SMCI cadeia de opções Super Micro Computer, Inc.

Expiração Cboe delayed options data · em 20:06 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 ±20.1% (25.71–38.66) · IV ATM 85.5% · P/C open interest 0.62

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
15.25	15.40	5	58	106.9%	0.98	0.0041	-0.005	17	0.0500	0.1000		160	111.7%	-0.02	0.0041	-0.007
14.30	14.45	6	58	108.5%	0.98	0.0053	-0.007	18	0.0700	0.1300		209	108.0%	-0.02	0.0053	-0.009
13.35	13.50		41	106.9%	0.97	0.0069	-0.009	19	0.1100	0.1600		685	104.9%	-0.03	0.0069	-0.010
12.40	12.55	16	212	103.6%	0.96	0.0089	-0.011	20	0.1600	0.1800	362	2,377	100.8%	-0.04	0.0090	-0.013
11.45	11.60		90	99.4%	0.95	0.0114	-0.014	21	0.2200	0.2600	31	509	99.4%	-0.05	0.0114	-0.015
10.50	10.70	6	260	96.5%	0.93	0.0143	-0.017	22	0.2900	0.3300	402	2,128	96.5%	-0.07	0.0144	-0.018
9.65	9.80	7	365	95.9%	0.91	0.0177	-0.021	23	0.3900	0.4100	31	6,355	93.8%	-0.09	0.0177	-0.022
8.75	8.90		609	92.2%	0.89	0.0214	-0.025	24	0.5100	0.5500	141	1,792	92.3%	-0.11	0.0215	-0.026
7.95	8.10		668	92.5%	0.86	0.0254	-0.029	25	0.6600	0.7200	659	5,901	90.9%	-0.14	0.0255	-0.030
7.15	7.30	1	432	91.0%	0.83	0.0296	-0.033	26	0.8400	0.9400	657	3,046	89.8%	-0.17	0.0297	-0.034
6.35	6.55		561	89.1%	0.79	0.0337	-0.037	27	1.09	1.14	130	2,125	88.1%	-0.21	0.0338	-0.038
5.65	5.80		248	87.7%	0.75	0.0376	-0.041	28	1.36	1.44	359	2,140	87.2%	-0.25	0.0378	-0.042
5.00	5.15	122	554	87.3%	0.71	0.0411	-0.044	29	1.70	1.77	296	1,421	86.5%	-0.29	0.0413	-0.045
4.40	4.55	188	1,876	86.9%	0.66	0.0441	-0.047	30	2.10	2.16	1,128	3,427	86.1%	-0.34	0.0444	-0.047
3.85	4.00	58	978	86.5%	0.62	0.0465	-0.049	31	2.51	2.64	105	1,403	85.7%	-0.39	0.0468	-0.049
3.35	3.45	251	1,245	85.5%	0.57	0.0481	-0.050	32	3.00	3.15	200	3,264	85.4%	-0.43	0.0485	-0.050
3.10	3.25	28		85.5%	0.54	0.0487	-0.050	32.5	3.25	3.40	114		84.8%	-0.46	0.0490	-0.051
2.91	2.99	513	2,096	85.2%	0.52	0.0490	-0.050	33	3.50	3.65	385	2,126	83.9%	-0.48	0.0494	-0.051
2.71	2.78	79		85.2%	0.50	0.0492	-0.050	33.5	3.80	4.00	10		84.6%	-0.51	0.0495	-0.051
2.50	2.58	1,088	1,970	84.8%	0.47	0.0491	-0.050	34	4.10	4.30	75	2,097	84.4%	-0.53	0.0495	-0.050
2.33	2.40	55		84.9%	0.45	0.0489	-0.050	34.5	4.45	4.60	7		84.5%	-0.55	0.0493	-0.050
2.11	2.22	1,212	3,123	84.1%	0.43	0.0485	-0.049	35	4.75	4.90	52	3,856	83.7%	-0.58	0.0490	-0.049
1.99	2.06	101		84.6%	0.40	0.0480	-0.049	35.5	5.10	5.25	4		84.0%	-0.60	0.0485	-0.049
1.84	1.91	999	1,836	84.6%	0.38	0.0473	-0.048	36	5.45	5.60	155	1,495	84.0%	-0.62	0.0478	-0.048
1.65	1.76	105		83.8%	0.36	0.0465	-0.047	36.5	5.80	6.00	24		84.4%	-0.64	0.0470	-0.047
1.57	1.63	339	10.5K	84.5%	0.34	0.0455	-0.046	37	6.15	6.30	222	2,442	83.1%	-0.66	0.0461	-0.046
1.39	1.51	89		83.7%	0.32	0.0445	-0.045	37.5	6.55	6.70	19		83.7%	-0.68	0.0451	-0.045
1.28	1.39	361	3,772	83.6%	0.30	0.0433	-0.043	38	6.90	7.10	36	1,606	83.4%	-0.70	0.0440	-0.043
1.22	1.29	52		84.4%	0.28	0.0421	-0.042	38.5	7.30	7.50	5		83.5%	-0.72	0.0428	-0.042
1.12	1.19	373	2,527	84.4%	0.27	0.0408	-0.041	39	7.70	7.90	19	1,432	83.4%	-0.74	0.0415	-0.041
0.9500	1.01	2,990	14.5K	84.4%	0.24	0.0381	-0.038	40	8.55	8.70	142	3,623	83.4%	-0.77	0.0389	-0.038
0.7700	0.8600	196	1,750	84.0%	0.21	0.0353	-0.035	41	9.40	9.60	51	2,315	84.3%	-0.80	0.0361	-0.035
0.6600	0.7200	397	3,114	84.1%	0.18	0.0325	-0.033	42	10.30	10.45	4	1,234	84.4%	-0.83	0.0334	-0.033
0.5600	0.6300	116	1,559	84.8%	0.16	0.0297	-0.030	43	11.20	11.35	5	783	84.8%	-0.85	0.0306	-0.030
0.4600	0.5300	241	2,951	84.6%	0.14	0.0271	-0.028	44	12.10	12.30		452	85.7%	-0.87	0.0280	-0.027
0.4400	0.4800	927	6,725	87.0%	0.12	0.0246	-0.025	45	13.00	13.20	22	1,418	84.5%	-0.89	0.0256	-0.025
0.3300	0.4100	107	2,287	86.1%	0.11	0.0223	-0.023	46	13.95	14.15	1	445	85.4%	-0.90	0.0233	-0.023
0.2800	0.3600	43	972	86.7%	0.09	0.0202	-0.021	47	14.90	15.10		291	85.8%	-0.92	0.0213	-0.021
0.2400	0.2900	28	2,104	86.5%	0.08	0.0183	-0.020	48	15.90	16.05		106	87.5%	-0.93	0.0194	-0.019

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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SMCI cadeia de opções Super Micro Computer, Inc.

Sorriso de volatilidade — Nov 20, 2026

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