TAN cadeia de opções Invesco Solar ETF
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 ±10.0% (37.24–45.54) · IV ATM 42.1% · P/C open interest 0.50
| 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 | |
| 15.50 | 17.40 | 23 | 0.98 | 0.0042 | -0.005 | 25 | 0 | 0.5000 | 2 | 108.5% | -0.02 | 0.0042 | -0.007 | |||
| 14.50 | 16.40 | 0.98 | 0.0050 | -0.006 | 26 | 0 | 0.5000 | 1 | 101.5% | -0.02 | 0.0050 | -0.008 | ||||
| 13.80 | 15.40 | 72.4% | 0.98 | 0.0061 | -0.007 | 27 | 0 | 0.5000 | 2 | 94.6% | -0.03 | 0.0061 | -0.009 | |||
| 12.80 | 14.40 | 66.2% | 0.97 | 0.0074 | -0.008 | 28 | 0 | 0.5500 | 4 | 89.9% | -0.03 | 0.0074 | -0.009 | |||
| 11.80 | 13.40 | 60.3% | 0.96 | 0.0090 | -0.009 | 29 | 0 | 0.5500 | 1 | 83.3% | -0.04 | 0.0090 | -0.011 | |||
| 10.80 | 12.40 | 20 | 54.5% | 0.96 | 0.0110 | -0.010 | 30 | 0 | 0.6000 | 219 | 78.6% | -0.04 | 0.0111 | -0.012 | ||
| 9.90 | 11.40 | 56.0% | 0.95 | 0.0135 | -0.012 | 31 | 0 | 0.6000 | 206 | 72.3% | -0.05 | 0.0136 | -0.013 | |||
| 9.20 | 10.40 | 62.4% | 0.94 | 0.0166 | -0.013 | 32 | 0 | 0.6000 | 4 | 66.1% | -0.07 | 0.0167 | -0.015 | |||
| 8.00 | 9.40 | 2 | 49.5% | 0.92 | 0.0204 | -0.015 | 33 | 0.0500 | 0.6000 | 1 | 61.3% | -0.08 | 0.0205 | -0.017 | ||
| 7.20 | 8.40 | 1 | 50.3% | 0.90 | 0.0251 | -0.017 | 34 | 0.0500 | 0.6000 | 10 | 55.2% | -0.10 | 0.0252 | -0.018 | ||
| 6.40 | 7.30 | 1 | 47.0% | 0.88 | 0.0308 | -0.020 | 35 | 0.0500 | 0.6000 | 48 | 49.2% | -0.12 | 0.0309 | -0.021 | ||
| 5.50 | 6.50 | 10 | 47.1% | 0.85 | 0.0374 | -0.022 | 36 | 0.3500 | 0.7000 | 2 | 267 | 50.7% | -0.15 | 0.0377 | -0.023 | |
| 4.70 | 5.70 | 14 | 47.1% | 0.81 | 0.0451 | -0.025 | 37 | 0.4500 | 0.8000 | 1 | 278 | 47.3% | -0.19 | 0.0454 | -0.025 | |
| 4.10 | 4.80 | 2 | 47.0% | 0.76 | 0.0534 | -0.027 | 38 | 0.7500 | 1.05 | 20 | 32 | 47.9% | -0.24 | 0.0539 | -0.028 | |
| 3.30 | 4.20 | 11 | 46.6% | 0.71 | 0.0619 | -0.029 | 39 | 0.6500 | 1.45 | 279 | 43.9% | -0.29 | 0.0625 | -0.030 | ||
| 2.65 | 3.50 | 91 | 45.4% | 0.64 | 0.0695 | -0.031 | 40 | 1.05 | 1.75 | 393 | 43.4% | -0.36 | 0.0704 | -0.031 | ||
| 2.10 | 2.45 | 2 | 53 | 40.2% | 0.57 | 0.0752 | -0.032 | 41 | 1.75 | 2.00 | 2 | 139 | 44.1% | -0.43 | 0.0763 | -0.032 |
| 1.65 | 2.40 | 72 | 44.9% | 0.49 | 0.0780 | -0.032 | 42 | 2.00 | 2.50 | 86 | 41.1% | -0.51 | 0.0793 | -0.032 | ||
| 1.30 | 1.95 | 64 | 45.1% | 0.42 | 0.0773 | -0.030 | 43 | 2.50 | 3.40 | 207 | 43.2% | -0.59 | 0.0789 | -0.031 | ||
| 0.9500 | 1.15 | 31 | 332 | 40.0% | 0.35 | 0.0733 | -0.029 | 44 | 3.40 | 3.80 | 118 | 42.9% | -0.66 | 0.0753 | -0.029 | |
| 0.7500 | 0.9000 | 16 | 116 | 41.0% | 0.28 | 0.0669 | -0.026 | 45 | 3.80 | 4.60 | 173 | 39.8% | -0.73 | 0.0692 | -0.027 | |
| 0.5500 | 0.6500 | 4 | 93 | 40.7% | 0.22 | 0.0591 | -0.023 | 46 | 4.50 | 5.40 | 122 | 38.3% | -0.79 | 0.0616 | -0.024 | |
| 0.3500 | 0.5000 | 2 | 3,440 | 40.3% | 0.18 | 0.0509 | -0.020 | 47 | 5.30 | 6.20 | 256 | 35.8% | -0.84 | 0.0536 | -0.021 | |
| 0.2500 | 0.4000 | 19 | 65 | 41.2% | 0.14 | 0.0430 | -0.018 | 48 | 6.30 | 7.10 | 50 | 148 | 37.5% | -0.88 | 0.0460 | -0.018 |
| 0.0500 | 0.3000 | 55 | 38.5% | 0.11 | 0.0359 | -0.015 | 49 | 7.10 | 8.10 | 200 | 32.6% | -0.91 | 0.0391 | -0.015 | ||
| 0.1000 | 0.3000 | 2 | 622 | 43.3% | 0.09 | 0.0296 | -0.013 | 50 | 8.00 | 9.10 | 173 | -0.93 | 0.0330 | -0.013 | ||
| 0.0500 | 0.6000 | 123 | 52.7% | 0.07 | 0.0243 | -0.011 | 51 | 8.80 | 10.20 | 33 | -0.95 | 0.0282 | -0.011 | |||
| 0 | 0.5500 | 5 | 127 | 53.9% | 0.05 | 0.0199 | -0.009 | 52 | 10.10 | 11.00 | 49 | -0.97 | 0.0230 | -0.009 | ||
| 0 | 0.6000 | 90 | 58.4% | 0.04 | 0.0163 | -0.008 | 53 | 10.70 | 12.20 | 133 | -0.98 | 0.0179 | -0.008 | |||
| 0 | 0.3500 | 147 | 54.7% | 0.03 | 0.0133 | -0.006 | 54 | 11.60 | 13.50 | 56 | -0.99 | 0.0115 | -0.007 | |||
| 0.0500 | 0.1000 | 16 | 1,301 | 49.3% | 0.03 | 0.0108 | -0.005 | 55 | 13.40 | 13.90 | 396 | 57.3% | -1.00 | 0.0060 | -0.006 | |
| 0 | 0.6000 | 26 | 67.9% | 0.02 | 0.0089 | -0.004 | 56 | 13.70 | 15.40 | 116 | -1.00 | 0.0027 | -0.005 | |||
| 0 | 0.4500 | 204 | 66.5% | 0.02 | 0.0072 | -0.004 | 57 | 14.70 | 16.60 | 21 | 63.0% | -1.00 | 0.0005 | -0.005 | ||
| 0 | 0.5500 | 3 | 72.3% | 0.01 | 0.0060 | -0.003 | 58 | 15.70 | 17.60 | 65.7% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.5500 | 6 | 75.1% | 0.01 | 0.0049 | -0.003 | 59 | 16.70 | 18.60 | 68.4% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.5500 | 118 | 77.8% | 0.01 | 0.0040 | -0.002 | 60 | 17.70 | 19.40 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.5500 | 2 | 80.4% | 0.01 | 0.0033 | -0.002 | 61 | 18.70 | 20.60 | 73.5% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.5500 | 83.0% | 0.01 | 0.0028 | -0.002 | 62 | 19.70 | 21.60 | 76.0% | -1.00 | 0.0000 | -0.005 | ||||
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