PANW cadeia de opções Palo Alto Networks, Inc.

Expiração Cboe delayed options data · em 12:41 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 ±13.0% (299.63–389.29) · IV ATM 54.7% · P/C open interest 0.77

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
168.85	176.70		51		0.99	0.0002	-0.011	175	0	0.2500		98	92.5%	-0.01	0.0002	-0.032
163.90	171.70		327		0.99	0.0002	-0.013	180	0	4.45		120	137.8%	-0.01	0.0002	-0.033
159.15	167.30		61	98.1%	0.99	0.0002	-0.015	185	0	1.07	71	209	103.4%	-0.01	0.0002	-0.035
153.90	161.45		127		0.99	0.0003	-0.017	190	0	1.00	9	547	98.5%	-0.01	0.0003	-0.036
148.80	156.50		115		0.99	0.0003	-0.020	195	0	0.9700	20	50	94.2%	-0.01	0.0003	-0.038
144.50	150.90	1	262		0.99	0.0003	-0.022	200	0	1.20	51	444	93.5%	-0.01	0.0003	-0.040
133.95	141.65		323		0.99	0.0004	-0.028	210	0.1300	0.9900	68	156	85.3%	-0.01	0.0004	-0.045
124.15	131.85		611		0.98	0.0005	-0.035	220	0.0100	1.41	2	150	83.1%	-0.02	0.0005	-0.051
114.80	122.00		589	66.8%	0.98	0.0007	-0.045	230	0.2700	1.45	2	1,218	78.6%	-0.02	0.0007	-0.059
104.60	112.30		378	60.9%	0.97	0.0009	-0.057	240	0.5000	3.05	4	370	81.0%	-0.03	0.0009	-0.070
95.00	102.65		250	61.2%	0.96	0.0012	-0.074	250	0.3000	3.00	40	660	72.5%	-0.04	0.0012	-0.086
86.00	93.30		177	63.8%	0.95	0.0016	-0.097	260	1.00	4.10	12	416	72.5%	-0.05	0.0016	-0.107
76.25	83.90		294	60.2%	0.93	0.0021	-0.125	270	2.00	4.00	17	474	68.0%	-0.07	0.0021	-0.135
67.25	75.10		114	60.1%	0.90	0.0027	-0.160	280	2.10	5.15	301	820	64.0%	-0.10	0.0028	-0.169
58.75	66.35	1	158	59.4%	0.87	0.0034	-0.198	290	2.98	5.10	124	666	58.4%	-0.13	0.0035	-0.206
50.35	58.20		189	58.4%	0.83	0.0042	-0.238	300	4.95	8.25	161	1,867	60.8%	-0.18	0.0042	-0.245
46.60	54.30			58.4%	0.80	0.0046	-0.258	305	3.80	11.30	23	21	59.9%	-0.20	0.0046	-0.264
42.80	50.55	7	629	58.0%	0.78	0.0049	-0.277	310	6.60	10.00	89	1,026	58.0%	-0.23	0.0050	-0.283
40.25	46.35			58.8%	0.75	0.0053	-0.294	315	6.05	14.00	12	8	58.8%	-0.25	0.0053	-0.300
35.30	43.45	7	1,148	56.9%	0.72	0.0056	-0.310	320	10.00	13.50	1,066	2,005	59.0%	-0.28	0.0057	-0.316
31.95	39.60			55.8%	0.69	0.0059	-0.325	325	10.40	15.95	6	6	58.0%	-0.31	0.0060	-0.330
32.05	38.55			59.2%	0.67	0.0061	-0.331	327.5	10.15	18.10	3	3	58.0%	-0.33	0.0061	-0.336
30.90	36.50	40	268	58.4%	0.66	0.0062	-0.337	330	13.80	17.00	125	1,174	58.7%	-0.34	0.0062	-0.342
27.25	35.55			56.2%	0.64	0.0063	-0.342	332.5	12.10	20.10			57.8%	-0.36	0.0064	-0.347
26.90	33.60	23	23	56.9%	0.63	0.0064	-0.347	335	15.05	21.10	5	5	60.1%	-0.38	0.0065	-0.351
24.95	32.40			58.1%	0.61	0.0065	-0.350	337.5	14.25	22.20	5	5	57.6%	-0.39	0.0066	-0.355
23.30	29.50	18	473	54.0%	0.59	0.0066	-0.354	340	18.25	20.00	69	943	57.1%	-0.41	0.0067	-0.358
22.00	29.65			55.8%	0.58	0.0067	-0.356	342.5	16.80	24.40			57.5%	-0.43	0.0068	-0.360
20.55	28.20			55.3%	0.56	0.0068	-0.358	345	17.90	23.00	2	2	54.1%	-0.44	0.0068	-0.362
19.35	26.95	9	9	55.2%	0.54	0.0068	-0.360	347.5	19.05	26.85	1	1	57.0%	-0.46	0.0069	-0.363
21.45	22.70	130	843	55.5%	0.52	0.0068	-0.360	350	22.35	28.10	104	2,138	59.4%	-0.48	0.0069	-0.364
18.55	24.70	270	242	57.1%	0.51	0.0069	-0.360	352.5	21.75	29.45	9	9	56.9%	-0.50	0.0069	-0.364
15.80	23.45	19	14	54.8%	0.49	0.0069	-0.360	355	23.25	30.80	13	11	56.9%	-0.51	0.0070	-0.363
15.95	22.60	18	18	56.4%	0.47	0.0069	-0.358	357.5	24.60	32.20	3	3	56.6%	-0.53	0.0070	-0.361
15.00	20.30	505	758	54.9%	0.46	0.0069	-0.356	360	27.35	33.65	248	1,327	58.1%	-0.55	0.0070	-0.359
15.35	20.50	7	7	57.9%	0.44	0.0068	-0.354	362.5	27.00	35.65			56.3%	-0.56	0.0069	-0.357
12.35	17.55	8	8	52.8%	0.42	0.0068	-0.351	365	29.00	37.15			56.7%	-0.58	0.0069	-0.353
11.50	18.80	2	2	55.5%	0.41	0.0068	-0.347	367.5	30.00	38.65	1	1	55.8%	-0.60	0.0068	-0.350
10.85	16.40	94	860	53.7%	0.39	0.0067	-0.343	370	33.50	40.40	8	990	58.2%	-0.61	0.0068	-0.345
9.05	17.05			54.3%	0.38	0.0066	-0.338	372.5	34.15	42.00	1	1	56.8%	-0.63	0.0067	-0.341
11.05	14.50	27	27	55.6%	0.36	0.0065	-0.333	375	35.00	43.80			55.7%	-0.65	0.0066	-0.335
10.10	12.25	125	1,209	55.1%	0.33	0.0063	-0.321	380	39.45	47.35	7	1,438	56.8%	-0.68	0.0065	-0.323
5.85	10.75	12	12	50.2%	0.30	0.0061	-0.308	385	43.05	51.00			56.6%	-0.71	0.0062	-0.310
7.70	10.30	101	404	56.0%	0.27	0.0058	-0.293	390	47.05	52.75	14	614	53.8%	-0.73	0.0060	-0.295
3.60	8.50	16	15	49.9%	0.25	0.0056	-0.278	395	51.05	58.60			56.7%	-0.76	0.0057	-0.279
6.45	6.80	355	2,244	54.7%	0.22	0.0053	-0.261	400	55.00	62.50	12	379	56.3%	-0.79	0.0054	-0.263
4.70	5.15	199	800	54.2%	0.18	0.0046	-0.229	410	63.00	70.95	2	96	55.5%	-0.83	0.0048	-0.230
3.55	4.05	82	742	54.6%	0.14	0.0040	-0.197	420	71.80	79.70	2	145	55.4%	-0.87	0.0042	-0.198
2.61	3.45	77	1,219	54.6%	0.12	0.0034	-0.169	430	81.00	88.65		356	55.4%	-0.90	0.0036	-0.169
2.04	2.71	144	1,214	56.2%	0.09	0.0029	-0.144	440	90.55	97.50		81	54.4%	-0.92	0.0031	-0.144
1.45	1.80	239	3,896	55.2%	0.07	0.0024	-0.124	450	100.20	107.55		91	57.1%	-0.94	0.0027	-0.125
0.9000	1.70	31	674	57.4%	0.06	0.0020	-0.107	460	109.90	117.25		74	58.0%	-0.96	0.0023	-0.106
0.8000	1.20	17	667	56.6%	0.05	0.0017	-0.093	470	119.55	127.05		5	58.1%	-0.97	0.0020	-0.094
0	1.84	6	428	58.7%	0.04	0.0015	-0.082	480	129.45	137.15		11	61.4%	-0.98	0.0018	-0.080
0.2500	3.20	10	674	69.6%	0.04	0.0012	-0.072	490	139.20	147.10		2	61.7%	-0.98	0.0015	-0.063
0.0100	0.7800	36	1,428	58.7%	0.03	0.0011	-0.064	500	149.20	157.10			64.7%	-0.99	0.0011	-0.059
0	0.8500	201	657	60.2%	0.03	0.0009	-0.058	510	159.20	167.10		4	67.6%	-0.99	0.0008	-0.053

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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PANW cadeia de opções Palo Alto Networks, Inc.

Sorriso de volatilidade — Nov 20, 2026

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