PDD cadeia de opções PDD Holdings Inc.
Cboe delayed options data · em 06:41 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 ±8.9% (74.45–88.97) · IV ATM 37.4% · P/C open interest 1.01
| 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 | |
| 34.50 | 38.50 | 0.99 | 0.0010 | -0.002 | 45 | 0.0100 | 0.1000 | 2 | 9 | 87.5% | -0.01 | 0.0010 | -0.007 | |||
| 29.60 | 32.95 | 5 | 0.99 | 0.0016 | -0.004 | 50 | 0.0100 | 0.1400 | 29 | 76.5% | -0.01 | 0.0016 | -0.008 | |||
| 25.35 | 28.00 | 17 | 0.98 | 0.0026 | -0.007 | 55 | 0.0100 | 0.5800 | 41 | 79.5% | -0.02 | 0.0026 | -0.010 | |||
| 19.65 | 23.60 | 67 | 0.97 | 0.0044 | -0.009 | 60 | 0 | 0.2500 | 2,904 | 55.1% | -0.03 | 0.0044 | -0.012 | |||
| 14.75 | 18.75 | 30 | 33.6% | 0.96 | 0.0081 | -0.014 | 65 | 0 | 0.6300 | 1 | 3,569 | 51.3% | -0.04 | 0.0081 | -0.016 | |
| 11.35 | 13.95 | 13 | 149 | 51.2% | 0.91 | 0.0165 | -0.024 | 70 | 0.3100 | 0.5200 | 242 | 4,501 | 40.5% | -0.09 | 0.0166 | -0.025 |
| 9.45 | 13.05 | 39.8% | 0.89 | 0.0190 | -0.027 | 71 | 0.2300 | 0.9500 | 41.7% | -0.11 | 0.0191 | -0.028 | ||||
| 9.65 | 11.10 | 39.4% | 0.87 | 0.0217 | -0.030 | 72 | 0.4000 | 0.8500 | 1 | 39.4% | -0.13 | 0.0219 | -0.031 | |||
| 7.60 | 11.30 | 37.7% | 0.85 | 0.0247 | -0.033 | 73 | 0.4800 | 0.9100 | 1 | 37.7% | -0.15 | 0.0249 | -0.035 | |||
| 7.35 | 9.45 | 33.6% | 0.82 | 0.0277 | -0.037 | 74 | 0.4800 | 1.18 | 83 | 36.9% | -0.18 | 0.0280 | -0.038 | |||
| 7.20 | 8.35 | 2 | 1,138 | 36.5% | 0.79 | 0.0308 | -0.041 | 75 | 1.12 | 1.22 | 998 | 8,446 | 38.7% | -0.21 | 0.0311 | -0.042 |
| 6.50 | 7.90 | 38.8% | 0.76 | 0.0337 | -0.044 | 76 | 0.9200 | 1.58 | 31 | 36.3% | -0.24 | 0.0341 | -0.045 | |||
| 5.80 | 7.20 | 38.7% | 0.72 | 0.0365 | -0.047 | 77 | 1.17 | 1.91 | 36.3% | -0.28 | 0.0369 | -0.048 | ||||
| 5.15 | 6.50 | 38.5% | 0.68 | 0.0390 | -0.050 | 78 | 1.28 | 2.54 | 13 | 36.8% | -0.32 | 0.0394 | -0.051 | |||
| 4.55 | 5.70 | 37.6% | 0.64 | 0.0410 | -0.052 | 79 | 1.56 | 2.80 | 1 | 35.6% | -0.36 | 0.0416 | -0.053 | |||
| 4.35 | 4.65 | 21 | 8,097 | 37.1% | 0.60 | 0.0426 | -0.054 | 80 | 2.37 | 2.96 | 114 | 10.0K | 36.4% | -0.40 | 0.0433 | -0.055 |
| 2.82 | 4.40 | 33.3% | 0.56 | 0.0437 | -0.055 | 81 | 2.76 | 3.40 | 71 | 35.8% | -0.45 | 0.0444 | -0.056 | |||
| 2.96 | 4.00 | 48 | 37.1% | 0.51 | 0.0443 | -0.056 | 82 | 3.65 | 3.90 | 154 | 37.8% | -0.49 | 0.0451 | -0.057 | ||
| 2.51 | 3.15 | 58 | 35.0% | 0.47 | 0.0442 | -0.056 | 83 | 4.20 | 4.45 | 113 | 37.7% | -0.54 | 0.0452 | -0.057 | ||
| 2.11 | 3.15 | 31 | 37.1% | 0.43 | 0.0437 | -0.055 | 84 | 3.85 | 5.30 | 15 | 34.0% | -0.58 | 0.0447 | -0.056 | ||
| 2.13 | 2.34 | 299 | 5,359 | 36.7% | 0.39 | 0.0427 | -0.053 | 85 | 5.40 | 5.70 | 43 | 5,384 | 37.5% | -0.62 | 0.0438 | -0.054 |
| 1.43 | 2.00 | 4 | 34.5% | 0.35 | 0.0412 | -0.051 | 86 | 5.60 | 6.90 | 37.7% | -0.67 | 0.0424 | -0.052 | |||
| 0.9000 | 1.85 | 15 | 33.7% | 0.31 | 0.0393 | -0.049 | 87 | 6.30 | 8.80 | 44.5% | -0.70 | 0.0407 | -0.050 | |||
| 1.11 | 1.70 | 4 | 37.1% | 0.27 | 0.0371 | -0.046 | 88 | 7.05 | 8.45 | 38.1% | -0.74 | 0.0386 | -0.047 | |||
| 1.09 | 1.30 | 10 | 37.2% | 0.24 | 0.0347 | -0.043 | 89 | 7.25 | 9.75 | 37.7% | -0.78 | 0.0363 | -0.044 | |||
| 0.9100 | 1.10 | 189 | 5,554 | 36.6% | 0.21 | 0.0321 | -0.039 | 90 | 9.10 | 9.70 | 6 | 2,621 | 38.9% | -0.81 | 0.0338 | -0.040 |
| 0.3700 | 0.8900 | 33.8% | 0.18 | 0.0294 | -0.036 | 91 | 8.85 | 12.25 | 43.7% | -0.84 | 0.0312 | -0.037 | ||||
| 0.2800 | 1.10 | 37.1% | 0.16 | 0.0267 | -0.033 | 92 | 10.50 | 12.25 | 43.5% | -0.86 | 0.0286 | -0.034 | ||||
| 0.3800 | 0.6300 | 3 | 35.8% | 0.13 | 0.0241 | -0.030 | 93 | 11.40 | 14.00 | 50.9% | -0.89 | 0.0261 | -0.031 | |||
| 0.2300 | 0.8000 | 38.1% | 0.12 | 0.0216 | -0.027 | 94 | 11.85 | 14.15 | 41.5% | -0.91 | 0.0236 | -0.028 | ||||
| 0.3300 | 0.5400 | 56 | 2,545 | 38.3% | 0.10 | 0.0192 | -0.024 | 95 | 13.15 | 14.60 | 861 | 40.8% | -0.92 | 0.0215 | -0.025 | |
| 0.1600 | 0.2000 | 35 | 4,885 | 39.4% | 0.05 | 0.0109 | -0.015 | 100 | 17.35 | 20.70 | 5 | 54.1% | -0.98 | 0.0132 | -0.015 | |
| 0 | 0.2500 | 3,851 | 43.9% | 0.03 | 0.0065 | -0.011 | 105 | 22.35 | 25.70 | 63.1% | -1.00 | 0.0042 | -0.011 | |||
| 0.0500 | 0.3000 | 3 | 2,255 | 53.4% | 0.02 | 0.0042 | -0.008 | 110 | 26.80 | 30.70 | 62.5% | -1.00 | 0.0000 | -0.011 | ||
| 0.0300 | 0.1300 | 1 | 2,908 | 53.1% | 0.01 | 0.0029 | -0.006 | 115 | 31.80 | 35.70 | 69.6% | -1.00 | 0.0000 | -0.011 | ||
| 0 | 0.2000 | 261 | 60.4% | 0.01 | 0.0021 | -0.005 | 120 | 37.35 | 40.70 | 86.5% | -1.00 | 0.0000 | -0.011 | |||
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.
callsputs