STZ cadeia de opções Constellation Brands, Inc.
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 ±26.5% (96.32–165.82) · IV ATM 30.3% · P/C open interest 1.56
| 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 | |
| 60.00 | 64.50 | 17 | 39.4% | 0.97 | 0.0016 | 0.000 | 70 | 0 | 1.95 | 16 | 37.5% | -0.04 | 0.0016 | -0.005 | ||
| 56.30 | 60.50 | 14 | 41.2% | 0.95 | 0.0020 | 0.000 | 75 | 0.6000 | 1.70 | 29 | 35.4% | -0.05 | 0.0021 | -0.006 | ||
| 51.50 | 55.20 | 214 | 35.6% | 0.94 | 0.0026 | -0.001 | 80 | 1.00 | 3.30 | 53 | 37.7% | -0.07 | 0.0026 | -0.007 | ||
| 47.50 | 50.50 | 201 | 33.9% | 0.92 | 0.0032 | -0.003 | 85 | 0.7500 | 2.95 | 31 | 32.7% | -0.09 | 0.0032 | -0.008 | ||
| 43.00 | 46.50 | 364 | 32.5% | 0.90 | 0.0038 | -0.004 | 90 | 2.45 | 3.80 | 48 | 35.2% | -0.11 | 0.0039 | -0.010 | ||
| 39.50 | 42.80 | 81 | 33.1% | 0.87 | 0.0045 | -0.006 | 95 | 3.10 | 4.40 | 18 | 33.3% | -0.14 | 0.0047 | -0.011 | ||
| 36.00 | 38.60 | 3 | 252 | 32.1% | 0.84 | 0.0052 | -0.008 | 100 | 4.10 | 5.50 | 192 | 32.9% | -0.17 | 0.0054 | -0.012 | |
| 32.80 | 35.10 | 14 | 32.2% | 0.81 | 0.0060 | -0.010 | 105 | 4.00 | 6.80 | 45 | 30.8% | -0.20 | 0.0062 | -0.014 | ||
| 29.50 | 31.80 | 71 | 31.9% | 0.78 | 0.0067 | -0.011 | 110 | 5.50 | 8.00 | 617 | 30.4% | -0.24 | 0.0070 | -0.015 | ||
| 26.40 | 28.60 | 20 | 31.5% | 0.74 | 0.0073 | -0.013 | 115 | 7.40 | 9.50 | 435 | 30.3% | -0.28 | 0.0077 | -0.016 | ||
| 24.00 | 25.60 | 1 | 277 | 31.6% | 0.70 | 0.0079 | -0.014 | 120 | 8.60 | 11.70 | 609 | 29.7% | -0.32 | 0.0084 | -0.017 | |
| 20.90 | 23.30 | 667 | 31.2% | 0.66 | 0.0084 | -0.015 | 125 | 10.70 | 14.00 | 853 | 29.7% | -0.36 | 0.0089 | -0.017 | ||
| 18.40 | 20.60 | 5 | 418 | 30.2% | 0.62 | 0.0088 | -0.016 | 130 | 14.10 | 16.40 | 1,617 | 30.5% | -0.41 | 0.0094 | -0.018 | |
| 16.40 | 18.20 | 288 | 30.6% | 0.57 | 0.0091 | -0.017 | 135 | 15.60 | 18.90 | 2,702 | 29.2% | -0.46 | 0.0098 | -0.018 | ||
| 14.10 | 16.20 | 335 | 30.2% | 0.53 | 0.0093 | -0.017 | 140 | 18.20 | 21.80 | 1 | 1,767 | 28.9% | -0.50 | 0.0101 | -0.018 | |
| 13.30 | 14.50 | 134 | 31.1% | 0.49 | 0.0094 | -0.017 | 145 | 21.50 | 25.00 | 905 | 29.1% | -0.55 | 0.0103 | -0.018 | ||
| 11.00 | 12.30 | 154 | 29.9% | 0.45 | 0.0093 | -0.017 | 150 | 24.50 | 28.00 | 125 | 28.4% | -0.60 | 0.0104 | -0.017 | ||
| 8.30 | 10.80 | 244 | 28.6% | 0.41 | 0.0092 | -0.017 | 155 | 29.30 | 31.50 | 333 | 29.6% | -0.64 | 0.0104 | -0.017 | ||
| 6.60 | 11.40 | 63 | 29.9% | 0.37 | 0.0090 | -0.016 | 160 | 31.50 | 35.60 | 240 | 28.4% | -0.69 | 0.0103 | -0.016 | ||
| 6.00 | 8.80 | 60 | 28.9% | 0.34 | 0.0087 | -0.016 | 165 | 35.50 | 39.30 | 147 | 28.1% | -0.73 | 0.0103 | -0.015 | ||
| 5.90 | 7.70 | 1,705 | 29.7% | 0.30 | 0.0083 | -0.015 | 170 | 39.50 | 43.80 | 60 | 28.4% | -0.77 | 0.0104 | -0.015 | ||
| 3.50 | 7.60 | 200 | 28.8% | 0.27 | 0.0079 | -0.015 | 175 | 44.20 | 48.50 | 265 | 29.6% | -0.81 | 0.0106 | -0.015 | ||
| 2.60 | 7.50 | 105 | 29.4% | 0.25 | 0.0075 | -0.014 | 180 | 49.60 | 53.00 | 14 | 31.4% | -0.85 | 0.0106 | -0.015 | ||
| 2.60 | 5.00 | 564 | 27.9% | 0.22 | 0.0071 | -0.013 | 185 | 54.20 | 57.20 | 171 | 31.2% | -0.89 | 0.0100 | -0.015 | ||
| 2.80 | 4.80 | 71 | 29.3% | 0.20 | 0.0066 | -0.012 | 190 | 57.50 | 62.00 | 6 | 27.8% | -0.92 | 0.0089 | -0.012 | ||
| 2.30 | 5.00 | 18 | 30.3% | 0.18 | 0.0062 | -0.011 | 195 | 63.80 | 66.70 | 10 | 32.7% | -0.95 | 0.0070 | -0.006 | ||
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 — Jan 21, 2028
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.