VIX cadeia de opções Cboe Volatility Index
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 ±11.5% (13.20–16.62) · IV ATM 51.7% · P/C open interest 0.44
| 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 | |
| 6.35 | 6.55 | 2 | 3,980 | 137.9% | 1.00 | 0.0030 | 0.000 | 10 | 0 | 0.0100 | 268 | 105.7% | -0.00 | 0.0030 | -0.001 | |
| 5.85 | 6.05 | 240 | 125.5% | 0.99 | 0.0044 | 0.000 | 10.5 | 0 | 0.0200 | 2 | 104.7% | -0.00 | 0.0044 | -0.001 | ||
| 5.35 | 5.55 | 365 | 113.7% | 0.99 | 0.0064 | 0.000 | 11 | 0 | 0.0200 | 23 | 94.9% | -0.01 | 0.0064 | -0.002 | ||
| 4.85 | 5.05 | 22 | 102.3% | 0.99 | 0.0092 | 0.000 | 11.5 | 0 | 0.0200 | 2,021 | 85.4% | -0.01 | 0.0092 | -0.002 | ||
| 4.35 | 4.55 | 2,134 | 91.4% | 0.99 | 0.0131 | -0.001 | 12 | 0 | 0.0200 | 576 | 76.3% | -0.01 | 0.0131 | -0.003 | ||
| 3.85 | 4.05 | 1 | 44 | 80.8% | 0.98 | 0.0185 | -0.001 | 12.5 | 0 | 0.0200 | 120 | 67.5% | -0.02 | 0.0185 | -0.003 | |
| 3.40 | 3.50 | 4 | 2,269 | 70.6% | 0.98 | 0.0265 | -0.002 | 13 | 0 | 0.0200 | 4,572 | 58.9% | -0.02 | 0.0265 | -0.004 | |
| 2.91 | 2.97 | 402 | 56.3% | 0.97 | 0.0392 | -0.003 | 13.5 | 0 | 0.0300 | 1,046 | 53.9% | -0.03 | 0.0392 | -0.004 | ||
| 2.42 | 2.48 | 21 | 2,206 | 51.0% | 0.95 | 0.0617 | -0.005 | 14 | 0.0200 | 0.0400 | 34.5K | 51.5% | -0.05 | 0.0617 | -0.006 | |
| 1.96 | 2.01 | 7 | 1,725 | 50.1% | 0.91 | 0.1011 | -0.008 | 14.5 | 0.0500 | 0.0800 | 23 | 20.7K | 50.6% | -0.09 | 0.1011 | -0.009 |
| 1.55 | 1.59 | 117 | 8,021 | 52.1% | 0.83 | 0.1541 | -0.015 | 15 | 0.1300 | 0.1500 | 306 | 85.3K | 51.2% | -0.16 | 0.1541 | -0.015 |
| 1.21 | 1.27 | 47 | 2,625 | 56.9% | 0.72 | 0.1905 | -0.022 | 15.5 | 0.2900 | 0.3300 | 45 | 98.1K | 56.3% | -0.27 | 0.1905 | -0.023 |
| 0.9700 | 1.03 | 288 | 32.1K | 63.3% | 0.61 | 0.1974 | -0.029 | 16 | 0.5500 | 0.5800 | 65 | 252.3K | 62.4% | -0.39 | 0.1974 | -0.029 |
| 0.8100 | 0.8600 | 9,722 | 40.9K | 70.7% | 0.51 | 0.1814 | -0.034 | 16.5 | 0.8800 | 0.9300 | 9,712 | 84.5K | 70.3% | -0.49 | 0.1813 | -0.034 |
| 0.7000 | 0.7400 | 5,177 | 53.8K | 78.3% | 0.44 | 0.1611 | -0.037 | 17 | 1.26 | 1.32 | 363 | 280.6K | 78.0% | -0.56 | 0.1611 | -0.037 |
| 0.6200 | 0.6600 | 57 | 56.3K | 86.2% | 0.38 | 0.1420 | -0.040 | 17.5 | 1.68 | 1.74 | 20 | 99.0K | 85.9% | -0.62 | 0.1420 | -0.039 |
| 0.5600 | 0.6100 | 201 | 154.1K | 94.2% | 0.33 | 0.1254 | -0.041 | 18 | 2.11 | 2.16 | 165.3K | 92.2% | -0.66 | 0.1254 | -0.040 | |
| 0.5100 | 0.5600 | 518 | 72.5K | 101.2% | 0.30 | 0.1113 | -0.041 | 18.5 | 2.56 | 2.63 | 61.3K | 100.1% | -0.70 | 0.1113 | -0.041 | |
| 0.4700 | 0.5100 | 670 | 124.6K | 107.4% | 0.27 | 0.0995 | -0.042 | 19 | 3.00 | 3.10 | 151 | 156.1K | 106.3% | -0.73 | 0.0995 | -0.040 |
| 0.4300 | 0.4700 | 5 | 24.0K | 113.1% | 0.24 | 0.0895 | -0.042 | 19.5 | 3.45 | 3.55 | 24.8K | 111.0% | -0.76 | 0.0895 | -0.040 | |
| 0.4000 | 0.4300 | 40.9K | 346.4K | 118.4% | 0.22 | 0.0810 | -0.041 | 20 | 3.95 | 4.05 | 5 | 158.9K | 120.1% | -0.78 | 0.0810 | -0.039 |
| 0.3600 | 0.4000 | 17.6K | 122.9% | 0.20 | 0.0736 | -0.041 | 20.5 | 4.40 | 4.50 | 5,306 | 123.1% | -0.80 | 0.0736 | -0.039 | ||
| 0.3400 | 0.3700 | 14 | 145.1K | 127.9% | 0.18 | 0.0672 | -0.040 | 21 | 4.85 | 4.95 | 1 | 18.6K | 125.1% | -0.81 | 0.0672 | -0.038 |
| 0.3100 | 0.3400 | 10 | 9,984 | 131.6% | 0.17 | 0.0617 | -0.039 | 21.5 | 5.30 | 5.45 | 3,433 | 129.4% | -0.83 | 0.0617 | -0.037 | |
| 0.2800 | 0.3200 | 999 | 160.7K | 135.4% | 0.16 | 0.0568 | -0.038 | 22 | 5.80 | 5.90 | 20 | 42.0K | 133.2% | -0.84 | 0.0568 | -0.036 |
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 16, 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.