XLB cadeia de opções State Street Materials Select Sector SPDR ETF
Cboe delayed options data · em 09:39 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 ±20.4% (42.24–63.95) · IV ATM 22.0% · P/C open interest 1.36
| 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 | |
| 24.00 | 28.10 | 5 | 0.96 | 0.0035 | 0.000 | 27.5 | 0 | 1.47 | 1 | 43.5% | -0.04 | 0.0036 | -0.002 | |||
| 22.05 | 26.45 | 4 | 35.1% | 0.95 | 0.0045 | 0.000 | 30 | 0 | 1.59 | 39.7% | -0.05 | 0.0047 | -0.002 | |||
| 19.50 | 23.50 | 545 | 21.6% | 0.94 | 0.0058 | 0.000 | 32.5 | 0.3600 | 0.5800 | 27 | 31.0% | -0.06 | 0.0060 | -0.002 | ||
| 17.50 | 20.55 | 4 | 0.93 | 0.0075 | -0.000 | 35 | 0 | 0.7600 | 4,040 | 26.0% | -0.08 | 0.0077 | -0.003 | |||
| 17.05 | 18.10 | 60 | 28.4% | 0.91 | 0.0095 | -0.001 | 37.5 | 0 | 1.07 | 4 | 24.7% | -0.10 | 0.0099 | -0.003 | ||
| 14.85 | 17.90 | 11 | 17.6% | 0.90 | 0.0100 | -0.001 | 38 | 0 | 2.26 | 412 | 30.0% | -0.10 | 0.0104 | -0.003 | ||
| 15.70 | 17.35 | 25.9% | 0.90 | 0.0105 | -0.001 | 38.5 | 0 | 1.95 | 4 | 27.8% | -0.11 | 0.0109 | -0.003 | |||
| 14.00 | 17.05 | 5 | 18.5% | 0.89 | 0.0110 | -0.001 | 39 | 0 | 2.40 | 29.0% | -0.11 | 0.0114 | -0.003 | |||
| 13.60 | 16.60 | 1 | 18.7% | 0.89 | 0.0115 | -0.001 | 39.5 | 0 | 2.48 | 2 | 28.5% | -0.12 | 0.0120 | -0.003 | ||
| 13.95 | 16.20 | 241 | 23.4% | 0.88 | 0.0121 | -0.001 | 40 | 0 | 1.45 | 9 | 23.3% | -0.12 | 0.0126 | -0.003 | ||
| 14.20 | 15.75 | 3 | 26.0% | 0.87 | 0.0126 | -0.002 | 40.5 | 0 | 2.63 | 4 | 27.6% | -0.13 | 0.0132 | -0.003 | ||
| 12.80 | 15.35 | 1 | 21.5% | 0.87 | 0.0132 | -0.002 | 41 | 0 | 2.72 | 27.1% | -0.14 | 0.0138 | -0.003 | |||
| 12.50 | 14.90 | 10 | 21.7% | 0.86 | 0.0138 | -0.002 | 41.5 | 0.9000 | 2.97 | 4 | 30.3% | -0.14 | 0.0144 | -0.004 | ||
| 11.70 | 14.55 | 13 | 20.1% | 0.85 | 0.0145 | -0.002 | 42 | 0 | 2.89 | 1,000 | 26.2% | -0.15 | 0.0151 | -0.004 | ||
| 11.30 | 14.15 | 18 | 20.1% | 0.85 | 0.0151 | -0.002 | 42.5 | 0 | 2.98 | 3 | 25.7% | -0.16 | 0.0158 | -0.004 | ||
| 10.90 | 13.75 | 14 | 20.0% | 0.84 | 0.0158 | -0.002 | 43 | 0.0600 | 3.30 | 684 | 26.2% | -0.17 | 0.0165 | -0.004 | ||
| 11.75 | 13.35 | 121 | 24.4% | 0.83 | 0.0164 | -0.002 | 43.5 | 0.1500 | 3.40 | 26.0% | -0.17 | 0.0173 | -0.004 | |||
| 11.05 | 12.95 | 21 | 23.1% | 0.82 | 0.0171 | -0.002 | 44 | 0.2500 | 2.15 | 7 | 21.5% | -0.18 | 0.0180 | -0.004 | ||
| 11.20 | 12.25 | 27 | 23.6% | 0.82 | 0.0178 | -0.003 | 44.5 | 0.6100 | 2.19 | 22.1% | -0.19 | 0.0188 | -0.004 | |||
| 10.35 | 12.20 | 205 | 23.0% | 0.81 | 0.0185 | -0.003 | 45 | 0.4700 | 3.55 | 1 | 24.9% | -0.20 | 0.0196 | -0.004 | ||
| 9.05 | 11.85 | 33 | 20.0% | 0.80 | 0.0192 | -0.003 | 45.5 | 1.44 | 3.45 | 1 | 26.6% | -0.21 | 0.0204 | -0.004 | ||
| 8.70 | 11.50 | 16 | 20.0% | 0.79 | 0.0200 | -0.003 | 46 | 0.6800 | 2.89 | 2 | 22.0% | -0.22 | 0.0213 | -0.004 | ||
| 8.35 | 11.15 | 36 | 20.0% | 0.78 | 0.0207 | -0.003 | 46.5 | 0.8100 | 3.75 | 2 | 24.0% | -0.23 | 0.0221 | -0.004 | ||
| 8.00 | 10.80 | 21 | 20.0% | 0.77 | 0.0214 | -0.003 | 47 | 2.02 | 2.51 | 1 | 23.0% | -0.24 | 0.0230 | -0.004 | ||
| 7.70 | 10.45 | 29 | 20.0% | 0.76 | 0.0222 | -0.003 | 47.5 | 1.11 | 2.91 | 4 | 20.9% | -0.26 | 0.0238 | -0.004 | ||
| 7.35 | 10.10 | 17 | 19.9% | 0.74 | 0.0229 | -0.003 | 48 | 1.90 | 3.95 | 24.7% | -0.27 | 0.0247 | -0.004 | |||
| 7.05 | 9.80 | 38 | 20.0% | 0.73 | 0.0236 | -0.004 | 48.5 | 2.24 | 3.95 | 24.6% | -0.28 | 0.0255 | -0.005 | |||
| 8.00 | 9.15 | 6 | 22.2% | 0.72 | 0.0243 | -0.004 | 49 | 2.52 | 3.05 | 1,318 | 22.2% | -0.29 | 0.0264 | -0.005 | ||
| 8.15 | 8.80 | 12 | 23.2% | 0.71 | 0.0250 | -0.004 | 49.5 | 1.76 | 3.55 | 20.7% | -0.31 | 0.0273 | -0.005 | |||
| 7.50 | 8.40 | 1,196 | 22.1% | 0.70 | 0.0256 | -0.004 | 50 | 1.93 | 4.65 | 1,012 | 22.8% | -0.32 | 0.0281 | -0.005 | ||
| 7.15 | 8.20 | 52 | 22.1% | 0.68 | 0.0263 | -0.004 | 50.5 | 3.00 | 4.65 | 24.3% | -0.34 | 0.0289 | -0.005 | |||
| 5.60 | 8.30 | 18 | 20.0% | 0.67 | 0.0269 | -0.004 | 51 | 2.33 | 5.00 | 22 | 22.6% | -0.35 | 0.0297 | -0.005 | ||
| 6.75 | 7.60 | 416 | 22.2% | 0.66 | 0.0274 | -0.004 | 51.5 | 2.57 | 4.25 | 2 | 20.5% | -0.37 | 0.0305 | -0.005 | ||
| 6.60 | 7.35 | 30 | 22.4% | 0.64 | 0.0280 | -0.004 | 52 | 3.60 | 4.45 | 22.2% | -0.38 | 0.0313 | -0.005 | |||
| 6.30 | 6.95 | 128 | 22.0% | 0.63 | 0.0285 | -0.004 | 52.5 | 3.80 | 4.65 | 3 | 22.1% | -0.40 | 0.0320 | -0.005 | ||
| 4.95 | 5.80 | 1,380 | 21.6% | 0.56 | 0.0303 | -0.004 | 55 | 4.75 | 5.55 | 1 | 20.5% | -0.48 | 0.0352 | -0.005 | ||
| 3.70 | 4.35 | 30 | 20.1% | 0.49 | 0.0309 | -0.005 | 57.5 | 6.30 | 7.10 | 2 | 20.8% | -0.57 | 0.0376 | -0.005 | ||
| 3.00 | 3.55 | 146 | 20.5% | 0.42 | 0.0304 | -0.005 | 60 | 7.80 | 8.65 | 20.0% | -0.66 | 0.0396 | -0.005 | |||
| 2.28 | 3.10 | 527 | 20.9% | 0.36 | 0.0289 | -0.004 | 62.5 | 9.85 | 10.50 | 7 | 20.2% | -0.74 | 0.0412 | -0.006 | ||
| 1.71 | 2.55 | 51 | 21.0% | 0.30 | 0.0269 | -0.004 | 65 | 11.55 | 13.80 | 1 | 23.0% | -0.82 | 0.0398 | -0.005 | ||
| 1.32 | 2.05 | 9 | 21.1% | 0.25 | 0.0245 | -0.004 | 67.5 | 13.40 | 16.00 | 21.9% | -0.89 | 0.0336 | -0.004 | |||
| 1.05 | 1.42 | 170 | 20.6% | 0.21 | 0.0220 | -0.004 | 70 | 15.25 | 19.50 | 25.8% | -0.94 | 0.0235 | -0.002 | |||
| 0.6500 | 2.68 | 24 | 26.7% | 0.15 | 0.0172 | -0.003 | 75 | 19.55 | 24.50 | 25.7% | -0.99 | 0.0065 | 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 — Jan 21, 2028
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