WFC cadeia de opções Wells Fargo & Company

Expiração Cboe delayed options data · em 15:45 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 ±6.1% (76.83–86.86) · IV ATM 26.0% · 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			113.3%	1.00	0.0001	0.000	42.5	0	0.1900		75	103.4%	-0.00	0.0002	-0.001
35.15	38.85		4	103.6%	1.00	0.0001	0.000	45	0	0.3000		61	101.8%	-0.00	0.0003	-0.001
32.65	36.35			94.5%	1.00	0.0001	0.000	47.5	0	0.2900		86	93.0%	-0.00	0.0004	-0.002
30.20	33.85		4	89.0%	1.00	0.0002	0.000	50	0	0.0900		204	72.2%	-0.00	0.0006	-0.002
25.45	28.85		3	82.7%	1.00	0.0005	0.000	55	0	0.0100		450	46.9%	-0.00	0.0011	-0.003
20.45	23.50		5	51.4%	1.00	0.0012	0.000	60	0	0.0500		964	44.1%	-0.01	0.0022	-0.004
15.85	17.80		16		0.99	0.0034	-0.002	65	0.0100	0.0800		3,052	36.5%	-0.02	0.0052	-0.007
13.90	15.50		22	46.9%	0.98	0.0062	-0.005	67.5	0.0300	0.1700		1,856	35.5%	-0.03	0.0084	-0.009
11.20	12.95		261	34.5%	0.97	0.0109	-0.009	70	0.1000	0.2000	30	8,933	32.1%	-0.05	0.0134	-0.013
9.40	10.90			32.4%	0.95	0.0171	-0.013	72	0.1600	0.3500			30.8%	-0.08	0.0195	-0.016
9.40	10.20	11	216	35.5%	0.94	0.0192	-0.014	72.5	0.2100	0.3000	7	12.4K	29.5%	-0.08	0.0214	-0.017
8.15	10.15			29.6%	0.93	0.0214	-0.016	73	0.2200	0.4300			30.0%	-0.09	0.0235	-0.018
7.30	9.05			27.7%	0.91	0.0267	-0.019	74	0.2700	0.5400		14	29.0%	-0.11	0.0283	-0.021
6.95	7.80		384	29.6%	0.89	0.0330	-0.022	75	0.4300	0.5500	7	12.2K	27.8%	-0.14	0.0339	-0.024
5.80	7.30			29.7%	0.85	0.0400	-0.027	76	0.6200	0.7100		13	27.8%	-0.18	0.0400	-0.027
5.20	6.35			29.9%	0.81	0.0470	-0.031	77	0.8200	0.9200		9	27.5%	-0.22	0.0461	-0.031
4.80	5.90		536	29.1%	0.78	0.0505	-0.033	77.5	0.9400	1.03	43	9,062	27.3%	-0.25	0.0491	-0.033
4.50	5.55	5		29.6%	0.76	0.0537	-0.035	78	1.06	1.18	108	20	27.2%	-0.27	0.0520	-0.034
3.85	4.70			28.7%	0.70	0.0595	-0.038	79	1.34	1.51	452	37	26.9%	-0.33	0.0573	-0.037
3.30	3.55	13	1,952	26.2%	0.64	0.0641	-0.040	80	1.69	1.88	33	7,374	26.6%	-0.39	0.0616	-0.039
2.73	2.93	4		25.8%	0.57	0.0671	-0.041	81	2.10	2.31	24	12	26.4%	-0.45	0.0646	-0.040
2.20	2.36	2	44	25.5%	0.50	0.0682	-0.041	82	2.57	2.90	27	72	26.6%	-0.51	0.0661	-0.039
1.96	2.11	10	3,355	25.3%	0.47	0.0681	-0.040	82.5	2.84	3.10	12	6,452	26.1%	-0.55	0.0661	-0.039
1.74	1.88	102	53	25.1%	0.44	0.0674	-0.039	83	3.10	3.40		35	26.0%	-0.58	0.0657	-0.038
1.34	1.50	3	919	24.9%	0.37	0.0648	-0.037	84	3.55	4.15	3	2	25.6%	-0.64	0.0634	-0.036
1.04	1.16	24	4,014	24.8%	0.31	0.0604	-0.034	85	4.40	4.70	10	4,537	25.6%	-0.70	0.0594	-0.033
0.7800	0.8800	157	58	24.6%	0.25	0.0547	-0.030	86	4.65	5.85			24.9%	-0.76	0.0541	-0.029
0.5900	0.6800	13	29	24.7%	0.20	0.0483	-0.026	87	5.80	6.40	26	2	25.7%	-0.81	0.0477	-0.025
0.5000	0.5800	4	7,071	24.5%	0.18	0.0450	-0.025	87.5	5.90	6.65		1,850	21.5%	-0.83	0.0444	-0.024
0.3900	0.5400	2	63	24.5%	0.16	0.0416	-0.023	88	6.35	7.30	10		23.6%	-0.85	0.0410	-0.022
0.2700	0.4500		105	24.9%	0.13	0.0352	-0.019	89	6.90	8.75			26.0%	-0.88	0.0344	-0.018
0.2100	0.2600	41	7,511	24.2%	0.10	0.0293	-0.016	90	8.05	9.20		1,010	23.4%	-0.91	0.0284	-0.015
0.1100	0.3000		7	25.4%	0.08	0.0242	-0.014	91	8.70	10.10	1			-0.93	0.0233	-0.012
0.0700	0.2500			25.9%	0.06	0.0201	-0.012	92	9.80	11.30			24.5%	-0.94	0.0192	-0.010
0.0700	0.2300		8,944	26.4%	0.06	0.0184	-0.011	92.5	10.25	11.75		105	22.6%	-0.95	0.0174	-0.009
0.0300	0.2200		1	26.4%	0.05	0.0169	-0.011	93	10.60	13.00			34.2%	-0.95	0.0160	-0.009
0.0100	0.1900		4	26.9%	0.05	0.0144	-0.010	94	11.50	13.55			26.8%	-0.96	0.0135	-0.007
0	0.1400		4,623	26.9%	0.04	0.0125	-0.009	95	12.45	14.60		158	28.5%	-0.97	0.0116	-0.007
0	0.1600			29.0%	0.04	0.0110	-0.009	96	12.85	15.75				-0.97	0.0102	-0.006
0	0.1500		3,666	30.9%	0.03	0.0093	-0.008	97.5	14.85	17.45		27	38.5%	-0.97	0.0086	-0.005
0.0100	0.1100	100	6,995	33.4%	0.03	0.0073	-0.008	100	17.50	20.10		94	47.7%	-0.98	0.0067	-0.005
0	0.1100		966	39.6%	0.02	0.0049	-0.007	105	21.85	24.90				-0.98	0.0045	-0.004
0	0.1000		276	45.1%	0.02	0.0036	-0.006	110	26.95	30.05			50.4%	-0.99	0.0033	-0.002
0	0.1000		424	50.8%	0.01	0.0027	-0.006	115	31.90	34.85				-0.99	0.0025	-0.001
0	0.1000		37	56.1%	0.01	0.0022	-0.006	120	36.85	39.75				-0.99	0.0020	-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

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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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Sorriso de volatilidade — Nov 20, 2026

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