XYZ cadeia de opções Block, Inc.
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 ±21.6% (65.30–101.30) · IV ATM 45.1% · P/C open interest 0.52
| 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 | |
| 39.95 | 42.35 | 169 | 0.98 | 0.0014 | 0.000 | 42.5 | 0 | 0.6600 | 1,900 | 63.4% | -0.02 | 0.0014 | -0.004 | |||
| 37.55 | 40.00 | 5 | 464 | 42.9% | 0.98 | 0.0018 | 0.000 | 45 | 0 | 0.7100 | 392 | 59.5% | -0.02 | 0.0018 | -0.005 | |
| 35.20 | 37.70 | 252 | 48.5% | 0.97 | 0.0023 | 0.000 | 47.5 | 0.1300 | 0.3800 | 909 | 51.8% | -0.03 | 0.0023 | -0.006 | ||
| 32.85 | 35.35 | 519 | 48.6% | 0.96 | 0.0030 | 0.000 | 50 | 0.2900 | 0.5000 | 3,156 | 51.8% | -0.04 | 0.0030 | -0.008 | ||
| 28.25 | 30.75 | 509 | 47.9% | 0.94 | 0.0047 | -0.005 | 55 | 0.5300 | 0.9000 | 1,674 | 49.9% | -0.06 | 0.0047 | -0.011 | ||
| 26.10 | 28.55 | 910 | 48.2% | 0.92 | 0.0057 | -0.007 | 57.5 | 0.8000 | 1.07 | 1,798 | 48.9% | -0.08 | 0.0058 | -0.013 | ||
| 24.75 | 25.80 | 1,413 | 49.0% | 0.90 | 0.0069 | -0.010 | 60 | 1.05 | 1.44 | 1 | 5,347 | 48.5% | -0.10 | 0.0070 | -0.015 | |
| 21.75 | 24.30 | 450 | 46.8% | 0.88 | 0.0082 | -0.013 | 62.5 | 1.42 | 1.83 | 1,549 | 48.0% | -0.12 | 0.0083 | -0.018 | ||
| 19.90 | 21.80 | 1,160 | 45.0% | 0.85 | 0.0096 | -0.016 | 65 | 1.92 | 2.28 | 1 | 2,635 | 47.7% | -0.15 | 0.0097 | -0.020 | |
| 17.95 | 20.45 | 868 | 46.9% | 0.82 | 0.0109 | -0.018 | 67.5 | 2.43 | 2.84 | 3,312 | 47.1% | -0.18 | 0.0111 | -0.022 | ||
| 16.40 | 18.05 | 4 | 1,773 | 45.5% | 0.79 | 0.0123 | -0.021 | 70 | 3.10 | 3.50 | 1 | 2,804 | 46.9% | -0.21 | 0.0125 | -0.025 |
| 14.85 | 16.15 | 699 | 45.2% | 0.75 | 0.0135 | -0.024 | 72.5 | 3.65 | 4.25 | 991 | 45.9% | -0.25 | 0.0138 | -0.027 | ||
| 13.15 | 14.55 | 5 | 1,633 | 44.7% | 0.71 | 0.0147 | -0.026 | 75 | 4.65 | 5.15 | 2,120 | 46.1% | -0.29 | 0.0150 | -0.029 | |
| 11.75 | 13.10 | 781 | 44.9% | 0.67 | 0.0157 | -0.028 | 77.5 | 5.45 | 6.10 | 1,381 | 45.2% | -0.33 | 0.0160 | -0.030 | ||
| 10.80 | 11.55 | 1,773 | 45.4% | 0.63 | 0.0165 | -0.029 | 80 | 6.65 | 7.25 | 11 | 1,616 | 45.5% | -0.37 | 0.0169 | -0.031 | |
| 9.55 | 10.20 | 1,484 | 45.0% | 0.59 | 0.0170 | -0.031 | 82.5 | 7.80 | 8.45 | 589 | 45.1% | -0.42 | 0.0175 | -0.032 | ||
| 8.40 | 8.90 | 25 | 3,541 | 44.5% | 0.54 | 0.0174 | -0.031 | 85 | 9.10 | 9.80 | 919 | 44.9% | -0.46 | 0.0180 | -0.032 | |
| 7.35 | 7.90 | 1,941 | 44.5% | 0.50 | 0.0175 | -0.032 | 87.5 | 10.55 | 11.25 | 127 | 44.9% | -0.51 | 0.0182 | -0.032 | ||
| 6.40 | 6.95 | 1 | 3,059 | 44.4% | 0.46 | 0.0175 | -0.032 | 90 | 12.05 | 12.80 | 311 | 44.7% | -0.55 | 0.0182 | -0.032 | |
| 5.55 | 6.15 | 568 | 44.4% | 0.42 | 0.0172 | -0.032 | 92.5 | 13.70 | 14.50 | 103 | 44.8% | -0.59 | 0.0180 | -0.031 | ||
| 4.85 | 5.45 | 1,708 | 44.6% | 0.38 | 0.0168 | -0.031 | 95 | 15.35 | 16.25 | 324 | 44.5% | -0.63 | 0.0176 | -0.030 | ||
| 4.20 | 4.70 | 1 | 1,636 | 44.4% | 0.35 | 0.0162 | -0.030 | 97.5 | 17.15 | 18.10 | 25 | 44.4% | -0.67 | 0.0172 | -0.029 | |
| 3.80 | 4.05 | 57 | 5,551 | 44.7% | 0.31 | 0.0156 | -0.029 | 100 | 18.80 | 20.00 | 124 | 43.5% | -0.70 | 0.0166 | -0.027 | |
| 2.68 | 3.15 | 1,716 | 44.4% | 0.25 | 0.0140 | -0.026 | 105 | 23.20 | 24.80 | 23 | 47.0% | -0.77 | 0.0152 | -0.024 | ||
| 1.97 | 2.40 | 46 | 2,652 | 44.5% | 0.20 | 0.0124 | -0.023 | 110 | 27.50 | 29.05 | 11 | 47.3% | -0.82 | 0.0137 | -0.020 | |
| 1.47 | 1.87 | 1,340 | 44.9% | 0.16 | 0.0107 | -0.021 | 115 | 32.05 | 33.75 | 482 | 49.0% | -0.87 | 0.0122 | -0.017 | ||
| 1.04 | 1.34 | 918 | 44.5% | 0.13 | 0.0091 | -0.018 | 120 | 36.85 | 38.40 | 4 | 50.9% | -0.90 | 0.0108 | -0.013 | ||
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 15, 2027
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.