TPR cadeia de opções Tapestry, Inc.
Cboe delayed options data · em 18:38 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 ±18.5% (99.53–144.84) · IV ATM 38.5% · P/C open interest 2.42
| 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 | |
| 58.10 | 62.20 | 10 | 0.99 | 0.0008 | 0.000 | 62.5 | 0 | 2.20 | 9 | 74.6% | -0.01 | 0.0008 | -0.004 | |||
| 56.40 | 59.80 | 51 | 56.5% | 0.99 | 0.0009 | 0.000 | 65 | 0.0500 | 0.4500 | 27 | 53.5% | -0.01 | 0.0009 | -0.005 | ||
| 53.40 | 57.30 | 20 | 41.1% | 0.99 | 0.0011 | 0.000 | 67.5 | 0.1000 | 0.5000 | 196 | 52.2% | -0.02 | 0.0011 | -0.005 | ||
| 50.80 | 54.70 | 227 | 0.98 | 0.0013 | 0.000 | 70 | 0.1000 | 0.3500 | 263 | 47.2% | -0.02 | 0.0013 | -0.006 | |||
| 49.00 | 51.70 | 1 | 0.98 | 0.0016 | 0.000 | 72.5 | 0.1500 | 0.6000 | 218 | 48.6% | -0.02 | 0.0016 | -0.007 | |||
| 47.10 | 49.90 | 38 | 49.9% | 0.97 | 0.0019 | 0.000 | 75 | 0.2000 | 0.7000 | 28 | 47.4% | -0.03 | 0.0019 | -0.008 | ||
| 44.60 | 47.60 | 5 | 48.1% | 0.97 | 0.0022 | 0.000 | 77.5 | 0.3000 | 0.6500 | 14 | 45.2% | -0.03 | 0.0023 | -0.009 | ||
| 42.40 | 45.20 | 63 | 47.6% | 0.96 | 0.0027 | -0.001 | 80 | 0.3500 | 0.7500 | 384 | 43.9% | -0.04 | 0.0027 | -0.011 | ||
| 40.10 | 42.90 | 9 | 46.7% | 0.95 | 0.0032 | -0.003 | 82.5 | 0.5000 | 0.8500 | 2 | 43.1% | -0.05 | 0.0032 | -0.012 | ||
| 37.80 | 40.50 | 313 | 45.1% | 0.94 | 0.0037 | -0.005 | 85 | 0.5500 | 1.25 | 265 | 43.2% | -0.06 | 0.0038 | -0.014 | ||
| 35.60 | 38.30 | 24 | 44.8% | 0.93 | 0.0043 | -0.007 | 87.5 | 0.8000 | 1.40 | 6 | 42.6% | -0.07 | 0.0044 | -0.016 | ||
| 33.40 | 36.10 | 72 | 44.1% | 0.92 | 0.0050 | -0.010 | 90 | 1.00 | 1.80 | 25 | 42.5% | -0.09 | 0.0051 | -0.018 | ||
| 31.20 | 33.60 | 44 | 42.1% | 0.90 | 0.0058 | -0.013 | 92.5 | 1.25 | 1.90 | 1 | 41.1% | -0.10 | 0.0059 | -0.020 | ||
| 29.10 | 31.60 | 50 | 42.0% | 0.88 | 0.0066 | -0.015 | 95 | 1.55 | 2.30 | 55 | 40.7% | -0.12 | 0.0067 | -0.022 | ||
| 27.10 | 29.70 | 20 | 42.2% | 0.86 | 0.0074 | -0.018 | 97.5 | 1.90 | 2.85 | 588 | 40.6% | -0.14 | 0.0075 | -0.024 | ||
| 25.20 | 26.50 | 1,015 | 38.6% | 0.84 | 0.0082 | -0.021 | 100 | 2.30 | 3.30 | 315 | 40.0% | -0.16 | 0.0084 | -0.027 | ||
| 21.20 | 23.80 | 125 | 40.2% | 0.79 | 0.0099 | -0.027 | 105 | 3.30 | 4.30 | 77 | 38.7% | -0.22 | 0.0101 | -0.031 | ||
| 17.80 | 20.50 | 58 | 40.1% | 0.73 | 0.0115 | -0.032 | 110 | 4.70 | 5.90 | 362 | 38.4% | -0.28 | 0.0117 | -0.035 | ||
| 15.00 | 17.40 | 131 | 40.2% | 0.67 | 0.0127 | -0.035 | 115 | 6.40 | 7.80 | 115 | 37.9% | -0.34 | 0.0130 | -0.038 | ||
| 12.40 | 14.20 | 28 | 39.3% | 0.60 | 0.0136 | -0.038 | 120 | 8.60 | 10.10 | 10 | 154 | 37.8% | -0.41 | 0.0140 | -0.040 | |
| 10.00 | 11.40 | 1 | 282 | 38.3% | 0.53 | 0.0141 | -0.040 | 125 | 12.00 | 12.50 | 91 | 38.6% | -0.48 | 0.0146 | -0.041 | |
| 7.90 | 9.40 | 335 | 38.1% | 0.46 | 0.0142 | -0.040 | 130 | 14.10 | 15.60 | 223 | 37.2% | -0.55 | 0.0147 | -0.040 | ||
| 6.40 | 7.10 | 194 | 37.3% | 0.40 | 0.0138 | -0.039 | 135 | 17.20 | 19.00 | 1 | 44 | 37.0% | -0.62 | 0.0146 | -0.038 | |
| 5.00 | 6.00 | 237 | 37.8% | 0.34 | 0.0131 | -0.037 | 140 | 20.60 | 22.70 | 61 | 36.6% | -0.68 | 0.0141 | -0.036 | ||
| 3.90 | 5.10 | 33 | 38.4% | 0.28 | 0.0122 | -0.034 | 145 | 25.00 | 26.60 | 21 | 37.6% | -0.74 | 0.0134 | -0.033 | ||
| 3.00 | 3.70 | 198 | 37.5% | 0.24 | 0.0111 | -0.031 | 150 | 28.10 | 30.90 | 9 | 35.4% | -0.80 | 0.0126 | -0.029 | ||
| 2.30 | 3.30 | 125 | 38.4% | 0.19 | 0.0099 | -0.028 | 155 | 32.40 | 35.60 | 3 | 35.8% | -0.85 | 0.0118 | -0.026 | ||
| 1.75 | 2.35 | 204 | 37.7% | 0.16 | 0.0087 | -0.024 | 160 | 36.90 | 39.90 | 10 | 33.7% | -0.89 | 0.0108 | -0.023 | ||
| 1.35 | 1.90 | 33 | 38.0% | 0.13 | 0.0075 | -0.021 | 165 | 42.40 | 44.30 | 6 | 35.8% | -0.93 | 0.0093 | -0.018 | ||
| 1.05 | 1.50 | 184 | 38.2% | 0.10 | 0.0065 | -0.018 | 170 | 46.50 | 49.20 | 11 | -0.96 | 0.0073 | -0.011 | |||
| 0.8000 | 1.15 | 59 | 38.1% | 0.08 | 0.0055 | -0.016 | 175 | 51.30 | 54.60 | 1 | -0.98 | 0.0049 | -0.002 | |||
| 0.6000 | 0.9500 | 63 | 38.5% | 0.07 | 0.0047 | -0.013 | 180 | 56.30 | 60.20 | 51 | 41.3% | -0.99 | 0.0028 | 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 — Jan 15, 2027
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