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Expiração Cboe delayed options data · em 15:41 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 ±7.2% (187.35–216.25) · IV ATM 30.5% · P/C open interest 0.75

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
95.10	98.50				1.00	0.0002	0.000	105	0	0.5500		30	106.3%	-0.00	0.0002	-0.006
90.10	93.40				1.00	0.0002	0.000	110	0	1.25		207	113.5%	-0.00	0.0002	-0.007
85.10	88.40				1.00	0.0002	0.000	115	0	1.20		79	105.4%	-0.00	0.0002	-0.007
80.10	83.50		38		1.00	0.0003	0.000	120	0	1.40		277	101.2%	-0.00	0.0003	-0.008
75.40	78.60		39		0.99	0.0004	0.000	125	0	0.6500		317	82.7%	-0.01	0.0004	-0.009
70.20	73.60				0.99	0.0005	-0.001	130	0	0.2500		286	66.9%	-0.01	0.0005	-0.010
65.20	68.60		13		0.99	0.0006	-0.003	135	0	0.2500		577	61.8%	-0.01	0.0006	-0.012
60.20	63.70		16		0.99	0.0008	-0.005	140	0	0.4500		345	61.8%	-0.01	0.0008	-0.013
55.30	58.60		22		0.99	0.0010	-0.008	145	0.1000	0.2000		813	53.3%	-0.01	0.0010	-0.015
50.30	53.60		4		0.98	0.0013	-0.011	150	0	0.3000		846	48.5%	-0.02	0.0014	-0.017
45.40	48.70		38		0.98	0.0018	-0.014	155	0	0.4000		870	45.8%	-0.02	0.0018	-0.020
40.40	43.90		39		0.97	0.0024	-0.018	160	0	0.3500		1,302	40.2%	-0.03	0.0024	-0.024
35.80	38.40		74		0.96	0.0033	-0.024	165	0.0500	0.3000		1,244	35.7%	-0.04	0.0033	-0.029
31.00	33.60		219		0.95	0.0046	-0.031	170	0.3000	0.5000	1	1,051	36.2%	-0.05	0.0046	-0.035
26.30	29.00		237	27.4%	0.93	0.0065	-0.041	175	0.5500	0.7500	28	1,247	34.8%	-0.07	0.0066	-0.045
22.30	24.10		372	30.5%	0.89	0.0092	-0.054	180	0.8000	1.15	19	1,486	32.9%	-0.11	0.0093	-0.058
19.50	22.20			29.1%	0.87	0.0108	-0.062	182.5	1.20	1.70			34.0%	-0.13	0.0109	-0.066
17.80	19.80	1	495	29.9%	0.84	0.0126	-0.071	185	1.40	2.00	2	484	32.7%	-0.16	0.0127	-0.074
15.60	18.20			30.8%	0.81	0.0144	-0.080	187.5	1.85	2.20			31.5%	-0.19	0.0146	-0.083
14.10	15.90		640	30.9%	0.77	0.0162	-0.089	190	2.50	2.75	19	661	31.6%	-0.23	0.0164	-0.092
12.90	13.80			31.6%	0.73	0.0180	-0.097	192.5	3.10	3.40		3	31.1%	-0.28	0.0182	-0.100
10.80	12.10	4	1,147	30.5%	0.68	0.0195	-0.104	195	3.90	4.30	5	146	31.2%	-0.32	0.0198	-0.106
9.50	11.10		20	32.3%	0.63	0.0208	-0.109	197.5	4.80	5.10	1	1	30.7%	-0.38	0.0211	-0.111
8.10	8.70	26	3,196	30.1%	0.57	0.0217	-0.112	200	5.90	6.40	31	304	31.2%	-0.43	0.0221	-0.115
6.90	7.80	1	1	31.1%	0.52	0.0222	-0.114	202.5	6.90	7.30	16	1	30.0%	-0.49	0.0226	-0.116
5.90	6.10	8	21	30.2%	0.46	0.0223	-0.113	205	8.10	9.70		20	31.8%	-0.54	0.0228	-0.115
4.70	5.00		39	29.5%	0.41	0.0220	-0.110	207.5	9.70	11.40			32.5%	-0.60	0.0225	-0.112
3.80	4.30	15	7,387	29.8%	0.36	0.0211	-0.105	210	11.30	12.90	8	49	32.2%	-0.65	0.0218	-0.107
3.10	3.40		3	29.6%	0.31	0.0200	-0.098	212.5	13.10	15.10			33.5%	-0.70	0.0207	-0.101
2.35	2.65	10	27	28.9%	0.26	0.0185	-0.091	215	14.30	16.90			31.7%	-0.75	0.0193	-0.093
1.90	2.20	25		29.3%	0.22	0.0168	-0.082	217.5	16.40	18.60			31.4%	-0.79	0.0177	-0.085
1.55	1.75	81	1,586	29.6%	0.18	0.0151	-0.074	220	18.80	21.10		13	33.9%	-0.83	0.0160	-0.076
1.20	1.55			30.1%	0.15	0.0134	-0.066	222.5	20.70	23.60			34.6%	-0.87	0.0143	-0.068
1.00	1.10	30	1	30.0%	0.13	0.0116	-0.058	225	23.10	25.60			35.0%	-0.89	0.0127	-0.060
0.5500	1.40			31.5%	0.10	0.0101	-0.051	227.5	25.70	27.70			36.2%	-0.92	0.0111	-0.053
0.5500	0.8500		1,274	30.8%	0.09	0.0087	-0.045	230	27.90	29.80			35.3%	-0.94	0.0098	-0.048
0.2500	0.7500	1		32.2%	0.06	0.0065	-0.036	235	32.70	35.50			41.9%	-0.97	0.0076	-0.037
0.1000	0.4500		75	31.8%	0.05	0.0049	-0.030	240	37.60	40.30			44.5%	-0.98	0.0055	-0.032
0.0500	0.5000			34.9%	0.04	0.0039	-0.026	245	41.90	45.30			44.0%	-0.99	0.0038	-0.027
0	0.4000		96	36.0%	0.03	0.0032	-0.024	250	47.00	50.20			47.5%	-0.99	0.0025	-0.027
0	0.5500			40.8%	0.03	0.0027	-0.023	255	52.00	55.20			50.9%	-1.00	0.0018	-0.026
0	0.3500		28	40.7%	0.02	0.0023	-0.022	260	56.90	60.20			53.3%	-1.00	0.0012	-0.024
0	0.5000			48.2%	0.02	0.0018	-0.020	270	67.00	70.20			60.4%	-1.00	0.0006	-0.023
0	0.4500		2	52.5%	0.02	0.0014	-0.018	280	77.00	80.20			66.3%	-1.00	0.0003	-0.023
0	0.2500			52.9%	0.01	0.0011	-0.017	290	87.00	90.20			72.0%	-1.00	0.0001	-0.023

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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Sorriso de volatilidade — Nov 20, 2026

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