SNOW cadeia de opções Snowflake Inc.

Expiração Cboe delayed options data · em 03:38 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 ±21.0% (297.35–455.85) · IV ATM 81.1% · P/C open interest 1.10

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
112.10	121.10		392	125.0%	0.99	0.0004	-0.035	190	0.0200	0.3500	64	619	99.8%	-0.01	0.0004	-0.049
109.70	115.00		352	120.1%	0.99	0.0005	-0.044	195	0.1000	0.7600	552	1,078	106.9%	-0.01	0.0005	-0.057
104.55	111.40	16	498	126.9%	0.99	0.0006	-0.054	200	0.2500	0.3200	1,060	2,157	97.5%	-0.01	0.0006	-0.066
95.70	100.85	3	567	119.0%	0.98	0.0009	-0.081	210	0.4500	0.6400	100	1,269	95.0%	-0.02	0.0009	-0.093
83.85	91.95		570	101.5%	0.97	0.0013	-0.122	220	0.0100	0.9500	109	815	84.2%	-0.03	0.0013	-0.132
75.75	82.60	3	758	105.2%	0.95	0.0019	-0.178	230	1.22	1.46	118	1,157	89.6%	-0.05	0.0019	-0.188
65.35	73.20	1	614	95.0%	0.92	0.0026	-0.250	240	2.04	2.47	664	1,623	89.4%	-0.08	0.0026	-0.258
59.35	62.50	28	1,044	94.9%	0.88	0.0034	-0.334	250	3.15	3.85	2,239	2,565	88.6%	-0.12	0.0034	-0.341
49.00	55.00	10	1,282	88.9%	0.84	0.0043	-0.425	260	4.90	5.65	246	1,261	88.2%	-0.16	0.0044	-0.432
43.75	47.30	8	1,917	94.4%	0.78	0.0052	-0.516	270	7.20	8.10	538	1,120	87.9%	-0.22	0.0052	-0.522
39.85	43.75	2	21	93.0%	0.75	0.0056	-0.558	275	8.50	9.70	139	62	87.9%	-0.25	0.0056	-0.563
36.65	39.70	89	733	91.5%	0.72	0.0059	-0.596	280	10.45	11.20	614	1,046	88.3%	-0.28	0.0059	-0.601
33.50	36.70	4	23	91.8%	0.69	0.0062	-0.630	285	12.05	13.20	63	80	88.2%	-0.31	0.0062	-0.635
30.40	33.00	12	1,056	90.0%	0.65	0.0065	-0.659	290	14.00	15.15	1,425	563	88.0%	-0.35	0.0065	-0.663
29.20	32.60	50		92.6%	0.64	0.0066	-0.671	292.5	14.85	16.80	20	16	88.8%	-0.36	0.0066	-0.675
27.65	30.55	2	12	90.9%	0.62	0.0067	-0.682	295	14.45	18.55	28	119	87.1%	-0.38	0.0067	-0.686
26.10	29.50			91.0%	0.60	0.0068	-0.692	297.5	15.60	19.45	27	8	86.6%	-0.40	0.0068	-0.695
25.00	27.60	113	2,571	90.2%	0.58	0.0068	-0.699	300	18.45	20.05	994	931	88.6%	-0.42	0.0068	-0.702
23.75	26.05	6	12	89.6%	0.57	0.0069	-0.706	302.5	18.00	21.30	45	11	85.3%	-0.43	0.0069	-0.708
22.65	25.50	98	3	91.1%	0.55	0.0069	-0.710	305	21.20	22.00	201	69	87.9%	-0.45	0.0070	-0.713
21.95	24.20	222	7	91.7%	0.53	0.0070	-0.713	307.5	22.00	23.70	453	19	87.6%	-0.47	0.0070	-0.716
20.35	22.70	349	2,143	90.2%	0.51	0.0070	-0.715	310	24.00	24.90	219	886	88.4%	-0.49	0.0070	-0.717
19.60	21.90	112	11	91.2%	0.50	0.0070	-0.715	312.5	24.70	26.95	29	32	88.2%	-0.50	0.0070	-0.717
18.10	20.10	135	97	88.8%	0.48	0.0070	-0.714	315	26.20	28.20	209	115	87.9%	-0.52	0.0070	-0.715
17.15	19.20	53	74	89.1%	0.46	0.0070	-0.711	317.5	27.60	29.90	43	67	88.1%	-0.54	0.0070	-0.712
16.15	18.10	1,834	3,067	88.7%	0.45	0.0070	-0.706	320	29.15	30.90	328	1,137	87.1%	-0.55	0.0070	-0.708
14.90	18.35	15	60	90.3%	0.43	0.0069	-0.701	322.5	30.60	32.65	149	210	87.1%	-0.57	0.0069	-0.702
14.50	16.30	75	291	89.0%	0.41	0.0069	-0.694	325	30.70	34.40	15	166	84.3%	-0.59	0.0069	-0.695
13.80	15.45	18	62	89.2%	0.40	0.0068	-0.686	327.5	33.80	36.20	34	54	87.5%	-0.60	0.0068	-0.686
13.45	14.85	394	1,204	90.6%	0.38	0.0067	-0.676	330	34.65	38.50	421	649	86.9%	-0.62	0.0068	-0.677
11.50	14.85	5	59	89.7%	0.37	0.0066	-0.666	332.5	35.55	40.35	8	25	85.4%	-0.64	0.0067	-0.666
11.65	12.85	75	72	88.9%	0.35	0.0066	-0.654	335	37.60	41.10	5	59	83.8%	-0.65	0.0066	-0.654
10.05	12.10	10	15	86.9%	0.33	0.0065	-0.642	337.5	38.95	43.70	26	5	84.4%	-0.67	0.0065	-0.642
10.30	11.55	1,289	2,336	89.0%	0.32	0.0064	-0.629	340	40.75	45.50	2	239	84.2%	-0.68	0.0064	-0.628
9.40	10.95	25	41	88.5%	0.31	0.0062	-0.615	342.5	44.35	47.45		6	88.1%	-0.70	0.0063	-0.614
8.75	9.95	51	74	87.5%	0.29	0.0061	-0.600	345	45.45	48.75		1	84.9%	-0.71	0.0062	-0.599
7.95	8.60	1,488	1,331	87.6%	0.26	0.0058	-0.568	350	48.05	53.10	14	60	82.7%	-0.74	0.0059	-0.567
5.90	7.65	35	32	85.0%	0.24	0.0056	-0.535	355	51.85	56.40	20		80.0%	-0.76	0.0056	-0.533
5.85	6.65	128	1,745	86.8%	0.21	0.0052	-0.500	360	55.85	61.10	5	29	80.8%	-0.79	0.0053	-0.498
5.10	5.50	15	37	85.7%	0.19	0.0049	-0.466	365	59.65	67.80		1	86.5%	-0.81	0.0050	-0.463
4.40	5.95	300	749	89.2%	0.17	0.0046	-0.430	370	63.65	70.30		4	78.3%	-0.83	0.0046	-0.427
3.25	3.90	130	727	86.5%	0.13	0.0040	-0.362	380	72.55	78.80		32	75.6%	-0.87	0.0040	-0.358
2.38	2.86	221	718	86.0%	0.10	0.0033	-0.300	390	81.50	88.20		3	73.6%	-0.90	0.0034	-0.294
1.70	1.98	284	1,057	84.9%	0.08	0.0027	-0.245	400	91.05	97.40		2	67.2%	-0.92	0.0028	-0.238
1.13	1.53	157	628	84.7%	0.06	0.0022	-0.199	410	100.45	106.95	20			-0.94	0.0023	-0.191
0.8600	1.10	120	588	85.0%	0.05	0.0018	-0.161	420	110.10	118.85		30	85.7%	-0.96	0.0019	-0.154
0.5500	1.64	164	192	91.8%	0.04	0.0015	-0.130	430	120.10	129.00			85.8%	-0.97	0.0016	-0.131
0.2100	0.7000	138	338	83.6%	0.03	0.0012	-0.106	440	129.95	138.00			85.0%	-0.98	0.0013	-0.109
0.3000	1.04	31	383	93.3%	0.02	0.0010	-0.088	450	139.85	148.00		1	94.0%	-0.98	0.0011	-0.090
0	0.7500	19	232	89.5%	0.02	0.0008	-0.074	460	149.75	158.00			103.7%	-0.99	0.0009	-0.071
0	0.3000	45	58	83.2%	0.02	0.0007	-0.062	470	159.70	168.00				-0.99	0.0008	-0.051
0	0.2300	11	70	84.6%	0.01	0.0006	-0.054	480	169.65	178.00			104.7%	-1.00	0.0005	-0.044
0.1000	0.2300	68	357	91.1%	0.01	0.0005	-0.047	490	179.65	188.00				-1.00	0.0004	-0.035

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 — Sep 18, 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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SNOW cadeia de opções Snowflake Inc.

Sorriso de volatilidade — Sep 18, 2026

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