Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ABCBC250 | CALL | R$ 25,02 | 18,95% | ITM | 36 d.u. | 2,18 | 0.88 | 2,18 | 0 | 1,00 | 2,00 | 0 | 1.962,00 | 1,60 | 0.58 | AMERICANA | 86,19% |
| ABCBB230 | CALL | R$ 21,52 | 81,65% | ITM | 16 d.u. | 5,63 | 0.88 | 5,63 | 111,654% | 3,38 | 0 | 6,75 | 563,00 | 5,10 | 0.53 | AMERICANA | 83,42% |
| ABCBC265 | CALL | R$ 26,52 | 27,24% | ATM | 36 d.u. | 1,40 | 0.61 | 1,40 | 13,821% | 0 | 0 | 0 | 280,00 | 0,10 | 1.3 | AMERICANA | 56,57% |
| ABCBC260 | CALL | R$ 26,02 | 25,43% | ATM | 36 d.u. | 1,63 | 0.68 | 1,63 | 0 | 0 | 0 | 0 | 163,00 | 0,60 | 1.03 | AMERICANA | 64,89% |
| ABCBO265 | PUT | R$ 26,52 | 25,11% | ATM | 36 d.u. | 0,73 | -0.39 | 0,73 | 4,286% | 0,53 | 0,26 | 0,80 | 146,00 | 0 | 0.73 | EUROPÉIA | 42,55% |
| ABCBO250 | PUT | R$ 25,02 | 22,50% | OTM | 36 d.u. | 0,20 | -0.16 | 0,20 | -33,333% | 0,34 | 0 | 0,68 | 100,00 | 0 | 0.2 | EUROPÉIA | 18,28% |
| ABCBO255 | PUT | R$ 25,52 | 24,58% | ATM | 36 d.u. | 0,37 | -0.24 | 0,37 | 0 | 0,45 | 0 | 0,90 | 37,00 | 0 | 0.37 | EUROPÉIA | 27,17% |
| ABCBA380 | CALL | R$ 36,52 | 12,87% | OTM | 240 d.u. | 0,10 | 0.07 | 0,10 | -79,592% | 0,05 | 0,10 | 0 | 10,00 | 0 | 0.1 | AMERICANA | 5,53% |
| ABCBN20 | PUT | R$ 17,52 | 70,23% | OTM | 16 d.u. | 0,01 | -0.01 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 1,01% |
| ABCBN220 | PUT | R$ 20,52 | 131,33% | OTM | 16 d.u. | 0,90 | -0.16 | 0,90 | 0 | 0 | 0 | 0 | 0 | 0 | 0.9 | EUROPÉIA | 25,91% |
| ABCBN225 | PUT | R$ 21,02 | 50,14% | OTM | 16 d.u. | 0,03 | -0.02 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | EUROPÉIA | 3,06% |
| ABCBN230 | PUT | R$ 21,52 | 52,18% | OTM | 16 d.u. | 0,06 | -0.04 | 0,06 | 0 | 0,15 | 0 | 0,30 | 0 | 0 | 0.06 | EUROPÉIA | 5,32% |
| ABCBN235 | PUT | R$ 22,02 | 45,99% | OTM | 16 d.u. | 0,05 | -0.04 | 0,05 | 0 | 0,05 | 0 | 0,10 | 0 | 0 | 0.05 | EUROPÉIA | 4,94% |
| ABCBN240 | PUT | R$ 22,52 | 37,86% | OTM | 16 d.u. | 0,03 | -0.03 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | EUROPÉIA | 3,66% |
| ABCBN243 | PUT | R$ 22,77 | 46,02% | OTM | 16 d.u. | 0,10 | -0.07 | 0,10 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | EUROPÉIA | 8,69% |
| ABCBN245 | PUT | R$ 23,02 | 37,35% | OTM | 16 d.u. | 0,05 | -0.05 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | EUROPÉIA | 5,65% |
| ABCBN250 | PUT | R$ 23,52 | 31,59% | OTM | 16 d.u. | 0,04 | -0.04 | 0,04 | 0 | 0,30 | 0 | 0,60 | 0 | 0 | 0.04 | EUROPÉIA | 5,27% |
| ABCBN255 | PUT | R$ 24,02 | 34,99% | OTM | 16 d.u. | 0,11 | -0.1 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 11,21% |
| ABCBN258 | PUT | R$ 24,27 | 38,49% | OTM | 16 d.u. | 0,19 | -0.14 | 0,19 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | EUROPÉIA | 16,12% |
| ABCBB260 | CALL | R$ 24,52 | 34,36% | ITM | 16 d.u. | 2,47 | 0.86 | 2,47 | 0 | 0,10 | 0,19 | 0 | 0 | 2,10 | 0.37 | AMERICANA | 84,16% |
| ABCBN260 | PUT | R$ 24,52 | 30,11% | OTM | 16 d.u. | 0,11 | -0.11 | 0,11 | 0 | 0,14 | 0,03 | 0,24 | 0 | 0 | 0.11 | EUROPÉIA | 12,42% |
| ABCBB265 | CALL | R$ 25,02 | 26,83% | ITM | 16 d.u. | 1,94 | 0.86 | 1,94 | 0 | 0,04 | 0,08 | 0 | 0 | 1,60 | 0.34 | AMERICANA | 84,26% |
| ABCBO20 | PUT | R$ 17,52 | 57,91% | OTM | 36 d.u. | 0,04 | -0.02 | 0,04 | 0 | 0,01 | 0 | 0,01 | 0 | 0 | 0.04 | EUROPÉIA | 2,96% |
| ABCBO217 | PUT | R$ 21,77 | 35,72% | OTM | 36 d.u. | 0,07 | -0.05 | 0,07 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | EUROPÉIA | 5,94% |
| ABCBO220 | PUT | R$ 22,02 | 27,30% | OTM | 36 d.u. | 0,02 | -0.02 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | EUROPÉIA | 2,46% |
| ABCBO225 | PUT | R$ 22,52 | 37,97% | OTM | 36 d.u. | 0,16 | -0.09 | 0,16 | 0 | 0,12 | 0 | 0,23 | 0 | 0 | 0.16 | EUROPÉIA | 11,07% |
| ABCBO230 | PUT | R$ 23,02 | 29,03% | OTM | 36 d.u. | 0,08 | -0.06 | 0,08 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | EUROPÉIA | 7,52% |
| ABCBO235 | PUT | R$ 23,52 | 28,12% | OTM | 36 d.u. | 0,11 | -0.08 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 9,91% |
| ABCBO240 | PUT | R$ 24,02 | 43,83% | OTM | 36 d.u. | 0,56 | -0.21 | 0,56 | 0 | 0 | 0 | 0 | 0 | 0 | 0.56 | EUROPÉIA | 25,80% |
| ABCBC245 | CALL | R$ 24,52 | 15,83% | ITM | 36 d.u. | 2,58 | 0.96 | 2,58 | 0 | 0 | 0 | 0 | 0 | 2,10 | 0.48 | AMERICANA | 95,09% |
| ABCBO260 | PUT | R$ 26,02 | 24,83% | ATM | 36 d.u. | 0,53 | -0.31 | 0,53 | 0 | 0 | 0 | 0 | 0 | 0 | 0.53 | EUROPÉIA | 34,68% |
| ABCBX200 | PUT | R$ 17,52 | 25,11% | OTM | 224 d.u. | 0,02 | -0.01 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | EUROPÉIA | 1,63% |