Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ALUPB350 | CALL | R$ 34,68 | 15,67% | ATM | 13 d.u. | 0,28 | 0.35 | 0,28 | -45,098% | 0,01 | 0,01 | 0 | 6.650,00 | 0 | 0.28 | AMERICANA | 33,77% |
| ALUPN340 | PUT | R$ 33,68 | 26,45% | ATM | 13 d.u. | 0,58 | -0.39 | 0,58 | 0 | 0 | 0 | 0 | 580,00 | 0 | 0.58 | EUROPÉIA | 41,31% |
| ALUPB340 | CALL | R$ 33,68 | 15,21% | ATM | 13 d.u. | 0,76 | 0.67 | 0,76 | -46,479% | 0,01 | 0,02 | 0 | 304,00 | 0,28 | 0.48 | AMERICANA | 66,15% |
| ALUPO321 | PUT | R$ 32,18 | 19,11% | OTM | 33 d.u. | 0,18 | -0.14 | 0,18 | 63,636% | 0 | 0 | 0 | 270,00 | 0 | 0.18 | EUROPÉIA | 16,10% |
| ALUPC331 | CALL | R$ 33,18 | 16,33% | ATM | 33 d.u. | 1,63 | 0.76 | 1,63 | 58,252% | 0 | 0 | 0 | 163,00 | 0,78 | 0.85 | AMERICANA | 74,27% |
| ALUPB330 | CALL | R$ 32,68 | 13,48% | ATM | 13 d.u. | 1,53 | 0.93 | 1,53 | 0 | 0 | 0 | 0 | 153,00 | 1,28 | 0.25 | AMERICANA | 92,77% |
| ALUPO330 | PUT | R$ 32,68 | 18,42% | ATM | 33 d.u. | 0,25 | -0.19 | 0,25 | 0 | 0 | 0 | 0 | 25,00 | 0 | 0.25 | EUROPÉIA | 21,23% |
| ALUPN320 | PUT | R$ 31,68 | 21,42% | OTM | 13 d.u. | 0,04 | -0.06 | 0,04 | 0 | 0,05 | 0,02 | 0,08 | 8,00 | 0 | 0.04 | EUROPÉIA | 6,15% |
| ALUPN27 | PUT | R$ 24,68 | 64,85% | OTM | 13 d.u. | 0,02 | -0.01 | 0,02 | 0 | 0,01 | 0 | 0,01 | 0 | 0 | 0.02 | EUROPÉIA | 1,62% |
| ALUPN310 | PUT | R$ 30,68 | 29,73% | OTM | 13 d.u. | 0,05 | -0.05 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | EUROPÉIA | 5,82% |
| ALUPN330 | PUT | R$ 32,68 | 18,46% | ATM | 13 d.u. | 0,10 | -0.14 | 0,10 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.1 | EUROPÉIA | 14,56% |
| ALUPN350 | PUT | R$ 34,68 | 8,23% | ATM | 13 d.u. | 0,57 | -0.77 | 0,57 | 0 | 0 | 0 | 0 | 0 | 0,72 | 0 | EUROPÉIA | 78,03% |
| ALUPB360 | CALL | R$ 35,68 | 22,50% | ATM | 13 d.u. | 0,20 | 0.21 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | AMERICANA | 19,46% |
| ALUPB370 | CALL | R$ 36,68 | 26,09% | OTM | 13 d.u. | 0,12 | 0.12 | 0,12 | 0 | 0,22 | 0 | 0,44 | 0 | 0 | 0.12 | AMERICANA | 11,18% |
| ALUPB380 | CALL | R$ 37,68 | 37,99% | OTM | 13 d.u. | 0,20 | 0.14 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | AMERICANA | 12,10% |
| ALUPO311 | PUT | R$ 31,18 | 22,47% | OTM | 33 d.u. | 0,13 | -0.1 | 0,13 | 0 | 0,41 | 0 | 0,81 | 0 | 0 | 0.13 | EUROPÉIA | 11,14% |
| ALUPO320 | PUT | R$ 31,68 | 23,76% | OTM | 33 d.u. | 0,23 | -0.15 | 0,23 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | EUROPÉIA | 16,77% |
| ALUPO331 | PUT | R$ 33,18 | 22,73% | ATM | 33 d.u. | 0,55 | -0.3 | 0,55 | 0 | 0 | 0 | 0 | 0 | 0 | 0.55 | EUROPÉIA | 32,69% |
| ALUPC340 | CALL | R$ 33,68 | 36,03% | ATM | 33 d.u. | 2,20 | 0.6 | 2,20 | 0 | 0 | 0 | 0 | 0 | 0,28 | 1.92 | AMERICANA | 55,13% |
| ALUPC350 | CALL | R$ 34,68 | 25,38% | ATM | 33 d.u. | 1,18 | 0.5 | 1,18 | 0 | 1,25 | 0 | 2,50 | 0 | 0 | 1.18 | AMERICANA | 46,45% |
| ALUPC360 | CALL | R$ 35,68 | 19,21% | ATM | 33 d.u. | 0,50 | 0.33 | 0,50 | 0 | 0,75 | 0 | 1,50 | 0 | 0 | 0.5 | AMERICANA | 30,83% |
| ALUPC370 | CALL | R$ 36,68 | 36,50% | OTM | 33 d.u. | 0,98 | 0.35 | 0,98 | 0 | 0 | 0 | 0 | 0 | 0 | 0.98 | AMERICANA | 30,14% |
| ALUPO370 | PUT | R$ 36,68 | 20,83% | ITM | 33 d.u. | 2,42 | -0.78 | 2,42 | 0 | 0 | 0 | 0 | 0 | 2,72 | 0 | EUROPÉIA | 79,78% |
| ALUPC380 | CALL | R$ 37,68 | 22,81% | OTM | 33 d.u. | 0,22 | 0.16 | 0,22 | 0 | 1,75 | 0 | 3,50 | 0 | 0 | 0.22 | AMERICANA | 13,69% |
| ALUPE361 | CALL | R$ 36,18 | 18,61% | OTM | 70 d.u. | 0,93 | 0.41 | 0,93 | 0 | 0 | 0 | 0 | 0 | 0 | 0.93 | AMERICANA | 37,21% |
| ALUPS27 | PUT | R$ 24,68 | 22,91% | OTM | 114 d.u. | 0,01 | -0.01 | 0,01 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,87% |
| ALUPU283 | PUT | R$ 27,68 | 23,95% | OTM | 158 d.u. | 0,16 | -0.05 | 0,16 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | EUROPÉIA | 7,88% |
| ALUPU288 | PUT | R$ 28,18 | 23,96% | OTM | 158 d.u. | 0,20 | -0.07 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | EUROPÉIA | 9,37% |
| ALUPU293 | PUT | R$ 28,68 | 24,29% | OTM | 158 d.u. | 0,26 | -0.08 | 0,26 | 0 | 0 | 0 | 0 | 0 | 0 | 0.26 | EUROPÉIA | 11,38% |
| ALUPU318 | PUT | R$ 31,18 | 11,64% | OTM | 158 d.u. | 0,04 | -0.03 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 3,88% |
| ALUPU328 | PUT | R$ 32,18 | 22,40% | OTM | 158 d.u. | 0,72 | -0.2 | 0,72 | 0 | 0 | 0 | 0 | 0 | 0 | 0.72 | EUROPÉIA | 25,00% |
| ALUPW27 | PUT | R$ 24,68 | 26,76% | OTM | 200 d.u. | 0,10 | -0.03 | 0,10 | 0 | 0,06 | 0,01 | 0,11 | 0 | 0 | 0.1 | EUROPÉIA | 4,92% |