T cadeia de opções AT&T 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 ±3.6% (24.99–26.84) · IV ATM 21.7% · P/C open interest 0.87
| 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 | |
| 12.80 | 14.25 | 2 | 283.4% | 1.00 | 0.0017 | 0.000 | 13 | 0 | 1.00 | 270.8% | -0.00 | 0.0017 | -0.003 | |||
| 11.80 | 12.15 | 1 | 142.7% | 1.00 | 0.0021 | 0.000 | 14 | 0 | 1.00 | 5 | 246.7% | -0.00 | 0.0021 | -0.003 | ||
| 10.80 | 12.25 | 9 | 234.5% | 0.99 | 0.0027 | 0.000 | 15 | 0 | 0.1100 | 4,045 | 138.6% | -0.01 | 0.0027 | -0.003 | ||
| 9.80 | 10.20 | 8 | 123.9% | 0.99 | 0.0035 | 0.000 | 16 | 0 | 0.7500 | 69 | 187.0% | -0.01 | 0.0035 | -0.003 | ||
| 8.80 | 9.90 | 11 | 171.7% | 0.99 | 0.0046 | 0.000 | 17 | 0 | 0.1000 | 429 | 108.7% | -0.01 | 0.0046 | -0.003 | ||
| 7.80 | 8.10 | 29 | 52.7% | 0.99 | 0.0061 | 0.000 | 18 | 0 | 0.5000 | 3,392 | 134.5% | -0.01 | 0.0061 | -0.003 | ||
| 6.80 | 7.65 | 262 | 121.6% | 0.99 | 0.0083 | 0.000 | 19 | 0 | 0.2000 | 1,448 | 95.5% | -0.01 | 0.0083 | -0.003 | ||
| 6.30 | 7.50 | 1 | 132.1% | 0.99 | 0.0098 | -0.000 | 19.5 | 0 | 0.7600 | 125.4% | -0.01 | 0.0098 | -0.004 | |||
| 5.85 | 6.45 | 737 | 96.9% | 0.99 | 0.0117 | -0.001 | 20 | 0 | 0.2000 | 12.0K | 82.5% | -0.01 | 0.0117 | -0.004 | ||
| 5.30 | 6.50 | 3 | 115.1% | 0.98 | 0.0141 | -0.001 | 20.5 | 0 | 0.7500 | 108.6% | -0.02 | 0.0142 | -0.004 | |||
| 4.95 | 5.15 | 2 | 3,430 | 68.9% | 0.98 | 0.0173 | -0.002 | 21 | 0 | 0.2500 | 6,765 | 73.6% | -0.02 | 0.0173 | -0.004 | |
| 4.30 | 5.80 | 1 | 110.0% | 0.98 | 0.0215 | -0.002 | 21.5 | 0 | 0.7500 | 92.7% | -0.02 | 0.0215 | -0.004 | |||
| 3.80 | 4.20 | 4,533 | 47.6% | 0.97 | 0.0272 | -0.002 | 22 | 0 | 0.0400 | 6,010 | 41.8% | -0.03 | 0.0273 | -0.004 | ||
| 3.30 | 4.80 | 4 | 92.6% | 0.97 | 0.0352 | -0.003 | 22.5 | 0 | 0.7500 | 19 | 77.0% | -0.03 | 0.0354 | -0.005 | ||
| 2.95 | 3.15 | 61 | 7,454 | 44.0% | 0.96 | 0.0472 | -0.004 | 23 | 0 | 0.0600 | 25.7K | 34.5% | -0.04 | 0.0474 | -0.005 | |
| 2.40 | 2.98 | 2 | 27 | 50.8% | 0.95 | 0.0658 | -0.004 | 23.5 | 0 | 0.1600 | 6 | 36.8% | -0.05 | 0.0662 | -0.005 | |
| 1.99 | 2.19 | 6 | 7,332 | 35.5% | 0.93 | 0.0969 | -0.005 | 24 | 0.0400 | 0.0500 | 47 | 8,447 | 26.6% | -0.07 | 0.0977 | -0.006 |
| 1.31 | 1.70 | 4 | 114 | 20.8% | 0.89 | 0.1513 | -0.007 | 24.5 | 0.0600 | 0.4400 | 525 | 37.4% | -0.12 | 0.1529 | -0.008 | |
| 1.03 | 1.23 | 14 | 35.0K | 24.6% | 0.80 | 0.2323 | -0.011 | 25 | 0.1300 | 0.1600 | 2 | 34.3K | 23.1% | -0.21 | 0.2351 | -0.011 |
| 0.6900 | 0.8300 | 2 | 770 | 23.5% | 0.66 | 0.3057 | -0.014 | 25.5 | 0.2400 | 0.2900 | 32 | 645 | 21.8% | -0.34 | 0.3099 | -0.015 |
| 0.4200 | 0.4700 | 37 | 15.9K | 21.8% | 0.50 | 0.3439 | -0.015 | 26 | 0.4500 | 0.5100 | 1 | 10.5K | 21.6% | -0.51 | 0.3502 | -0.015 |
| 0.2200 | 0.2800 | 22 | 1,925 | 22.0% | 0.33 | 0.3164 | -0.014 | 26.5 | 0.6400 | 0.8900 | 180 | 20.5% | -0.68 | 0.3243 | -0.014 | |
| 0.1100 | 0.1300 | 15 | 18.5K | 21.6% | 0.20 | 0.2401 | -0.010 | 27 | 0.9500 | 1.31 | 4,731 | 18.6% | -0.82 | 0.2470 | -0.010 | |
| 0.0200 | 0.1400 | 16 | 1,900 | 24.2% | 0.11 | 0.1567 | -0.007 | 27.5 | 1.47 | 1.68 | 7 | 56 | -0.91 | 0.1741 | -0.006 | |
| 0.0100 | 0.0400 | 18.0K | 22.3% | 0.05 | 0.0917 | -0.004 | 28 | 1.76 | 2.16 | 2 | 1,704 | -0.97 | 0.1085 | -0.006 | ||
| 0 | 0.0400 | 6,587 | 29.1% | 0.02 | 0.0380 | -0.002 | 29 | 2.89 | 3.20 | 6 | 152 | -1.00 | 0.0160 | -0.010 | ||
| 0 | 0.0200 | 1 | 5,832 | 32.7% | 0.02 | 0.0230 | -0.002 | 30 | 3.80 | 4.45 | 3 | 623 | 46.2% | -1.00 | 0.0052 | -0.010 |
| 0 | 0.0500 | 4,438 | 44.5% | 0.01 | 0.0156 | -0.002 | 31 | 4.60 | 5.50 | -1.00 | 0.0023 | -0.011 | ||||
| 0 | 0.0100 | 3,699 | 41.2% | 0.01 | 0.0113 | -0.002 | 32 | 5.60 | 6.65 | 61.6% | -1.00 | 0.0012 | -0.011 | |||
| 0 | 0.0200 | 2,460 | 60.9% | 0.01 | 0.0053 | -0.001 | 35 | 8.70 | 9.55 | 81.8% | -1.00 | 0.0000 | -0.012 | |||
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.