VST cadeia de opções Vistra Corp.
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 ±43.2% (85.05–214.65) · IV ATM 49.6% · P/C open interest 1.10
| 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 | |
| 79.50 | 83.05 | 32 | 51.7% | 0.95 | 0.0013 | -0.001 | 75 | 2.34 | 3.15 | 29 | 52.0% | -0.06 | 0.0014 | -0.011 | ||
| 75.50 | 79.70 | 89 | 52.6% | 0.93 | 0.0016 | -0.004 | 80 | 2.98 | 4.20 | 664 | 52.0% | -0.07 | 0.0016 | -0.013 | ||
| 71.95 | 75.55 | 23 | 52.1% | 0.92 | 0.0018 | -0.006 | 85 | 3.75 | 4.80 | 55 | 50.9% | -0.09 | 0.0019 | -0.014 | ||
| 68.00 | 71.55 | 91 | 50.8% | 0.90 | 0.0021 | -0.008 | 90 | 4.55 | 5.80 | 271 | 50.3% | -0.10 | 0.0022 | -0.016 | ||
| 64.40 | 68.00 | 41 | 50.6% | 0.89 | 0.0023 | -0.010 | 95 | 5.60 | 7.05 | 386 | 50.2% | -0.12 | 0.0024 | -0.018 | ||
| 61.00 | 64.50 | 1 | 512 | 50.4% | 0.87 | 0.0026 | -0.013 | 100 | 6.75 | 8.40 | 2 | 1,760 | 49.9% | -0.14 | 0.0027 | -0.020 |
| 58.00 | 61.50 | 179 | 51.0% | 0.85 | 0.0028 | -0.015 | 105 | 8.20 | 10.25 | 869 | 50.3% | -0.16 | 0.0030 | -0.022 | ||
| 54.85 | 58.00 | 186 | 50.4% | 0.83 | 0.0031 | -0.017 | 110 | 9.80 | 11.15 | 1,629 | 49.4% | -0.18 | 0.0032 | -0.023 | ||
| 51.10 | 55.00 | 2 | 68 | 49.4% | 0.81 | 0.0033 | -0.019 | 115 | 11.35 | 13.05 | 1,425 | 49.3% | -0.20 | 0.0035 | -0.025 | |
| 50.20 | 51.45 | 15 | 242 | 50.7% | 0.79 | 0.0036 | -0.021 | 120 | 13.70 | 14.90 | 17 | 2,337 | 49.7% | -0.23 | 0.0038 | -0.026 |
| 46.30 | 49.50 | 87 | 50.2% | 0.76 | 0.0038 | -0.022 | 125 | 14.60 | 17.35 | 160 | 48.9% | -0.25 | 0.0040 | -0.028 | ||
| 43.00 | 46.90 | 2 | 139 | 49.4% | 0.74 | 0.0040 | -0.024 | 130 | 17.95 | 19.25 | 1,630 | 49.7% | -0.27 | 0.0042 | -0.029 | |
| 41.35 | 44.10 | 20 | 241 | 49.8% | 0.72 | 0.0041 | -0.026 | 135 | 20.20 | 21.50 | 1,167 | 49.5% | -0.30 | 0.0044 | -0.030 | |
| 39.30 | 41.90 | 9 | 733 | 50.1% | 0.70 | 0.0043 | -0.027 | 140 | 22.45 | 23.90 | 661 | 49.2% | -0.32 | 0.0046 | -0.031 | |
| 36.90 | 39.05 | 7 | 273 | 49.4% | 0.67 | 0.0044 | -0.028 | 145 | 24.95 | 26.75 | 324 | 49.3% | -0.35 | 0.0048 | -0.032 | |
| 35.15 | 37.55 | 35 | 1,357 | 50.1% | 0.65 | 0.0045 | -0.029 | 150 | 26.70 | 30.20 | 330 | 49.1% | -0.37 | 0.0050 | -0.033 | |
| 33.00 | 34.95 | 6 | 232 | 49.5% | 0.63 | 0.0046 | -0.030 | 155 | 30.55 | 32.55 | 372 | 49.5% | -0.40 | 0.0051 | -0.034 | |
| 31.00 | 32.95 | 98 | 643 | 49.2% | 0.61 | 0.0047 | -0.031 | 160 | 33.45 | 35.25 | 108 | 49.2% | -0.42 | 0.0052 | -0.034 | |
| 29.20 | 30.80 | 3 | 217 | 48.9% | 0.59 | 0.0048 | -0.032 | 165 | 35.50 | 39.50 | 117 | 49.3% | -0.45 | 0.0053 | -0.035 | |
| 27.55 | 29.20 | 996 | 49.0% | 0.56 | 0.0048 | -0.032 | 170 | 39.00 | 41.60 | 37 | 48.6% | -0.47 | 0.0054 | -0.035 | ||
| 25.90 | 28.65 | 352 | 49.7% | 0.54 | 0.0048 | -0.032 | 175 | 41.50 | 46.00 | 35 | 48.9% | -0.49 | 0.0055 | -0.035 | ||
| 24.65 | 26.85 | 1 | 665 | 49.6% | 0.52 | 0.0049 | -0.033 | 180 | 45.95 | 48.55 | 59 | 49.0% | -0.52 | 0.0056 | -0.035 | |
| 23.20 | 26.00 | 42 | 50.0% | 0.50 | 0.0049 | -0.033 | 185 | 49.10 | 51.70 | 359 | 48.4% | -0.54 | 0.0056 | -0.035 | ||
| 21.60 | 25.00 | 294 | 50.0% | 0.48 | 0.0049 | -0.033 | 190 | 52.50 | 55.65 | 5 | 48.5% | -0.56 | 0.0057 | -0.035 | ||
| 20.70 | 23.10 | 84 | 49.8% | 0.47 | 0.0048 | -0.033 | 195 | 56.00 | 59.15 | 11 | 48.2% | -0.58 | 0.0057 | -0.035 | ||
| 19.50 | 20.85 | 26 | 1,545 | 49.0% | 0.45 | 0.0048 | -0.033 | 200 | 60.60 | 62.95 | 103 | 48.9% | -0.60 | 0.0057 | -0.035 | |
| 17.30 | 19.40 | 141 | 49.5% | 0.41 | 0.0047 | -0.033 | 210 | 67.65 | 70.95 | 22 | 48.5% | -0.65 | 0.0058 | -0.034 | ||
| 15.60 | 17.45 | 3 | 206 | 49.7% | 0.38 | 0.0046 | -0.032 | 220 | 76.80 | 79.00 | 47 | 49.4% | -0.69 | 0.0058 | -0.033 | |
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 21, 2028
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.