XRT cadeia de opções State Street SPDR S&P Retail ETF
Cboe delayed options data · em 00:47 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 ±3.7% (83.55–89.95) · IV ATM 44.1% · P/C open interest 0.78
| 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 | |
| 34.35 | 38.80 | 214.4% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0100 | 176.7% | 0.00 | 0.0000 | 0.000 | ||||
| 29.60 | 33.80 | 222.4% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.1500 | 199.3% | 0.00 | 0.0000 | 0.000 | ||||
| 24.35 | 28.80 | 144.4% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.13 | 280.1% | 0.00 | 0.0000 | 0.000 | ||||
| 19.35 | 23.80 | 113.7% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.13 | 232.0% | 0.00 | 0.0000 | 0.000 | ||||
| 14.35 | 18.80 | 85.2% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 2.13 | 1 | 186.3% | -0.00 | 0.0001 | -0.000 | |||
| 9.35 | 13.85 | 66.7% | 1.00 | 0.0011 | 0.000 | 75 | 0 | 1.94 | 2 | 137.2% | -0.00 | 0.0011 | -0.001 | |||
| 8.85 | 12.85 | 89.8% | 1.00 | 0.0018 | -0.001 | 76 | 0 | 0.0200 | 1 | 50.8% | -0.00 | 0.0018 | -0.002 | |||
| 7.35 | 11.85 | 1 | 55.7% | 1.00 | 0.0028 | -0.002 | 77 | 0 | 0.0200 | 1 | 46.2% | -0.00 | 0.0028 | -0.003 | ||
| 7.15 | 10.85 | 85.1% | 0.99 | 0.0046 | -0.004 | 78 | 0 | 0.0200 | 457 | 41.7% | -0.01 | 0.0046 | -0.005 | |||
| 5.40 | 9.85 | 1 | 49.0% | 0.99 | 0.0075 | -0.007 | 79 | 0 | 0.0200 | 10 | 37.2% | -0.01 | 0.0075 | -0.008 | ||
| 4.40 | 8.85 | 43.3% | 0.98 | 0.0125 | -0.011 | 80 | 0 | 0.0500 | 525 | 1 | 37.1% | -0.02 | 0.0125 | -0.012 | ||
| 3.45 | 7.90 | 42.5% | 0.97 | 0.0209 | -0.018 | 81 | 0 | 1.67 | 22 | 24 | 79.2% | -0.03 | 0.0209 | -0.019 | ||
| 2.92 | 7.40 | 5 | 38.1% | 0.96 | 0.0270 | -0.023 | 81.5 | 0 | 2.17 | 11 | 1 | 84.0% | -0.04 | 0.0270 | -0.024 | |
| 2.44 | 6.90 | 35.9% | 0.95 | 0.0349 | -0.029 | 82 | 0 | 2.19 | 2 | 8 | 79.6% | -0.05 | 0.0350 | -0.030 | ||
| 1.97 | 6.45 | 2 | 35.5% | 0.94 | 0.0449 | -0.037 | 82.5 | 0 | 0.8900 | 1 | 3 | 50.6% | -0.06 | 0.0450 | -0.037 | |
| 1.49 | 5.95 | 13 | 32.8% | 0.92 | 0.0575 | -0.046 | 83 | 0 | 0.1400 | 1 | 10 | 26.8% | -0.08 | 0.0577 | -0.046 | |
| 1.03 | 5.50 | 1 | 31.7% | 0.89 | 0.0730 | -0.056 | 83.5 | 0 | 2.29 | 1 | 19 | 66.6% | -0.11 | 0.0733 | -0.057 | |
| 0.5900 | 4.85 | 22 | 25.8% | 0.85 | 0.0914 | -0.068 | 84 | 0 | 2.34 | 213 | 4 | 62.2% | -0.15 | 0.0918 | -0.069 | |
| 0.5100 | 5.00 | 2 | 41 | 42.0% | 0.81 | 0.1123 | -0.081 | 84.5 | 0 | 2.41 | 10 | 9 | 58.0% | -0.19 | 0.1128 | -0.082 |
| 0 | 4.60 | 60 | 38.4% | 0.75 | 0.1344 | -0.094 | 85 | 0 | 2.49 | 1 | 16 | 53.7% | -0.25 | 0.1352 | -0.095 | |
| 0.0100 | 4.15 | 2 | 17 | 41.3% | 0.69 | 0.1555 | -0.106 | 85.5 | 0.0600 | 2.60 | 2 | 15 | 50.3% | -0.32 | 0.1565 | -0.106 |
| 0.0100 | 3.85 | 67 | 45.2% | 0.61 | 0.1724 | -0.113 | 86 | 0 | 2.74 | 3 | 31 | 45.3% | -0.40 | 0.1737 | -0.114 | |
| 0 | 3.50 | 4 | 5 | 47.4% | 0.52 | 0.1816 | -0.116 | 86.5 | 0 | 2.90 | 1 | 4 | 40.9% | -0.49 | 0.1831 | -0.117 |
| 0 | 3.25 | 22 | 34 | 50.5% | 0.43 | 0.1808 | -0.113 | 87 | 0 | 3.55 | 15 | 7 | 42.6% | -0.58 | 0.1823 | -0.114 |
| 0 | 2.48 | 29 | 45.7% | 0.34 | 0.1695 | -0.103 | 87.5 | 0.1100 | 3.90 | 1 | 40.9% | -0.67 | 0.1710 | -0.104 | ||
| 0 | 0.7200 | 11 | 65 | 24.7% | 0.26 | 0.1500 | -0.090 | 88 | 0.2600 | 4.30 | 6 | 10 | 39.6% | -0.74 | 0.1514 | -0.090 |
| 0 | 2.65 | 1 | 26 | 58.9% | 0.19 | 0.1262 | -0.075 | 88.5 | 0.1100 | 4.70 | 10 | 32.5% | -0.81 | 0.1272 | -0.075 | |
| 0 | 0.2800 | 3 | 32 | 23.4% | 0.14 | 0.1017 | -0.060 | 89 | 0.4200 | 4.90 | 52 | 27.0% | -0.86 | 0.1025 | -0.060 | |
| 0 | 0.3400 | 27 | 28.2% | 0.10 | 0.0792 | -0.046 | 89.5 | 0.8600 | 5.30 | 26.3% | -0.90 | 0.0799 | -0.046 | |||
| 0 | 1.32 | 25 | 51.6% | 0.07 | 0.0603 | -0.035 | 90 | 1.31 | 5.45 | 1 | -0.93 | 0.0611 | -0.035 | |||
| 0 | 2.30 | 14 | 72.0% | 0.05 | 0.0451 | -0.026 | 90.5 | 1.78 | 6.25 | 27.1% | -0.95 | 0.0464 | -0.026 | |||
| 0 | 2.25 | 189 | 75.4% | 0.04 | 0.0334 | -0.019 | 91 | 2.26 | 6.70 | 24.6% | -0.97 | 0.0348 | -0.019 | |||
| 0 | 0.8100 | 38 | 52.6% | 0.03 | 0.0246 | -0.014 | 91.5 | 2.74 | 7.20 | -0.98 | 0.0257 | -0.014 | ||||
| 0 | 2.19 | 39 | 82.5% | 0.02 | 0.0180 | -0.011 | 92 | 3.20 | 7.45 | 2 | -0.99 | 0.0180 | -0.011 | |||
| 0 | 2.17 | 118 | 17 | 86.0% | 0.01 | 0.0133 | -0.008 | 92.5 | 3.70 | 8.15 | 1 | -0.99 | 0.0120 | -0.009 | ||
| 0 | 0.0200 | 1 | 74 | 29.7% | 0.01 | 0.0098 | -0.006 | 93 | 4.20 | 8.65 | 1 | -1.00 | 0.0076 | -0.007 | ||
| 0 | 0.0200 | 1 | 31.6% | 0.01 | 0.0072 | -0.004 | 93.5 | 4.70 | 9.15 | 1 | -1.00 | 0.0044 | -0.007 | |||
| 0 | 0.0200 | 17 | 33.5% | 0.01 | 0.0054 | -0.003 | 94 | 5.20 | 9.65 | 221 | -1.00 | 0.0025 | -0.006 | |||
| 0 | 0.0200 | 5 | 35.4% | 0.00 | 0.0040 | -0.002 | 94.5 | 5.70 | 10.15 | 220 | -1.00 | 0.0012 | -0.006 | |||
| 0 | 0.0200 | 10 | 37.3% | 0.00 | 0.0030 | -0.002 | 95 | 6.30 | 10.65 | 39.1% | -1.00 | 0.0006 | -0.006 | |||
| 0 | 0.0200 | 8 | 40.9% | 0.00 | 0.0017 | -0.001 | 96 | 7.20 | 11.65 | -1.00 | 0.0001 | -0.006 | ||||
| 0 | 0.0200 | 44.5% | 0.00 | 0.0010 | -0.001 | 97 | 8.20 | 12.65 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.2000 | 11 | 67.0% | 0.00 | 0.0006 | -0.000 | 98 | 9.20 | 13.65 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 4 | 76.4% | 0.00 | 0.0002 | -0.000 | 100 | 11.20 | 15.65 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 2.13 | 163.7% | 0.00 | 0.0000 | 0.000 | 105 | 16.20 | 20.65 | -1.00 | 0.0000 | -0.006 | |||||
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 23, 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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