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Expiração Cboe delayed options data · em 00:43 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 ±18.5% (126.47–183.81) · IV ATM 78.4% · P/C open interest 1.04

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
73.85	77.45		12	110.9%	0.99	0.0004	-0.002	80	0.0100	0.1800	1	1,842	95.5%	-0.01	0.0004	-0.011
69.00	72.55		3	107.0%	0.99	0.0006	-0.006	85	0	0.4000		57	96.7%	-0.01	0.0006	-0.015
64.20	67.60		8	102.2%	0.99	0.0008	-0.012	90	0.0800	0.3600	3	162	89.7%	-0.01	0.0008	-0.020
59.15	62.75		2	94.3%	0.98	0.0012	-0.019	95	0.1600	0.4000		353	84.9%	-0.02	0.0012	-0.027
54.80	57.70		26	93.5%	0.97	0.0016	-0.029	100	0.2800	0.4600	19	423	80.8%	-0.03	0.0016	-0.036
50.45	53.10		2	94.9%	0.96	0.0023	-0.042	105	0.5000	0.6900	18	388	79.9%	-0.04	0.0023	-0.048
45.80	48.45		17	91.0%	0.94	0.0031	-0.059	110	0.8700	1.07	34	1,199	80.0%	-0.06	0.0031	-0.064
40.95	43.30		51	81.5%	0.92	0.0041	-0.079	115	1.37	1.63	24	2,346	80.0%	-0.08	0.0041	-0.084
36.40	39.45	1	46	82.0%	0.89	0.0052	-0.101	120	2.03	2.27	115	2,614	79.3%	-0.11	0.0052	-0.105
33.00	35.35		18	84.4%	0.85	0.0063	-0.125	125	2.87	3.25	40	934	79.2%	-0.15	0.0063	-0.129
28.75	31.35	1	277	81.3%	0.81	0.0074	-0.148	130	3.90	4.40	31	1,741	78.6%	-0.19	0.0074	-0.152
25.50	27.30		70	80.4%	0.77	0.0084	-0.170	135	5.30	5.80	16	1,223	78.5%	-0.23	0.0085	-0.173
22.30	23.65	1	167	79.4%	0.72	0.0093	-0.189	140	6.95	7.40	99	846	78.1%	-0.28	0.0094	-0.192
19.35	20.40		225	78.8%	0.66	0.0101	-0.204	145	8.85	9.45	63	645	78.1%	-0.34	0.0101	-0.207
18.80	19.85			78.9%	0.65	0.0102	-0.207	146	9.25	9.95			78.2%	-0.35	0.0102	-0.209
18.30	19.20			78.8%	0.64	0.0103	-0.209	147	9.60	10.40			78.0%	-0.36	0.0104	-0.211
17.85	18.50			78.6%	0.63	0.0104	-0.211	148	10.05	11.05	10		78.6%	-0.37	0.0105	-0.213
17.20	18.25			79.0%	0.62	0.0105	-0.213	149	10.50	11.25	30		77.8%	-0.38	0.0106	-0.215
16.65	17.60	8	829	78.6%	0.61	0.0106	-0.215	150	11.10	11.75	30	1,495	78.2%	-0.39	0.0106	-0.217
15.35	16.35	6		78.5%	0.58	0.0108	-0.219	152.5	12.30	13.10	7		78.4%	-0.42	0.0108	-0.221
14.35	15.10	36	986	78.8%	0.55	0.0109	-0.222	155	13.50	14.40	139	485	78.0%	-0.45	0.0110	-0.223
13.15	13.95	81		78.4%	0.53	0.0110	-0.224	157.5	14.85	15.75	20		77.9%	-0.47	0.0111	-0.225
12.10	12.85	93	2,123	77.3%	0.50	0.0110	-0.224	160	16.30	17.20	576	877	77.9%	-0.50	0.0111	-0.225
11.10	11.90	10		78.3%	0.47	0.0110	-0.224	162.5	17.75	18.75	12		77.8%	-0.53	0.0111	-0.225
10.25	11.05	134	930	78.7%	0.45	0.0109	-0.222	165	19.05	20.25	21	285	76.8%	-0.55	0.0110	-0.223
9.25	10.10	1		78.1%	0.42	0.0108	-0.220	167.5	20.70	22.05			77.3%	-0.58	0.0109	-0.220
8.60	9.30	116	1,274	78.5%	0.40	0.0107	-0.216	170	22.50	23.65		685	77.3%	-0.60	0.0108	-0.217
7.85	8.50	4		78.3%	0.37	0.0105	-0.212	172.5	24.20	25.75			78.1%	-0.63	0.0106	-0.213
7.20	7.80	114	1,120	78.4%	0.35	0.0102	-0.208	175	26.00	27.25	3	217	77.2%	-0.65	0.0104	-0.208
6.55	7.15			78.4%	0.33	0.0100	-0.203	177.5	28.00	29.10	25		77.6%	-0.67	0.0101	-0.202
5.95	6.45	310	1,314	78.0%	0.31	0.0097	-0.197	180	29.70	31.00	2	72	76.9%	-0.70	0.0098	-0.196
5.35	6.80	2		80.8%	0.29	0.0094	-0.191	182.5	31.70	33.55			79.0%	-0.72	0.0095	-0.190
4.90	5.45	152	543	78.2%	0.27	0.0091	-0.184	185	33.45	35.20		67	77.0%	-0.74	0.0092	-0.183
4.10	4.65	274	1,031	78.9%	0.23	0.0084	-0.170	190	37.45	39.25		52	76.3%	-0.77	0.0086	-0.169
3.35	3.75	95	496	78.4%	0.20	0.0077	-0.156	195	41.30	43.60		40	74.8%	-0.81	0.0079	-0.155
2.77	3.10	204	2,049	78.6%	0.17	0.0070	-0.142	200	46.15	47.95		62	76.5%	-0.84	0.0072	-0.140
2.29	2.53	11		78.7%	0.15	0.0063	-0.128	205	51.20	52.45			79.2%	-0.86	0.0065	-0.126
1.85	2.10	4	657	78.8%	0.12	0.0056	-0.115	210	55.65	57.15		16	79.4%	-0.88	0.0058	-0.112
1.27	1.45	23	456	79.6%	0.09	0.0044	-0.091	220	64.00	66.70		20	72.5%	-0.92	0.0047	-0.088
0.8700	1.05	22	801	80.7%	0.07	0.0034	-0.072	230	73.45	76.20	9	17		-0.94	0.0037	-0.069

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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RDDT cadeia de opções Reddit, Inc.

Sorriso de volatilidade — Nov 20, 2026

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