OXY cadeia de opções Occidental Petroleum Corporation
Cboe delayed options data · em 00:42 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 ±8.2% (57.56–67.83) · IV ATM 34.6% · P/C open interest 0.54
| 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 | |
| 29.20 | 31.70 | 1 | 112.5% | 1.00 | 0.0003 | 0.000 | 32.5 | 0 | 0.2900 | 24 | 114.5% | -0.00 | 0.0003 | -0.001 | ||
| 26.60 | 29.20 | 1 | 92.0% | 1.00 | 0.0005 | 0.000 | 35 | 0 | 0.2700 | 123 | 101.8% | -0.00 | 0.0005 | -0.001 | ||
| 24.20 | 26.70 | 1 | 87.9% | 1.00 | 0.0007 | 0.000 | 37.5 | 0 | 0.2500 | 3 | 51 | 90.0% | -0.00 | 0.0007 | -0.002 | |
| 21.85 | 24.20 | 61 | 84.6% | 1.00 | 0.0011 | 0.000 | 40 | 0 | 0.0600 | 310 | 65.2% | -0.00 | 0.0011 | -0.002 | ||
| 19.40 | 21.30 | 127 | 0.99 | 0.0018 | -0.000 | 42.5 | 0 | 0.1000 | 243 | 61.4% | -0.01 | 0.0018 | -0.003 | |||
| 16.90 | 18.85 | 225 | 35.6% | 0.99 | 0.0029 | -0.002 | 45 | 0 | 0.0600 | 1 | 3,401 | 49.8% | -0.01 | 0.0029 | -0.004 | |
| 14.45 | 16.25 | 277 | 0.98 | 0.0048 | -0.004 | 47.5 | 0 | 0.1300 | 3,480 | 47.6% | -0.02 | 0.0048 | -0.005 | |||
| 13.25 | 14.90 | 51.9% | 0.98 | 0.0067 | -0.005 | 49 | 0 | 0.1300 | 43.1% | -0.02 | 0.0067 | -0.007 | ||||
| 12.90 | 13.60 | 8 | 410 | 56.3% | 0.97 | 0.0083 | -0.006 | 50 | 0.0700 | 0.1100 | 117 | 3,016 | 42.3% | -0.03 | 0.0084 | -0.008 |
| 11.00 | 12.90 | 35.6% | 0.96 | 0.0104 | -0.008 | 51 | 0.0400 | 0.1700 | 5 | 40.3% | -0.04 | 0.0105 | -0.009 | |||
| 10.05 | 12.00 | 38.2% | 0.95 | 0.0131 | -0.009 | 52 | 0.0900 | 0.1700 | 2 | 38.8% | -0.05 | 0.0132 | -0.011 | |||
| 10.00 | 11.10 | 313 | 38.0% | 0.95 | 0.0147 | -0.011 | 52.5 | 0.1500 | 0.1700 | 30 | 3,146 | 38.8% | -0.05 | 0.0148 | -0.012 | |
| 9.25 | 11.10 | 41.8% | 0.94 | 0.0164 | -0.012 | 53 | 0.0300 | 0.3400 | 3 | 38.3% | -0.06 | 0.0165 | -0.013 | |||
| 8.50 | 9.80 | 37.2% | 0.92 | 0.0205 | -0.014 | 54 | 0.0600 | 0.2900 | 2 | 34.5% | -0.08 | 0.0207 | -0.015 | |||
| 7.90 | 8.60 | 35 | 2,116 | 36.9% | 0.90 | 0.0254 | -0.017 | 55 | 0.3000 | 0.3400 | 1,646 | 4,140 | 36.4% | -0.10 | 0.0255 | -0.018 |
| 6.30 | 9.05 | 43.5% | 0.87 | 0.0309 | -0.021 | 56 | 0.3800 | 0.4900 | 74 | 35.9% | -0.13 | 0.0311 | -0.022 | |||
| 5.45 | 7.50 | 34.8% | 0.84 | 0.0368 | -0.025 | 57 | 0.5300 | 0.7000 | 6 | 36.2% | -0.16 | 0.0370 | -0.026 | |||
| 5.90 | 6.35 | 13 | 2,381 | 35.9% | 0.82 | 0.0397 | -0.027 | 57.5 | 0.6500 | 0.7400 | 333 | 2,459 | 35.7% | -0.18 | 0.0401 | -0.028 |
| 4.75 | 6.45 | 33.2% | 0.79 | 0.0427 | -0.029 | 58 | 0.7300 | 0.8400 | 47 | 35.3% | -0.21 | 0.0431 | -0.029 | |||
| 4.90 | 5.45 | 38.7% | 0.75 | 0.0483 | -0.032 | 59 | 0.9900 | 1.07 | 1 | 35.1% | -0.25 | 0.0488 | -0.033 | |||
| 4.15 | 4.50 | 49 | 11.5K | 35.9% | 0.69 | 0.0532 | -0.035 | 60 | 1.27 | 1.40 | 20 | 2,182 | 34.9% | -0.31 | 0.0538 | -0.036 |
| 3.00 | 5.00 | 6 | 40.1% | 0.64 | 0.0571 | -0.038 | 61 | 1.59 | 1.81 | 4 | 34.8% | -0.36 | 0.0578 | -0.039 | ||
| 2.79 | 3.75 | 36 | 37.7% | 0.58 | 0.0597 | -0.040 | 62 | 1.94 | 2.79 | 2 | 38.0% | -0.42 | 0.0605 | -0.040 | ||
| 2.79 | 2.97 | 429 | 6,433 | 35.9% | 0.55 | 0.0605 | -0.040 | 62.5 | 2.07 | 2.44 | 128 | 1,184 | 33.2% | -0.46 | 0.0614 | -0.041 |
| 2.51 | 2.74 | 25 | 35.7% | 0.52 | 0.0610 | -0.040 | 63 | 2.34 | 2.75 | 5 | 33.7% | -0.49 | 0.0619 | -0.041 | ||
| 2.03 | 2.29 | 56 | 35.5% | 0.46 | 0.0608 | -0.040 | 64 | 3.10 | 3.20 | 1 | 34.4% | -0.55 | 0.0618 | -0.041 | ||
| 1.70 | 1.77 | 880 | 8,429 | 34.9% | 0.40 | 0.0592 | -0.039 | 65 | 3.55 | 3.90 | 1 | 374 | 33.8% | -0.61 | 0.0604 | -0.040 |
| 1.35 | 1.63 | 6 | 36.2% | 0.34 | 0.0565 | -0.037 | 66 | 4.25 | 4.95 | 36.7% | -0.66 | 0.0578 | -0.038 | |||
| 1.06 | 1.22 | 12 | 35.2% | 0.29 | 0.0527 | -0.035 | 67 | 5.00 | 5.80 | 38.0% | -0.72 | 0.0542 | -0.035 | |||
| 0.9700 | 1.11 | 617 | 2,722 | 35.5% | 0.27 | 0.0505 | -0.033 | 67.5 | 5.40 | 5.85 | 101 | 17 | 35.6% | -0.74 | 0.0521 | -0.034 |
| 0.8300 | 0.9600 | 100 | 35.0% | 0.25 | 0.0482 | -0.032 | 68 | 5.55 | 6.40 | 34.9% | -0.76 | 0.0499 | -0.032 | |||
| 0.6600 | 0.8000 | 31 | 35.5% | 0.21 | 0.0433 | -0.029 | 69 | 6.30 | 7.45 | 36.5% | -0.81 | 0.0451 | -0.029 | |||
| 0.5400 | 0.6100 | 118 | 3,617 | 35.6% | 0.17 | 0.0383 | -0.026 | 70 | 7.15 | 8.20 | 14 | 35.6% | -0.84 | 0.0403 | -0.026 | |
| 0.4200 | 0.5700 | 36.8% | 0.14 | 0.0335 | -0.023 | 71 | 8.20 | 9.75 | 45.1% | -0.87 | 0.0356 | -0.024 | ||||
| 0.3600 | 0.4100 | 12 | 36.9% | 0.12 | 0.0290 | -0.020 | 72 | 9.10 | 10.55 | 45.0% | -0.90 | 0.0313 | -0.021 | |||
| 0.2900 | 0.3700 | 29 | 1,782 | 36.6% | 0.11 | 0.0270 | -0.019 | 72.5 | 9.40 | 11.10 | 44.8% | -0.91 | 0.0293 | -0.020 | ||
| 0.2000 | 0.8400 | 43.0% | 0.10 | 0.0251 | -0.018 | 73 | 10.00 | 11.55 | 46.8% | -0.92 | 0.0273 | -0.018 | ||||
| 0.0200 | 0.2600 | 28 | 1,024 | 35.4% | 0.07 | 0.0185 | -0.014 | 75 | 11.75 | 13.00 | 39.5% | -0.95 | 0.0207 | -0.015 | ||
| 0.0300 | 0.1600 | 4 | 711 | 42.4% | 0.03 | 0.0090 | -0.008 | 80 | 15.75 | 19.25 | 56.0% | -0.99 | 0.0086 | -0.008 | ||
| 0 | 0.1000 | 1,364 | 46.3% | 0.02 | 0.0049 | -0.005 | 85 | 20.95 | 23.55 | -1.00 | 0.0004 | -0.007 | ||||
| 0 | 0.0900 | 375 | 52.9% | 0.01 | 0.0030 | -0.004 | 90 | 25.95 | 28.55 | -1.00 | 0.0000 | -0.007 | ||||
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.
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