ZM cadeia de opções Zoom Communications, Inc.

Expiração 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 ±9.9% (87.27–106.42) · IV ATM 41.7% · P/C open interest 0.20

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
45.80	49.20		4	135.4%	1.00	0.0000	0.000	50	0	2.13		6	155.9%	-0.00	0.0000	-0.000
40.80	44.20		1	117.5%	1.00	0.0001	0.000	55	0	2.13		21	136.9%	-0.00	0.0001	-0.001
35.85	39.25		10	103.1%	1.00	0.0004	0.000	60	0	1.38		174	107.7%	-0.00	0.0004	-0.001
30.85	34.00		4	83.2%	0.99	0.0009	0.000	65	0	0.7600		55	81.5%	-0.00	0.0009	-0.003
28.40	31.80		1	82.3%	0.99	0.0014	-0.001	67.5	0	0.7500		454	74.8%	-0.01	0.0014	-0.004
25.90	28.15		12		0.99	0.0021	-0.003	70	0.0200	0.1400	5	95	52.4%	-0.01	0.0021	-0.007
23.50	26.25		2	61.1%	0.98	0.0032	-0.006	72.5	0.0600	0.1100		217	47.9%	-0.02	0.0032	-0.009
21.10	22.95		98		0.97	0.0048	-0.011	75	0.0900	0.2000	14	204	46.9%	-0.03	0.0048	-0.013
18.70	20.45		4	30.7%	0.95	0.0069	-0.016	77.5	0.1600	0.2900	4	325	45.4%	-0.04	0.0070	-0.019
16.35	18.05		61	36.2%	0.93	0.0098	-0.023	80	0.3200	0.4300	3	954	44.8%	-0.07	0.0098	-0.025
15.45	17.00			35.2%	0.92	0.0111	-0.026	81	0.3700	0.5100			44.2%	-0.08	0.0112	-0.028
14.55	16.20			38.2%	0.91	0.0126	-0.029	82	0.4700	0.5900			44.0%	-0.09	0.0126	-0.031
14.10	15.75		57	38.4%	0.90	0.0133	-0.031	82.5	0.5100	0.6400	6	564	43.7%	-0.10	0.0134	-0.033
13.65	15.25			37.9%	0.90	0.0141	-0.033	83	0.5800	0.7000			43.8%	-0.10	0.0142	-0.035
12.80	14.40			38.9%	0.88	0.0157	-0.037	84	0.5500	0.8100			42.1%	-0.12	0.0158	-0.038
12.40	13.45		61	42.3%	0.86	0.0174	-0.040	85	0.8100	0.9500	19	2,192	43.0%	-0.14	0.0175	-0.042
11.10	12.65			38.8%	0.84	0.0192	-0.044	86	0.9500	1.11			42.6%	-0.16	0.0193	-0.046
10.30	11.75			38.4%	0.82	0.0210	-0.048	87	1.15	1.29			42.5%	-0.18	0.0211	-0.049
10.40	11.35		271	41.9%	0.81	0.0219	-0.050	87.5	1.25	1.39	7	1,250	42.4%	-0.19	0.0220	-0.051
9.50	11.00			38.8%	0.80	0.0228	-0.052	88	1.30	1.50			42.0%	-0.20	0.0229	-0.053
8.75	10.20			38.7%	0.78	0.0246	-0.055	89	1.49	1.79			41.9%	-0.22	0.0247	-0.057
8.70	9.60		1,054	43.3%	0.75	0.0262	-0.059	90	1.82	2.00	17	568	41.8%	-0.25	0.0264	-0.060
8.05	8.75			42.6%	0.72	0.0278	-0.062	91	2.12	2.31			41.8%	-0.28	0.0280	-0.063
6.60	8.10			38.7%	0.69	0.0293	-0.065	92	2.43	2.63	1		41.6%	-0.31	0.0295	-0.066
6.95	7.80	11	780	42.1%	0.68	0.0300	-0.066	92.5	2.62	2.80	11	414	41.6%	-0.33	0.0302	-0.067
5.95	7.35			38.1%	0.66	0.0306	-0.067	93	2.79	2.98			41.5%	-0.34	0.0308	-0.068
6.10	6.80			41.9%	0.63	0.0316	-0.069	94	3.15	3.35			41.1%	-0.37	0.0319	-0.070
5.75	6.05	504	1,118	42.0%	0.60	0.0325	-0.071	95	3.55	3.85	4	624	41.2%	-0.41	0.0328	-0.072
5.00	5.70	1		41.8%	0.56	0.0331	-0.072	96	3.95	4.65	2		42.4%	-0.44	0.0334	-0.073
4.50	5.15	1		41.5%	0.53	0.0335	-0.073	97	4.45	5.05			41.9%	-0.47	0.0338	-0.074
4.45	4.85	9	448	42.1%	0.51	0.0336	-0.073	97.5	4.75	5.05		226	40.9%	-0.49	0.0340	-0.074
3.95	4.65	1		41.0%	0.50	0.0336	-0.073	98	4.90	6.00			43.3%	-0.51	0.0340	-0.074
3.60	4.20			41.2%	0.46	0.0335	-0.073	99	5.45	6.50			42.9%	-0.54	0.0339	-0.073
3.40	3.55	190	10.7K	41.0%	0.43	0.0332	-0.072	100	6.10	6.45		539	40.3%	-0.57	0.0336	-0.072
2.79	3.25			40.2%	0.40	0.0326	-0.071	101	6.70	8.20			45.1%	-0.60	0.0330	-0.071
2.02	2.92			38.2%	0.37	0.0318	-0.069	102	7.40	8.25			42.6%	-0.64	0.0323	-0.070
2.13	2.59	4		40.0%	0.34	0.0308	-0.067	103	8.00	9.50			44.8%	-0.67	0.0314	-0.068
1.90	2.29	8		40.1%	0.31	0.0297	-0.065	104	8.70	9.70			42.3%	-0.69	0.0303	-0.065
1.85	2.00	92	4,501	40.9%	0.28	0.0285	-0.062	105	9.50	10.35		138	42.1%	-0.72	0.0291	-0.063
1.46	1.81			40.2%	0.26	0.0271	-0.059	106	10.20	11.75			45.1%	-0.75	0.0278	-0.060
1.28	1.57			40.2%	0.24	0.0257	-0.057	107	11.05	12.55			45.6%	-0.77	0.0264	-0.057
0.8800	1.35			38.5%	0.21	0.0243	-0.054	108	11.85	13.40			45.9%	-0.79	0.0250	-0.054
0.9600	1.05	688	11.2K	41.1%	0.17	0.0214	-0.048	110	13.45	15.10		86	46.0%	-0.83	0.0221	-0.048
0.4500	0.5900	23	4,614	41.8%	0.10	0.0145	-0.033	115	18.00	19.65		251	48.9%	-0.91	0.0154	-0.033
0.2400	0.3500	31	1,045	43.5%	0.06	0.0092	-0.022	120	22.75	24.50		2	53.2%	-0.96	0.0102	-0.021
0.1200	0.2300	23	873	45.5%	0.03	0.0057	-0.014	125	26.95	30.20			59.5%	-0.99	0.0067	-0.012
0.0400	0.1800	3	7,105	47.5%	0.02	0.0034	-0.009	130	31.85	34.65			55.5%	-1.00	0.0015	-0.008
0	0.7500	1	1,614	64.4%	0.01	0.0020	-0.005	135	36.85	40.15			70.6%	-1.00	0.0000	-0.008
0	0.7000		271	69.1%	0.01	0.0012	-0.003	140	41.85	45.15			76.6%	-1.00	0.0000	-0.008
0.0100	0.1200		454	57.8%	0.00	0.0007	-0.002	145	47.05	50.15			85.2%	-1.00	0.0000	-0.008

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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ZM cadeia de opções Zoom Communications, Inc.

Sorriso de volatilidade — Nov 20, 2026

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