EMBJ · Embraer S.A.

Track EMBJ — free Ask ALVIS about EMBJ

$69.12 +1.13 (+1.66%)

Market Cap

$12.10B

177.96M

Options Chain

15-min delayed Underlying $69.12 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 40 contracts

Put / call OI

0.41

Call-heavy positioning

Open interest

9,337

contracts outstanding

Volume

357

traded today

Max pain

$65.00

$4.12 below spot

ATM implied vol

45.7%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Oct 16 80d Nov 20 115d Jan 15 171d Jan 21 542d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $25 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
10	1	—	—	$38.86		—	—	—	—	0
Call · $30 In the money Last $38.86 Breakeven $68.86 Implied vol — Delta — Gamma — Theta — Vega — Open interest 10 Model this call Put · $30 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
19	15	—	—	$27.13		$0.11	-0.013	130.8%	1	3
Call · $35 In the money Last $27.13 Breakeven $62.13 Implied vol — Delta — Gamma — Theta — Vega — Open interest 19 Model this call Put · $35 Last $0.11 Breakeven $34.89 Implied vol 130.8% Delta -0.013 ≈1% ITM Gamma 0.001 Theta -0.016 Vega 0.006 Open interest 3 Model this put
0	—	117.4%	0.977	—		$0.23	-0.019	111.4%	5	199
Call · $40 In the money Last — Breakeven — Implied vol 117.4% Delta 0.977 ≈98% ITM Gamma 0.003 Theta -0.025 Vega 0.013 Open interest 0 Model this call Put · $40 Last $0.23 Breakeven $39.77 Implied vol 111.4% Delta -0.019 ≈2% ITM Gamma 0.002 Theta -0.019 Vega 0.007 Open interest 199 Model this put
26	23	97.1%	0.968	$17.01		$0.12	-0.02	87.5%	28	254
Call · $45 In the money Last $17.01 Breakeven $62.01 Implied vol 97.1% Delta 0.968 ≈97% ITM Gamma 0.004 Theta -0.027 Vega 0.014 Open interest 26 Model this call Put · $45 Last $0.12 Breakeven $44.88 Implied vol 87.5% Delta -0.02 ≈2% ITM Gamma 0.003 Theta -0.016 Vega 0.007 Open interest 254 Model this put
26	61	82.2%	0.951	$16.47		$0.20	-0.021	66.1%	6	700
Call · $50 In the money Last $16.47 Breakeven $66.47 Implied vol 82.2% Delta 0.951 ≈95% ITM Gamma 0.007 Theta -0.033 Vega 0.015 Open interest 26 Model this call Put · $50 Last $0.20 Breakeven $49.80 Implied vol 66.1% Delta -0.021 ≈2% ITM Gamma 0.004 Theta -0.012 Vega 0.008 Open interest 700 Model this put
102	4	65.5%	0.927	$13.24		$0.30	-0.053	58.9%	3	388
Call · $55 In the money Last $13.24 Breakeven $68.24 Implied vol 65.5% Delta 0.927 ≈93% ITM Gamma 0.012 Theta -0.036 Vega 0.027 Open interest 102 Model this call Put · $55 Last $0.30 Breakeven $54.70 Implied vol 58.9% Delta -0.053 ≈5% ITM Gamma 0.01 Theta -0.023 Vega 0.016 Open interest 388 Model this put
368	62	56.3%	0.856	$8.73		$0.64	-0.121	51.1%	2	431
Call · $60 In the money Last $8.73 Breakeven $68.73 Implied vol 56.3% Delta 0.856 ≈86% ITM Gamma 0.023 Theta -0.05 Vega 0.043 Open interest 368 Model this call Put · $60 Last $0.64 Breakeven $59.36 Implied vol 51.1% Delta -0.121 ≈12% ITM Gamma 0.023 Theta -0.038 Vega 0.043 Open interest 431 Model this put
537	10	49.1%	0.712	$5.50		$1.70	-0.291	50.1%	12	408
Call · $65 In the money Last $5.50 Breakeven $70.50 Implied vol 49.1% Delta 0.712 ≈71% ITM Gamma 0.039 Theta -0.065 Vega 0.059 Open interest 537 Model this call Put · $65 Last $1.70 Breakeven $63.30 Implied vol 50.1% Delta -0.291 ≈29% ITM Gamma 0.039 Theta -0.063 Vega 0.059 Open interest 408 Model this put
Underlying $69.12
1.6k	66	46.8%	0.487	$3.00		$3.80	-0.517	44.6%	7	242
Call · $70 Last $3.00 Breakeven $73.00 Implied vol 46.8% Delta 0.487 ≈49% ITM Gamma 0.048 Theta -0.072 Vega 0.071 Open interest 1.6k Model this call Put · $70 In the money Last $3.80 Breakeven $66.20 Implied vol 44.6% Delta -0.517 ≈52% ITM Gamma 0.051 Theta -0.064 Vega 0.071 Open interest 242 Model this put
1.1k	14	46%	0.265	$1.15		$9.40	-0.761	41.9%	1	80
Call · $75 Last $1.15 Breakeven $76.15 Implied vol 46% Delta 0.265 ≈27% ITM Gamma 0.041 Theta -0.058 Vega 0.064 Open interest 1.1k Model this call Put · $75 In the money Last $9.40 Breakeven $65.60 Implied vol 41.9% Delta -0.761 ≈76% ITM Gamma 0.043 Theta -0.046 Vega 0.049 Open interest 80 Model this put
208	8	46.1%	0.122	$0.43		$19.00	-0.905	42.5%	1	10
Call · $80 Last $0.43 Breakeven $80.43 Implied vol 46.1% Delta 0.122 ≈12% ITM Gamma 0.025 Theta -0.035 Vega 0.034 Open interest 208 Model this call Put · $80 In the money Last $19.00 Breakeven $61.00 Implied vol 42.5% Delta -0.905 ≈91% ITM Gamma 0.024 Theta -0.023 Vega 0.032 Open interest 10 Model this put
34	18	48.6%	0.056	$0.15		$14.80	-0.932	53.4%	1	0
Call · $85 Last $0.15 Breakeven $85.15 Implied vol 48.6% Delta 0.056 ≈6% ITM Gamma 0.013 Theta -0.02 Vega 0.02 Open interest 34 Model this call Put · $85 In the money Last $14.80 Breakeven $70.20 Implied vol 53.4% Delta -0.932 ≈93% ITM Gamma 0.015 Theta -0.023 Vega 0.02 Open interest 0 Model this put
343	1	54.8%	0.034	$0.13		—	—	—	—	0
Call · $90 Last $0.13 Breakeven $90.13 Implied vol 54.8% Delta 0.034 ≈3% ITM Gamma 0.008 Theta -0.015 Vega 0.011 Open interest 343 Model this call Put · $90 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2k	1	63.4%	0.03	$0.10		$34.50	-0.955	71.6%	2	0
Call · $95 Last $0.10 Breakeven $95.10 Implied vol 63.4% Delta 0.03 ≈3% ITM Gamma 0.006 Theta -0.016 Vega 0.011 Open interest 2k Model this call Put · $95 In the money Last $34.50 Breakeven $60.50 Implied vol 71.6% Delta -0.955 ≈96% ITM Gamma 0.008 Theta -0.021 Vega 0.019 Open interest 0 Model this put
35	1	88.8%	0.066	$0.41		$37.20	-0.959	81.1%	1	0
Call · $100 Last $0.41 Breakeven $100.41 Implied vol 88.8% Delta 0.066 ≈7% ITM Gamma 0.008 Theta -0.042 Vega 0.022 Open interest 35 Model this call Put · $100 In the money Last $37.20 Breakeven $62.80 Implied vol 81.1% Delta -0.959 ≈96% ITM Gamma 0.007 Theta -0.023 Vega 0.02 Open interest 0 Model this put
1	1	—	—	$1.31		—	-0.962	90.1%	—	0
Call · $105 Last $1.31 Breakeven $106.31 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $105 In the money Last — Breakeven — Implied vol 90.1% Delta -0.962 ≈96% ITM Gamma 0.006 Theta -0.024 Vega 0.019 Open interest 0 Model this put
240	1	—	—	$0.20		—	-0.965	98.2%	—	0
Call · $110 Last $0.20 Breakeven $110.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 240 Model this call Put · $110 In the money Last — Breakeven — Implied vol 98.2% Delta -0.965 ≈96% ITM Gamma 0.005 Theta -0.025 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—		—	-0.966	105.4%	—	0
Call · $115 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol 105.4% Delta -0.966 ≈97% ITM Gamma 0.005 Theta -0.025 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—		—	-0.968	112.3%	—	0
Call · $120 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 In the money Last — Breakeven — Implied vol 112.3% Delta -0.968 ≈97% ITM Gamma 0.004 Theta -0.026 Vega 0.011 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1355444 CUSIP 29082A107 13F (30d) 84 filings 84 filers Visit website