TQQQ cadeia de opções ProShares UltraPro QQQ
Cboe delayed options data · em 00:38 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 ±11.2% (61.87–77.51) · IV ATM 49.3% · P/C open interest 3.36
| 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 | |
| 28.85 | 31.15 | 4 | 40 | 93.9% | 0.98 | 0.0026 | -0.015 | 40 | 0.1800 | 0.2000 | 367 | 1,910 | 104.0% | -0.02 | 0.0026 | -0.018 |
| 24.15 | 26.10 | 2 | 8 | 105.6% | 0.96 | 0.0044 | -0.021 | 45 | 0.2800 | 0.3400 | 16 | 2,830 | 92.8% | -0.04 | 0.0044 | -0.024 |
| 18.70 | 20.50 | 22 | 0.94 | 0.0076 | -0.031 | 50 | 0.4000 | 0.5000 | 130 | 2,758 | 80.2% | -0.06 | 0.0076 | -0.033 | ||
| 15.00 | 15.85 | 3 | 1,415 | 73.0% | 0.89 | 0.0129 | -0.043 | 55 | 0.6700 | 0.8700 | 362 | 3,197 | 71.2% | -0.11 | 0.0128 | -0.044 |
| 10.25 | 12.00 | 9 | 675 | 66.6% | 0.81 | 0.0208 | -0.056 | 60 | 1.39 | 1.51 | 481 | 5,343 | 65.1% | -0.19 | 0.0207 | -0.057 |
| 6.60 | 7.70 | 129 | 727 | 58.4% | 0.69 | 0.0305 | -0.067 | 65 | 2.44 | 2.58 | 261 | 14.3K | 57.9% | -0.31 | 0.0305 | -0.068 |
| 5.80 | 6.75 | 41 | 73 | 54.7% | 0.66 | 0.0325 | -0.069 | 66 | 2.65 | 2.95 | 37 | 568 | 56.5% | -0.34 | 0.0324 | -0.069 |
| 5.10 | 6.10 | 10 | 77 | 53.5% | 0.63 | 0.0343 | -0.069 | 67 | 2.85 | 3.35 | 43 | 310 | 54.9% | -0.37 | 0.0342 | -0.070 |
| 4.50 | 5.50 | 48 | 105 | 52.8% | 0.59 | 0.0360 | -0.070 | 68 | 3.25 | 3.65 | 51 | 639 | 53.6% | -0.41 | 0.0359 | -0.070 |
| 4.20 | 4.85 | 15 | 64 | 53.3% | 0.55 | 0.0374 | -0.069 | 69 | 3.50 | 4.60 | 33 | 340 | 55.0% | -0.45 | 0.0374 | -0.069 |
| 2.99 | 4.50 | 9 | 41 | 46.5% | 0.53 | 0.0380 | -0.069 | 69.5 | 3.70 | 4.45 | 3 | 16 | 52.1% | -0.47 | 0.0380 | -0.069 |
| 3.60 | 4.25 | 542 | 487 | 51.7% | 0.51 | 0.0385 | -0.068 | 70 | 4.30 | 4.45 | 86 | 804 | 52.5% | -0.48 | 0.0385 | -0.068 |
| 3.50 | 4.00 | 2 | 13 | 52.3% | 0.49 | 0.0390 | -0.068 | 70.5 | 3.20 | 5.20 | 8 | 123 | 46.8% | -0.50 | 0.0390 | -0.068 |
| 3.20 | 3.45 | 16 | 249 | 49.6% | 0.47 | 0.0393 | -0.067 | 71 | 4.05 | 5.15 | 10 | 409 | 48.2% | -0.52 | 0.0393 | -0.067 |
| 2.80 | 3.30 | 13 | 66 | 48.7% | 0.45 | 0.0395 | -0.066 | 71.5 | 4.65 | 5.30 | 53 | 49.2% | -0.54 | 0.0396 | -0.066 | |
| 2.60 | 3.10 | 117 | 387 | 48.6% | 0.43 | 0.0396 | -0.065 | 72 | 4.00 | 5.80 | 7 | 132 | 44.4% | -0.56 | 0.0397 | -0.065 |
| 2.27 | 3.45 | 3 | 54 | 51.1% | 0.41 | 0.0396 | -0.064 | 72.5 | 4.35 | 6.15 | 41 | 44.8% | -0.58 | 0.0397 | -0.063 | |
| 2.00 | 2.50 | 71 | 97 | 45.4% | 0.39 | 0.0395 | -0.062 | 73 | 4.60 | 6.35 | 93 | 43.4% | -0.61 | 0.0395 | -0.062 | |
| 1.52 | 2.81 | 27 | 37 | 46.5% | 0.37 | 0.0392 | -0.061 | 73.5 | 5.65 | 6.65 | 242 | 47.9% | -0.63 | 0.0393 | -0.060 | |
| 1.75 | 2.20 | 16 | 170 | 46.0% | 0.35 | 0.0388 | -0.059 | 74 | 5.40 | 7.80 | 2 | 69 | 49.3% | -0.65 | 0.0389 | -0.059 |
| 1.55 | 2.44 | 4 | 42 | 48.3% | 0.33 | 0.0383 | -0.057 | 74.5 | 6.40 | 7.15 | 35 | 46.9% | -0.67 | 0.0384 | -0.057 | |
| 1.64 | 1.88 | 1,527 | 498 | 46.9% | 0.32 | 0.0377 | -0.055 | 75 | 6.65 | 7.55 | 19 | 266 | 46.4% | -0.68 | 0.0378 | -0.055 |
| 1.40 | 1.70 | 71 | 20 | 45.7% | 0.30 | 0.0369 | -0.053 | 75.5 | 7.00 | 8.15 | 8 | 24 | 47.9% | -0.70 | 0.0370 | -0.053 |
| 1.21 | 1.49 | 37 | 146 | 44.5% | 0.28 | 0.0361 | -0.051 | 76 | 6.60 | 9.15 | 2 | 97 | 46.8% | -0.72 | 0.0362 | -0.051 |
| 1.16 | 1.50 | 2 | 81 | 45.9% | 0.26 | 0.0351 | -0.049 | 76.5 | 7.95 | 8.70 | 40 | 47.8% | -0.74 | 0.0352 | -0.049 | |
| 1.02 | 1.25 | 31 | 603 | 44.4% | 0.24 | 0.0341 | -0.047 | 77 | 8.05 | 9.90 | 61 | 51.8% | -0.76 | 0.0342 | -0.046 | |
| 0.5500 | 1.75 | 33 | 190 | 46.3% | 0.23 | 0.0330 | -0.045 | 77.5 | 8.55 | 9.65 | 69 | 47.6% | -0.77 | 0.0330 | -0.044 | |
| 0.7500 | 1.22 | 71 | 352 | 45.0% | 0.21 | 0.0318 | -0.043 | 78 | 8.25 | 10.10 | 1 | 17 | 41.7% | -0.79 | 0.0318 | -0.042 |
| 0.8500 | 0.9500 | 57 | 28 | 45.0% | 0.19 | 0.0305 | -0.041 | 78.5 | 8.95 | 10.55 | 3 | 44.6% | -0.80 | 0.0306 | -0.040 | |
| 0.5300 | 0.9600 | 6 | 149 | 43.5% | 0.18 | 0.0292 | -0.039 | 79 | 9.90 | 10.75 | 6 | 47.5% | -0.82 | 0.0293 | -0.038 | |
| 0.2100 | 1.24 | 30 | 43 | 44.4% | 0.17 | 0.0279 | -0.037 | 79.5 | 10.25 | 11.15 | 2 | 46.6% | -0.83 | 0.0280 | -0.035 | |
| 0.5500 | 0.7200 | 128 | 1,079 | 43.9% | 0.15 | 0.0266 | -0.035 | 80 | 9.75 | 12.40 | 13 | 376 | 45.4% | -0.85 | 0.0266 | -0.033 |
| 0.1900 | 1.05 | 59 | 44.9% | 0.14 | 0.0252 | -0.033 | 80.5 | 10.25 | 12.75 | 12 | 33 | 45.1% | -0.86 | 0.0253 | -0.031 | |
| 0.5000 | 1.12 | 61 | 343 | 50.2% | 0.13 | 0.0239 | -0.031 | 81 | 10.65 | 12.45 | 25 | 33.6% | -0.87 | 0.0239 | -0.029 | |
| 0.2300 | 0.2700 | 28 | 588 | 44.7% | 0.07 | 0.0146 | -0.018 | 85 | 15.05 | 16.70 | 21 | 53.1% | -0.93 | 0.0147 | -0.017 | |
| 0 | 0.1500 | 229 | 804 | 43.9% | 0.04 | 0.0081 | -0.012 | 90 | 19.95 | 21.15 | 20 | 51.8% | -0.97 | 0.0089 | -0.010 | |
| 0.0100 | 0.1900 | 6 | 400 | 53.8% | 0.02 | 0.0053 | -0.009 | 95 | 24.85 | 26.75 | 71.5% | -0.98 | 0.0064 | -0.009 | ||
| 0 | 0.5000 | 10 | 242 | 70.9% | 0.02 | 0.0038 | -0.008 | 100 | 29.80 | 31.70 | 78.6% | -0.99 | 0.0053 | -0.008 | ||
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 — Oct 02, 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