ORCL cadeia de opções Oracle Corporation

Expiração Cboe delayed options data · em 09:41 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 ±13.7% (110.28–145.32) · IV ATM 57.2% · P/C open interest 0.83

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
64.80	65.20		41	98.8%	0.99	0.0004	-0.001	65	0.0800	0.1000	43	271	100.7%	-0.01	0.0004	-0.009
59.80	60.25		32	89.5%	0.99	0.0006	-0.004	70	0.0800	0.1400	12	2,091	93.2%	-0.01	0.0006	-0.011
54.85	55.30		58	83.6%	0.99	0.0008	-0.007	75	0.1000	0.1400	70	1,008	84.8%	-0.01	0.0008	-0.013
49.95	50.30	1	77	79.1%	0.99	0.0012	-0.011	80	0.1400	0.1600	408	7,945	78.2%	-0.01	0.0012	-0.017
45.00	45.40	1	119	73.5%	0.98	0.0017	-0.016	85	0.2000	0.2200	2	1,575	73.2%	-0.02	0.0017	-0.021
40.15	40.40		92	67.3%	0.97	0.0025	-0.022	90	0.3000	0.3300	116	4,023	69.2%	-0.03	0.0025	-0.027
35.40	35.60		131	64.1%	0.96	0.0037	-0.032	95	0.4300	0.5300	127	1,203	65.7%	-0.04	0.0037	-0.036
30.65	30.90	38	430	62.4%	0.93	0.0054	-0.045	100	0.7600	0.8000	11.5K	15.5K	63.5%	-0.07	0.0054	-0.049
26.15	26.40	33	296	60.6%	0.90	0.0076	-0.062	105	1.23	1.28	1,045	15.5K	61.6%	-0.10	0.0076	-0.066
21.85	22.15	52	370	59.5%	0.85	0.0101	-0.082	110	1.95	2.01	507	11.9K	60.2%	-0.15	0.0102	-0.085
17.95	18.15	11	598	58.7%	0.78	0.0128	-0.102	115	2.99	3.10	1,203	11.4K	59.3%	-0.22	0.0129	-0.104
16.50	16.75	1	1	58.5%	0.76	0.0138	-0.109	117	3.50	3.65	135	106	58.9%	-0.25	0.0139	-0.111
15.80	16.00	9	5	58.2%	0.74	0.0143	-0.112	118	3.75	3.95	119	95	58.6%	-0.26	0.0144	-0.115
15.15	15.35	12	10	58.2%	0.73	0.0148	-0.116	119	4.10	4.25	723	569	58.6%	-0.28	0.0149	-0.118
14.40	14.60	57	1,139	58.0%	0.71	0.0152	-0.118	120	4.40	4.55	1,409	19.0K	58.3%	-0.29	0.0153	-0.120
13.75	14.00	16	16	57.7%	0.69	0.0156	-0.121	121	4.75	4.90	24	22	58.2%	-0.31	0.0158	-0.123
13.15	13.35	19	14	57.9%	0.68	0.0160	-0.124	122	5.10	5.30	75	63	58.2%	-0.32	0.0162	-0.126
12.50	12.75	18	15	57.5%	0.66	0.0164	-0.126	123	5.45	5.65	29	23	58.0%	-0.34	0.0166	-0.128
11.90	12.15	14	13	57.5%	0.64	0.0168	-0.128	124	5.85	6.05	56	23	57.8%	-0.36	0.0169	-0.130
11.35	11.55	20	889	57.4%	0.63	0.0171	-0.130	125	6.25	6.40	737	9,827	57.5%	-0.38	0.0172	-0.132
10.75	10.95	7	5	57.4%	0.61	0.0174	-0.132	126	6.70	6.95	23	21	57.7%	-0.39	0.0175	-0.133
10.20	10.40	2	2	57.2%	0.59	0.0176	-0.133	127	7.15	7.40	18	8	57.6%	-0.41	0.0177	-0.135
9.70	9.90	24	21	57.0%	0.57	0.0178	-0.134	128	7.60	7.85	121	18	57.5%	-0.43	0.0180	-0.136
9.20	9.40	8	6	57.0%	0.55	0.0180	-0.135	129	8.10	8.35	192	70	57.5%	-0.45	0.0181	-0.136
8.70	8.90	2,880	4,471	56.8%	0.54	0.0181	-0.136	130	8.60	8.85	614	11.0K	57.3%	-0.47	0.0183	-0.137
8.20	8.40	230	181	56.8%	0.52	0.0182	-0.136	131	9.15	9.40	199	182	57.2%	-0.48	0.0184	-0.137
7.75	7.95	86	67	56.8%	0.50	0.0182	-0.136	132	9.70	9.95	62	49	57.1%	-0.50	0.0184	-0.137
7.30	7.55	1,178	1,166	56.6%	0.48	0.0182	-0.136	133	10.25	10.50	71	41	57.1%	-0.52	0.0184	-0.137
6.90	7.10	12	9	56.6%	0.46	0.0182	-0.135	134	10.85	11.10	21	17	57.0%	-0.54	0.0184	-0.136
6.50	6.70	1,599	4,845	56.5%	0.45	0.0181	-0.134	135	11.45	11.70	90	8,787	56.9%	-0.56	0.0183	-0.135
6.10	6.35	87	60	56.4%	0.43	0.0180	-0.133	136	12.05	12.30	13	13	57.0%	-0.57	0.0182	-0.134
5.75	5.95	62	37	56.4%	0.41	0.0178	-0.132	137	12.70	12.95	2	2	56.9%	-0.59	0.0181	-0.133
5.40	5.60	27	20	56.3%	0.40	0.0177	-0.130	138	13.35	13.60	3	3	56.8%	-0.61	0.0179	-0.131
5.10	5.30	13	12	56.1%	0.38	0.0175	-0.129	139	14.05	14.30	5	5	56.8%	-0.63	0.0177	-0.130
4.80	4.95	2,460	11.7K	56.3%	0.36	0.0172	-0.127	140	14.70	15.00	69	15.3K	56.9%	-0.64	0.0175	-0.128
4.45	4.65	88	82	56.1%	0.35	0.0170	-0.125	141	15.40	15.70	9	9	56.8%	-0.66	0.0173	-0.126
4.20	4.40	69	50	56.1%	0.33	0.0167	-0.122	142	16.15	16.40	2	2	56.8%	-0.67	0.0170	-0.123
3.90	4.10	101	74	56.0%	0.32	0.0164	-0.120	143	16.85	17.15	1	1	56.8%	-0.69	0.0167	-0.121
3.45	3.60	787	6,853	56.1%	0.29	0.0157	-0.115	145	18.40	18.65	84	8,815	56.7%	-0.72	0.0160	-0.116
2.50	2.58	2,568	18.4K	56.3%	0.22	0.0137	-0.100	150	22.40	22.70	194	5,786	57.1%	-0.78	0.0141	-0.101
2.09	2.19	515	378	56.4%	0.20	0.0127	-0.093	152.5	24.30	24.80	6	6	57.4%	-0.81	0.0131	-0.093
1.77	1.82	530	9,790	56.4%	0.17	0.0116	-0.085	155	26.70	27.00	12	2,863	57.4%	-0.84	0.0120	-0.085
1.26	1.32	2,405	18.3K	57.0%	0.13	0.0096	-0.071	160	31.15	31.50	62	2,366	58.6%	-0.88	0.0100	-0.071
0.9000	0.9800	822	18.7K	57.8%	0.10	0.0077	-0.058	165	35.85	36.20	27	5,061	59.3%	-0.92	0.0083	-0.058
0.6600	0.7200	1,130	10.1K	58.7%	0.07	0.0062	-0.048	170	40.60	40.95	20	4,826	61.0%	-0.94	0.0068	-0.048
0.4900	0.5300	421	4,304	59.7%	0.06	0.0050	-0.039	175	45.45	45.75	1	995	61.9%	-0.96	0.0055	-0.038
0.3700	0.4000	580	9,833	60.8%	0.04	0.0040	-0.033	180	50.40	50.65	34	3,039	64.1%	-0.97	0.0046	-0.032
0.2700	0.3100	62	4,602	61.8%	0.03	0.0032	-0.027	185	55.15	55.65	1	993	62.8%	-0.98	0.0038	-0.023
0.2300	0.2400	118	6,448	63.4%	0.03	0.0026	-0.023	190	60.20	60.60	12	740	64.6%	-0.99	0.0026	-0.021

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

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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 20, 2026

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