VIX cadeia de opções Cboe Volatility Index
Cboe delayed options data · em 17:06 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 ±19.0% (14.66–21.55) · IV ATM 81.9% · P/C open interest 0.30
| 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 | |
| 8.40 | 8.80 | 122 | 255 | 0.99 | 0.0019 | 0.000 | 10 | 0 | 0.0100 | 366 | 84.6% | -0.00 | 0.0019 | -0.001 | ||
| 7.90 | 8.35 | 22 | 80.3% | 0.99 | 0.0026 | 0.000 | 10.5 | 0 | 0.0100 | 204 | 78.4% | -0.00 | 0.0026 | -0.001 | ||
| 7.40 | 7.85 | 161 | 71.3% | 0.99 | 0.0035 | 0.000 | 11 | 0 | 0.0100 | 2 | 459 | 72.6% | -0.00 | 0.0035 | -0.001 | |
| 6.90 | 7.35 | 3 | 61.9% | 0.99 | 0.0048 | -0.000 | 11.5 | 0 | 0.0200 | 4 | 72.6% | -0.01 | 0.0048 | -0.001 | ||
| 6.40 | 6.85 | 23 | 2,083 | 49.0% | 0.99 | 0.0064 | -0.000 | 12 | 0 | 0.0200 | 664 | 66.8% | -0.01 | 0.0064 | -0.001 | |
| 5.90 | 6.35 | 22 | 0.99 | 0.0085 | -0.001 | 12.5 | 0 | 0.0200 | 935 | 61.3% | -0.01 | 0.0085 | -0.002 | |||
| 5.40 | 5.85 | 1,675 | 0.98 | 0.0114 | -0.001 | 13 | 0 | 0.0200 | 5 | 10.3K | 55.8% | -0.01 | 0.0114 | -0.002 | ||
| 5.10 | 5.20 | 1 | 88 | 55.8% | 0.98 | 0.0156 | -0.002 | 13.5 | 0.0100 | 0.0300 | 1,550 | 3,787 | 55.9% | -0.02 | 0.0156 | -0.002 |
| 4.60 | 4.70 | 47 | 1,095 | 49.5% | 0.97 | 0.0230 | -0.003 | 14 | 0.0200 | 0.0500 | 1,424 | 20.1K | 55.3% | -0.03 | 0.0230 | -0.003 |
| 4.10 | 4.25 | 10 | 1,560 | 51.0% | 0.95 | 0.0346 | -0.005 | 14.5 | 0.0400 | 0.0800 | 33 | 53.0K | 55.1% | -0.05 | 0.0346 | -0.005 |
| 3.70 | 3.80 | 597 | 7,241 | 57.0% | 0.91 | 0.0487 | -0.007 | 15 | 0.1100 | 0.1400 | 10.8K | 134.2K | 58.4% | -0.08 | 0.0487 | -0.008 |
| 3.30 | 3.40 | 3 | 362 | 60.4% | 0.87 | 0.0633 | -0.011 | 15.5 | 0.2000 | 0.2400 | 1,858 | 34.1K | 61.1% | -0.13 | 0.0633 | -0.011 |
| 2.94 | 3.05 | 453 | 27.2K | 64.1% | 0.82 | 0.0754 | -0.015 | 16 | 0.3400 | 0.3800 | 13.2K | 153.8K | 64.4% | -0.18 | 0.0754 | -0.015 |
| 2.64 | 2.71 | 116 | 1,817 | 67.2% | 0.76 | 0.0837 | -0.018 | 16.5 | 0.5300 | 0.5700 | 1,104 | 42.5K | 68.3% | -0.23 | 0.0837 | -0.019 |
| 2.38 | 2.45 | 277 | 7,436 | 71.5% | 0.71 | 0.0879 | -0.022 | 17 | 0.7600 | 0.8100 | 3,226 | 164.4K | 72.3% | -0.29 | 0.0879 | -0.022 |
| 2.17 | 2.24 | 27 | 47.0K | 76.3% | 0.65 | 0.0887 | -0.025 | 17.5 | 1.05 | 1.11 | 10.7K | 143.0K | 77.4% | -0.34 | 0.0887 | -0.025 |
| 2.01 | 2.07 | 1,075 | 168.7K | 81.6% | 0.60 | 0.0873 | -0.028 | 18 | 1.37 | 1.44 | 2,565 | 84.3K | 82.2% | -0.39 | 0.0873 | -0.028 |
| 1.86 | 1.92 | 8,786 | 110.9K | 86.1% | 0.56 | 0.0847 | -0.030 | 18.5 | 1.72 | 1.79 | 10.5K | 107.9K | 86.7% | -0.44 | 0.0847 | -0.030 |
| 1.74 | 1.80 | 2,982 | 87.6K | 90.8% | 0.52 | 0.0814 | -0.032 | 19 | 2.09 | 2.17 | 10.1K | 114.3K | 91.3% | -0.47 | 0.0814 | -0.032 |
| 1.63 | 1.70 | 427 | 14.6K | 95.3% | 0.49 | 0.0778 | -0.034 | 19.5 | 2.48 | 2.57 | 5,304 | 17.9K | 95.9% | -0.51 | 0.0778 | -0.034 |
| 1.54 | 1.59 | 33.2K | 313.3K | 99.1% | 0.46 | 0.0743 | -0.035 | 20 | 2.89 | 2.97 | 10.4K | 71.6K | 100.1% | -0.54 | 0.0743 | -0.035 |
| 1.46 | 1.52 | 9 | 18.5K | 103.5% | 0.43 | 0.0708 | -0.036 | 20.5 | 3.30 | 3.40 | 8 | 559 | 104.3% | -0.56 | 0.0708 | -0.036 |
| 1.39 | 1.45 | 13.0K | 136.2K | 107.5% | 0.41 | 0.0674 | -0.037 | 21 | 3.70 | 3.80 | 13 | 32.3K | 106.9% | -0.59 | 0.0674 | -0.037 |
| 1.32 | 1.37 | 46 | 32.9K | 110.7% | 0.39 | 0.0642 | -0.038 | 21.5 | 4.15 | 4.25 | 1 | 1,910 | 111.5% | -0.61 | 0.0642 | -0.037 |
| 1.26 | 1.32 | 2,362 | 168.5K | 114.4% | 0.37 | 0.0613 | -0.038 | 22 | 4.60 | 4.70 | 21 | 65.9K | 115.6% | -0.63 | 0.0613 | -0.038 |
| 1.20 | 1.24 | 11 | 11.7K | 117.0% | 0.35 | 0.0585 | -0.039 | 22.5 | 5.05 | 5.15 | 2,072 | 119.3% | -0.65 | 0.0585 | -0.038 | |
| 1.15 | 1.22 | 4,566 | 107.0K | 121.0% | 0.33 | 0.0559 | -0.039 | 23 | 5.50 | 5.60 | 37 | 35.5K | 122.6% | -0.66 | 0.0559 | -0.039 |
| 1.11 | 1.17 | 24 | 18.0K | 124.1% | 0.32 | 0.0535 | -0.039 | 23.5 | 5.95 | 6.05 | 3 | 125.6% | -0.68 | 0.0535 | -0.039 | |
| 1.06 | 1.13 | 633 | 57.9K | 127.0% | 0.31 | 0.0513 | -0.040 | 24 | 6.40 | 6.50 | 6 | 8,231 | 128.3% | -0.69 | 0.0513 | -0.039 |
| 1.02 | 1.06 | 18 | 3,381 | 129.0% | 0.29 | 0.0492 | -0.040 | 24.5 | 6.85 | 6.95 | 15 | 130.7% | -0.70 | 0.0492 | -0.039 | |
| 0.9900 | 1.05 | 3,088 | 325.6K | 132.6% | 0.28 | 0.0473 | -0.040 | 25 | 7.30 | 7.40 | 30 | 7,107 | 132.9% | -0.71 | 0.0473 | -0.039 |
| 0.9200 | 0.9800 | 45 | 36.3K | 137.6% | 0.26 | 0.0438 | -0.040 | 26 | 8.25 | 8.35 | 1 | 1,494 | 139.2% | -0.74 | 0.0438 | -0.039 |
| 0.8600 | 0.9100 | 212 | 99.4K | 142.1% | 0.24 | 0.0408 | -0.040 | 27 | 9.15 | 9.25 | 1,265 | 141.9% | -0.75 | 0.0408 | -0.038 | |
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 18, 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.
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