SNOW cadeia de opções Snowflake Inc.

Expiração Cboe delayed options data · em 03:43 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 ±12.7% (275.35–355.65) · IV ATM 53.9% · P/C open interest 0.67

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
152.65	160.35		425	113.0%	0.99	0.0002	-0.005	160	0	0.3200		197	95.5%	-0.01	0.0002	-0.024
147.70	155.65		235	112.6%	0.99	0.0002	-0.008	165	0	0.1800		42	85.7%	-0.01	0.0002	-0.026
142.75	150.45		79	105.5%	0.99	0.0002	-0.011	170	0.0500	0.3400		210	89.8%	-0.01	0.0002	-0.028
137.80	145.45	4	135	101.2%	0.99	0.0003	-0.013	175	0	0.3900		328	85.9%	-0.01	0.0003	-0.030
132.85	140.50		89	97.6%	0.99	0.0003	-0.016	180	0	0.4200		131	83.0%	-0.01	0.0003	-0.033
127.90	135.55		611	94.0%	0.99	0.0004	-0.019	185	0	1.02		71	89.9%	-0.01	0.0004	-0.035
122.95	130.65		51	91.1%	0.99	0.0004	-0.023	190	0	0.7100		139	81.4%	-0.01	0.0004	-0.038
118.00	125.70		72	87.6%	0.99	0.0005	-0.026	195	0	0.5900		85	75.7%	-0.01	0.0005	-0.041
114.75	121.00		133	98.2%	0.98	0.0006	-0.030	200	0.1600	0.4900	2	528	73.1%	-0.02	0.0006	-0.044
104.60	111.20	1	285	89.2%	0.98	0.0008	-0.040	210	0	1.13	12	221	72.1%	-0.02	0.0008	-0.052
94.60	101.20		91	80.4%	0.97	0.0010	-0.052	220	0.6000	0.8700	24	243	67.9%	-0.03	0.0010	-0.063
85.95	91.85		475	80.5%	0.96	0.0014	-0.068	230	0.8300	1.33	5	273	65.5%	-0.04	0.0014	-0.079
76.40	81.80		1,161	73.1%	0.94	0.0019	-0.091	240	1.38	1.81	32	362	63.4%	-0.06	0.0019	-0.100
66.75	70.45	22	261	61.1%	0.92	0.0026	-0.119	250	2.02	2.39	35	535	60.6%	-0.08	0.0026	-0.128
58.30	63.75	1	311	66.4%	0.89	0.0035	-0.154	260	3.05	3.35	39	1,134	58.6%	-0.11	0.0035	-0.161
54.00	59.20			64.5%	0.87	0.0039	-0.172	265	3.35	4.25	10		57.7%	-0.13	0.0040	-0.179
50.40	53.85	19	500	62.1%	0.85	0.0044	-0.192	270	4.35	5.00	26	954	57.0%	-0.15	0.0044	-0.198
45.35	50.85			61.2%	0.82	0.0049	-0.211	275	5.05	5.70	3		56.0%	-0.18	0.0049	-0.217
42.45	46.95		269	62.2%	0.79	0.0054	-0.230	280	6.10	6.75	109	1,305	55.4%	-0.21	0.0054	-0.235
38.50	43.80			62.0%	0.76	0.0059	-0.247	285	7.30	11.05	14		60.2%	-0.24	0.0059	-0.253
36.10	40.70			58.5%	0.75	0.0061	-0.256	287.5	7.75	8.95			54.8%	-0.25	0.0062	-0.261
34.80	39.50		179	59.8%	0.73	0.0064	-0.263	290	8.70	9.60	21	1,284	54.9%	-0.27	0.0064	-0.268
33.05	37.75			59.4%	0.71	0.0066	-0.271	292.5	9.40	13.55	1		59.5%	-0.29	0.0066	-0.276
30.75	33.20			53.8%	0.70	0.0068	-0.278	295	10.20	11.40	1		54.7%	-0.31	0.0068	-0.282
29.20	33.75			57.0%	0.68	0.0070	-0.284	297.5	11.10	12.95			55.6%	-0.32	0.0070	-0.288
27.95	30.00	19	475	54.1%	0.66	0.0072	-0.290	300	12.10	13.05	58	1,198	54.3%	-0.34	0.0072	-0.294
27.10	28.25			54.5%	0.64	0.0073	-0.294	302.5	12.15	14.00	140		52.8%	-0.36	0.0074	-0.299
24.45	29.00	146		55.9%	0.62	0.0075	-0.299	305	13.65	15.15	6		53.5%	-0.38	0.0075	-0.303
24.00	25.40			54.0%	0.60	0.0076	-0.302	307.5	14.55	16.75			53.9%	-0.40	0.0077	-0.306
21.65	23.95	35	317	54.1%	0.58	0.0077	-0.305	310	16.15	17.20	172	1,418	53.5%	-0.42	0.0078	-0.309
21.55	24.70			56.8%	0.56	0.0078	-0.307	312.5	17.15	18.45			53.2%	-0.44	0.0079	-0.310
20.20	21.30	17		53.7%	0.54	0.0079	-0.308	315	18.35	20.45	3		54.1%	-0.46	0.0080	-0.311
19.00	20.05	41		53.5%	0.52	0.0080	-0.309	317.5	19.70	21.10	23		53.2%	-0.48	0.0080	-0.312
17.40	18.90	330	1,876	52.8%	0.51	0.0080	-0.308	320	20.05	22.65	543	1,102	52.1%	-0.50	0.0081	-0.311
16.10	19.20	27		54.4%	0.49	0.0080	-0.307	322.5	22.15	24.50	1		53.5%	-0.52	0.0081	-0.310
15.00	19.05	11		55.5%	0.47	0.0080	-0.305	325	23.40	24.90	1		51.8%	-0.54	0.0081	-0.308
14.50	15.55	2		52.7%	0.45	0.0080	-0.303	327.5	22.80	27.55	3		50.4%	-0.56	0.0081	-0.305
13.20	16.20	107	500	54.4%	0.43	0.0080	-0.299	330	26.80	28.80	23	505	53.3%	-0.58	0.0081	-0.302
12.55	13.50	15		52.2%	0.41	0.0079	-0.295	332.5	26.55	29.45	1		49.4%	-0.60	0.0080	-0.297
11.45	12.60	23		51.8%	0.39	0.0078	-0.290	335	29.35	32.00	7		52.2%	-0.62	0.0080	-0.293
9.55	10.90	93	1,597	51.0%	0.35	0.0076	-0.280	340	31.70	34.30	20	1,314	48.9%	-0.66	0.0078	-0.281
8.65	9.45	71		51.6%	0.32	0.0074	-0.266	345	35.55	38.05	2		49.3%	-0.69	0.0075	-0.268
7.15	8.05	695	3,134	50.9%	0.28	0.0070	-0.251	350	39.15	42.40	20	618	49.8%	-0.73	0.0072	-0.253
6.25	6.80	133		50.9%	0.25	0.0066	-0.235	355	41.70	46.05			46.7%	-0.76	0.0068	-0.236
5.45	5.70	676	1,668	50.9%	0.22	0.0062	-0.218	360	44.75	50.00	7	247	43.9%	-0.79	0.0064	-0.220
3.80	4.25	139	1,035	51.0%	0.17	0.0053	-0.184	370	54.05	60.55	1	73	49.4%	-0.84	0.0055	-0.185
2.56	3.00	799	1,476	50.6%	0.13	0.0044	-0.152	380	64.25	67.55		64	47.0%	-0.88	0.0046	-0.152
1.72	2.16	382	782	50.5%	0.10	0.0036	-0.123	390	71.50	77.05		36		-0.92	0.0038	-0.124
1.22	1.54	138	1,119	51.0%	0.07	0.0028	-0.099	400	81.00	87.85		33		-0.94	0.0032	-0.100
0.8500	1.24	62	1,019	52.0%	0.05	0.0023	-0.079	410	90.70	97.60		7		-0.96	0.0025	-0.080
0.6200	1.02	115	988	53.2%	0.04	0.0018	-0.064	420	100.50	106.85		9		-0.98	0.0022	-0.061
0.2500	0.7600	1	407	52.2%	0.03	0.0014	-0.052	430	110.40	118.10		1		-0.99	0.0014	-0.049
0.3000	0.7100	65	1,324	55.4%	0.02	0.0011	-0.042	440	120.15	128.55		2		-1.00	0.0008	-0.037
0.2400	0.5200	42	447	56.2%	0.02	0.0009	-0.035	450	130.40	138.05				-1.00	0.0003	-0.037
0.1800	0.4500		121	57.5%	0.02	0.0007	-0.029	460	140.40	148.05				-1.00	0.0000	-0.037
0.0100	0.5500		291	59.3%	0.01	0.0006	-0.025	470	150.40	158.05				-1.00	0.0000	-0.037

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

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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 — Nov 20, 2026

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