XOM cadeia de opções Exxonmobil Holdings Corporation
Cboe delayed options data · em 16:05 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 ±6.9% (165.19–189.69) · IV ATM 28.5% · 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 | |
| 86.50 | 89.70 | 123.9% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.0200 | 91 | 75.8% | -0.00 | 0.0000 | -0.000 | |||
| 81.75 | 84.70 | 119.1% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.8300 | 134 | 108.5% | -0.00 | 0.0000 | -0.000 | |||
| 77.00 | 79.75 | 4 | 114.8% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0500 | 163 | 70.3% | -0.00 | 0.0000 | -0.000 | ||
| 71.60 | 74.75 | 99.5% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0500 | 161 | 64.7% | -0.00 | 0.0000 | -0.000 | |||
| 66.35 | 69.75 | 3 | 86.8% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.1000 | 1,483 | 63.8% | -0.00 | 0.0001 | -0.001 | ||
| 62.25 | 64.75 | 1 | 16 | 92.2% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.2000 | 749 | 63.5% | -0.00 | 0.0001 | -0.001 | |
| 56.65 | 59.85 | 46 | 78.1% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.4600 | 2,751 | 65.2% | -0.00 | 0.0002 | -0.002 | ||
| 51.55 | 54.90 | 491 | 70.1% | 1.00 | 0.0002 | 0.000 | 125 | 0.0100 | 0.0700 | 2 | 1,637 | 46.8% | -0.00 | 0.0004 | -0.003 | |
| 47.10 | 49.90 | 596 | 69.2% | 1.00 | 0.0004 | 0.000 | 130 | 0 | 0.4900 | 4,367 | 53.9% | -0.00 | 0.0006 | -0.004 | ||
| 41.65 | 45.00 | 1,493 | 58.6% | 0.99 | 0.0008 | 0.000 | 135 | 0.0500 | 0.0800 | 6 | 3,313 | 39.6% | -0.01 | 0.0011 | -0.007 | |
| 36.80 | 39.95 | 10 | 1,151 | 52.8% | 0.99 | 0.0014 | -0.003 | 140 | 0.0500 | 0.1200 | 30 | 3,295 | 36.2% | -0.01 | 0.0019 | -0.011 |
| 32.45 | 33.45 | 9 | 1,286 | 35.7% | 0.98 | 0.0026 | -0.009 | 145 | 0.1300 | 0.1800 | 12 | 3,598 | 34.4% | -0.03 | 0.0032 | -0.016 |
| 27.65 | 28.65 | 2 | 837 | 35.6% | 0.97 | 0.0044 | -0.017 | 150 | 0.2800 | 0.3400 | 225 | 3,513 | 33.3% | -0.04 | 0.0053 | -0.025 |
| 25.10 | 27.65 | 43.1% | 0.95 | 0.0057 | -0.022 | 152.5 | 0.2000 | 0.9100 | 34.6% | -0.06 | 0.0067 | -0.030 | ||||
| 22.70 | 25.20 | 3,368 | 40.5% | 0.94 | 0.0074 | -0.029 | 155 | 0.5000 | 0.6200 | 44 | 4,018 | 31.7% | -0.07 | 0.0084 | -0.036 | |
| 20.40 | 22.95 | 39.2% | 0.92 | 0.0094 | -0.036 | 157.5 | 0.5200 | 1.15 | 32.0% | -0.10 | 0.0105 | -0.043 | ||||
| 18.25 | 18.75 | 52 | 4,086 | 28.8% | 0.89 | 0.0118 | -0.045 | 160 | 0.9000 | 1.10 | 400 | 4,418 | 30.4% | -0.13 | 0.0128 | -0.051 |
| 16.00 | 18.55 | 36.6% | 0.86 | 0.0144 | -0.054 | 162.5 | 1.22 | 1.50 | 1 | 30.0% | -0.16 | 0.0154 | -0.060 | |||
| 14.25 | 14.60 | 80 | 3,822 | 30.1% | 0.82 | 0.0173 | -0.064 | 165 | 1.79 | 1.95 | 99 | 3,716 | 30.0% | -0.20 | 0.0180 | -0.068 |
| 12.10 | 12.90 | 30.1% | 0.77 | 0.0201 | -0.074 | 167.5 | 2.18 | 2.62 | 5 | 29.4% | -0.25 | 0.0206 | -0.077 | |||
| 10.35 | 10.85 | 31 | 18.4K | 29.4% | 0.72 | 0.0226 | -0.082 | 170 | 3.05 | 3.25 | 201 | 2,881 | 29.3% | -0.31 | 0.0229 | -0.084 |
| 8.50 | 9.35 | 29.2% | 0.66 | 0.0248 | -0.089 | 172.5 | 3.85 | 4.25 | 17 | 29.1% | -0.37 | 0.0247 | -0.089 | |||
| 7.20 | 7.40 | 47 | 5,969 | 28.7% | 0.59 | 0.0263 | -0.094 | 175 | 4.95 | 5.25 | 130 | 1,223 | 29.0% | -0.43 | 0.0259 | -0.092 |
| 5.80 | 6.40 | 52 | 29.0% | 0.53 | 0.0271 | -0.096 | 177.5 | 5.85 | 6.45 | 50 | 28.1% | -0.50 | 0.0265 | -0.093 | ||
| 4.75 | 5.05 | 270 | 10.5K | 28.7% | 0.46 | 0.0271 | -0.095 | 180 | 7.55 | 7.85 | 8 | 214 | 28.8% | -0.56 | 0.0263 | -0.091 |
| 3.70 | 4.95 | 8 | 30.7% | 0.39 | 0.0264 | -0.091 | 182.5 | 7.95 | 9.80 | 26.8% | -0.63 | 0.0254 | -0.087 | |||
| 2.97 | 3.20 | 120 | 5,482 | 28.7% | 0.33 | 0.0249 | -0.086 | 185 | 10.15 | 11.20 | 9 | 17 | 27.2% | -0.69 | 0.0238 | -0.081 |
| 2.24 | 3.05 | 2 | 30.1% | 0.27 | 0.0228 | -0.078 | 187.5 | 11.40 | 13.50 | 26.6% | -0.74 | 0.0218 | -0.073 | |||
| 1.72 | 1.92 | 17 | 4,588 | 28.5% | 0.22 | 0.0204 | -0.070 | 190 | 14.00 | 15.15 | 32 | 27.4% | -0.79 | 0.0195 | -0.065 | |
| 1.30 | 1.46 | 7 | 28.6% | 0.18 | 0.0178 | -0.061 | 192.5 | 15.25 | 17.55 | 25.2% | -0.83 | 0.0170 | -0.056 | |||
| 0.9900 | 1.07 | 249 | 2,589 | 28.6% | 0.14 | 0.0153 | -0.053 | 195 | 17.45 | 19.50 | 3 | 23.4% | -0.86 | 0.0145 | -0.048 | |
| 0.7300 | 0.8500 | 1 | 28.9% | 0.11 | 0.0129 | -0.045 | 197.5 | 19.80 | 21.85 | 23.7% | -0.89 | 0.0123 | -0.041 | |||
| 0.5700 | 0.7000 | 71 | 12.5K | 29.6% | 0.09 | 0.0108 | -0.039 | 200 | 22.00 | 24.25 | 3 | 21.8% | -0.91 | 0.0103 | -0.034 | |
| 0.3100 | 0.5700 | 88 | 31.3% | 0.06 | 0.0075 | -0.029 | 205 | 26.85 | 28.90 | -0.94 | 0.0071 | -0.024 | ||||
| 0.1600 | 0.4300 | 31 | 327 | 32.6% | 0.04 | 0.0053 | -0.022 | 210 | 31.60 | 34.05 | -0.96 | 0.0051 | -0.018 | |||
| 0 | 0.6200 | 36.5% | 0.03 | 0.0039 | -0.018 | 215 | 36.50 | 38.65 | -0.97 | 0.0038 | -0.013 | |||||
| 0.0100 | 0.5600 | 463 | 39.4% | 0.02 | 0.0030 | -0.016 | 220 | 41.20 | 44.50 | -0.98 | 0.0029 | -0.010 | ||||
| 0 | 0.5200 | 42.0% | 0.02 | 0.0024 | -0.014 | 225 | 46.35 | 49.25 | -0.98 | 0.0023 | -0.008 | |||||
| 0 | 0.5000 | 129 | 44.9% | 0.02 | 0.0019 | -0.012 | 230 | 50.90 | 54.25 | -0.98 | 0.0018 | -0.006 | ||||
| 0 | 0.4700 | 6 | 50.3% | 0.01 | 0.0013 | -0.010 | 240 | 61.30 | 64.45 | 38.2% | -0.99 | 0.0013 | -0.002 | |||
| 0 | 0.2000 | 11 | 286 | 49.8% | 0.01 | 0.0009 | -0.008 | 250 | 71.25 | 74.00 | -0.99 | 0.0009 | 0.000 | |||
| 0.0100 | 0.0500 | 10 | 359 | 47.8% | 0.01 | 0.0007 | -0.007 | 260 | 81.20 | 84.35 | -0.99 | 0.0007 | 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 — 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.
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