XLB cadeia de opções State Street Materials Select Sector SPDR ETF
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% (51.01–55.18) · IV ATM 17.0% · P/C open interest 288.40
| 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 | |
| 11.65 | 15.10 | 67.4% | 0.99 | 0.0046 | -0.002 | 40 | 0 | 0.1300 | 50.6% | -0.02 | 0.0058 | -0.005 | ||||
| 10.25 | 14.10 | 42.6% | 0.99 | 0.0058 | -0.003 | 41 | 0 | 0.1700 | 46.0K | 49.0% | -0.02 | 0.0071 | -0.005 | |||
| 9.05 | 13.10 | 0.98 | 0.0073 | -0.003 | 42 | 0 | 0.2400 | 48.1% | -0.02 | 0.0088 | -0.006 | |||||
| 8.65 | 12.10 | 53.1% | 0.98 | 0.0093 | -0.004 | 43 | 0 | 0.3100 | 46.4% | -0.03 | 0.0110 | -0.006 | ||||
| 7.10 | 11.15 | 0.97 | 0.0120 | -0.005 | 44 | 0 | 0.3300 | 42.9% | -0.04 | 0.0138 | -0.007 | |||||
| 6.85 | 8.60 | 0.97 | 0.0156 | -0.006 | 45 | 0 | 0.3700 | 39.8% | -0.04 | 0.0177 | -0.008 | |||||
| 5.85 | 7.60 | 0.96 | 0.0207 | -0.007 | 46 | 0 | 0.4100 | 2 | 36.5% | -0.06 | 0.0230 | -0.009 | ||||
| 5.35 | 7.15 | 0.95 | 0.0240 | -0.008 | 46.5 | 0 | 0.4400 | 35.0% | -0.06 | 0.0263 | -0.009 | |||||
| 4.90 | 6.65 | 0.94 | 0.0279 | -0.008 | 47 | 0 | 0.4100 | 2 | 32.2% | -0.07 | 0.0303 | -0.010 | ||||
| 4.45 | 6.20 | 0.93 | 0.0325 | -0.009 | 47.5 | 0 | 0.4300 | 3 | 30.5% | -0.08 | 0.0350 | -0.010 | ||||
| 3.95 | 5.55 | 0.92 | 0.0382 | -0.010 | 48 | 0 | 0.4500 | 38.4K | 28.7% | -0.09 | 0.0405 | -0.011 | ||||
| 3.50 | 5.05 | 0.91 | 0.0449 | -0.011 | 48.5 | 0 | 0.5000 | 29 | 27.3% | -0.11 | 0.0472 | -0.012 | ||||
| 3.55 | 4.60 | 0.90 | 0.0531 | -0.011 | 49 | 0 | 0.5800 | 3 | 26.3% | -0.12 | 0.0551 | -0.013 | ||||
| 3.50 | 4.15 | 21.6% | 0.88 | 0.0630 | -0.013 | 49.5 | 0.1700 | 0.3900 | 2 | 10 | 23.7% | -0.14 | 0.0645 | -0.013 | ||
| 3.05 | 3.60 | 19.4% | 0.85 | 0.0746 | -0.013 | 50 | 0.2400 | 0.3500 | 56 | 31 | 21.7% | -0.17 | 0.0757 | -0.014 | ||
| 2.60 | 3.25 | 20.1% | 0.82 | 0.0885 | -0.015 | 50.5 | 0.1700 | 0.4000 | 5 | 19.0% | -0.20 | 0.0886 | -0.015 | |||
| 2.17 | 2.85 | 4 | 19.7% | 0.78 | 0.1043 | -0.016 | 51 | 0.3800 | 0.4900 | 32 | 19.9% | -0.24 | 0.1034 | -0.016 | ||
| 2.00 | 2.46 | 197 | 21.5% | 0.74 | 0.1215 | -0.017 | 51.5 | 0.4800 | 0.6000 | 3 | 1 | 19.1% | -0.29 | 0.1193 | -0.017 | |
| 1.62 | 1.77 | 1 | 17.7% | 0.68 | 0.1387 | -0.017 | 52 | 0.6100 | 0.7300 | 4 | 18.4% | -0.35 | 0.1352 | -0.017 | ||
| 1.26 | 1.43 | 25 | 17.0% | 0.61 | 0.1532 | -0.018 | 52.5 | 0.7100 | 0.8900 | 8 | 17.2% | -0.41 | 0.1486 | -0.017 | ||
| 0.9900 | 1.14 | 3 | 4 | 17.0% | 0.53 | 0.1616 | -0.018 | 53 | 0.9300 | 1.11 | 4 | 7 | 17.0% | -0.49 | 0.1566 | -0.017 |
| 0.7400 | 0.9000 | 1 | 16.8% | 0.45 | 0.1614 | -0.018 | 53.5 | 1.13 | 1.37 | 12 | 14 | 16.2% | -0.57 | 0.1567 | -0.017 | |
| 0.5300 | 0.7000 | 3 | 16.6% | 0.37 | 0.1526 | -0.017 | 54 | 1.46 | 1.67 | 2 | 16.3% | -0.64 | 0.1486 | -0.016 | ||
| 0.4100 | 0.5500 | 5 | 17.1% | 0.30 | 0.1378 | -0.015 | 54.5 | 1.70 | 2.08 | 15.8% | -0.71 | 0.1347 | -0.015 | |||
| 0.2900 | 0.4300 | 4 | 17.2% | 0.25 | 0.1206 | -0.014 | 55 | 2.00 | 2.70 | 1 | 17.4% | -0.76 | 0.1181 | -0.014 | ||
| 0.2100 | 0.3300 | 17 | 17.4% | 0.20 | 0.1035 | -0.013 | 55.5 | 2.52 | 3.15 | 19.4% | -0.81 | 0.1015 | -0.012 | |||
| 0.1300 | 0.2600 | 12 | 17.5% | 0.17 | 0.0880 | -0.012 | 56 | 2.95 | 3.65 | 20.7% | -0.84 | 0.0862 | -0.011 | |||
| 0 | 0.5500 | 19 | 21.7% | 0.14 | 0.0746 | -0.011 | 56.5 | 3.25 | 4.05 | 18.2% | -0.87 | 0.0728 | -0.010 | |||
| 0 | 0.4800 | 22.6% | 0.11 | 0.0632 | -0.010 | 57 | 3.50 | 5.50 | 29.8% | -0.89 | 0.0614 | -0.009 | ||||
| 0 | 0.4000 | 1 | 23.2% | 0.10 | 0.0536 | -0.009 | 57.5 | 3.60 | 5.85 | 24.4% | -0.91 | 0.0519 | -0.008 | |||
| 0 | 0.3600 | 24.2% | 0.08 | 0.0457 | -0.008 | 58 | 3.80 | 7.15 | 4 | 33.3% | -0.93 | 0.0440 | -0.007 | |||
| 0 | 0.3100 | 24.9% | 0.07 | 0.0391 | -0.007 | 58.5 | 4.30 | 7.65 | 35.3% | -0.94 | 0.0375 | -0.006 | ||||
| 0 | 0.2700 | 25.6% | 0.06 | 0.0335 | -0.007 | 59 | 4.80 | 8.10 | 36.6% | -0.95 | 0.0320 | -0.006 | ||||
| 0 | 0.2000 | 26.8% | 0.04 | 0.0251 | -0.006 | 60 | 6.55 | 9.10 | 49.7% | -0.96 | 0.0237 | -0.004 | ||||
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 — Oct 02, 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.