PDD cadeia de opções PDD Holdings Inc.
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 ±2.9% (79.33–84.09) · IV ATM 34.1% · P/C open interest 0.53
| 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 | |
| 14.30 | 18.25 | 1.00 | 0.0018 | -0.005 | 65 | 0 | 0.9500 | 4 | 157.8% | -0.00 | 0.0018 | -0.007 | ||||
| 13.30 | 17.25 | 1.00 | 0.0021 | -0.006 | 66 | 0 | 1.34 | 163.9% | -0.00 | 0.0021 | -0.008 | |||||
| 12.40 | 15.70 | 0.99 | 0.0025 | -0.007 | 67 | 0 | 0.9500 | 58 | 141.2% | -0.01 | 0.0025 | -0.008 | ||||
| 11.75 | 15.25 | 82.0% | 0.99 | 0.0030 | -0.008 | 68 | 0 | 0.7500 | 48 | 125.1% | -0.01 | 0.0030 | -0.009 | |||
| 10.35 | 13.70 | 0.99 | 0.0037 | -0.009 | 69 | 0 | 0.9500 | 6 | 124.7% | -0.01 | 0.0037 | -0.010 | ||||
| 9.40 | 12.75 | 2 | 0.99 | 0.0046 | -0.010 | 70 | 0 | 0.7000 | 77 | 107.5% | -0.01 | 0.0046 | -0.011 | |||
| 8.65 | 11.75 | 9 | 0.99 | 0.0058 | -0.011 | 71 | 0 | 0.7100 | 38 | 100.1% | -0.01 | 0.0058 | -0.013 | |||
| 7.50 | 10.75 | 0.99 | 0.0075 | -0.013 | 72 | 0 | 0.7500 | 59 | 93.7% | -0.01 | 0.0075 | -0.015 | ||||
| 6.35 | 9.75 | 4 | 0.98 | 0.0099 | -0.016 | 73 | 0 | 0.7600 | 132 | 86.2% | -0.02 | 0.0099 | -0.017 | |||
| 5.60 | 8.70 | 21 | 0.98 | 0.0135 | -0.020 | 74 | 0.0100 | 0.1100 | 1 | 259 | 51.1% | -0.02 | 0.0136 | -0.021 | ||
| 4.65 | 7.60 | 7 | 0.97 | 0.0194 | -0.026 | 75 | 0 | 0.0700 | 21 | 682 | 41.1% | -0.03 | 0.0194 | -0.026 | ||
| 3.45 | 6.40 | 32 | 0.95 | 0.0289 | -0.036 | 76 | 0.0400 | 0.0900 | 2 | 300 | 39.8% | -0.05 | 0.0289 | -0.036 | ||
| 2.96 | 5.20 | 117 | 0.92 | 0.0439 | -0.051 | 77 | 0.0600 | 0.1400 | 53 | 1,808 | 37.0% | -0.08 | 0.0440 | -0.052 | ||
| 1.71 | 4.95 | 328 | 0.88 | 0.0656 | -0.075 | 78 | 0.1300 | 0.2500 | 40 | 513 | 36.2% | -0.12 | 0.0659 | -0.076 | ||
| 2.49 | 2.97 | 5 | 734 | 32.0% | 0.80 | 0.0923 | -0.105 | 79 | 0.2300 | 0.4200 | 125 | 759 | 34.7% | -0.20 | 0.0930 | -0.106 |
| 1.87 | 2.18 | 97 | 582 | 33.9% | 0.70 | 0.1177 | -0.135 | 80 | 0.5500 | 0.6900 | 215 | 1,201 | 35.9% | -0.30 | 0.1187 | -0.136 |
| 1.36 | 1.48 | 174 | 257 | 34.4% | 0.57 | 0.1334 | -0.153 | 81 | 0.7700 | 1.15 | 67 | 483 | 34.5% | -0.43 | 0.1347 | -0.155 |
| 0.8600 | 0.9500 | 440 | 3,530 | 33.6% | 0.44 | 0.1342 | -0.153 | 82 | 1.35 | 1.60 | 6 | 172 | 34.5% | -0.57 | 0.1356 | -0.154 |
| 0.4600 | 0.6200 | 323 | 994 | 33.3% | 0.31 | 0.1203 | -0.134 | 83 | 1.95 | 2.36 | 124 | 35.7% | -0.70 | 0.1216 | -0.135 | |
| 0.2900 | 0.3500 | 109 | 498 | 34.0% | 0.20 | 0.0964 | -0.104 | 84 | 1.78 | 4.20 | 46 | 38.9% | -0.80 | 0.0974 | -0.104 | |
| 0.1300 | 0.2300 | 677 | 2,686 | 34.5% | 0.13 | 0.0700 | -0.073 | 85 | 2.02 | 4.55 | 3 | 182 | -0.88 | 0.0705 | -0.073 | |
| 0.0700 | 0.1600 | 200 | 1,387 | 36.6% | 0.08 | 0.0476 | -0.050 | 86 | 3.40 | 6.00 | 55 | 38.5% | -0.93 | 0.0485 | -0.050 | |
| 0.0500 | 0.1000 | 113 | 471 | 38.6% | 0.05 | 0.0321 | -0.035 | 87 | 4.45 | 6.55 | 46 | -0.96 | 0.0334 | -0.035 | ||
| 0 | 0.1500 | 1,190 | 43.8% | 0.03 | 0.0221 | -0.026 | 88 | 5.35 | 7.90 | 82 | 41.5% | -0.97 | 0.0231 | -0.025 | ||
| 0 | 0.0500 | 1 | 366 | 40.7% | 0.02 | 0.0157 | -0.020 | 89 | 5.85 | 9.70 | 1 | 61.8% | -0.98 | 0.0159 | -0.019 | |
| 0 | 0.0500 | 162 | 45.0% | 0.02 | 0.0114 | -0.015 | 90 | 6.85 | 10.70 | 16 | 67.5% | -0.99 | 0.0110 | -0.016 | ||
| 0 | 0.7500 | 36 | 83.7% | 0.01 | 0.0085 | -0.012 | 91 | 7.80 | 10.95 | -0.99 | 0.0074 | -0.014 | ||||
| 0 | 0.7600 | 6 | 89.9% | 0.01 | 0.0065 | -0.010 | 92 | 9.80 | 12.70 | 107.7% | -1.00 | 0.0051 | -0.012 | |||
| 0 | 0.5000 | 43 | 86.2% | 0.01 | 0.0050 | -0.008 | 93 | 9.80 | 13.70 | 81.3% | -1.00 | 0.0034 | -0.012 | |||
| 0 | 0.9500 | 15 | 107.2% | 0.01 | 0.0040 | -0.007 | 94 | 11.70 | 13.80 | 2 | 86.3% | -1.00 | 0.0023 | -0.011 | ||
| 0 | 0.7500 | 23 | 106.2% | 0.01 | 0.0032 | -0.006 | 95 | 11.85 | 14.95 | -1.00 | 0.0016 | -0.011 | ||||
| 0 | 0.9500 | 2 | 118.3% | 0.00 | 0.0026 | -0.005 | 96 | 12.80 | 15.95 | -1.00 | 0.0011 | -0.011 | ||||
| 0 | 1.15 | 130.0% | 0.00 | 0.0021 | -0.004 | 97 | 13.75 | 17.70 | 97.8% | -1.00 | 0.0008 | -0.011 | ||||
| 0 | 1.15 | 135.4% | 0.00 | 0.0018 | -0.004 | 98 | 14.80 | 18.70 | 105.4% | -1.00 | 0.0005 | -0.011 | ||||
| 0 | 1.21 | 147.7% | 0.00 | 0.0012 | -0.003 | 100 | 16.75 | 20.70 | 111.1% | -1.00 | 0.0002 | -0.011 | ||||
| 0 | 0.5000 | 142.2% | 0.00 | 0.0006 | -0.002 | 105 | 21.75 | 25.70 | 131.9% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 98.6% | 0.00 | 0.0003 | -0.001 | 110 | 26.80 | 30.70 | 154.9% | -1.00 | 0.0000 | -0.010 | ||||
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 — Oct 23, 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.
callsputs