SCHW cadeia de opções The Charles Schwab Corporation
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 ±6.1% (85.48–96.52) · IV ATM 25.8% · P/C open interest 0.89
| 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 | |
| 34.45 | 38.25 | 92.3% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 1.33 | 114.1% | -0.00 | 0.0002 | -0.001 | ||||
| 29.50 | 33.30 | 80.7% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 1.35 | 3 | 97.9% | -0.00 | 0.0005 | -0.001 | |||
| 24.50 | 28.35 | 67.9% | 1.00 | 0.0009 | 0.000 | 65 | 0 | 1.35 | 11 | 82.4% | -0.00 | 0.0012 | -0.003 | |||
| 19.75 | 23.35 | 3 | 59.8% | 0.99 | 0.0023 | -0.001 | 70 | 0 | 1.55 | 10 | 70.3% | -0.01 | 0.0028 | -0.005 | ||
| 14.55 | 17.05 | 0.98 | 0.0061 | -0.006 | 75 | 0 | 0.2700 | 886 | 37.3% | -0.03 | 0.0070 | -0.010 | ||||
| 10.80 | 11.80 | 1 | 2 | 24.5% | 0.93 | 0.0159 | -0.016 | 80 | 0.1800 | 0.3200 | 5 | 4,852 | 30.5% | -0.08 | 0.0169 | -0.019 |
| 7.30 | 9.20 | 0.88 | 0.0267 | -0.025 | 83 | 0.4400 | 0.6600 | 99 | 29.6% | -0.13 | 0.0276 | -0.027 | ||||
| 6.45 | 8.45 | 2 | 21.4% | 0.85 | 0.0312 | -0.028 | 84 | 0.5700 | 0.6800 | 35 | 28.1% | -0.16 | 0.0320 | -0.030 | ||
| 6.70 | 7.60 | 38 | 30.8% | 0.82 | 0.0361 | -0.032 | 85 | 0.7300 | 0.8400 | 55 | 1,803 | 27.7% | -0.19 | 0.0366 | -0.033 | |
| 4.70 | 6.60 | 3 | 20.4% | 0.78 | 0.0412 | -0.035 | 86 | 0.9000 | 1.07 | 3 | 37 | 27.3% | -0.23 | 0.0414 | -0.036 | |
| 4.15 | 5.95 | 23.2% | 0.74 | 0.0462 | -0.038 | 87 | 1.18 | 1.27 | 6 | 25 | 26.9% | -0.27 | 0.0462 | -0.038 | ||
| 4.90 | 5.50 | 29.2% | 0.72 | 0.0486 | -0.039 | 87.5 | 1.30 | 1.41 | 1 | 407 | 26.6% | -0.30 | 0.0484 | -0.040 | ||
| 4.55 | 5.15 | 29.0% | 0.69 | 0.0509 | -0.041 | 88 | 1.47 | 1.55 | 1 | 8 | 26.5% | -0.32 | 0.0506 | -0.041 | ||
| 3.90 | 4.10 | 20 | 23 | 26.7% | 0.64 | 0.0549 | -0.043 | 89 | 1.83 | 1.89 | 1 | 52 | 26.3% | -0.37 | 0.0543 | -0.042 |
| 3.30 | 3.50 | 913 | 388 | 26.5% | 0.59 | 0.0579 | -0.044 | 90 | 2.19 | 2.33 | 60 | 2,643 | 26.0% | -0.43 | 0.0571 | -0.043 |
| 2.75 | 2.86 | 43 | 107 | 25.9% | 0.53 | 0.0596 | -0.044 | 91 | 2.65 | 2.78 | 3 | 13 | 25.7% | -0.49 | 0.0587 | -0.044 |
| 2.27 | 2.49 | 16 | 12 | 26.3% | 0.47 | 0.0599 | -0.044 | 92 | 3.10 | 3.40 | 11 | 25.6% | -0.54 | 0.0589 | -0.043 | |
| 2.06 | 2.19 | 12 | 418 | 25.8% | 0.44 | 0.0595 | -0.043 | 92.5 | 3.40 | 3.60 | 1 | 841 | 25.2% | -0.57 | 0.0585 | -0.042 |
| 1.87 | 1.92 | 13 | 25 | 25.6% | 0.41 | 0.0588 | -0.043 | 93 | 3.65 | 4.00 | 16 | 25.4% | -0.60 | 0.0577 | -0.041 | |
| 1.49 | 1.58 | 13 | 3,792 | 25.4% | 0.35 | 0.0562 | -0.040 | 94 | 4.30 | 4.65 | 1 | 25.4% | -0.66 | 0.0552 | -0.039 | |
| 1.18 | 1.28 | 43 | 749 | 25.4% | 0.30 | 0.0526 | -0.038 | 95 | 5.00 | 5.25 | 4 | 1,801 | 24.8% | -0.71 | 0.0516 | -0.036 |
| 0.9200 | 1.02 | 12 | 12 | 25.3% | 0.25 | 0.0482 | -0.034 | 96 | 5.35 | 7.35 | 30.2% | -0.75 | 0.0472 | -0.033 | ||
| 0.7200 | 0.8000 | 12 | 6 | 25.3% | 0.21 | 0.0433 | -0.031 | 97 | 5.95 | 8.15 | 6 | 29.5% | -0.80 | 0.0424 | -0.030 | |
| 0.6400 | 0.7000 | 8 | 444 | 25.2% | 0.19 | 0.0408 | -0.029 | 97.5 | 6.95 | 7.45 | 5 | 942 | 26.2% | -0.81 | 0.0399 | -0.028 |
| 0.5500 | 0.6300 | 2 | 1 | 25.3% | 0.17 | 0.0382 | -0.028 | 98 | 6.50 | 9.05 | 28.5% | -0.83 | 0.0374 | -0.026 | ||
| 0.4000 | 0.8100 | 4 | 27.7% | 0.14 | 0.0333 | -0.024 | 99 | 7.55 | 10.00 | 30.9% | -0.86 | 0.0326 | -0.023 | |||
| 0.3000 | 0.4100 | 108 | 2,122 | 25.5% | 0.12 | 0.0286 | -0.021 | 100 | 9.00 | 9.70 | 1,675 | 26.1% | -0.89 | 0.0280 | -0.019 | |
| 0.1700 | 0.6000 | 10 | 2 | 28.0% | 0.09 | 0.0244 | -0.018 | 101 | 9.25 | 11.60 | 29.6% | -0.91 | 0.0238 | -0.017 | ||
| 0 | 1.05 | 1 | 32.6% | 0.08 | 0.0206 | -0.016 | 102 | 10.25 | 12.55 | 31.1% | -0.93 | 0.0200 | -0.014 | |||
| 0 | 0.5800 | 29.6% | 0.06 | 0.0172 | -0.013 | 103 | 10.70 | 13.85 | 30.3% | -0.94 | 0.0167 | -0.011 | ||||
| 0 | 0.8800 | 34.7% | 0.05 | 0.0144 | -0.011 | 104 | 11.75 | 14.85 | 32.7% | -0.95 | 0.0139 | -0.009 | ||||
| 0.0100 | 0.1400 | 11 | 4,317 | 25.4% | 0.04 | 0.0119 | -0.009 | 105 | 13.55 | 15.70 | 1,401 | 41.2% | -0.96 | 0.0116 | -0.007 | |
| 0 | 0.9500 | 39.0% | 0.03 | 0.0099 | -0.008 | 106 | 13.25 | 16.75 | 24.3% | -0.97 | 0.0099 | -0.006 | ||||
| 0 | 1.35 | 44.8% | 0.03 | 0.0081 | -0.007 | 107 | 14.70 | 17.65 | 34.4% | -0.98 | 0.0096 | -0.005 | ||||
| 0 | 0.0500 | 1 | 2,495 | 27.5% | 0.01 | 0.0046 | -0.004 | 110 | 17.75 | 20.85 | 1 | 415 | 43.1% | -0.99 | 0.0053 | -0.009 |
| 0 | 0.0300 | 1 | 3,712 | 31.2% | 0.00 | 0.0017 | -0.002 | 115 | 22.60 | 25.85 | 1 | 33 | 48.7% | -1.00 | 0.0000 | -0.011 |
| 0.0100 | 0.1000 | 812 | 42.1% | 0.00 | 0.0007 | -0.001 | 120 | 27.60 | 30.65 | 52.1% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 1.27 | 383 | 71.8% | 0.00 | 0.0003 | -0.000 | 125 | 32.55 | 35.95 | 63.8% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 1.12 | 174 | 76.2% | 0.00 | 0.0001 | -0.000 | 130 | 37.30 | 40.95 | 65.2% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 1.35 | 109 | 85.5% | 0.00 | 0.0000 | -0.000 | 135 | 42.65 | 45.95 | 78.6% | -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.