WFC cadeia de opções Wells Fargo & Company

Expiração Cboe delayed options data · em 12:39 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 ±3.9% (85.87–92.93) · IV ATM 23.5% · P/C open interest 1.40

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
42.60	45.85		1		1.00	0.0001	0.000	45	0	0.0500		322	127.0%	-0.00	0.0001	-0.001
39.95	43.95				1.00	0.0001	0.000	47.5	0	2.13		365	216.2%	-0.00	0.0001	-0.001
39.25	40.60	4	23	155.1%	1.00	0.0001	0.000	50	0	0.0600		979	111.0%	-0.00	0.0001	-0.001
33.20	35.70		3	110.2%	1.00	0.0003	0.000	55	0	0.0100		1,693	78.8%	-0.00	0.0003	-0.002
27.35	31.45		17		1.00	0.0005	0.000	60	0	0.0200		5,492	69.9%	-0.00	0.0005	-0.002
23.30	25.40		24		1.00	0.0010	-0.000	65	0	0.0800		5,112	66.7%	-0.00	0.0010	-0.003
20.75	22.95		1		0.99	0.0014	-0.001	67.5	0	0.0800		5,918	59.6%	-0.00	0.0014	-0.004
18.65	20.35	100	769	62.2%	0.99	0.0021	-0.002	70	0	0.0800		8,427	52.8%	-0.01	0.0021	-0.005
15.95	17.55		23		0.99	0.0031	-0.004	72.5	0	0.0800		7,267	46.1%	-0.01	0.0031	-0.006
15.20	17.45				0.99	0.0034	-0.004	73	0	0.4300		21	59.4%	-0.01	0.0034	-0.006
14.25	16.55			35.3%	0.99	0.0041	-0.005	74	0	0.5200		41	58.4%	-0.01	0.0041	-0.007
13.30	15.05		744		0.99	0.0049	-0.006	75	0	0.1100	11	11.1K	41.4%	-0.01	0.0049	-0.007
12.30	14.50			28.8%	0.98	0.0060	-0.007	76	0	0.0400	2	10	33.6%	-0.02	0.0060	-0.008
11.25	13.50				0.98	0.0073	-0.008	77	0	0.1600		1	38.3%	-0.02	0.0073	-0.009
11.25	12.50		1,262		0.98	0.0081	-0.008	77.5	0.0300	0.1000	108	5,972	35.6%	-0.02	0.0081	-0.010
10.30	12.40				0.98	0.0090	-0.009	78	0	0.1100		20	33.4%	-0.02	0.0091	-0.011
9.30	11.05		1		0.97	0.0113	-0.011	79	0.0300	0.1000		39	31.6%	-0.03	0.0114	-0.012
9.35	9.95	150	4,639	38.0%	0.96	0.0144	-0.013	80	0.0600	0.0900	1,127	7,513	29.6%	-0.04	0.0145	-0.014
7.55	9.60		2	31.8%	0.95	0.0185	-0.015	81	0.0800	0.1400	5	18	28.9%	-0.05	0.0186	-0.016
7.40	7.95		1	32.1%	0.94	0.0241	-0.018	82	0.1000	0.1900	3	88	27.6%	-0.06	0.0243	-0.019
6.80	7.45	10	2,694	28.8%	0.93	0.0276	-0.021	82.5	0.1500	0.1900	105	6,959	27.1%	-0.07	0.0278	-0.021
6.55	7.00	2	15	31.5%	0.91	0.0315	-0.023	83	0.1800	0.2200	212	2,012	26.5%	-0.09	0.0318	-0.024
5.55	6.05	8	7	28.4%	0.88	0.0410	-0.028	84	0.2400	0.3300	17	288	25.7%	-0.12	0.0413	-0.029
4.65	5.20	131	4,865	27.3%	0.84	0.0521	-0.035	85	0.3500	0.4200	565	10.5K	24.6%	-0.16	0.0526	-0.036
3.90	4.35	78	495	26.8%	0.78	0.0637	-0.042	86	0.5100	0.6300	95	388	24.3%	-0.22	0.0643	-0.043
3.15	3.55	42	650	25.8%	0.71	0.0747	-0.048	87	0.7200	0.8800	52	48	23.7%	-0.29	0.0755	-0.049
2.84	3.05	243	5,707	24.8%	0.67	0.0796	-0.051	87.5	0.9000	1.05	39	5,678	23.9%	-0.33	0.0805	-0.052
2.47	2.77	74	700	24.6%	0.63	0.0839	-0.053	88	1.08	1.22	556	543	23.8%	-0.37	0.0849	-0.054
1.92	2.08	393	678	23.9%	0.55	0.0899	-0.055	89	1.36	1.70	639	511	23.1%	-0.46	0.0912	-0.056
1.42	1.55	2,178	11.5K	23.5%	0.46	0.0914	-0.054	90	1.94	2.12	1,417	2,624	22.8%	-0.55	0.0929	-0.055
1.01	1.12	593	635	23.1%	0.37	0.0879	-0.051	91	2.38	2.74		1	21.6%	-0.64	0.0896	-0.051
0.6700	0.7900	61	79	22.7%	0.28	0.0798	-0.045	92	2.98	3.40	2	1	20.3%	-0.73	0.0817	-0.046
0.5400	0.6600	46	9,865	22.6%	0.24	0.0745	-0.041	92.5	3.30	3.95	1	724	21.1%	-0.77	0.0762	-0.042
0.4300	0.5400	105	138	22.5%	0.21	0.0685	-0.038	93	3.70	4.20			19.3%	-0.80	0.0703	-0.038
0.2700	0.4000	7	176	22.8%	0.15	0.0555	-0.030	94	4.45	5.05	1	1	15.2%	-0.86	0.0579	-0.030
0.1400	0.2400	186	6,204	22.1%	0.10	0.0427	-0.023	95	5.35	5.95	60	270		-0.91	0.0468	-0.024
0.0500	0.1500	2	2	21.4%	0.07	0.0317	-0.017	96	6.30	6.95				-0.95	0.0381	-0.020
0.0400	0.0900	48	2,281	23.0%	0.04	0.0201	-0.011	97.5	7.65	9.15		13	31.3%	-0.98	0.0238	-0.012
0	0.0500	4	5,017	24.5%	0.02	0.0112	-0.008	100	10.20	11.70	4	5	39.6%	-1.00	0.0056	-0.009
0	0.2300		1,386	42.1%	0.01	0.0055	-0.006	105	15.20	16.35	2	2	42.1%	-1.00	0.0007	-0.009
0	0.0700	2	2,552	43.5%	0.01	0.0032	-0.005	110	20.05	22.35	6		72.3%	-1.00	0.0000	-0.009
0	0.0800		775	52.3%	0.01	0.0021	-0.005	115	25.15	27.30			84.3%	-1.00	0.0000	-0.009
0	0.0800		489	59.8%	0.01	0.0015	-0.004	120	30.05	32.35	4		93.8%	-1.00	0.0000	-0.009
0	0.0800		514	66.8%	0.00	0.0011	-0.004	125	34.90	37.30	4		99.3%	-1.00	0.0000	-0.009
0	0.2400		239	84.9%	0.00	0.0008	-0.003	130	40.05	42.05	2		105.8%	-1.00	0.0000	-0.009

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 — Sep 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.

callsputs

WFC cadeia de opções Wells Fargo & Company

Sorriso de volatilidade — Sep 18, 2026

Consumo Cíclico

ETF

Tecnologia

Serviços Financeiros

Indústria

Energia