WMB cadeia de opções The Williams Companies, Inc.
Cboe delayed options data · em 00:46 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 ±7.4% (65.20–75.56) · IV ATM 30.9% · P/C open interest 0.11
| 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 | |
| 28.60 | 32.70 | 70.8% | 0.99 | 0.0010 | -0.000 | 40 | 0 | 0.1000 | 84.4% | -0.01 | 0.0010 | -0.004 | ||||
| 23.50 | 27.70 | 0.99 | 0.0016 | -0.002 | 45 | 0 | 2.15 | 124.1% | -0.01 | 0.0016 | -0.005 | |||||
| 18.80 | 22.70 | 56.5% | 0.99 | 0.0028 | -0.003 | 50 | 0 | 0.4500 | 7 | 69.3% | -0.01 | 0.0029 | -0.005 | |||
| 14.40 | 17.00 | 0.98 | 0.0056 | -0.005 | 55 | 0 | 2.15 | 48 | 79.8% | -0.02 | 0.0057 | -0.007 | ||||
| 11.50 | 14.00 | 31.3% | 0.97 | 0.0093 | -0.007 | 58 | 0 | 1.65 | 61.8% | -0.03 | 0.0094 | -0.009 | ||||
| 10.50 | 13.10 | 33.2% | 0.96 | 0.0112 | -0.008 | 59 | 0 | 1.30 | 53.8% | -0.04 | 0.0113 | -0.010 | ||||
| 9.60 | 12.10 | 23 | 33.3% | 0.95 | 0.0138 | -0.009 | 60 | 0.0500 | 0.1500 | 12 | 372 | 31.9% | -0.05 | 0.0139 | -0.011 | |
| 9.40 | 11.20 | 44.7% | 0.94 | 0.0172 | -0.011 | 61 | 0 | 0.9000 | 41.6% | -0.06 | 0.0174 | -0.013 | ||||
| 7.70 | 10.30 | 33.1% | 0.92 | 0.0216 | -0.014 | 62 | 0 | 0.7000 | 35.6% | -0.08 | 0.0218 | -0.015 | ||||
| 7.40 | 9.60 | 41.7% | 0.89 | 0.0268 | -0.018 | 63 | 0.1500 | 0.8500 | 36.0% | -0.11 | 0.0271 | -0.019 | ||||
| 5.90 | 8.50 | 31.7% | 0.86 | 0.0324 | -0.023 | 64 | 0.2000 | 0.9500 | 34.1% | -0.14 | 0.0328 | -0.024 | ||||
| 4.50 | 7.40 | 176 | 22.1% | 0.82 | 0.0380 | -0.027 | 65 | 0.6000 | 0.7500 | 1,083 | 5,007 | 32.4% | -0.18 | 0.0385 | -0.028 | |
| 4.30 | 6.90 | 31.7% | 0.78 | 0.0434 | -0.031 | 66 | 0.8000 | 1.45 | 261 | 35.9% | -0.22 | 0.0440 | -0.032 | |||
| 3.60 | 6.50 | 34.3% | 0.73 | 0.0485 | -0.035 | 67 | 0.5500 | 1.45 | 262 | 29.8% | -0.27 | 0.0492 | -0.035 | |||
| 3.90 | 5.10 | 35.7% | 0.68 | 0.0531 | -0.037 | 68 | 1.40 | 2.00 | 261 | 35.0% | -0.32 | 0.0539 | -0.038 | |||
| 2.75 | 4.40 | 31.6% | 0.62 | 0.0569 | -0.039 | 69 | 1.55 | 2.10 | 31.5% | -0.38 | 0.0579 | -0.040 | ||||
| 2.50 | 3.20 | 30 | 1,114 | 29.5% | 0.57 | 0.0596 | -0.040 | 70 | 2.05 | 2.60 | 27 | 7,266 | 32.2% | -0.44 | 0.0608 | -0.041 |
| 2.10 | 2.80 | 2 | 30.7% | 0.51 | 0.0609 | -0.041 | 71 | 2.35 | 3.10 | 88 | 30.9% | -0.50 | 0.0623 | -0.042 | ||
| 1.70 | 2.25 | 24 | 30.2% | 0.45 | 0.0607 | -0.040 | 72 | 2.10 | 4.50 | 31.0% | -0.56 | 0.0623 | -0.041 | |||
| 1.45 | 1.75 | 98 | 30.2% | 0.39 | 0.0591 | -0.038 | 73 | 2.90 | 4.30 | 26.8% | -0.62 | 0.0610 | -0.039 | |||
| 1.10 | 1.65 | 3 | 31.5% | 0.33 | 0.0563 | -0.036 | 74 | 4.20 | 5.20 | 32.1% | -0.68 | 0.0584 | -0.037 | |||
| 0.8500 | 1.10 | 95 | 39.5K | 29.7% | 0.28 | 0.0524 | -0.033 | 75 | 4.10 | 6.60 | 2 | 2,377 | 31.0% | -0.74 | 0.0548 | -0.034 |
| 0.6000 | 1.00 | 1,172 | 30.3% | 0.23 | 0.0477 | -0.030 | 76 | 5.60 | 6.80 | 32.0% | -0.79 | 0.0504 | -0.031 | |||
| 0.4000 | 1.25 | 14 | 28.6% | 0.19 | 0.0424 | -0.026 | 77 | 5.80 | 7.50 | 23.7% | -0.83 | 0.0454 | -0.027 | |||
| 0.3500 | 0.7000 | 22 | 31.4% | 0.15 | 0.0369 | -0.023 | 78 | 6.80 | 9.10 | 33.6% | -0.87 | 0.0403 | -0.024 | |||
| 0.1000 | 1.10 | 5 | 35.6% | 0.12 | 0.0316 | -0.020 | 79 | 7.40 | 9.70 | -0.90 | 0.0352 | -0.021 | ||||
| 0.2000 | 0.3000 | 28 | 31.7K | 29.8% | 0.10 | 0.0270 | -0.017 | 80 | 8.40 | 10.50 | 59 | -0.93 | 0.0307 | -0.019 | ||
| 0 | 0.9500 | 38.0% | 0.08 | 0.0231 | -0.016 | 81 | 9.30 | 11.10 | -0.95 | 0.0261 | -0.017 | |||||
| 0 | 0.9500 | 40.3% | 0.07 | 0.0200 | -0.014 | 82 | 10.30 | 12.90 | 32.8% | -0.96 | 0.0240 | -0.016 | ||||
| 0.0500 | 0.3000 | 1 | 39.2K | 37.4% | 0.05 | 0.0141 | -0.013 | 85 | 13.30 | 15.90 | 38.7% | -0.98 | 0.0172 | -0.013 | ||
| 0 | 0.9000 | 165 | 56.5% | 0.04 | 0.0092 | -0.012 | 90 | 18.20 | 20.90 | -0.99 | 0.0096 | -0.012 | ||||
| 0 | 0.1000 | 26.8K | 44.9% | 0.03 | 0.0066 | -0.011 | 95 | 23.20 | 26.70 | 71.5% | -0.99 | 0.0061 | -0.011 | |||
| 0 | 0.6000 | 193 | 68.3% | 0.03 | 0.0050 | -0.011 | 100 | 28.30 | 30.90 | 64.0% | -1.00 | 0.0040 | -0.009 | |||
| 0 | 1.05 | 11 | 53.0% | 0.02 | 0.0039 | -0.010 | 105 | 33.30 | 35.90 | 71.3% | -1.00 | 0.0023 | -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 — 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