SHOP cadeia de opções Shopify Inc.
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 ±24.4% (110.03–181.13) · IV ATM 50.7% · P/C open interest 1.16
| 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 | |
| 70.70 | 73.90 | 267 | 56.8% | 0.98 | 0.0009 | 0.000 | 75 | 0.2000 | 0.6700 | 805 | 59.9% | -0.02 | 0.0009 | -0.009 | ||
| 66.25 | 68.70 | 692 | 54.2% | 0.97 | 0.0012 | 0.000 | 80 | 0.4700 | 0.8700 | 59 | 2,131 | 59.3% | -0.03 | 0.0012 | -0.012 | |
| 61.30 | 64.75 | 536 | 57.3% | 0.96 | 0.0016 | -0.001 | 85 | 0.6100 | 1.29 | 2,070 | 58.2% | -0.04 | 0.0016 | -0.015 | ||
| 56.95 | 60.15 | 233 | 57.3% | 0.95 | 0.0021 | -0.005 | 90 | 0.6900 | 2.08 | 7 | 3,410 | 57.9% | -0.05 | 0.0021 | -0.018 | |
| 52.20 | 55.75 | 463 | 55.2% | 0.93 | 0.0026 | -0.011 | 95 | 1.18 | 2.02 | 2,908 | 54.7% | -0.07 | 0.0027 | -0.022 | ||
| 47.85 | 50.60 | 5 | 1,720 | 51.4% | 0.91 | 0.0033 | -0.016 | 100 | 1.73 | 2.71 | 3,971 | 54.3% | -0.09 | 0.0033 | -0.027 | |
| 43.65 | 47.10 | 8 | 644 | 53.4% | 0.89 | 0.0040 | -0.022 | 105 | 2.45 | 3.95 | 4,713 | 55.1% | -0.11 | 0.0040 | -0.032 | |
| 39.50 | 43.10 | 725 | 52.6% | 0.86 | 0.0047 | -0.029 | 110 | 2.63 | 4.90 | 1 | 3,275 | 52.6% | -0.14 | 0.0048 | -0.037 | |
| 35.60 | 39.25 | 612 | 51.9% | 0.83 | 0.0054 | -0.035 | 115 | 4.00 | 5.40 | 1 | 2,169 | 51.4% | -0.17 | 0.0055 | -0.043 | |
| 31.90 | 35.65 | 1,309 | 51.5% | 0.80 | 0.0062 | -0.041 | 120 | 5.35 | 6.80 | 16 | 2,937 | 51.4% | -0.21 | 0.0063 | -0.048 | |
| 28.85 | 31.85 | 57 | 883 | 51.1% | 0.76 | 0.0068 | -0.046 | 125 | 7.40 | 8.05 | 13 | 1,956 | 51.5% | -0.24 | 0.0070 | -0.052 |
| 26.15 | 28.40 | 2 | 1,269 | 51.1% | 0.72 | 0.0074 | -0.051 | 130 | 8.25 | 10.75 | 5 | 2,895 | 51.2% | -0.29 | 0.0076 | -0.056 |
| 22.80 | 25.50 | 34 | 712 | 50.3% | 0.68 | 0.0079 | -0.055 | 135 | 10.40 | 13.05 | 1 | 838 | 51.8% | -0.33 | 0.0081 | -0.059 |
| 20.45 | 22.90 | 10 | 6,441 | 50.8% | 0.63 | 0.0083 | -0.058 | 140 | 12.50 | 15.05 | 4 | 1,112 | 50.8% | -0.37 | 0.0086 | -0.062 |
| 17.90 | 20.25 | 77 | 2,964 | 50.2% | 0.59 | 0.0086 | -0.061 | 145 | 15.05 | 17.90 | 2,848 | 51.2% | -0.42 | 0.0089 | -0.063 | |
| 15.80 | 18.15 | 106 | 1,977 | 50.5% | 0.55 | 0.0088 | -0.062 | 150 | 17.55 | 20.25 | 16 | 861 | 50.3% | -0.46 | 0.0091 | -0.064 |
| 13.75 | 15.70 | 4 | 811 | 49.7% | 0.50 | 0.0089 | -0.063 | 155 | 20.45 | 23.30 | 2 | 430 | 50.2% | -0.51 | 0.0092 | -0.064 |
| 11.90 | 13.85 | 33 | 1,262 | 49.5% | 0.46 | 0.0088 | -0.063 | 160 | 23.90 | 26.65 | 162 | 50.8% | -0.55 | 0.0092 | -0.063 | |
| 10.40 | 12.75 | 19 | 441 | 50.4% | 0.42 | 0.0087 | -0.063 | 165 | 26.90 | 30.10 | 108 | 50.4% | -0.59 | 0.0091 | -0.062 | |
| 8.85 | 11.00 | 8 | 1,284 | 49.8% | 0.39 | 0.0085 | -0.061 | 170 | 31.00 | 33.65 | 152 | 51.2% | -0.63 | 0.0090 | -0.060 | |
| 8.10 | 9.85 | 18 | 2,543 | 50.7% | 0.35 | 0.0082 | -0.060 | 175 | 34.70 | 37.80 | 204 | 51.8% | -0.67 | 0.0087 | -0.057 | |
| 7.10 | 8.40 | 43 | 1,132 | 50.4% | 0.32 | 0.0079 | -0.058 | 180 | 38.65 | 41.30 | 564 | 51.4% | -0.70 | 0.0085 | -0.055 | |
| 5.85 | 7.30 | 20 | 531 | 49.5% | 0.29 | 0.0076 | -0.055 | 185 | 42.70 | 45.25 | 44 | 51.3% | -0.73 | 0.0081 | -0.051 | |
| 5.35 | 6.60 | 29 | 1,502 | 50.8% | 0.26 | 0.0072 | -0.053 | 190 | 46.85 | 49.55 | 177 | 51.7% | -0.76 | 0.0078 | -0.048 | |
| 4.60 | 5.45 | 34 | 598 | 50.1% | 0.23 | 0.0068 | -0.050 | 195 | 51.20 | 53.70 | 2 | 51.7% | -0.79 | 0.0074 | -0.044 | |
| 4.40 | 5.15 | 33 | 2,607 | 51.8% | 0.21 | 0.0063 | -0.047 | 200 | 54.80 | 58.55 | 69 | 51.2% | -0.82 | 0.0071 | -0.041 | |
| 2.87 | 3.95 | 19 | 676 | 50.8% | 0.17 | 0.0055 | -0.041 | 210 | 63.85 | 67.55 | 15 | 51.5% | -0.86 | 0.0063 | -0.034 | |
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 — Jan 15, 2027
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.