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Expiração Cboe delayed options data · em 09:36 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 ±12.8% (127.47–165.03) · IV ATM 77.0% · P/C open interest 0.64

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
70.25	72.30		15	165.1%	1.00	0.0001	0.000	75	0.0100	0.0300		2,461	114.9%	-0.00	0.0001	-0.005
64.50	67.50		32	121.0%	1.00	0.0002	0.000	80	0.0200	0.0600		2,669	112.1%	-0.00	0.0002	-0.006
59.55	62.25	5	32		1.00	0.0003	-0.001	85	0.0300	0.2500	46	2,416	101.7%	-0.00	0.0003	-0.008
55.30	56.25		327		0.99	0.0005	-0.005	90	0.0400	0.0500	48	3,181	93.0%	-0.01	0.0005	-0.012
49.70	53.00		113	114.1%	0.99	0.0008	-0.011	95	0.0500	0.0900	33	3,758	88.0%	-0.01	0.0008	-0.017
45.15	46.65	1	465		0.99	0.0013	-0.020	100	0.1000	0.1200	75	6,373	83.4%	-0.01	0.0013	-0.025
39.80	43.15		196	95.3%	0.98	0.0021	-0.033	105	0.1800	0.2400	72	6,360	81.5%	-0.02	0.0021	-0.038
35.20	37.75	64	588	83.6%	0.96	0.0033	-0.053	110	0.3300	0.4600	83	8,568	80.5%	-0.04	0.0033	-0.058
31.25	31.90		3,688	75.4%	0.94	0.0050	-0.082	115	0.6100	0.6700	105	8,252	77.2%	-0.06	0.0051	-0.086
26.65	27.40	141	2,309	74.5%	0.90	0.0073	-0.118	120	1.10	1.23	569	18.2K	76.5%	-0.10	0.0073	-0.122
22.50	23.15	9	3,130	75.2%	0.85	0.0098	-0.161	125	1.79	1.91	615	18.0K	75.8%	-0.15	0.0099	-0.164
18.65	19.25	42	6,611	75.6%	0.79	0.0124	-0.205	130	2.87	3.05	532	12.0K	75.9%	-0.21	0.0124	-0.208
17.20	17.80		4	75.6%	0.76	0.0133	-0.223	132	3.45	3.60	48	172	76.1%	-0.24	0.0134	-0.225
16.50	17.10	1	18	75.6%	0.75	0.0138	-0.231	133	3.70	3.90	10	182	75.9%	-0.25	0.0138	-0.233
15.85	16.40	1	8	75.7%	0.73	0.0142	-0.238	134	4.00	4.45	18	102	77.0%	-0.27	0.0142	-0.241
15.15	15.75	36	10.3K	75.7%	0.72	0.0145	-0.246	135	4.35	4.55	242	7,177	75.9%	-0.28	0.0146	-0.248
14.60	15.00	2	2	75.7%	0.70	0.0149	-0.253	136	4.70	4.95	26	54	76.2%	-0.30	0.0150	-0.255
13.90	14.40	5	10	75.5%	0.68	0.0152	-0.260	137	5.05	5.30	13	155	76.1%	-0.32	0.0153	-0.262
13.25	13.80	3	11	75.2%	0.67	0.0155	-0.266	138	5.45	5.70	21	224	76.2%	-0.33	0.0156	-0.268
12.65	13.15		28	75.2%	0.65	0.0158	-0.272	139	5.85	6.15	11	129	76.4%	-0.35	0.0158	-0.273
12.15	12.60	557	9,622	75.8%	0.63	0.0160	-0.277	140	6.30	6.55	656	22.3K	76.5%	-0.37	0.0161	-0.279
11.65	12.05	27	103	76.1%	0.62	0.0162	-0.281	141	6.70	7.05	26	231	76.6%	-0.38	0.0163	-0.283
11.10	11.50	69	116	76.1%	0.60	0.0164	-0.285	142	7.20	7.50	20	4,865	76.8%	-0.40	0.0165	-0.287
10.55	11.00	122	118	76.1%	0.58	0.0165	-0.289	143	7.65	8.00	47	92	76.8%	-0.42	0.0166	-0.290
10.10	10.50	52	986	76.4%	0.57	0.0167	-0.292	144	8.20	8.50	91	250	77.1%	-0.43	0.0167	-0.293
9.65	10.00	695	12.0K	76.5%	0.55	0.0167	-0.294	145	8.70	9.00	171	11.3K	77.1%	-0.45	0.0168	-0.296
9.20	9.55	76	98	76.8%	0.53	0.0168	-0.296	146	9.20	9.60	60	226	77.3%	-0.47	0.0168	-0.297
8.75	9.10	47	178	76.8%	0.52	0.0168	-0.297	147	9.80	10.10	14	402	77.4%	-0.48	0.0169	-0.299
8.35	8.70	150	170	77.2%	0.50	0.0168	-0.298	148	10.35	10.70	9	1,281	77.5%	-0.50	0.0169	-0.299
7.95	8.30	135	584	77.4%	0.48	0.0168	-0.298	149	10.95	11.30	4	311	77.7%	-0.52	0.0168	-0.299
7.65	7.85	2,380	17.2K	77.5%	0.47	0.0167	-0.298	150	11.55	11.90	850	15.4K	77.8%	-0.53	0.0168	-0.299
6.65	6.95	328	595	77.8%	0.43	0.0164	-0.295	152.5	13.15	13.50	27	55	78.3%	-0.57	0.0165	-0.296
5.85	6.15	678	15.7K	78.3%	0.39	0.0160	-0.290	155	14.80	15.20	33	4,966	78.6%	-0.61	0.0161	-0.290
5.15	5.35	27	161	78.5%	0.36	0.0154	-0.282	157.5	16.55	17.20		32	80.0%	-0.65	0.0155	-0.282
4.55	4.65	8,997	17.7K	79.0%	0.32	0.0148	-0.272	160	18.45	19.10	8	6,491	80.9%	-0.68	0.0149	-0.272
3.95	4.15	108	268	79.6%	0.29	0.0140	-0.261	162.5	20.20	20.80		8	79.5%	-0.71	0.0142	-0.261
3.40	3.60	884	17.2K	79.7%	0.26	0.0133	-0.248	165	22.20	22.80	20	9,652	80.0%	-0.74	0.0134	-0.248
2.93	3.20	78	508	80.2%	0.23	0.0125	-0.235	167.5	24.25	24.90	9	344	80.7%	-0.77	0.0126	-0.234
2.55	2.75	1,287	14.4K	80.4%	0.21	0.0116	-0.221	170	26.35	27.00	12	6,390	81.0%	-0.79	0.0117	-0.220
1.91	2.12	599	14.2K	81.4%	0.17	0.0100	-0.194	175	30.65	31.60	5	6,815	83.2%	-0.84	0.0101	-0.193
1.55	1.67	1,233	26.2K	83.1%	0.13	0.0085	-0.168	180	35.20	35.85	2	8,613	82.6%	-0.87	0.0086	-0.166
1.17	1.24	390	8,679	84.1%	0.11	0.0071	-0.144	185	39.85	40.60	3	3,653	84.7%	-0.90	0.0072	-0.141
0.9200	0.9800	345	21.8K	85.9%	0.09	0.0060	-0.123	190	44.55	45.55	5	5,690	88.0%	-0.92	0.0061	-0.120
0.7100	0.7800	79	9,618	87.3%	0.07	0.0050	-0.106	195	49.35	50.25	4	4,179	88.5%	-0.94	0.0051	-0.102
0.5700	0.6000	1,424	36.8K	88.5%	0.06	0.0041	-0.091	200	54.25	55.10	2	6,534	90.9%	-0.95	0.0043	-0.087
0.3700	0.4000	71	8,134	92.1%	0.04	0.0029	-0.068	210	62.75	66.30	1	4,523	96.5%	-0.97	0.0032	-0.069

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

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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 — Sep 18, 2026

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