244 | 59.9% | 0.75 | 0.0065 | -0.047 | 110 | 9.05 | 9.35 | 8 | 11.3K | 59.0% | -0.26 | 0.0066 | -0.051 |
| 26.70 | 28.45 | 239 | 58.8% | 0.71 | 0.0070 | -0.051 | 115 | 11.00 | 11.20 | 49 | 7,728 | 58.5% | -0.30 | 0.0072 | -0.055 | |
| 24.45 | 25.65 | 4 | 2,080 | 59.3% | 0.67 | 0.0074 | -0.055 | 120 | 13.15 | 13.45 | 35 | 12.6K | 58.4% | -0.34 | 0.0076 | -0.058 |
| 22.00 | 22.50 | 26 | 1,558 | 58.2% | 0.63 | 0.0078 | -0.057 | 125 | 15.55 | 15.85 | 56 | 9,146 | 58.2% | -0.38 | 0.0080 | -0.060 |
| 19.65 | 20.80 | 81 | 6,229 | 58.9% | 0.59 | 0.0080 | -0.059 | 130 | 17.90 | 18.50 | 322 | 12.7K | 57.6% | -0.42 | 0.0082 | -0.061 |
| 17.60 | 18.45 | 38 | 2,501 | 58.5% | 0.55 | 0.0082 | -0.061 | 135 | 20.35 | 21.40 | 93 | 5,737 | 57.0% | -0.46 | 0.0084 | -0.062 |
| 15.70 | 16.40 | 29 | 3,854 | 58.2% | 0.51 | 0.0083 | -0.061 | 140 | 24.10 | 24.40 | 65 | 14.0K | 57.9% | -0.50 | 0.0085 | -0.062 |
| 13.95 | 14.90 | 15 | 2,743 | 58.4% | 0.47 | 0.0083 | -0.061 | 145 | 26.75 | 27.70 | 49 | 10.0K | 57.0% | -0.54 | 0.0085 | -0.061 |
| 12.50 | 13.10 | 245 | 4,540 | 58.1% | 0.44 | 0.0082 | -0.061 | 150 | 29.75 | 31.10 | 176 | 6,847 | 56.3% | -0.57 | 0.0085 | -0.060 |
| 10.95 | 11.40 | 36 | 2,963 | 57.4% | 0.40 | 0.0081 | -0.060 | 155 | 33.70 | 34.70 | 3,322 | 56.8% | -0.61 | 0.0084 | -0.059 | |
| 9.85 | 10.40 | 5,324 | 7,304 | 58.0% | 0.37 | 0.0079 | -0.058 | 160 | 37.15 | 38.75 | 2 | 3,953 | 56.9% | -0.65 | 0.0082 | -0.057 |
| 8.65 | 9.25 | 45 | 2,313 | 57.9% | 0.34 | 0.0076 | -0.057 | 165 | 40.85 | 42.40 | 1 | 4,683 | 56.2% | -0.68 | 0.0080 | -0.054 |
| 7.70 | 8.05 | 82 | 7,916 | 57.6% | 0.31 | 0.0074 | -0.055 | 170 | 44.55 | 46.60 | 1 | 3,208 | 55.9% | -0.71 | 0.0078 | -0.052 |
| 6.85 | 7.45 | 25 | 4,635 | 58.2% | 0.28 | 0.0071 | -0.052 | 175 | 48.80 | 51.05 | 5 | 1,482 | 56.8% | -0.74 | 0.0075 | -0.050 |
| 6.05 | 6.45 | 1,019 | 5,876 | 57.8% | 0.26 | 0.0067 | -0.050 | 180 | 52.95 | 55.05 | 22 | 2,254 | 56.2% | -0.76 | 0.0073 | -0.047 |
| 5.40 | 5.85 | 118 | 4,218 | 58.1% | 0.24 | 0.0064 | -0.048 | 185 | 57.25 | 59.10 | 65 | 1,875 | 55.5% | -0.79 | 0.0070 | -0.044 |
| 4.80 | 5.10 | 43 | 3,344 | 58.0% | 0.22 | 0.0061 | -0.045 | 190 | 61.65 | 63.80 | 25 | 1,493 | 56.0% | -0.81 | 0.0068 | -0.042 |
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 — Mar 19, 2027
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.