XLE cadeia de opções State Street Energy 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 ±2.7% (63.20–66.75) · IV ATM 22.8% · P/C open interest 0.53
| 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 | |
| 28.95 | 32.10 | 272.3% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0200 | 152.4% | 0.00 | 0.0000 | 0.000 | ||||
| 23.95 | 27.10 | 221.4% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0200 | 121.7% | -0.00 | 0.0000 | -0.000 | ||||
| 19.00 | 21.75 | 162.3% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0200 | 94.3% | -0.00 | 0.0001 | -0.000 | ||||
| 16.95 | 19.75 | 143.9% | 1.00 | 0.0002 | 0.000 | 47 | 0 | 0.0200 | 84.1% | -0.00 | 0.0002 | -0.000 | ||||
| 16.00 | 18.75 | 1 | 138.5% | 1.00 | 0.0003 | 0.000 | 48 | 0 | 0.0200 | 9 | 79.1% | -0.00 | 0.0003 | -0.000 | ||
| 14.95 | 17.75 | 128.6% | 1.00 | 0.0004 | 0.000 | 49 | 0 | 0.0200 | 12 | 74.2% | -0.00 | 0.0004 | -0.001 | |||
| 13.95 | 16.55 | 50 | 111.7% | 1.00 | 0.0005 | 0.000 | 50 | 0 | 0.0200 | 29 | 69.4% | -0.00 | 0.0005 | -0.001 | ||
| 13.10 | 15.75 | 119.5% | 1.00 | 0.0006 | 0.000 | 51 | 0 | 0.0200 | 3 | 64.6% | -0.00 | 0.0007 | -0.001 | |||
| 12.10 | 14.75 | 1 | 111.9% | 1.00 | 0.0009 | 0.000 | 52 | 0 | 0.0200 | 23 | 60.0% | -0.00 | 0.0009 | -0.001 | ||
| 11.10 | 13.50 | 7 | 95.2% | 1.00 | 0.0012 | 0.000 | 53 | 0 | 0.0300 | 56 | 58.1% | -0.00 | 0.0012 | -0.001 | ||
| 10.60 | 13.25 | 100.7% | 1.00 | 0.0015 | 0.000 | 53.5 | 0 | 0.0300 | 15 | 55.7% | -0.00 | 0.0015 | -0.001 | |||
| 10.10 | 12.70 | 2 | 95.4% | 1.00 | 0.0017 | 0.000 | 54 | 0 | 0.0300 | 16 | 53.4% | -0.00 | 0.0017 | -0.002 | ||
| 10.30 | 11.15 | 20 | 78.6% | 1.00 | 0.0021 | 0.000 | 54.5 | 0 | 0.0300 | 1 | 13 | 51.0% | -0.00 | 0.0021 | -0.002 | |
| 9.95 | 10.50 | 13 | 75.3% | 1.00 | 0.0025 | 0.000 | 55 | 0 | 0.0300 | 61 | 48.7% | -0.00 | 0.0025 | -0.002 | ||
| 8.90 | 10.80 | 5 | 81.3% | 1.00 | 0.0030 | 0.000 | 55.5 | 0 | 0.0300 | 2,000 | 46.4% | -0.00 | 0.0030 | -0.002 | ||
| 8.95 | 9.20 | 12 | 52.1% | 1.00 | 0.0037 | 0.000 | 56 | 0 | 0.0300 | 44 | 44.0% | -0.00 | 0.0037 | -0.003 | ||
| 8.45 | 8.70 | 6 | 49.4% | 0.99 | 0.0045 | 0.000 | 56.5 | 0 | 0.0300 | 766 | 41.7% | -0.01 | 0.0045 | -0.003 | ||
| 7.95 | 8.20 | 8 | 46.6% | 0.99 | 0.0055 | 0.000 | 57 | 0 | 0.0100 | 631 | 34.6% | -0.01 | 0.0055 | -0.004 | ||
| 7.45 | 7.70 | 16 | 43.9% | 0.99 | 0.0069 | -0.001 | 57.5 | 0 | 0.0200 | 1 | 321 | 35.3% | -0.01 | 0.0069 | -0.004 | |
| 6.95 | 7.20 | 2 | 75 | 41.2% | 0.99 | 0.0086 | -0.002 | 58 | 0.0100 | 0.0200 | 2 | 125 | 34.8% | -0.01 | 0.0086 | -0.005 |
| 6.45 | 6.70 | 23 | 38.5% | 0.99 | 0.0108 | -0.003 | 58.5 | 0 | 0.0300 | 162 | 32.5% | -0.01 | 0.0109 | -0.006 | ||
| 6.00 | 6.20 | 113 | 39.0% | 0.98 | 0.0138 | -0.004 | 59 | 0.0100 | 0.0300 | 1 | 1,282 | 31.5% | -0.02 | 0.0139 | -0.007 | |
| 5.50 | 5.70 | 61 | 36.2% | 0.98 | 0.0178 | -0.005 | 59.5 | 0.0100 | 0.0300 | 1 | 653 | 29.2% | -0.02 | 0.0179 | -0.008 | |
| 5.00 | 5.20 | 84 | 33.3% | 0.97 | 0.0232 | -0.007 | 60 | 0.0200 | 0.0300 | 22 | 619 | 27.8% | -0.03 | 0.0233 | -0.010 | |
| 4.50 | 4.70 | 2 | 217 | 30.5% | 0.96 | 0.0304 | -0.010 | 60.5 | 0.0300 | 0.0400 | 1 | 933 | 26.9% | -0.04 | 0.0306 | -0.012 |
| 4.00 | 4.25 | 3,070 | 29.7% | 0.95 | 0.0401 | -0.013 | 61 | 0.0400 | 0.0600 | 4 | 846 | 26.0% | -0.05 | 0.0404 | -0.015 | |
| 3.45 | 3.75 | 18 | 24.8% | 0.93 | 0.0531 | -0.017 | 61.5 | 0.0600 | 0.0800 | 7 | 1,401 | 25.1% | -0.07 | 0.0536 | -0.019 | |
| 3.10 | 3.30 | 172 | 28.0% | 0.91 | 0.0700 | -0.022 | 62 | 0.1000 | 0.1100 | 22 | 289 | 24.6% | -0.09 | 0.0706 | -0.024 | |
| 2.65 | 2.80 | 8 | 176 | 25.8% | 0.87 | 0.0907 | -0.029 | 62.5 | 0.1500 | 0.1600 | 132 | 2,172 | 24.1% | -0.13 | 0.0916 | -0.030 |
| 2.22 | 2.36 | 113 | 349 | 24.8% | 0.82 | 0.1142 | -0.035 | 63 | 0.2000 | 0.2300 | 409 | 158 | 23.2% | -0.18 | 0.1154 | -0.037 |
| 1.81 | 1.96 | 8 | 189 | 24.1% | 0.76 | 0.1381 | -0.043 | 63.5 | 0.3100 | 0.3300 | 495 | 192 | 23.1% | -0.24 | 0.1396 | -0.044 |
| 1.44 | 1.58 | 37 | 360 | 23.4% | 0.69 | 0.1593 | -0.049 | 64 | 0.4200 | 0.4700 | 973 | 282 | 22.5% | -0.32 | 0.1611 | -0.050 |
| 1.15 | 1.23 | 26 | 205 | 23.3% | 0.60 | 0.1743 | -0.053 | 64.5 | 0.5900 | 0.6600 | 426 | 3,160 | 22.4% | -0.40 | 0.1764 | -0.054 |
| 0.8900 | 0.9200 | 958 | 17.8K | 22.9% | 0.51 | 0.1803 | -0.056 | 65 | 0.8500 | 0.8800 | 447 | 149 | 22.7% | -0.49 | 0.1825 | -0.056 |
| 0.4800 | 0.5100 | 322 | 6,265 | 23.0% | 0.34 | 0.1639 | -0.052 | 66 | 1.38 | 1.49 | 35 | 160 | 22.0% | -0.67 | 0.1656 | -0.052 |
| 0.2500 | 0.2600 | 58 | 1,447 | 23.5% | 0.21 | 0.1240 | -0.040 | 67 | 2.11 | 2.27 | 8 | 5 | 21.7% | -0.80 | 0.1245 | -0.039 |
| 0.1200 | 0.1500 | 867 | 110 | 24.7% | 0.12 | 0.0818 | -0.027 | 68 | 2.97 | 3.20 | 22.5% | -0.89 | 0.0848 | -0.026 | ||
| 0.0900 | 0.1000 | 6 | 25.2% | 0.08 | 0.0642 | -0.022 | 68.5 | 3.40 | 3.65 | 2 | 2 | -0.93 | 0.0725 | -0.021 | ||
| 0.0600 | 0.0800 | 15 | 331 | 25.9% | 0.06 | 0.0498 | -0.018 | 69 | 3.90 | 4.15 | -0.95 | 0.0607 | -0.018 | |||
| 0.0300 | 0.0400 | 28 | 250 | 26.8% | 0.04 | 0.0301 | -0.011 | 70 | 4.90 | 5.10 | -0.98 | 0.0337 | -0.018 | |||
| 0.0100 | 0.0400 | 30 | 29.4% | 0.02 | 0.0190 | -0.008 | 71 | 5.90 | 6.10 | -0.99 | 0.0142 | -0.021 | ||||
| 0 | 0.0100 | 49 | 36.4% | 0.01 | 0.0050 | -0.003 | 75 | 9.90 | 10.10 | -1.00 | 0.0003 | -0.026 | ||||
| 0 | 0.0300 | 57.2% | 0.00 | 0.0017 | -0.002 | 80 | 13.70 | 16.20 | -1.00 | 0.0000 | -0.028 | |||||
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 11, 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.