SOFI cadeia de opções SoFi Technologies, Inc.
Cboe delayed options data · em 21:57 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 ±7.7% (17.06–19.91) · IV ATM 47.5% · P/C open interest 0.46
| 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 | |
| 8.45 | 8.55 | 4 | 781 | 1.00 | 0.0012 | 0.000 | 10 | 0 | 0.0100 | 6,954 | 118.4% | -0.00 | 0.0012 | -0.001 | ||
| 7.45 | 7.55 | 27 | 286 | 1.00 | 0.0024 | 0.000 | 11 | 0 | 0.0100 | 30 | 17.8K | 101.4% | -0.00 | 0.0024 | -0.001 | |
| 6.50 | 6.60 | 12 | 2,774 | 98.5% | 0.99 | 0.0048 | 0.000 | 12 | 0 | 0.0200 | 636 | 11.1K | 98.4% | -0.01 | 0.0048 | -0.002 |
| 5.50 | 5.60 | 3 | 606 | 80.6% | 0.99 | 0.0094 | 0.000 | 13 | 0.0100 | 0.0200 | 21 | 8,105 | 82.2% | -0.01 | 0.0094 | -0.003 |
| 5.00 | 5.10 | 1 | 6 | 72.1% | 0.99 | 0.0133 | -0.001 | 13.5 | 0.0100 | 0.0200 | 3 | 309 | 74.4% | -0.01 | 0.0134 | -0.003 |
| 4.50 | 4.60 | 14 | 998 | 64.0% | 0.98 | 0.0189 | -0.002 | 14 | 0.0200 | 0.0300 | 55 | 6,310 | 72.5% | -0.02 | 0.0189 | -0.004 |
| 4.00 | 4.10 | 1 | 7 | 56.1% | 0.97 | 0.0268 | -0.003 | 14.5 | 0.0200 | 0.0300 | 2 | 30 | 64.7% | -0.03 | 0.0269 | -0.005 |
| 3.50 | 3.60 | 314 | 4,191 | 48.6% | 0.96 | 0.0380 | -0.005 | 15 | 0.0300 | 0.0400 | 486 | 15.9K | 60.7% | -0.04 | 0.0382 | -0.007 |
| 3.00 | 3.10 | 4 | 1,008 | 41.2% | 0.94 | 0.0539 | -0.007 | 15.5 | 0.0500 | 0.0600 | 99 | 934 | 58.1% | -0.06 | 0.0541 | -0.009 |
| 2.58 | 2.65 | 246 | 4,528 | 54.0% | 0.91 | 0.0757 | -0.010 | 16 | 0.0700 | 0.0800 | 1,325 | 15.7K | 53.6% | -0.09 | 0.0760 | -0.011 |
| 2.12 | 2.17 | 20 | 106 | 48.9% | 0.87 | 0.1046 | -0.013 | 16.5 | 0.1100 | 0.1200 | 446 | 5,295 | 50.8% | -0.13 | 0.1052 | -0.014 |
| 1.69 | 1.75 | 677 | 14.0K | 48.0% | 0.82 | 0.1403 | -0.016 | 17 | 0.1800 | 0.2000 | 2,148 | 24.3K | 50.0% | -0.18 | 0.1412 | -0.017 |
| 1.31 | 1.35 | 871 | 1,576 | 47.0% | 0.74 | 0.1789 | -0.019 | 17.5 | 0.3000 | 0.3100 | 1,375 | 2,616 | 48.6% | -0.26 | 0.1801 | -0.020 |
| 0.9800 | 1.02 | 3,930 | 18.9K | 46.9% | 0.64 | 0.2116 | -0.022 | 18 | 0.4600 | 0.4800 | 1,216 | 18.6K | 48.0% | -0.36 | 0.2131 | -0.022 |
| 0.7200 | 0.7400 | 4,112 | 2,048 | 47.2% | 0.53 | 0.2274 | -0.023 | 18.5 | 0.6800 | 0.7100 | 1,253 | 1,160 | 47.8% | -0.47 | 0.2294 | -0.023 |
| 0.5100 | 0.5300 | 6,808 | 33.0K | 47.7% | 0.42 | 0.2214 | -0.023 | 19 | 0.9700 | 1.00 | 403 | 16.9K | 48.3% | -0.58 | 0.2237 | -0.023 |
| 0.3500 | 0.3700 | 6,551 | 3,378 | 48.2% | 0.32 | 0.1983 | -0.021 | 19.5 | 1.31 | 1.35 | 51 | 254 | 49.1% | -0.68 | 0.2008 | -0.021 |
| 0.2400 | 0.2600 | 10.7K | 47.9K | 49.3% | 0.24 | 0.1677 | -0.019 | 20 | 1.70 | 1.75 | 119 | 15.4K | 50.6% | -0.76 | 0.1702 | -0.019 |
| 0.1700 | 0.1800 | 2,032 | 2,834 | 50.7% | 0.19 | 0.1371 | -0.017 | 20.5 | 2.12 | 2.17 | 11 | 5 | 51.6% | -0.82 | 0.1394 | -0.016 |
| 0.1200 | 0.1300 | 3,229 | 15.9K | 52.4% | 0.14 | 0.1102 | -0.015 | 21 | 2.56 | 2.62 | 42 | 1,114 | 52.6% | -0.87 | 0.1121 | -0.014 |
| 0.0800 | 0.1000 | 311 | 1,187 | 53.3% | 0.11 | 0.0882 | -0.013 | 21.5 | 3.00 | 3.10 | 6 | 53.2% | -0.90 | 0.0895 | -0.011 | |
| 0.0600 | 0.0700 | 2,429 | 150.4K | 55.7% | 0.09 | 0.0706 | -0.011 | 22 | 3.50 | 3.60 | 110 | 23.8K | 59.2% | -0.92 | 0.0713 | -0.009 |
| 0.0500 | 0.0600 | 222 | 988 | 59.1% | 0.07 | 0.0568 | -0.009 | 22.5 | 4.00 | 4.10 | 1 | 5 | 64.9% | -0.94 | 0.0587 | -0.008 |
| 0.0400 | 0.0500 | 453 | 18.7K | 61.8% | 0.05 | 0.0460 | -0.008 | 23 | 4.45 | 4.60 | 11 | 705 | 64.8% | -0.95 | 0.0496 | -0.006 |
| 0.0300 | 0.0400 | 219 | 267 | 63.7% | 0.04 | 0.0375 | -0.007 | 23.5 | 4.95 | 5.05 | 1 | 60.4% | -0.97 | 0.0438 | -0.005 | |
| 0.0200 | 0.0400 | 613 | 4,791 | 64.5% | 0.04 | 0.0308 | -0.006 | 24 | 5.45 | 5.55 | 7 | 82 | 64.8% | -0.97 | 0.0391 | -0.004 |
| 0.0200 | 0.0300 | 1,142 | 37.4K | 72.8% | 0.02 | 0.0213 | -0.005 | 25 | 6.45 | 6.55 | 32 | 13.4K | 73.2% | -0.99 | 0.0262 | -0.004 |
| 0.0200 | 0.0300 | 667 | 2,344 | 80.6% | 0.02 | 0.0152 | -0.004 | 26 | 7.45 | 7.55 | 1 | 10 | 81.2% | -0.99 | 0.0148 | -0.005 |
| 0.0100 | 0.0200 | 392 | 13.4K | 82.0% | 0.01 | 0.0111 | -0.003 | 27 | 8.45 | 8.55 | 4 | 56 | 88.8% | -1.00 | 0.0060 | -0.007 |
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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