WYNN cadeia de opções Wynn Resorts, Limited
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 ±6.4% (85.23–96.83) · IV ATM 32.1% · P/C open interest 2.18
| 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 | |
| 19.55 | 23.25 | 54.4% | 0.98 | 0.0044 | -0.006 | 70 | 0 | 0.6100 | 67.3% | -0.02 | 0.0045 | -0.015 | ||||
| 15.50 | 17.95 | 56.4% | 0.97 | 0.0075 | -0.009 | 75 | 0 | 0.6400 | 1 | 53.3% | -0.03 | 0.0076 | -0.017 | |||
| 10.55 | 13.15 | 44.5% | 0.94 | 0.0154 | -0.018 | 80 | 0 | 0.7500 | 40.7% | -0.07 | 0.0156 | -0.023 | ||||
| 9.70 | 12.40 | 45.8% | 0.92 | 0.0183 | -0.021 | 81 | 0 | 0.5900 | 35.5% | -0.08 | 0.0185 | -0.026 | ||||
| 8.60 | 10.80 | 34.6% | 0.91 | 0.0218 | -0.025 | 82 | 0 | 0.6600 | 33.7% | -0.10 | 0.0220 | -0.029 | ||||
| 8.05 | 9.90 | 37.7% | 0.88 | 0.0258 | -0.029 | 83 | 0 | 0.7500 | 32.0% | -0.12 | 0.0261 | -0.033 | ||||
| 6.90 | 8.95 | 33.4% | 0.86 | 0.0303 | -0.034 | 84 | 0.0800 | 0.8300 | 30.8% | -0.14 | 0.0307 | -0.037 | ||||
| 6.05 | 8.10 | 32.8% | 0.83 | 0.0352 | -0.039 | 85 | 0.0600 | 0.9900 | 17 | 29.0% | -0.18 | 0.0356 | -0.042 | |||
| 5.25 | 7.25 | 32.1% | 0.79 | 0.0402 | -0.044 | 86 | 0.4000 | 1.15 | 2 | 30.0% | -0.21 | 0.0407 | -0.047 | |||
| 4.55 | 6.50 | 1 | 32.3% | 0.75 | 0.0451 | -0.048 | 87 | 0.7600 | 1.35 | 5 | 38 | 30.5% | -0.26 | 0.0457 | -0.051 | |
| 3.80 | 6.50 | 36.2% | 0.70 | 0.0497 | -0.053 | 88 | 0.8000 | 1.72 | 9 | 29.3% | -0.30 | 0.0504 | -0.055 | |||
| 3.25 | 5.45 | 1 | 34.1% | 0.65 | 0.0536 | -0.056 | 89 | 1.00 | 1.96 | 63 | 27.8% | -0.36 | 0.0544 | -0.058 | ||
| 2.84 | 4.20 | 21 | 31.2% | 0.59 | 0.0565 | -0.059 | 90 | 1.00 | 2.74 | 19 | 27.7% | -0.41 | 0.0575 | -0.060 | ||
| 2.40 | 3.60 | 3 | 31.4% | 0.54 | 0.0581 | -0.060 | 91 | 1.85 | 3.75 | 2 | 32.9% | -0.47 | 0.0592 | -0.061 | ||
| 2.05 | 3.20 | 33 | 32.5% | 0.48 | 0.0583 | -0.060 | 92 | 2.05 | 3.80 | 6 | 28.4% | -0.53 | 0.0596 | -0.061 | ||
| 1.49 | 2.60 | 19 | 30.7% | 0.42 | 0.0572 | -0.060 | 93 | 2.65 | 4.45 | 24 | 28.8% | -0.59 | 0.0586 | -0.060 | ||
| 1.19 | 2.19 | 10 | 30.9% | 0.37 | 0.0548 | -0.058 | 94 | 3.25 | 5.15 | 9 | 28.8% | -0.64 | 0.0563 | -0.058 | ||
| 0.9300 | 1.92 | 28 | 31.5% | 0.32 | 0.0515 | -0.055 | 95 | 3.95 | 5.90 | 53 | 29.0% | -0.69 | 0.0532 | -0.055 | ||
| 0.8100 | 1.40 | 30.8% | 0.27 | 0.0476 | -0.052 | 96 | 4.65 | 6.60 | 25 | 28.3% | -0.74 | 0.0493 | -0.051 | |||
| 0.5600 | 1.66 | 34.1% | 0.23 | 0.0433 | -0.048 | 97 | 5.30 | 7.60 | 35 | 28.6% | -0.78 | 0.0451 | -0.047 | |||
| 0.3600 | 1.43 | 26 | 34.0% | 0.20 | 0.0388 | -0.044 | 98 | 6.15 | 8.55 | 2 | 29.6% | -0.82 | 0.0406 | -0.043 | ||
| 0.2100 | 1.03 | 3 | 32.2% | 0.17 | 0.0345 | -0.040 | 99 | 7.05 | 9.25 | 27.9% | -0.85 | 0.0361 | -0.038 | |||
| 0.1200 | 0.8700 | 20 | 32.4% | 0.14 | 0.0304 | -0.037 | 100 | 7.95 | 10.05 | 11 | 25.4% | -0.88 | 0.0318 | -0.035 | ||
| 0.0300 | 0.7800 | 3 | 32.9% | 0.12 | 0.0268 | -0.034 | 101 | 8.85 | 11.05 | 1 | -0.90 | 0.0280 | -0.031 | |||
| 0 | 0.7300 | 2 | 34.2% | 0.11 | 0.0237 | -0.032 | 102 | 9.65 | 12.45 | 25 | 31.6% | -0.91 | 0.0255 | -0.028 | ||
| 0 | 0.7500 | 8 | 36.6% | 0.10 | 0.0210 | -0.030 | 103 | 10.35 | 13.20 | 69 | -0.92 | 0.0231 | -0.025 | |||
| 0 | 0.7500 | 1 | 38.7% | 0.09 | 0.0188 | -0.028 | 104 | 11.35 | 14.00 | 64 | -0.93 | 0.0210 | -0.023 | |||
| 0 | 0.4500 | 16 | 36.2% | 0.08 | 0.0168 | -0.027 | 105 | 12.35 | 15.35 | 14 | -0.94 | 0.0196 | -0.022 | |||
| 0 | 0.7500 | 1 | 42.8% | 0.07 | 0.0152 | -0.026 | 106 | 12.95 | 16.45 | 1 | -0.95 | 0.0181 | -0.021 | |||
| 0 | 0.7400 | 10 | 44.7% | 0.07 | 0.0138 | -0.025 | 107 | 13.95 | 17.65 | -0.96 | 0.0169 | -0.020 | ||||
| 0 | 0.7100 | 1 | 46.2% | 0.06 | 0.0126 | -0.024 | 108 | 14.95 | 18.60 | -0.96 | 0.0157 | -0.019 | ||||
| 0 | 0.6900 | 47.8% | 0.06 | 0.0115 | -0.024 | 109 | 15.95 | 19.30 | -0.97 | 0.0147 | -0.019 | |||||
| 0 | 0.6700 | 10 | 49.3% | 0.05 | 0.0106 | -0.023 | 110 | 16.95 | 20.40 | -0.97 | 0.0135 | -0.019 | ||||
| 0 | 0.6600 | 2 | 50.9% | 0.05 | 0.0097 | -0.022 | 111 | 17.95 | 21.60 | -0.97 | 0.0122 | -0.020 | ||||
| 0 | 0.6500 | 52.5% | 0.05 | 0.0090 | -0.022 | 112 | 18.95 | 22.60 | -0.98 | 0.0111 | -0.021 | |||||
| 0 | 0.6400 | 54.1% | 0.04 | 0.0084 | -0.021 | 113 | 19.95 | 23.60 | -0.98 | 0.0101 | -0.021 | |||||
| 0 | 0.6300 | 55.6% | 0.04 | 0.0078 | -0.021 | 114 | 21.40 | 24.60 | 50.5% | -0.98 | 0.0093 | -0.022 | ||||
| 0 | 0.6200 | 6 | 57.1% | 0.04 | 0.0073 | -0.020 | 115 | 21.95 | 25.60 | -0.98 | 0.0086 | -0.022 | ||||
| 0 | 0.6100 | 58.6% | 0.04 | 0.0068 | -0.020 | 116 | 22.95 | 26.60 | -0.98 | 0.0079 | -0.022 | |||||
| 0 | 0.6100 | 60.2% | 0.03 | 0.0064 | -0.019 | 117 | 23.95 | 27.60 | -0.99 | 0.0073 | -0.023 | |||||
| 0 | 0.6000 | 61.6% | 0.03 | 0.0060 | -0.019 | 118 | 24.95 | 28.45 | -0.99 | 0.0068 | -0.023 | |||||
| 0 | 0.6000 | 64.8% | 0.03 | 0.0053 | -0.018 | 120 | 26.95 | 30.60 | -0.99 | 0.0058 | -0.024 | |||||
| 0 | 0.5900 | 72.0% | 0.02 | 0.0041 | -0.017 | 125 | 32.40 | 35.60 | 66.8% | -0.99 | 0.0036 | -0.029 | ||||
| 0 | 0.5900 | 79.1% | 0.02 | 0.0033 | -0.016 | 130 | 36.80 | 40.60 | -1.00 | 0.0023 | -0.032 | |||||
| 0 | 0.5900 | 85.7% | 0.02 | 0.0027 | -0.015 | 135 | 41.75 | 46.00 | -1.00 | 0.0014 | -0.035 | |||||
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 25, 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.