SE cadeia de opções Sea Limited

Expiração Cboe delayed options data · em 12:40 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 ±9.0% (85.92–102.88) · IV ATM 46.9% · P/C open interest 1.32

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
0	0				0.00	0.0000	0.000	60	0	0				0.00	0.0000	0.000
27.05	30.85				0.99	0.0014	-0.007	65	0	2.13		2	120.5%	-0.01	0.0014	-0.007
22.05	25.90				0.98	0.0032	-0.014	70	0	2.15			101.7%	-0.02	0.0032	-0.014
17.65	21.00			57.2%	0.96	0.0069	-0.026	75	0	0.5100			58.2%	-0.04	0.0070	-0.026
13.15	15.90			50.0%	0.91	0.0136	-0.045	80	0.2000	0.9000	7	64	53.7%	-0.09	0.0137	-0.045
10.40	13.25			48.1%	0.86	0.0192	-0.060	83	0.1800	1.24		5	48.0%	-0.14	0.0194	-0.060
10.10	12.40			52.9%	0.84	0.0213	-0.065	84	0.4000	1.26		3	47.1%	-0.16	0.0215	-0.065
8.20	11.55		1	42.5%	0.82	0.0235	-0.070	85	0.8600	1.26	27	89	47.9%	-0.18	0.0237	-0.071
8.45	10.75			51.1%	0.80	0.0256	-0.075	86	1.04	1.54	29	30	48.1%	-0.21	0.0259	-0.076
6.75	10.00			43.9%	0.77	0.0278	-0.080	87	1.14	1.81	30	30	47.1%	-0.23	0.0281	-0.081
6.40	9.25			46.5%	0.74	0.0299	-0.085	88	1.41	2.25	1	22	48.1%	-0.26	0.0302	-0.086
6.35	8.20			48.3%	0.71	0.0319	-0.089	89	1.70	2.53	15	21	47.7%	-0.30	0.0322	-0.090
5.80	7.45		1	48.2%	0.67	0.0336	-0.092	90	2.21	2.97	32	65	49.2%	-0.33	0.0340	-0.093
5.40	6.60			48.0%	0.64	0.0352	-0.095	91	2.62	3.90		8	52.4%	-0.37	0.0356	-0.097
4.85	6.85			52.9%	0.60	0.0365	-0.098	92	2.93	3.70		13	48.0%	-0.40	0.0370	-0.099
4.30	5.25			46.8%	0.57	0.0374	-0.099	93	2.90	5.00	7	15	49.9%	-0.44	0.0380	-0.101
3.90	4.50	3	8	45.9%	0.53	0.0380	-0.100	94	3.95	4.60		12	47.9%	-0.48	0.0386	-0.102
3.35	4.25	11	67	46.6%	0.49	0.0382	-0.100	95	4.50	5.45	22	153	49.7%	-0.52	0.0389	-0.101
2.81	3.55	14	14	44.5%	0.45	0.0381	-0.099	96	5.00	5.70		16	47.5%	-0.55	0.0388	-0.101
2.55	3.20	38	43	45.4%	0.42	0.0375	-0.097	97	5.65	6.25		66	47.3%	-0.59	0.0383	-0.099
2.23	2.82	20	83	45.4%	0.38	0.0367	-0.095	98	5.25	8.00	3	5	47.6%	-0.63	0.0375	-0.097
1.88	2.67		14	46.2%	0.35	0.0355	-0.091	99	6.40	7.65			44.2%	-0.66	0.0364	-0.093
1.59	2.16	6	81	44.9%	0.31	0.0341	-0.088	100	7.05	9.35		15	49.9%	-0.70	0.0350	-0.090
1.35	2.24	1	13	47.1%	0.28	0.0325	-0.084	101	6.80	10.20			44.1%	-0.73	0.0334	-0.086
1.00	1.95		10	46.0%	0.25	0.0307	-0.079	102	7.70	11.20			46.5%	-0.76	0.0317	-0.082
0.8300	1.70		16	45.9%	0.23	0.0289	-0.075	103	8.30	11.95		5	44.5%	-0.79	0.0299	-0.077
0.7900	1.31	2	3	45.3%	0.20	0.0269	-0.070	104	9.15	12.90			45.6%	-0.81	0.0280	-0.073
0.6700	1.27	3	22	46.6%	0.18	0.0250	-0.065	105	10.00	13.05		3	38.0%	-0.83	0.0261	-0.068
0.4900	1.15	1	7	46.5%	0.16	0.0230	-0.060	106	10.85	14.60			44.9%	-0.86	0.0242	-0.064
0.3000	1.14		4	46.9%	0.14	0.0212	-0.056	107	11.75	15.05			38.6%	-0.87	0.0223	-0.059
0.1100	2.63	11	15	60.9%	0.13	0.0194	-0.051	108	12.70	16.25		2	43.1%	-0.89	0.0204	-0.055
0.1300	2.55		16	62.8%	0.11	0.0176	-0.047	109	13.90	16.90			42.6%	-0.91	0.0187	-0.050
0.0100	1.50		19	54.4%	0.10	0.0160	-0.043	110	14.55	17.95		2	34.2%	-0.92	0.0170	-0.046
0.0100	1.42	15	22	55.7%	0.09	0.0145	-0.040	111	15.50	19.25		1	45.4%	-0.93	0.0153	-0.042
0.0100	0.9000	1	3	51.4%	0.08	0.0131	-0.036	112	16.45	19.65				-0.94	0.0137	-0.038
0	1.50		19	60.7%	0.07	0.0118	-0.033	113	17.40	20.55				-0.95	0.0122	-0.034
0	1.30		1	60.4%	0.06	0.0106	-0.030	114	18.40	21.75				-0.96	0.0107	-0.030
0	1.92		6	69.3%	0.05	0.0096	-0.027	115	19.40	22.55		2		-0.97	0.0094	-0.027
0	2.27	1	1	74.9%	0.05	0.0086	-0.025	116	20.35	23.50				-0.97	0.0082	-0.023
0	2.25			76.8%	0.04	0.0077	-0.022	117	21.35	24.50				-0.98	0.0070	-0.020
0	0.2000	2	1	50.0%	0.03	0.0056	-0.017	120	24.35	28.20			53.3%	-0.99	0.0042	-0.011
0	1.35		3	81.0%	0.02	0.0032	-0.010	125	29.35	33.30			65.4%	-1.00	0.0015	-0.003
0	2.15			99.6%	0.01	0.0019	-0.006	130	34.25	38.30			67.2%	-1.00	0.0004	-0.001
0	2.14			107.7%	0.00	0.0011	-0.004	135	39.35	43.30			79.2%	-1.00	0.0001	-0.000
0	2.14			115.3%	0.00	0.0007	-0.002	140	44.35	48.30			85.6%	-1.00	0.0000	0.000

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 06, 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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SE cadeia de opções Sea Limited

Sorriso de volatilidade — Nov 06, 2026

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