Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| AUAUM900 | PUT | R$ 4,97 | 55,89% | OTM | 60 d.u. | 0,25 | -0.24 | 0,25 | -72,826% | 0 | 0 | 0 | 2.500,00 | 0 | 0.25 | EUROPÉIA | 33,20% |
| AUAUW900 | PUT | R$ 4,97 | 170,76% | OTM | 23 d.u. | 0,75 | -0.3 | 0,75 | 0 | 0 | 0 | 0 | 0 | 0 | 0.75 | EUROPÉIA | 49,73% |
| AUAUX990 | PUT | R$ 3,87 | 83,21% | OTM | 44 d.u. | 0,10 | -0.09 | 0,10 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | EUROPÉIA | 16,62% |
| AUAUX91 | PUT | R$ 4,97 | 41,58% | OTM | 44 d.u. | 0,10 | -0.17 | 0,10 | 0 | 0,04 | 0,07 | 0 | 0 | 0 | 0.1 | EUROPÉIA | 22,32% |
| AUAUX913 | PUT | R$ 5,10 | 71,61% | OTM | 44 d.u. | 0,36 | -0.29 | 0,36 | 0 | 0,08 | 0,16 | 0 | 0 | 0 | 0.36 | EUROPÉIA | 39,87% |
| AUAUL92 | CALL | R$ 5,97 | 33,79% | OTM | 44 d.u. | 0,23 | 0.43 | 0,23 | 0 | 0,25 | 0 | 0,49 | 0 | 0 | 0.23 | AMERICANA | 37,25% |
| AUAUX92 | PUT | R$ 5,97 | 115,59% | ITM | 44 d.u. | 1,20 | -0.43 | 1,20 | 0 | 0 | 0 | 0 | 0 | 0,34 | 0.86 | EUROPÉIA | 62,40% |
| AUAUL93 | CALL | R$ 6,97 | 72,56% | OTM | 44 d.u. | 0,30 | 0.32 | 0,30 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | AMERICANA | 21,74% |
| AUAUX93 | PUT | R$ 6,97 | 193,89% | ITM | 44 d.u. | 2,60 | -0.43 | 2,60 | 0 | 0,40 | 0,80 | 0 | 0 | 1,34 | 1.26 | EUROPÉIA | 73,91% |
| AUAUL90 | CALL | R$ 7,97 | 88,07% | OTM | 44 d.u. | 0,25 | 0.24 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | AMERICANA | 14,30% |
| AUAUX90 | PUT | R$ 7,97 | 172,72% | ITM | 44 d.u. | 3,15 | -0.54 | 3,15 | 0 | 0 | 0 | 0 | 0 | 2,34 | 0.81 | EUROPÉIA | 79,13% |
| AUAUN900 | PUT | R$ 4,97 | 111,07% | OTM | 85 d.u. | 0,92 | -0.28 | 0,92 | 0 | 0,36 | 0 | 0,72 | 0 | 0 | 0.92 | EUROPÉIA | 52,44% |
| AUAUO90 | PUT | R$ 4,97 | 100,38% | OTM | 105 d.u. | 0,90 | -0.27 | 0,90 | 0 | 0,05 | 0,10 | 0 | 0 | 0 | 0.9 | EUROPÉIA | 51,91% |
| AUAUC903 | CALL | R$ 5,97 | 28,43% | OTM | 105 d.u. | 0,40 | 0.53 | 0,40 | 0 | 0,90 | 0 | 1,80 | 0 | 0 | 0.4 | AMERICANA | 45,38% |
| AUAUO903 | PUT | R$ 5,97 | 104,30% | ITM | 105 d.u. | 1,50 | -0.37 | 1,50 | 0 | 0 | 0 | 0 | 0 | 0,34 | 1.16 | EUROPÉIA | 63,43% |
| AUAUC900 | CALL | R$ 6,97 | 39,45% | OTM | 105 d.u. | 0,25 | 0.31 | 0,25 | 0 | 0,52 | 0,03 | 1,00 | 0 | 0 | 0.25 | AMERICANA | 22,57% |
| AUAUD902 | CALL | R$ 8,97 | 49,00% | OTM | 124 d.u. | 0,14 | 0.16 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | EUROPÉIA | 9,00% |
| AUAUP902 | PUT | R$ 8,97 | 103,38% | ITM | 124 d.u. | 3,66 | -0.58 | 3,66 | 0 | 0 | 0 | 0 | 0 | 3,34 | 0.32 | EUROPÉIA | 82,03% |
| AUAUD903 | CALL | R$ 9,97 | 53,57% | OTM | 124 d.u. | 0,11 | 0.12 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 6,20% |
| AUAUS901 | PUT | R$ 3,97 | 123,27% | OTM | 187 d.u. | 1,00 | -0.17 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | EUROPÉIA | 54,42% |
| AUAUS999 | PUT | R$ 4,97 | 106,33% | OTM | 187 d.u. | 1,28 | -0.24 | 1,28 | 0 | 0 | 0 | 0 | 0 | 0 | 1.28 | EUROPÉIA | 58,57% |
| AUAUG902 | CALL | R$ 5,97 | 17,67% | OTM | 187 d.u. | 0,45 | 0.63 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0 | 0.45 | AMERICANA | 56,84% |
| AUAUS902 | PUT | R$ 5,97 | 86,34% | ITM | 187 d.u. | 1,50 | -0.34 | 1,50 | 0 | 0 | 0 | 0 | 0 | 0,34 | 1.16 | EUROPÉIA | 62,59% |
| AUAUG903 | CALL | R$ 6,97 | 12,91% | OTM | 187 d.u. | 0,05 | 0.16 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | AMERICANA | 13,40% |
| AUAUS900 | PUT | R$ 7,97 | 72,41% | ITM | 187 d.u. | 2,50 | -0.54 | 2,50 | 0 | 1,00 | 2,00 | 0 | 0 | 2,34 | 0.16 | EUROPÉIA | 76,25% |
| AUAUV90 | PUT | R$ 4,97 | 74,76% | OTM | 250 d.u. | 0,90 | -0.24 | 0,90 | 0 | 0 | 0 | 0 | 0 | 0 | 0.9 | EUROPÉIA | 51,26% |
| AUAUJ999 | CALL | R$ 5,97 | 36,97% | OTM | 250 d.u. | 1,00 | 0.65 | 1,00 | 0 | 1,21 | 0,70 | 1,72 | 0 | 0 | 1 | AMERICANA | 50,27% |