T cadeia de opções AT&T Inc.
Cboe delayed options data · em 15:44 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 ±6.8% (21.88–25.07) · IV ATM 29.1% · P/C open interest 0.56
| 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 | |
| 10.90 | 12.55 | 153.3% | 1.00 | 0.0016 | 0.000 | 12 | 0 | 0.0900 | 40 | 114.6% | -0.00 | 0.0016 | -0.001 | |||
| 9.90 | 11.45 | 129.0% | 1.00 | 0.0022 | 0.000 | 13 | 0 | 0.1000 | 3 | 104.1% | -0.00 | 0.0022 | -0.001 | |||
| 8.90 | 10.55 | 2 | 122.0% | 0.99 | 0.0031 | 0.000 | 14 | 0 | 0.1300 | 96.7% | -0.01 | 0.0031 | -0.001 | |||
| 7.90 | 9.15 | 2 | 48.0% | 0.99 | 0.0044 | -0.000 | 15 | 0 | 0.1300 | 1 | 85.5% | -0.01 | 0.0044 | -0.001 | ||
| 7.10 | 8.35 | 4 | 94.8% | 0.99 | 0.0065 | -0.001 | 16 | 0 | 0.0300 | 1 | 73 | 59.5% | -0.01 | 0.0065 | -0.002 | |
| 5.95 | 7.50 | 82.3% | 0.99 | 0.0098 | -0.001 | 17 | 0 | 0.0800 | 6 | 59.4% | -0.01 | 0.0098 | -0.002 | |||
| 5.00 | 6.50 | 72.8% | 0.98 | 0.0155 | -0.002 | 18 | 0 | 0.0500 | 93 | 46.6% | -0.02 | 0.0156 | -0.003 | |||
| 4.15 | 5.00 | 53 | 40.5% | 0.97 | 0.0259 | -0.003 | 19 | 0 | 0.0500 | 278 | 38.4% | -0.03 | 0.0261 | -0.003 | ||
| 3.30 | 4.00 | 48 | 41.2% | 0.94 | 0.0456 | -0.004 | 20 | 0.0400 | 0.0700 | 14 | 4,645 | 35.5% | -0.06 | 0.0459 | -0.005 | |
| 2.72 | 3.50 | 32.1% | 0.92 | 0.0612 | -0.005 | 20.5 | 0.0100 | 0.2200 | 6 | 37.3% | -0.08 | 0.0616 | -0.005 | |||
| 2.28 | 3.00 | 52 | 30.4% | 0.89 | 0.0819 | -0.006 | 21 | 0.0900 | 0.1300 | 1 | 2,826 | 32.0% | -0.11 | 0.0825 | -0.007 | |
| 1.83 | 2.55 | 29.1% | 0.85 | 0.1075 | -0.008 | 21.5 | 0.1700 | 0.2000 | 4 | 1 | 32.1% | -0.15 | 0.1085 | -0.008 | ||
| 1.80 | 2.00 | 2 | 1,657 | 34.8% | 0.79 | 0.1360 | -0.010 | 22 | 0.2600 | 0.2700 | 30 | 10.0K | 30.8% | -0.21 | 0.1374 | -0.010 |
| 1.41 | 1.68 | 1 | 34.5% | 0.71 | 0.1636 | -0.011 | 22.5 | 0.3700 | 0.4100 | 4 | 27 | 30.2% | -0.29 | 0.1656 | -0.011 | |
| 1.08 | 1.18 | 12 | 4,548 | 30.3% | 0.63 | 0.1861 | -0.012 | 23 | 0.5300 | 0.5800 | 20 | 3,256 | 29.5% | -0.38 | 0.1887 | -0.013 |
| 0.7900 | 0.8800 | 108 | 1,688 | 29.4% | 0.53 | 0.1994 | -0.013 | 23.5 | 0.7300 | 0.8000 | 117 | 8 | 28.8% | -0.48 | 0.2029 | -0.013 |
| 0.5600 | 0.6200 | 206 | 9,339 | 28.6% | 0.43 | 0.2005 | -0.012 | 24 | 0.9900 | 1.07 | 2 | 3,530 | 28.3% | -0.58 | 0.2053 | -0.013 |
| 0.3700 | 0.4300 | 2 | 163 | 27.9% | 0.33 | 0.1890 | -0.011 | 24.5 | 1.31 | 1.47 | 29.5% | -0.68 | 0.1951 | -0.011 | ||
| 0.2500 | 0.2800 | 310 | 8,402 | 27.5% | 0.24 | 0.1660 | -0.009 | 25 | 1.70 | 1.80 | 5 | 5,753 | 29.1% | -0.77 | 0.1737 | -0.010 |
| 0.1400 | 0.1700 | 33 | 110 | 26.7% | 0.17 | 0.1356 | -0.007 | 25.5 | 1.85 | 2.60 | 32.8% | -0.85 | 0.1449 | -0.008 | ||
| 0.0900 | 0.1100 | 99 | 7,676 | 27.1% | 0.11 | 0.1034 | -0.005 | 26 | 2.34 | 2.82 | 2,128 | 28.0% | -0.91 | 0.1147 | -0.006 | |
| 0.0500 | 0.0900 | 8 | 28.1% | 0.07 | 0.0747 | -0.004 | 26.5 | 2.68 | 3.40 | 27.1% | -0.96 | 0.0889 | -0.004 | |||
| 0.0300 | 0.0400 | 12 | 5,517 | 27.2% | 0.05 | 0.0521 | -0.003 | 27 | 3.30 | 3.75 | 87 | -0.99 | 0.0540 | -0.003 | ||
| 0.0100 | 0.0900 | 32.2% | 0.03 | 0.0360 | -0.002 | 27.5 | 3.50 | 4.75 | 42.6% | -1.00 | 0.0150 | -0.003 | ||||
| 0.0100 | 0.0400 | 1 | 7,904 | 31.0% | 0.02 | 0.0251 | -0.001 | 28 | 3.80 | 5.30 | 2 | 38.1% | -1.00 | 0.0000 | -0.003 | |
| 0 | 0.1500 | 1 | 41.1% | 0.01 | 0.0180 | -0.001 | 28.5 | 4.15 | 5.90 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0100 | 7,991 | 29.0% | 0.01 | 0.0133 | -0.001 | 29 | 4.60 | 6.25 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.1400 | 46.2% | 0.01 | 0.0100 | -0.001 | 29.5 | 5.05 | 6.85 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0500 | 2,357 | 40.9% | 0.01 | 0.0078 | -0.001 | 30 | 5.55 | 7.30 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0700 | 284 | 47.8% | 0.00 | 0.0051 | -0.000 | 31 | 6.55 | 8.35 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0200 | 243 | 44.0% | 0.00 | 0.0035 | -0.000 | 32 | 7.55 | 9.40 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.1300 | 62.6% | 0.00 | 0.0025 | -0.000 | 33 | 8.55 | 10.30 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.1300 | 67.0% | 0.00 | 0.0018 | -0.000 | 34 | 9.55 | 11.40 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0100 | 13 | 50.9% | 0.00 | 0.0013 | -0.000 | 35 | 10.65 | 12.40 | -1.00 | 0.0000 | -0.003 | ||||
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.
callsputs