TGT cadeia de opções Target Corporation
Cboe delayed options data · em 12:44 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 ±9.8% (138.29–168.29) · IV ATM 41.3% · P/C open interest 0.88
| 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 | |
| 72.00 | 75.45 | 1 | 118.3% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.13 | 201 | 137.8% | -0.00 | 0.0002 | -0.003 | ||
| 66.80 | 70.45 | 101.3% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.13 | 251 | 126.6% | -0.00 | 0.0002 | -0.004 | |||
| 61.95 | 65.50 | 6 | 97.8% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.13 | 107 | 116.1% | -0.00 | 0.0004 | -0.005 | ||
| 57.25 | 60.55 | 5 | 95.9% | 1.00 | 0.0003 | 0.000 | 95 | 0 | 2.00 | 352 | 104.5% | -0.01 | 0.0005 | -0.006 | ||
| 52.25 | 55.55 | 89 | 86.6% | 1.00 | 0.0005 | 0.000 | 100 | 0 | 0.2000 | 6 | 387 | 63.8% | -0.01 | 0.0008 | -0.009 | |
| 46.85 | 50.25 | 16 | 58.9% | 0.99 | 0.0007 | -0.001 | 105 | 0 | 1.06 | 469 | 75.1% | -0.01 | 0.0012 | -0.011 | ||
| 42.60 | 45.10 | 32 | 67.6% | 0.99 | 0.0012 | -0.005 | 110 | 0.0300 | 0.2500 | 211 | 53.4% | -0.02 | 0.0017 | -0.015 | ||
| 37.30 | 40.60 | 81 | 62.5% | 0.98 | 0.0020 | -0.011 | 115 | 0.0600 | 0.8500 | 1 | 547 | 57.7% | -0.03 | 0.0026 | -0.021 | |
| 32.35 | 35.70 | 349 | 56.4% | 0.97 | 0.0032 | -0.019 | 120 | 0.2200 | 0.6100 | 11 | 960 | 49.5% | -0.04 | 0.0040 | -0.029 | |
| 27.90 | 29.80 | 186 | 44.5% | 0.95 | 0.0052 | -0.030 | 125 | 0.2800 | 0.8500 | 1,105 | 45.6% | -0.06 | 0.0060 | -0.040 | ||
| 23.70 | 24.40 | 424 | 41.4% | 0.92 | 0.0081 | -0.047 | 130 | 0.7000 | 1.04 | 11 | 1,117 | 42.9% | -0.10 | 0.0088 | -0.055 | |
| 19.05 | 20.75 | 638 | 44.5% | 0.87 | 0.0118 | -0.068 | 135 | 1.50 | 1.73 | 80 | 922 | 42.9% | -0.16 | 0.0122 | -0.073 | |
| 14.95 | 16.60 | 300 | 43.1% | 0.79 | 0.0158 | -0.090 | 140 | 2.52 | 2.79 | 103 | 1,407 | 42.3% | -0.23 | 0.0157 | -0.091 | |
| 12.60 | 14.65 | 1 | 1 | 43.2% | 0.74 | 0.0180 | -0.101 | 143 | 3.15 | 3.65 | 2 | 2 | 41.4% | -0.28 | 0.0177 | -0.101 |
| 12.35 | 14.10 | 45.1% | 0.72 | 0.0187 | -0.104 | 144 | 3.50 | 3.95 | 41.4% | -0.30 | 0.0183 | -0.103 | ||||
| 11.75 | 13.20 | 185 | 44.5% | 0.70 | 0.0193 | -0.107 | 145 | 3.95 | 4.60 | 10 | 883 | 42.6% | -0.32 | 0.0189 | -0.106 | |
| 11.00 | 12.75 | 44.7% | 0.68 | 0.0199 | -0.110 | 146 | 4.25 | 5.30 | 17 | 17 | 43.4% | -0.34 | 0.0194 | -0.108 | ||
| 10.35 | 11.50 | 42.7% | 0.66 | 0.0204 | -0.113 | 147 | 4.60 | 5.20 | 17 | 17 | 41.8% | -0.36 | 0.0199 | -0.110 | ||
| 9.85 | 11.40 | 44.5% | 0.64 | 0.0209 | -0.115 | 148 | 5.00 | 5.50 | 41.4% | -0.38 | 0.0203 | -0.112 | ||||
| 8.90 | 10.80 | 1 | 1 | 43.3% | 0.62 | 0.0213 | -0.116 | 149 | 5.40 | 6.55 | 25 | 25 | 43.0% | -0.40 | 0.0207 | -0.113 |
| 8.40 | 9.30 | 15 | 1,323 | 40.7% | 0.60 | 0.0216 | -0.118 | 150 | 5.85 | 6.35 | 27 | 596 | 41.1% | -0.42 | 0.0210 | -0.114 |
| 7.35 | 8.15 | 41.8% | 0.54 | 0.0222 | -0.119 | 152.5 | 6.95 | 7.55 | 5 | 4 | 40.7% | -0.47 | 0.0215 | -0.116 | ||
| 6.20 | 6.80 | 31 | 2,176 | 41.3% | 0.49 | 0.0223 | -0.119 | 155 | 8.35 | 9.20 | 77 | 900 | 41.5% | -0.53 | 0.0216 | -0.115 |
| 5.20 | 5.75 | 7 | 4 | 41.3% | 0.43 | 0.0220 | -0.116 | 157.5 | 9.50 | 10.55 | 40.1% | -0.58 | 0.0214 | -0.112 | ||
| 4.30 | 4.60 | 204 | 1,846 | 40.6% | 0.38 | 0.0213 | -0.112 | 160 | 11.30 | 12.30 | 4 | 764 | 40.9% | -0.63 | 0.0207 | -0.108 |
| 3.55 | 4.00 | 73 | 71 | 41.2% | 0.33 | 0.0202 | -0.106 | 162.5 | 12.00 | 14.00 | 1 | 1 | 37.5% | -0.68 | 0.0197 | -0.102 |
| 2.79 | 3.20 | 52 | 1,282 | 40.5% | 0.29 | 0.0189 | -0.098 | 165 | 14.65 | 15.50 | 575 | 38.8% | -0.72 | 0.0184 | -0.094 | |
| 2.27 | 3.45 | 4 | 4 | 43.5% | 0.24 | 0.0174 | -0.090 | 167.5 | 15.50 | 17.50 | 34.5% | -0.77 | 0.0170 | -0.086 | ||
| 1.87 | 2.14 | 103 | 1,194 | 40.8% | 0.21 | 0.0158 | -0.081 | 170 | 18.30 | 20.10 | 1 | 204 | 39.6% | -0.80 | 0.0154 | -0.077 |
| 1.47 | 1.77 | 2 | 2 | 40.9% | 0.17 | 0.0141 | -0.072 | 172.5 | 19.25 | 21.80 | 30.9% | -0.83 | 0.0138 | -0.069 | ||
| 1.16 | 1.39 | 30 | 710 | 40.7% | 0.14 | 0.0125 | -0.064 | 175 | 21.95 | 23.95 | 29 | 32.5% | -0.86 | 0.0122 | -0.060 | |
| 0.8700 | 1.14 | 40.7% | 0.12 | 0.0109 | -0.056 | 177.5 | 24.25 | 26.25 | 31.6% | -0.89 | 0.0107 | -0.052 | ||||
| 0.5100 | 0.9900 | 27 | 1,544 | 40.2% | 0.10 | 0.0094 | -0.049 | 180 | 26.55 | 28.45 | 33 | 26.3% | -0.91 | 0.0092 | -0.045 | |
| 0.2500 | 0.7800 | 2 | 406 | 41.4% | 0.07 | 0.0070 | -0.037 | 185 | 30.80 | 33.25 | 3 | -0.94 | 0.0068 | -0.032 | ||
| 0.2700 | 0.4100 | 57 | 525 | 42.1% | 0.05 | 0.0052 | -0.028 | 190 | 35.60 | 38.40 | 2 | -0.96 | 0.0050 | -0.023 | ||
| 0.1200 | 0.3900 | 71 | 43.8% | 0.03 | 0.0038 | -0.022 | 195 | 40.50 | 43.05 | 2 | -0.97 | 0.0036 | -0.016 | |||
| 0.1000 | 0.4700 | 105 | 48.4% | 0.02 | 0.0028 | -0.017 | 200 | 45.45 | 49.25 | 2 | -0.98 | 0.0027 | -0.011 | |||
| 0 | 0.9600 | 56.9% | 0.02 | 0.0021 | -0.014 | 205 | 50.85 | 53.65 | -0.98 | 0.0020 | -0.006 | |||||
| 0 | 0.1900 | 6 | 75 | 47.2% | 0.01 | 0.0016 | -0.011 | 210 | 55.80 | 58.60 | -0.99 | 0.0015 | -0.003 | |||
| 0 | 0.0800 | 408 | 47.9% | 0.01 | 0.0010 | -0.007 | 220 | 65.75 | 68.55 | -0.99 | 0.0009 | 0.000 | ||||
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