SO cadeia de opções The Southern Company

Expiração Cboe delayed options data · em 18:43 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 ±5.1% (85.16–94.25) · IV ATM 20.2% · P/C open interest 0.52

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
37.90	41.90				1.00	0.0001	0.000	50	0	2.15			142.6%	-0.00	0.0003	-0.001
32.80	37.00				1.00	0.0003	0.000	55	0	2.15			123.1%	-0.00	0.0005	-0.002
27.90	31.90		3		1.00	0.0006	0.000	60	0	0.1000		1	59.2%	-0.01	0.0010	-0.003
22.80	27.00		3		0.99	0.0014	-0.000	65	0	0.1500		86	51.3%	-0.01	0.0020	-0.005
18.80	22.00		51	59.8%	0.99	0.0031	-0.003	70	0	0.3000		88	45.7%	-0.02	0.0043	-0.007
14.00	17.10		13	50.0%	0.97	0.0072	-0.007	75	0.1000	0.2000	13	273	34.6%	-0.04	0.0094	-0.012
12.60	15.10			50.6%	0.96	0.0102	-0.010	77	0	2.30			52.3%	-0.05	0.0130	-0.014
12.10	14.00		2	43.1%	0.96	0.0112	-0.010	77.5	0.1000	1.00		364	40.0%	-0.06	0.0142	-0.015
11.40	13.40			38.1%	0.95	0.0123	-0.011	78	0	1.60			43.4%	-0.06	0.0154	-0.016
10.70	12.50			39.9%	0.94	0.0148	-0.013	79	0	0.8000			32.9%	-0.08	0.0182	-0.017
9.90	12.20		12	44.8%	0.93	0.0179	-0.015	80	0.2000	0.3500	89	676	27.5%	-0.09	0.0216	-0.019
8.90	10.80			38.6%	0.92	0.0216	-0.017	81	0	1.10			30.7%	-0.11	0.0255	-0.021
7.70	9.70			33.2%	0.90	0.0260	-0.019	82	0	1.25			29.2%	-0.13	0.0302	-0.023
7.50	9.40		1,947	35.6%	0.89	0.0286	-0.020	82.5	0.4000	0.5500	4	562	25.3%	-0.14	0.0328	-0.024
6.80	9.30			35.4%	0.88	0.0314	-0.021	83	0.4500	1.05	10		28.3%	-0.16	0.0357	-0.025
5.90	7.70			28.7%	0.85	0.0376	-0.024	84	0.5500	0.7500	1		23.9%	-0.19	0.0419	-0.027
5.30	5.90		715	22.8%	0.82	0.0448	-0.026	85	0.7500	0.9000	9	1,563	23.3%	-0.23	0.0488	-0.029
4.20	6.80			30.9%	0.78	0.0529	-0.029	86	0.9000	1.10			22.2%	-0.27	0.0560	-0.031
3.70	4.20			21.1%	0.72	0.0612	-0.031	87	1.20	1.40	7		21.9%	-0.33	0.0631	-0.032
3.50	3.80	20	1,769	21.5%	0.69	0.0652	-0.032	87.5	1.35	1.55	23	799	21.6%	-0.36	0.0664	-0.033
3.10	3.50			21.3%	0.66	0.0691	-0.033	88	1.55	1.75	10		21.6%	-0.39	0.0693	-0.033
2.50	2.80			20.8%	0.59	0.0752	-0.034	89	1.95	2.15	1		21.1%	-0.46	0.0735	-0.034
2.00	2.20	13	2,048	20.6%	0.51	0.0785	-0.035	90	2.30	2.60	181	1,325	19.9%	-0.54	0.0749	-0.033
1.55	1.70	23		20.4%	0.44	0.0781	-0.034	91	3.00	3.30			20.9%	-0.61	0.0729	-0.031
1.10	1.30	2		19.9%	0.36	0.0741	-0.032	92	3.60	3.90			20.3%	-0.68	0.0680	-0.029
1.00	1.15	7	1,785	20.2%	0.33	0.0710	-0.031	92.5	3.60	4.40	2	597	19.1%	-0.71	0.0647	-0.028
0.8500	1.00	3		20.2%	0.30	0.0675	-0.030	93	3.30	4.70			14.1%	-0.74	0.0611	-0.026
0.6000	0.7500	2		20.1%	0.24	0.0594	-0.027	94	3.30	6.00				-0.79	0.0533	-0.024
0.4000	0.6500	2	1,736	20.7%	0.19	0.0510	-0.024	95	5.50	6.40		760	17.9%	-0.83	0.0456	-0.021
0.3500	0.6500	342		22.6%	0.15	0.0432	-0.021	96	5.80	7.30				-0.86	0.0385	-0.018
0	0.9500			24.5%	0.12	0.0362	-0.019	97	6.50	8.20				-0.89	0.0323	-0.016
0.1500	0.3000	69	1,688	20.8%	0.11	0.0330	-0.018	97.5	7.10	8.90		49		-0.90	0.0295	-0.015
0	0.9500			26.6%	0.10	0.0302	-0.017	98	7.00	9.40				-0.91	0.0270	-0.014
0.0500	1.40			32.8%	0.08	0.0251	-0.015	99	8.70	10.40				-0.93	0.0225	-0.012
0.0500	0.4500		944	26.0%	0.07	0.0210	-0.013	100	8.90	11.40		275		-0.94	0.0189	-0.010
0	2.25			43.0%	0.06	0.0176	-0.011	101	10.10	12.30				-0.95	0.0158	-0.009
0	2.20			44.9%	0.05	0.0148	-0.010	102	10.80	13.00				-0.96	0.0134	-0.007
0	2.15		1,356	50.7%	0.03	0.0090	-0.007	105	14.30	16.40				-0.97	0.0082	-0.005
0	0.2500	3	251	37.0%	0.01	0.0043	-0.004	110	18.60	22.60				-0.99	0.0040	-0.001
0	2.15		37	68.7%	0.01	0.0023	-0.003	115	23.60	27.20				-0.99	0.0021	0.000
0	0.3500		2	52.2%	0.00	0.0013	-0.002	120	28.60	32.60			40.5%	-1.00	0.0012	0.000
0	2.15		1	83.9%	0.00	0.0008	-0.001	125	33.50	37.50				-1.00	0.0008	0.000
0	2.15		1	90.7%	0.00	0.0005	-0.001	130	38.60	42.70			59.7%	-1.00	0.0005	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 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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SO cadeia de opções The Southern Company

Sorriso de volatilidade — Nov 20, 2026

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