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 ±44.2% (80.09–206.89) · IV ATM 48.2% · P/C open interest 1.51
| 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 | |
| 74.50 | 78.00 | 26 | 52.9% | 0.93 | 0.0016 | -0.000 | 75 | 3.15 | 3.70 | 4 | 29 | 50.9% | -0.07 | 0.0016 | -0.011 | |
| 70.40 | 73.80 | 4 | 91 | 51.0% | 0.92 | 0.0018 | -0.003 | 80 | 3.85 | 4.80 | 663 | 50.6% | -0.09 | 0.0019 | -0.013 | |
| 67.10 | 70.45 | 25 | 51.9% | 0.90 | 0.0021 | -0.005 | 85 | 4.95 | 6.20 | 46 | 51.1% | -0.10 | 0.0022 | -0.015 | ||
| 63.65 | 66.45 | 6 | 79 | 50.9% | 0.89 | 0.0024 | -0.007 | 90 | 5.80 | 7.05 | 256 | 49.8% | -0.12 | 0.0024 | -0.016 | |
| 60.15 | 63.50 | 41 | 51.1% | 0.87 | 0.0026 | -0.009 | 95 | 7.00 | 9.10 | 409 | 50.4% | -0.14 | 0.0027 | -0.018 | ||
| 57.65 | 58.70 | 15 | 320 | 49.8% | 0.85 | 0.0029 | -0.011 | 100 | 8.85 | 9.75 | 1,241 | 49.6% | -0.16 | 0.0030 | -0.019 | |
| 54.00 | 56.55 | 1 | 172 | 50.2% | 0.83 | 0.0031 | -0.013 | 105 | 10.55 | 11.15 | 828 | 49.3% | -0.18 | 0.0033 | -0.021 | |
| 51.50 | 53.95 | 4 | 219 | 50.9% | 0.81 | 0.0034 | -0.015 | 110 | 12.30 | 13.10 | 1,599 | 49.3% | -0.21 | 0.0036 | -0.022 | |
| 48.10 | 51.50 | 4 | 69 | 50.5% | 0.79 | 0.0036 | -0.017 | 115 | 14.10 | 14.95 | 1,696 | 49.0% | -0.23 | 0.0038 | -0.023 | |
| 46.15 | 47.40 | 16 | 165 | 49.7% | 0.76 | 0.0038 | -0.018 | 120 | 16.25 | 17.05 | 1,727 | 49.0% | -0.25 | 0.0041 | -0.025 | |
| 42.90 | 44.55 | 14 | 87 | 48.6% | 0.74 | 0.0040 | -0.020 | 125 | 18.45 | 19.30 | 132 | 48.9% | -0.28 | 0.0043 | -0.026 | |
| 40.45 | 42.05 | 3 | 112 | 48.5% | 0.72 | 0.0042 | -0.021 | 130 | 20.65 | 21.60 | 1 | 1,615 | 48.7% | -0.30 | 0.0045 | -0.026 |
| 39.00 | 39.80 | 3 | 228 | 49.2% | 0.69 | 0.0044 | -0.023 | 135 | 23.25 | 24.10 | 1,144 | 48.8% | -0.33 | 0.0047 | -0.027 | |
| 36.20 | 37.90 | 13 | 653 | 48.8% | 0.67 | 0.0045 | -0.024 | 140 | 25.75 | 26.65 | 640 | 48.5% | -0.35 | 0.0049 | -0.028 | |
| 33.95 | 35.70 | 4 | 183 | 48.5% | 0.65 | 0.0046 | -0.025 | 145 | 27.55 | 29.60 | 303 | 47.8% | -0.38 | 0.0050 | -0.029 | |
| 31.90 | 33.75 | 16 | 967 | 48.4% | 0.63 | 0.0047 | -0.026 | 150 | 30.10 | 32.45 | 313 | 47.5% | -0.40 | 0.0052 | -0.029 | |
| 30.50 | 31.90 | 1 | 245 | 48.7% | 0.60 | 0.0048 | -0.026 | 155 | 34.10 | 35.05 | 379 | 47.9% | -0.42 | 0.0053 | -0.029 | |
| 28.85 | 30.00 | 6 | 477 | 48.6% | 0.58 | 0.0048 | -0.027 | 160 | 37.35 | 38.25 | 105 | 48.1% | -0.45 | 0.0054 | -0.030 | |
| 26.80 | 28.40 | 170 | 48.3% | 0.56 | 0.0049 | -0.028 | 165 | 40.35 | 41.45 | 120 | 47.8% | -0.47 | 0.0055 | -0.030 | ||
| 25.45 | 26.95 | 3 | 210 | 48.5% | 0.54 | 0.0049 | -0.028 | 170 | 42.45 | 46.10 | 43 | 47.9% | -0.50 | 0.0056 | -0.030 | |
| 24.20 | 25.50 | 8 | 193 | 48.6% | 0.52 | 0.0049 | -0.029 | 175 | 46.95 | 48.70 | 35 | 48.0% | -0.52 | 0.0057 | -0.030 | |
| 22.80 | 23.90 | 1 | 585 | 48.4% | 0.50 | 0.0049 | -0.029 | 180 | 50.60 | 51.95 | 59 | 47.9% | -0.54 | 0.0057 | -0.030 | |
| 21.20 | 22.80 | 41 | 48.3% | 0.48 | 0.0049 | -0.029 | 185 | 53.00 | 55.85 | 358 | 47.1% | -0.57 | 0.0058 | -0.029 | ||
| 19.35 | 22.10 | 1 | 310 | 48.2% | 0.46 | 0.0049 | -0.029 | 190 | 57.60 | 59.55 | 3 | 47.7% | -0.59 | 0.0058 | -0.029 | |
| 19.10 | 20.80 | 113 | 48.7% | 0.45 | 0.0049 | -0.029 | 195 | 61.05 | 63.75 | 12 | 47.8% | -0.61 | 0.0058 | -0.029 | ||
| 18.25 | 19.30 | 27 | 865 | 48.6% | 0.43 | 0.0048 | -0.029 | 200 | 65.55 | 67.35 | 105 | 48.0% | -0.63 | 0.0059 | -0.028 | |
| 16.35 | 17.85 | 214 | 49.0% | 0.40 | 0.0047 | -0.029 | 210 | 73.20 | 75.50 | 23 | 47.8% | -0.67 | 0.0059 | -0.028 | ||
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.