WFC cadeia de opções Wells Fargo & Company

Expiração Cboe delayed options data · em 18:46 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 ±6.0% (76.75–86.55) · IV ATM 25.4% · P/C open interest 1.35

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
37.65	41.35			131.6%	1.00	0.0000	0.000	42.5	0	0.1900		75	103.3%	-0.00	0.0002	-0.001
35.15	38.85		4	121.0%	1.00	0.0001	0.000	45	0	0.3600		61	104.8%	-0.00	0.0002	-0.001
32.65	36.35			111.0%	1.00	0.0001	0.000	47.5	0	0.3500	2	86	95.8%	-0.00	0.0003	-0.001
30.20	33.85		4	103.1%	1.00	0.0001	0.000	50	0	0.2100		204	81.0%	-0.00	0.0004	-0.001
25.20	28.85		3	85.4%	1.00	0.0004	0.000	55	0	0.0100		450	46.8%	-0.00	0.0009	-0.002
20.20	23.85		5	69.0%	1.00	0.0010	0.000	60	0	0.0500		964	44.0%	-0.01	0.0020	-0.003
15.20	18.85		16	53.8%	0.99	0.0029	-0.001	65	0.0100	0.0700		3,052	35.7%	-0.02	0.0047	-0.006
13.05	16.20		22	50.0%	0.99	0.0055	-0.004	67.5	0.0300	0.1700		1,856	35.2%	-0.03	0.0078	-0.008
11.25	12.70		261	37.5%	0.97	0.0104	-0.008	70	0.1000	0.1900	30	8,933	31.6%	-0.05	0.0131	-0.012
9.40	10.90			37.2%	0.95	0.0171	-0.012	72	0.1600	0.3500			30.5%	-0.07	0.0197	-0.016
9.10	10.20	11	216	35.7%	0.94	0.0193	-0.014	72.5	0.2400	0.2900	21	12.4K	29.4%	-0.08	0.0218	-0.017
8.15	10.15			34.2%	0.93	0.0218	-0.015	73	0.2200	0.4000			29.2%	-0.09	0.0241	-0.018
7.30	9.05			31.7%	0.91	0.0275	-0.019	74	0.2700	0.5400		14	28.7%	-0.12	0.0292	-0.021
7.00	7.75		384	32.6%	0.88	0.0341	-0.023	75	0.4800	0.5300	21	12.2K	27.7%	-0.15	0.0349	-0.024
5.80	7.30			32.1%	0.84	0.0412	-0.027	76	0.6500	0.7100		13	27.5%	-0.18	0.0411	-0.028
5.20	6.35			31.8%	0.80	0.0484	-0.032	77	0.8500	0.9000	2	9	27.1%	-0.23	0.0473	-0.031
4.80	5.85		536	30.6%	0.77	0.0517	-0.033	77.5	0.9700	1.01	52	9,062	26.8%	-0.25	0.0503	-0.033
4.50	5.55	5		31.3%	0.75	0.0550	-0.035	78	1.09	1.15	183	20	26.6%	-0.28	0.0532	-0.034
3.85	4.60			29.6%	0.69	0.0608	-0.038	79	1.39	1.44	472	37	26.2%	-0.33	0.0585	-0.037
3.20	3.35	49	1,952	25.8%	0.63	0.0653	-0.040	80	1.76	1.81	33	7,374	26.0%	-0.40	0.0628	-0.039
2.68	2.73	29		25.7%	0.56	0.0681	-0.041	81	2.20	2.23	83	12	25.7%	-0.46	0.0657	-0.039
2.17	2.20	16	44	25.4%	0.49	0.0690	-0.040	82	2.69	2.73	110	72	25.4%	-0.53	0.0669	-0.039
1.93	1.97	352	3,355	25.3%	0.46	0.0686	-0.040	82.5	2.94	3.05	14	6,452	25.4%	-0.56	0.0667	-0.038
1.70	1.75	115	53	25.0%	0.42	0.0677	-0.039	83	3.20	3.45		35	25.7%	-0.59	0.0661	-0.038
1.33	1.37	22	919	24.9%	0.36	0.0646	-0.036	84	3.70	4.10	3	2	24.9%	-0.66	0.0634	-0.035
1.01	1.05	122	4,014	24.6%	0.30	0.0598	-0.033	85	4.30	4.80	12	4,537	24.1%	-0.72	0.0589	-0.032
0.7600	0.8200	157	58	24.6%	0.24	0.0539	-0.029	86	5.15	5.80	10		26.3%	-0.77	0.0532	-0.029
0.5800	0.5900	15	29	24.5%	0.19	0.0473	-0.026	87	5.95	6.30	47	2	23.9%	-0.82	0.0466	-0.025
0.5000	0.5100	100	7,071	24.5%	0.17	0.0438	-0.024	87.5	5.95	6.75		1,850	19.8%	-0.84	0.0432	-0.022
0.4000	0.5400	2	63	25.1%	0.15	0.0404	-0.022	88	6.35	7.35	12		21.0%	-0.86	0.0397	-0.021
0.2700	0.4500		105	25.4%	0.12	0.0338	-0.018	89	6.90	8.75			22.5%	-0.89	0.0330	-0.017
0.2100	0.2300	207	7,511	24.3%	0.09	0.0277	-0.015	90	8.10	9.20		1,010	16.4%	-0.92	0.0267	-0.013
0.1300	0.2000	4	7	24.6%	0.07	0.0223	-0.012	91	8.70	10.10	1			-0.94	0.0213	-0.010
0.0900	0.1700	4		25.2%	0.05	0.0179	-0.010	92	9.80	11.30				-0.96	0.0168	-0.008
0.1000	0.1300	65	8,944	25.5%	0.05	0.0160	-0.009	92.5	10.25	11.70		105		-0.96	0.0149	-0.007
0.0300	0.1500		1	25.2%	0.04	0.0144	-0.008	93	10.60	13.00			29.8%	-0.97	0.0133	-0.006
0.0100	0.1000		4	24.7%	0.03	0.0117	-0.007	94	11.50	13.55				-0.97	0.0106	-0.005
0.0300	0.0600		4,623	25.4%	0.03	0.0097	-0.006	95	12.35	14.80		158		-0.98	0.0087	-0.004
0	0.1600			29.4%	0.02	0.0082	-0.005	96	12.60	16.05				-0.98	0.0073	-0.003
0	0.1500		3,666	31.3%	0.02	0.0066	-0.005	97.5	14.05	17.95		27		-0.99	0.0058	-0.002
0.0100	0.1000	100	6,995	33.4%	0.01	0.0050	-0.004	100	16.55	20.45		94		-0.99	0.0043	-0.001
0	0.1100		966	39.9%	0.01	0.0032	-0.004	105	21.55	25.45				-0.99	0.0027	-0.000
0	0.0300		276	39.5%	0.01	0.0022	-0.003	110	26.55	29.85				-0.99	0.0018	0.000
0	0.1000		424	51.1%	0.01	0.0016	-0.003	115	31.50	35.25				-1.00	0.0013	0.000
0	0.1000		37	56.5%	0.01	0.0012	-0.003	120	36.50	39.85				-1.00	0.0010	0.000

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 20, 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

WFC cadeia de opções Wells Fargo & Company

Sorriso de volatilidade — Nov 20, 2026

Consumo Cíclico

ETF

Tecnologia

Serviços Financeiros

Indústria

Consumo Defensivo