ZM cadeia de opções Zoom Communications, Inc.

Expiração Cboe delayed options data · em 09:39 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 ±6.3% (90.38–102.63) · IV ATM 37.6% · P/C open interest 0.65

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
44.75	48.05		4	179.8%	1.00	0.0000	0.000	50	0	0.1000	1	125	130.1%	-0.00	0.0000	-0.000
39.30	43.05		16	136.2%	1.00	0.0000	0.000	55	0	1.00		42	161.5%	-0.00	0.0000	-0.000
34.30	37.65		34		1.00	0.0001	0.000	60	0	0.7800		264	133.0%	-0.00	0.0001	-0.001
31.80	35.15		35		1.00	0.0002	0.000	62.5	0.0100	0.0200		1,446	77.5%	-0.00	0.0002	-0.001
29.35	32.65		13		1.00	0.0003	0.000	65	0	0.9700		6,564	118.8%	-0.00	0.0003	-0.001
26.80	30.15	1	26		1.00	0.0005	0.000	67.5	0	0.7100		431	102.3%	-0.00	0.0005	-0.002
24.30	27.65		58		1.00	0.0008	0.000	70	0	0.3900		586	83.3%	-0.00	0.0008	-0.003
21.80	25.60		95	74.4%	1.00	0.0013	-0.001	72.5	0	2.13		1,320	111.2%	-0.00	0.0013	-0.004
19.35	22.70		100	34.7%	0.99	0.0022	-0.004	75	0.0100	0.2000		585	60.8%	-0.01	0.0022	-0.006
16.90	20.65		69	63.0%	0.99	0.0036	-0.007	77.5	0	2.15	1	698	91.2%	-0.01	0.0037	-0.010
15.05	17.70	8	2,615	59.4%	0.98	0.0061	-0.013	80	0.0200	0.3600	4	4,688	52.4%	-0.02	0.0062	-0.015
11.90	15.75		138	49.3%	0.96	0.0102	-0.021	82.5	0	0.5000	11	2,833	47.9%	-0.04	0.0102	-0.022
10.35	12.85		640	49.8%	0.93	0.0165	-0.032	85	0.0900	0.4400	10	1,196	40.9%	-0.07	0.0166	-0.034
7.70	10.55		830	41.5%	0.88	0.0254	-0.047	87.5	0.1900	0.6800	21	1,987	38.1%	-0.12	0.0255	-0.049
5.75	8.45	10	3,955	41.3%	0.80	0.0362	-0.065	90	0.4700	1.09	18	1,269	36.5%	-0.20	0.0365	-0.066
4.60	5.55		408	37.6%	0.70	0.0463	-0.082	92.5	1.20	1.79	8	944	37.2%	-0.30	0.0467	-0.083
4.30	5.20		1	37.7%	0.67	0.0479	-0.085	93	1.25	1.97	1	122	36.5%	-0.33	0.0484	-0.086
3.75	4.55		83	37.9%	0.62	0.0506	-0.089	94	1.60	2.38		168	36.5%	-0.38	0.0511	-0.090
3.20	3.95	4	2,077	37.8%	0.57	0.0522	-0.093	95	2.33	2.85	9	1,215	38.6%	-0.43	0.0528	-0.094
2.72	3.45	2	75	38.1%	0.52	0.0528	-0.095	96	2.53	3.35	1	136	36.9%	-0.48	0.0534	-0.096
2.27	2.98		152	38.1%	0.47	0.0524	-0.095	97	3.05	3.95	33	94	37.1%	-0.54	0.0531	-0.096
2.12	2.77	5	726	38.5%	0.44	0.0518	-0.095	97.5	3.30	4.25	2	431	36.9%	-0.56	0.0525	-0.096
1.92	2.57	3	101	38.5%	0.42	0.0511	-0.094	98	3.60	4.55		40	36.8%	-0.59	0.0518	-0.095
1.53	2.22		166	38.4%	0.37	0.0489	-0.091	99	4.25	5.05	1	139	35.9%	-0.64	0.0496	-0.092
1.28	1.90	121	7,117	38.8%	0.33	0.0462	-0.088	100	4.90	5.95	2	3,060	37.0%	-0.68	0.0470	-0.089
0.9900	1.64	7	85	38.8%	0.29	0.0431	-0.084	101	5.60	6.75		37	37.1%	-0.72	0.0438	-0.085
0.7900	1.42	13	61	39.2%	0.25	0.0398	-0.079	102	6.50	7.25	1	85	35.8%	-0.76	0.0405	-0.080
0.6200	1.19		30	39.3%	0.22	0.0363	-0.074	103	7.20	8.40		80	37.7%	-0.79	0.0370	-0.075
0.4700	1.07		51	40.0%	0.19	0.0330	-0.069	104	7.20	9.80		28	34.6%	-0.82	0.0336	-0.069
0.4500	0.9400	49	4,187	41.5%	0.16	0.0297	-0.063	105	8.05	10.65	5	1,183	33.3%	-0.85	0.0303	-0.064
0.2800	0.8200		505	41.2%	0.14	0.0266	-0.058	106	8.35	11.55				-0.87	0.0274	-0.058
0.1800	0.5600	1	361	40.9%	0.12	0.0238	-0.053	107	9.85	12.50		42	28.9%	-0.89	0.0246	-0.053
0.1300	0.6300		564	42.0%	0.11	0.0212	-0.049	108	10.75	13.40				-0.90	0.0221	-0.049
0.0700	0.5500		11	42.2%	0.09	0.0188	-0.044	109	11.70	14.35				-0.92	0.0199	-0.045
0.1000	0.4900	471	7,351	44.0%	0.08	0.0167	-0.040	110	12.60	15.30		606		-0.93	0.0179	-0.041
0.0100	0.4400		101	43.5%	0.07	0.0147	-0.036	111	13.70	16.20				-0.94	0.0161	-0.039
0.0100	0.4100		257	45.0%	0.06	0.0130	-0.033	112	14.35	17.85				-0.95	0.0147	-0.036
0	0.8600		86	55.0%	0.05	0.0115	-0.030	113	15.60	18.95			48.5%	-0.96	0.0134	-0.034
0	1.87		1,211	70.4%	0.05	0.0102	-0.027	114	16.65	19.85			49.1%	-0.97	0.0121	-0.031
0.0500	0.4000	29	2,976	51.6%	0.04	0.0090	-0.024	115	17.05	20.90		97		-0.98	0.0110	-0.029
0	2.19		8	78.8%	0.04	0.0080	-0.022	116	18.05	21.90				-0.98	0.0095	-0.025
0	2.18		43	81.1%	0.03	0.0070	-0.020	117	19.60	22.90			54.9%	-0.99	0.0082	-0.021
0	2.17		2	83.4%	0.03	0.0062	-0.018	118	20.60	23.90			56.8%	-0.99	0.0067	-0.018
0	2.09		25	84.7%	0.02	0.0055	-0.016	119	21.05	24.90				-0.99	0.0050	-0.017
0	0.0700	7	1,815	45.8%	0.02	0.0049	-0.015	120	22.55	25.90		44	58.6%	-1.00	0.0037	-0.015
0	0.3000	4	4,874	65.1%	0.01	0.0027	-0.009	125	27.05	30.90				-1.00	0.0001	-0.013
0.0100	0.0500	4	1,523	58.6%	0.01	0.0016	-0.005	130	32.05	35.90				-1.00	0.0000	-0.013
0	0.6400	7	294	91.1%	0.00	0.0009	-0.003	135	37.35	40.90				-1.00	0.0000	-0.013
0	1.15		1,139	110.4%	0.00	0.0005	-0.002	140	42.05	45.90				-1.00	0.0000	-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 — Sep 18, 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

ZM cadeia de opções Zoom Communications, Inc.

Sorriso de volatilidade — Sep 18, 2026

Consumo Cíclico

ETF

Tecnologia

Serviços Financeiros

Indústria

Energia