SCHW cadeia de opções The Charles Schwab Corporation
Cboe delayed options data · em 22:01 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 ±6.0% (85.58–96.42) · IV ATM 25.4% · 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 | |
| 34.60 | 37.90 | 97.6% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.13 | 127.8% | -0.00 | 0.0001 | -0.000 | ||||
| 28.95 | 32.95 | 1.00 | 0.0001 | 0.000 | 60 | 0 | 1.96 | 3 | 107.3% | -0.00 | 0.0002 | -0.001 | ||||
| 23.95 | 27.90 | 1.00 | 0.0005 | 0.000 | 65 | 0 | 1.75 | 11 | 87.9% | -0.00 | 0.0007 | -0.001 | ||||
| 19.00 | 22.95 | 3 | 0.99 | 0.0016 | 0.000 | 70 | 0 | 1.75 | 10 | 72.5% | -0.01 | 0.0021 | -0.003 | |||
| 14.05 | 18.05 | 0.98 | 0.0052 | -0.004 | 75 | 0 | 0.3000 | 886 | 37.9% | -0.02 | 0.0061 | -0.008 | ||||
| 9.90 | 12.45 | 1 | 2 | 26.9% | 0.94 | 0.0154 | -0.014 | 80 | 0.1200 | 0.2900 | 45 | 4,852 | 29.0% | -0.07 | 0.0167 | -0.017 |
| 7.45 | 9.40 | 27.1% | 0.88 | 0.0272 | -0.024 | 83 | 0.2800 | 0.8400 | 2 | 99 | 29.5% | -0.13 | 0.0281 | -0.025 | ||
| 6.25 | 8.80 | 2 | 26.4% | 0.85 | 0.0320 | -0.027 | 84 | 0.3500 | 0.6700 | 1 | 35 | 25.9% | -0.16 | 0.0328 | -0.029 | |
| 6.40 | 7.65 | 38 | 31.1% | 0.82 | 0.0372 | -0.031 | 85 | 0.5600 | 0.8300 | 99 | 1,803 | 26.0% | -0.19 | 0.0378 | -0.032 | |
| 4.70 | 6.15 | 15 | 3 | 19.2% | 0.78 | 0.0425 | -0.034 | 86 | 0.9200 | 1.10 | 41 | 37 | 27.2% | -0.23 | 0.0428 | -0.035 |
| 3.75 | 6.40 | 25.3% | 0.74 | 0.0477 | -0.038 | 87 | 1.17 | 1.39 | 8 | 25 | 27.0% | -0.28 | 0.0476 | -0.038 | ||
| 4.10 | 5.00 | 15 | 23.3% | 0.71 | 0.0501 | -0.039 | 87.5 | 1.30 | 1.63 | 6 | 407 | 27.3% | -0.30 | 0.0499 | -0.039 | |
| 3.35 | 5.15 | 23.9% | 0.69 | 0.0524 | -0.040 | 88 | 1.46 | 1.90 | 17 | 8 | 27.8% | -0.33 | 0.0520 | -0.040 | ||
| 3.60 | 4.00 | 28 | 23 | 25.9% | 0.64 | 0.0563 | -0.042 | 89 | 1.81 | 2.09 | 6 | 52 | 26.6% | -0.38 | 0.0556 | -0.042 |
| 3.15 | 3.35 | 1,640 | 388 | 26.1% | 0.58 | 0.0592 | -0.044 | 90 | 2.10 | 2.50 | 163 | 2,643 | 25.7% | -0.44 | 0.0582 | -0.043 |
| 2.55 | 2.80 | 1,350 | 107 | 25.6% | 0.52 | 0.0606 | -0.044 | 91 | 2.63 | 2.86 | 1,295 | 13 | 25.2% | -0.50 | 0.0595 | -0.043 |
| 1.64 | 2.40 | 31 | 12 | 23.7% | 0.46 | 0.0606 | -0.043 | 92 | 3.05 | 3.80 | 1 | 11 | 26.5% | -0.55 | 0.0594 | -0.042 |
| 1.68 | 2.04 | 22 | 418 | 24.1% | 0.43 | 0.0600 | -0.043 | 92.5 | 3.20 | 3.85 | 1 | 841 | 24.6% | -0.58 | 0.0588 | -0.042 |
| 1.49 | 1.97 | 31 | 25 | 24.7% | 0.40 | 0.0591 | -0.042 | 93 | 3.45 | 4.20 | 16 | 24.4% | -0.61 | 0.0579 | -0.041 | |
| 1.23 | 1.61 | 27 | 3,792 | 25.0% | 0.34 | 0.0563 | -0.040 | 94 | 3.70 | 5.05 | 1 | 23.2% | -0.67 | 0.0551 | -0.038 | |
| 0.8400 | 1.18 | 60 | 749 | 23.6% | 0.29 | 0.0524 | -0.037 | 95 | 5.05 | 5.55 | 5 | 1,801 | 25.4% | -0.72 | 0.0512 | -0.035 |
| 0.6400 | 1.09 | 51 | 12 | 24.6% | 0.24 | 0.0477 | -0.033 | 96 | 4.95 | 7.30 | 26.2% | -0.77 | 0.0466 | -0.032 | ||
| 0.3300 | 0.8900 | 18 | 6 | 22.3% | 0.20 | 0.0426 | -0.030 | 97 | 5.95 | 8.15 | 6 | 27.8% | -0.81 | 0.0416 | -0.028 | |
| 0.3400 | 0.6000 | 15 | 444 | 22.8% | 0.18 | 0.0400 | -0.028 | 97.5 | 6.40 | 7.70 | 6 | 942 | 21.8% | -0.82 | 0.0390 | -0.027 |
| 0.2400 | 0.7300 | 4 | 1 | 24.2% | 0.16 | 0.0373 | -0.026 | 98 | 6.50 | 9.25 | 27.9% | -0.84 | 0.0365 | -0.025 | ||
| 0.1400 | 0.4500 | 3 | 4 | 22.8% | 0.13 | 0.0322 | -0.023 | 99 | 7.35 | 9.90 | 26.3% | -0.87 | 0.0315 | -0.021 | ||
| 0.2000 | 0.3300 | 250 | 2,122 | 24.1% | 0.11 | 0.0275 | -0.020 | 100 | 8.60 | 10.45 | 1,675 | 26.5% | -0.90 | 0.0268 | -0.018 | |
| 0 | 0.2800 | 15 | 2 | 22.4% | 0.09 | 0.0232 | -0.017 | 101 | 9.20 | 11.75 | 27.5% | -0.92 | 0.0225 | -0.015 | ||
| 0 | 0.6900 | 1 | 29.5% | 0.07 | 0.0193 | -0.014 | 102 | 10.20 | 12.70 | 28.8% | -0.93 | 0.0187 | -0.012 | |||
| 0 | 0.5800 | 30.0% | 0.05 | 0.0160 | -0.012 | 103 | 11.20 | 14.30 | 36.8% | -0.95 | 0.0155 | -0.010 | ||||
| 0 | 0.6100 | 32.1% | 0.04 | 0.0132 | -0.010 | 104 | 11.40 | 14.65 | -0.96 | 0.0127 | -0.008 | |||||
| 0 | 0.1400 | 24 | 4,317 | 25.4% | 0.03 | 0.0107 | -0.008 | 105 | 13.05 | 15.60 | 1,401 | 30.6% | -0.97 | 0.0103 | -0.006 | |
| 0 | 0.4100 | 32.5% | 0.03 | 0.0088 | -0.007 | 106 | 13.30 | 17.25 | 30.4% | -0.97 | 0.0084 | -0.005 | ||||
| 0 | 0.3100 | 6 | 32.3% | 0.02 | 0.0071 | -0.005 | 107 | 14.30 | 18.20 | 30.9% | -0.98 | 0.0068 | -0.003 | |||
| 0 | 0.0500 | 1 | 2,495 | 27.8% | 0.01 | 0.0038 | -0.003 | 110 | 17.30 | 21.25 | 1 | 415 | 36.7% | -0.99 | 0.0035 | -0.001 |
| 0 | 0.0300 | 3 | 3,712 | 31.5% | 0.00 | 0.0013 | -0.001 | 115 | 22.30 | 26.25 | 1 | 33 | 44.2% | -1.00 | 0.0001 | -0.007 |
| 0 | 0.0500 | 7 | 812 | 38.6% | 0.00 | 0.0005 | -0.000 | 120 | 27.30 | 30.55 | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0300 | 383 | 41.1% | 0.00 | 0.0002 | -0.000 | 125 | 32.30 | 35.55 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.8100 | 174 | 71.9% | 0.00 | 0.0001 | -0.000 | 130 | 37.25 | 41.20 | 61.9% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 1.55 | 109 | 88.7% | 0.00 | 0.0000 | 0.000 | 135 | 42.30 | 46.20 | 69.5% | -1.00 | 0.0000 | -0.009 | |||
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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