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Cboe delayed options data · em 03:41 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 ±9.7% (50.98–61.98) · IV ATM 41.0% · P/C open interest 0.86
| 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 | |
| 24.50 | 28.70 | 1 | 40 | 1.00 | 0.0003 | 0.000 | 30 | 0 | 0.0900 | 607 | 94.5% | -0.00 | 0.0003 | -0.001 | ||
| 22.00 | 26.15 | 26 | 1.00 | 0.0006 | 0.000 | 32.5 | 0 | 0.1800 | 397 | 92.3% | -0.00 | 0.0007 | -0.001 | |||
| 19.50 | 23.65 | 105 | 1.00 | 0.0011 | 0.000 | 35 | 0 | 0.4000 | 1 | 858 | 93.2% | -0.00 | 0.0013 | -0.002 | ||
| 17.05 | 21.20 | 132 | 0.99 | 0.0021 | -0.001 | 37.5 | 0.0100 | 0.6000 | 6,296 | 89.0% | -0.01 | 0.0024 | -0.004 | |||
| 14.80 | 17.15 | 2 | 294 | 0.99 | 0.0039 | -0.003 | 40 | 0.0300 | 0.1100 | 2 | 1,339 | 58.7% | -0.02 | 0.0042 | -0.006 | |
| 12.55 | 15.45 | 799 | 0.97 | 0.0069 | -0.006 | 42.5 | 0 | 0.2800 | 2 | 3,781 | 56.2% | -0.03 | 0.0074 | -0.009 | ||
| 11.30 | 13.80 | 1,274 | 76.2% | 0.95 | 0.0119 | -0.011 | 45 | 0.0500 | 0.2500 | 3 | 3,662 | 47.3% | -0.05 | 0.0125 | -0.013 | |
| 9.50 | 12.10 | 42.5% | 0.94 | 0.0147 | -0.013 | 46 | 0.0100 | 0.5300 | 49.7% | -0.06 | 0.0154 | -0.015 | ||||
| 7.80 | 11.90 | 41.6% | 0.93 | 0.0181 | -0.015 | 47 | 0.0600 | 0.5000 | 5 | 46.1% | -0.08 | 0.0188 | -0.017 | |||
| 9.40 | 9.85 | 1 | 2,446 | 50.8% | 0.92 | 0.0201 | -0.017 | 47.5 | 0.1800 | 0.5300 | 827 | 3,927 | 46.9% | -0.09 | 0.0208 | -0.018 |
| 7.70 | 10.25 | 43.2% | 0.91 | 0.0222 | -0.018 | 48 | 0 | 0.7000 | 5 | 44.6% | -0.10 | 0.0229 | -0.020 | |||
| 6.80 | 9.00 | 36.1% | 0.88 | 0.0268 | -0.022 | 49 | 0.2300 | 0.9400 | 47.4% | -0.12 | 0.0276 | -0.023 | ||||
| 5.50 | 7.80 | 21 | 2,983 | 0.85 | 0.0319 | -0.025 | 50 | 0.6100 | 0.6800 | 84 | 2,075 | 43.8% | -0.15 | 0.0326 | -0.027 | |
| 5.15 | 7.70 | 42.5% | 0.82 | 0.0372 | -0.029 | 51 | 0.5100 | 1.07 | 16 | 42.9% | -0.19 | 0.0378 | -0.030 | |||
| 3.60 | 6.95 | 34.2% | 0.77 | 0.0424 | -0.033 | 52 | 0.9500 | 1.25 | 110 | 44.0% | -0.23 | 0.0428 | -0.034 | |||
| 5.00 | 5.55 | 21 | 3,076 | 41.9% | 0.75 | 0.0448 | -0.035 | 52.5 | 1.06 | 1.26 | 25 | 2,817 | 42.4% | -0.26 | 0.0451 | -0.036 |
| 3.35 | 6.20 | 6 | 39.1% | 0.73 | 0.0471 | -0.037 | 53 | 0.7600 | 1.95 | 17 | 43.2% | -0.28 | 0.0473 | -0.037 | ||
| 2.94 | 5.45 | 40.7% | 0.68 | 0.0510 | -0.040 | 54 | 1.54 | 2.10 | 45.0% | -0.33 | 0.0511 | -0.040 | ||||
| 3.20 | 4.05 | 39 | 9,235 | 41.2% | 0.62 | 0.0541 | -0.042 | 55 | 1.79 | 2.11 | 1,087 | 3,245 | 40.6% | -0.39 | 0.0540 | -0.042 |
| 2.97 | 3.50 | 22 | 43.6% | 0.57 | 0.0561 | -0.044 | 56 | 1.77 | 2.76 | 10 | 38.4% | -0.44 | 0.0559 | -0.043 | ||
| 1.69 | 3.75 | 222 | 43.1% | 0.51 | 0.0570 | -0.044 | 57 | 1.90 | 4.25 | 158 | 42.8% | -0.50 | 0.0566 | -0.044 | ||
| 2.29 | 2.50 | 35 | 5,457 | 41.5% | 0.48 | 0.0569 | -0.044 | 57.5 | 3.05 | 3.65 | 50 | 2,115 | 42.7% | -0.53 | 0.0566 | -0.044 |
| 1.90 | 2.35 | 29 | 40.6% | 0.45 | 0.0567 | -0.044 | 58 | 2.88 | 4.40 | 42.6% | -0.55 | 0.0562 | -0.043 | |||
| 0.9200 | 2.65 | 8 | 41.1% | 0.40 | 0.0553 | -0.043 | 59 | 3.10 | 5.75 | 45.1% | -0.61 | 0.0547 | -0.042 | |||
| 1.37 | 1.51 | 259 | 10.8K | 40.7% | 0.35 | 0.0529 | -0.041 | 60 | 3.80 | 6.20 | 998 | 43.6% | -0.66 | 0.0524 | -0.040 | |
| 0.9400 | 1.23 | 20 | 39.3% | 0.30 | 0.0498 | -0.038 | 61 | 4.20 | 7.40 | 45.0% | -0.71 | 0.0492 | -0.037 | |||
| 0.2900 | 1.00 | 36 | 34.9% | 0.26 | 0.0460 | -0.035 | 62 | 5.10 | 7.25 | 37.8% | -0.75 | 0.0456 | -0.034 | |||
| 0.8000 | 0.9700 | 70 | 2,665 | 41.7% | 0.23 | 0.0440 | -0.034 | 62.5 | 5.40 | 8.85 | 96 | 48.4% | -0.77 | 0.0436 | -0.032 | |
| 0.7000 | 1.00 | 7 | 42.9% | 0.22 | 0.0419 | -0.032 | 63 | 5.90 | 8.50 | 42.1% | -0.79 | 0.0416 | -0.031 | |||
| 0.0700 | 0.7100 | 52 | 34.9% | 0.18 | 0.0376 | -0.029 | 64 | 6.80 | 10.10 | 50.9% | -0.82 | 0.0375 | -0.028 | |||
| 0.4700 | 0.5600 | 164 | 4,018 | 41.8% | 0.15 | 0.0333 | -0.025 | 65 | 7.00 | 10.20 | 268 | 32.5% | -0.85 | 0.0336 | -0.025 | |
| 0.1100 | 0.6300 | 8 | 41.1% | 0.12 | 0.0291 | -0.022 | 66 | 8.55 | 11.15 | 43.9% | -0.88 | 0.0299 | -0.022 | |||
| 0.0600 | 0.7100 | 44.5% | 0.10 | 0.0252 | -0.019 | 67 | 9.50 | 12.05 | 44.6% | -0.90 | 0.0267 | -0.019 | ||||
| 0.1500 | 0.3200 | 14 | 1,132 | 40.5% | 0.09 | 0.0234 | -0.018 | 67.5 | 9.95 | 12.55 | 1 | 45.2% | -0.91 | 0.0252 | -0.018 | |
| 0 | 0.5500 | 2 | 43.4% | 0.08 | 0.0217 | -0.017 | 68 | 9.70 | 13.75 | 45.7% | -0.92 | 0.0237 | -0.017 | |||
| 0 | 0.5500 | 2 | 45.9% | 0.07 | 0.0186 | -0.015 | 69 | 11.40 | 14.70 | 58.4% | -0.94 | 0.0212 | -0.015 | |||
| 0.0900 | 0.1800 | 112 | 3,686 | 41.7% | 0.06 | 0.0159 | -0.013 | 70 | 12.35 | 14.90 | 6 | 46.7% | -0.95 | 0.0187 | -0.013 | |
| 0.0300 | 0.0700 | 279 | 996 | 44.6% | 0.03 | 0.0075 | -0.007 | 75 | 16.55 | 20.65 | 57.0% | -0.99 | 0.0072 | -0.008 | ||
| 0.0100 | 0.0800 | 14 | 1,209 | 48.5% | 0.01 | 0.0040 | -0.004 | 80 | 21.65 | 25.65 | 70.5% | -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.
callsputs