XYZ cadeia de opções Block, Inc.
Cboe delayed options data · em 18:46 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 ±13.1% (67.31–87.56) · IV ATM 55.2% · P/C open interest 1.31
| 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 | |
| 36.45 | 39.70 | 70 | 133.7% | 1.00 | 0.0008 | -0.001 | 40 | 0 | 0.2900 | 216 | 111.2% | -0.01 | 0.0008 | -0.005 | ||
| 31.25 | 34.70 | 101 | 105.6% | 0.99 | 0.0014 | -0.003 | 45 | 0 | 0.4800 | 1,516 | 101.7% | -0.01 | 0.0014 | -0.007 | ||
| 26.50 | 29.80 | 119 | 95.8% | 0.98 | 0.0025 | -0.008 | 50 | 0 | 0.3000 | 551 | 77.9% | -0.02 | 0.0025 | -0.011 | ||
| 21.80 | 24.30 | 269 | 73.2% | 0.97 | 0.0048 | -0.015 | 55 | 0 | 0.2500 | 3 | 892 | 61.2% | -0.03 | 0.0049 | -0.018 | |
| 17.85 | 18.90 | 82 | 67.8% | 0.93 | 0.0091 | -0.027 | 60 | 0.3200 | 0.4500 | 14 | 1,094 | 59.9% | -0.07 | 0.0092 | -0.029 | |
| 13.45 | 14.70 | 219 | 65.4% | 0.87 | 0.0158 | -0.043 | 65 | 0.8600 | 1.03 | 54 | 18.0K | 58.3% | -0.13 | 0.0159 | -0.045 | |
| 11.45 | 13.70 | 66.1% | 0.83 | 0.0190 | -0.051 | 67 | 1.21 | 1.33 | 5 | 57.2% | -0.17 | 0.0191 | -0.052 | |||
| 11.30 | 12.95 | 20 | 64.8% | 0.82 | 0.0198 | -0.052 | 67.5 | 1.28 | 1.40 | 2 | 1,194 | 56.5% | -0.18 | 0.0200 | -0.054 | |
| 10.60 | 13.00 | 65.4% | 0.81 | 0.0206 | -0.054 | 68 | 1.40 | 1.78 | 1 | 58.7% | -0.19 | 0.0208 | -0.056 | |||
| 10.30 | 12.10 | 66.9% | 0.79 | 0.0222 | -0.058 | 69 | 1.63 | 1.79 | 2 | 56.6% | -0.21 | 0.0224 | -0.059 | |||
| 9.55 | 10.30 | 1 | 517 | 58.8% | 0.76 | 0.0238 | -0.061 | 70 | 1.90 | 2.05 | 89 | 4,511 | 56.4% | -0.24 | 0.0240 | -0.063 |
| 8.80 | 10.35 | 63.1% | 0.74 | 0.0253 | -0.065 | 71 | 1.81 | 2.55 | 10 | 55.1% | -0.27 | 0.0255 | -0.066 | |||
| 8.15 | 9.35 | 60.8% | 0.71 | 0.0267 | -0.068 | 72 | 2.40 | 2.85 | 56.5% | -0.29 | 0.0270 | -0.069 | ||||
| 7.85 | 9.05 | 117 | 61.0% | 0.70 | 0.0274 | -0.069 | 72.5 | 2.65 | 2.94 | 17.5K | 56.4% | -0.31 | 0.0276 | -0.070 | ||
| 7.50 | 8.95 | 61.9% | 0.68 | 0.0280 | -0.070 | 73 | 2.30 | 3.25 | 53.8% | -0.32 | 0.0283 | -0.071 | ||||
| 6.85 | 8.35 | 61.4% | 0.65 | 0.0292 | -0.072 | 74 | 2.66 | 3.60 | 53.4% | -0.35 | 0.0294 | -0.074 | ||||
| 6.35 | 7.45 | 2 | 1,079 | 59.8% | 0.62 | 0.0301 | -0.074 | 75 | 3.55 | 4.00 | 6 | 1,630 | 55.9% | -0.38 | 0.0304 | -0.075 |
| 5.65 | 7.10 | 59.9% | 0.59 | 0.0309 | -0.076 | 76 | 3.70 | 4.40 | 53.8% | -0.41 | 0.0312 | -0.077 | ||||
| 5.25 | 6.55 | 60.1% | 0.56 | 0.0315 | -0.077 | 77 | 3.90 | 4.85 | 52.0% | -0.45 | 0.0319 | -0.078 | ||||
| 5.00 | 5.45 | 79 | 634 | 55.4% | 0.54 | 0.0317 | -0.077 | 77.5 | 4.75 | 5.05 | 52 | 319 | 54.9% | -0.46 | 0.0321 | -0.078 |
| 4.80 | 5.50 | 57.1% | 0.53 | 0.0319 | -0.077 | 78 | 4.95 | 5.25 | 2 | 54.2% | -0.48 | 0.0323 | -0.078 | |||
| 4.30 | 4.85 | 9 | 55.7% | 0.50 | 0.0320 | -0.077 | 79 | 5.40 | 5.85 | 3 | 53.9% | -0.51 | 0.0325 | -0.078 | ||
| 3.90 | 4.20 | 47 | 1,869 | 54.4% | 0.46 | 0.0320 | -0.077 | 80 | 6.15 | 6.45 | 2,078 | 54.9% | -0.54 | 0.0325 | -0.077 | |
| 3.35 | 3.80 | 2 | 53.4% | 0.43 | 0.0317 | -0.076 | 81 | 6.50 | 7.25 | 54.4% | -0.57 | 0.0323 | -0.076 | |||
| 3.10 | 3.40 | 8 | 53.8% | 0.40 | 0.0313 | -0.074 | 82 | 7.15 | 7.65 | 53.0% | -0.60 | 0.0319 | -0.075 | |||
| 2.99 | 3.20 | 440 | 1,382 | 53.9% | 0.39 | 0.0310 | -0.073 | 82.5 | 7.30 | 8.00 | 5 | 3 | 52.1% | -0.62 | 0.0316 | -0.074 |
| 2.71 | 3.35 | 55.0% | 0.37 | 0.0307 | -0.073 | 83 | 7.95 | 8.50 | 54.8% | -0.63 | 0.0313 | -0.073 | ||||
| 2.45 | 2.71 | 53.3% | 0.35 | 0.0299 | -0.070 | 84 | 8.30 | 9.15 | 52.4% | -0.66 | 0.0306 | -0.071 | ||||
| 2.21 | 2.36 | 78 | 5,157 | 53.0% | 0.32 | 0.0290 | -0.068 | 85 | 8.85 | 9.75 | 1,083 | 50.4% | -0.69 | 0.0297 | -0.069 | |
| 1.90 | 2.15 | 27 | 52.9% | 0.29 | 0.0279 | -0.065 | 86 | 10.15 | 10.50 | 53.8% | -0.72 | 0.0287 | -0.066 | |||
| 1.72 | 1.81 | 52.4% | 0.27 | 0.0268 | -0.062 | 87 | 9.95 | 11.35 | 47.4% | -0.74 | 0.0276 | -0.063 | ||||
| 1.50 | 1.67 | 52.7% | 0.24 | 0.0256 | -0.059 | 88 | 10.75 | 12.15 | 47.1% | -0.77 | 0.0264 | -0.060 | ||||
| 1.29 | 1.71 | 54.1% | 0.22 | 0.0243 | -0.056 | 89 | 11.70 | 13.00 | 48.0% | -0.79 | 0.0251 | -0.057 | ||||
| 1.14 | 1.34 | 179 | 20.7K | 52.8% | 0.20 | 0.0229 | -0.053 | 90 | 12.75 | 13.75 | 213 | 48.6% | -0.81 | 0.0238 | -0.054 | |
| 1.00 | 1.33 | 8 | 54.0% | 0.18 | 0.0216 | -0.050 | 91 | 13.25 | 14.95 | 48.1% | -0.83 | 0.0225 | -0.050 | |||
| 0.5700 | 0.6700 | 38 | 3,056 | 52.3% | 0.12 | 0.0162 | -0.037 | 95 | 17.25 | 18.40 | 42 | 49.7% | -0.90 | 0.0174 | -0.038 | |
| 0.3000 | 0.4500 | 3 | 1,345 | 54.7% | 0.07 | 0.0105 | -0.024 | 100 | 21.45 | 23.55 | 28 | -0.95 | 0.0116 | -0.024 | ||
| 0.1200 | 0.4200 | 811 | 58.7% | 0.04 | 0.0063 | -0.014 | 105 | 26.35 | 28.50 | 9 | -0.99 | 0.0062 | -0.014 | |||
| 0 | 0.3900 | 455 | 62.1% | 0.02 | 0.0036 | -0.008 | 110 | 30.70 | 34.30 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.3000 | 637 | 65.6% | 0.01 | 0.0019 | -0.004 | 115 | 35.70 | 39.30 | -1.00 | 0.0000 | -0.011 | ||||
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.
callsputs