Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| AUAUK900 | CALL | R$ 4,97 | 163,33% | OTM | 10 d.u. | 0,45 | 0.47 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0 | 0.45 | AMERICANA | 34,53% |
| AUAUW900 | PUT | R$ 4,97 | 145,54% | ITM | 10 d.u. | 0,75 | -0.55 | 0,75 | 0 | 0 | 0 | 0 | 0 | 0,39 | 0.36 | EUROPÉIA | 65,87% |
| AUAUL990 | CALL | R$ 3,87 | 98,52% | ITM | 31 d.u. | 1,04 | 0.76 | 1,04 | 0 | 0,03 | 0,05 | 0 | 0 | 0,71 | 0.33 | AMERICANA | 64,10% |
| AUAUX990 | PUT | R$ 3,87 | 62,04% | OTM | 31 d.u. | 0,10 | -0.17 | 0,10 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | EUROPÉIA | 23,00% |
| AUAUL91 | CALL | R$ 4,97 | 38,69% | OTM | 31 d.u. | 0,13 | 0.34 | 0,13 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | AMERICANA | 29,04% |
| AUAUL913 | CALL | R$ 5,10 | 104,54% | OTM | 31 d.u. | 0,50 | 0.47 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | EUROPÉIA | 33,25% |
| AUAUL92 | CALL | R$ 5,97 | 95,76% | OTM | 31 d.u. | 0,23 | 0.28 | 0,23 | 0 | 0,25 | 0 | 0,50 | 0 | 0 | 0.23 | AMERICANA | 18,15% |
| AUAUL93 | CALL | R$ 6,97 | 137,74% | OTM | 31 d.u. | 0,30 | 0.28 | 0,30 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.3 | AMERICANA | 14,06% |
| AUAUX93 | PUT | R$ 6,97 | 141,54% | ITM | 31 d.u. | 2,60 | -0.71 | 2,60 | 0 | 0,35 | 0,70 | 0 | 0 | 2,39 | 0.21 | EUROPÉIA | 85,59% |
| AUAUL90 | CALL | R$ 7,97 | 150,81% | OTM | 31 d.u. | 0,25 | 0.23 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | AMERICANA | 10,00% |
| AUAUX90 | PUT | R$ 7,97 | 180,43% | ITM | 31 d.u. | 3,668 | -0.7 | 3,15 | 0 | 0 | 0 | 0 | 0 | 3,39 | 0 | EUROPÉIA | 87,83% |
| AUAUA900 | CALL | R$ 4,97 | 134,86% | OTM | 47 d.u. | 0,95 | 0.58 | 0,95 | 0 | 0,48 | 0 | 0,95 | 0 | 0 | 0.95 | AMERICANA | 34,83% |
| AUAUM900 | PUT | R$ 4,97 | 1,90% | ITM | 47 d.u. | 0,271 | -1 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0,39 | 0 | EUROPÉIA | 100,00% |
| AUAUB900 | CALL | R$ 4,97 | 49,95% | OTM | 72 d.u. | 0,40 | 0.49 | 0,40 | 0 | 0,75 | 0 | 1,50 | 0 | 0 | 0.4 | AMERICANA | 38,19% |
| AUAUN900 | PUT | R$ 4,97 | 81,88% | ITM | 72 d.u. | 0,92 | -0.45 | 0,92 | 0 | 0 | 0 | 0 | 0 | 0,39 | 0.53 | EUROPÉIA | 62,58% |
| AUAUC90 | CALL | R$ 4,97 | 32,49% | OTM | 92 d.u. | 0,29 | 0.47 | 0,29 | 0 | 0 | 0 | 0 | 0 | 0 | 0.29 | AMERICANA | 39,25% |
| AUAUO90 | PUT | R$ 4,97 | 73,40% | ITM | 92 d.u. | 0,90 | -0.44 | 0,90 | 0 | 0,05 | 0,10 | 0 | 0 | 0,39 | 0.51 | EUROPÉIA | 61,75% |
| AUAUC903 | CALL | R$ 5,97 | 68,78% | OTM | 92 d.u. | 0,40 | 0.38 | 0,40 | 0 | 0,90 | 0 | 1,80 | 0 | 0 | 0.4 | AMERICANA | 23,23% |
| AUAUO903 | PUT | R$ 5,97 | 67,51% | ITM | 92 d.u. | 1,50 | -0.63 | 1,50 | 0 | 0 | 0 | 0 | 0 | 1,39 | 0.11 | EUROPÉIA | 76,96% |
| AUAUC900 | CALL | R$ 6,97 | 71,18% | OTM | 92 d.u. | 0,25 | 0.26 | 0,25 | 0 | 0,52 | 0,03 | 1,00 | 0 | 0 | 0.25 | AMERICANA | 13,98% |
| AUAUD902 | CALL | R$ 8,97 | 72,48% | OTM | 111 d.u. | 0,14 | 0.15 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | EUROPÉIA | 6,44% |
| AUAUP902 | PUT | R$ 8,97 | 38,54% | ITM | 111 d.u. | 3,895 | -0.99 | 3,66 | 0 | 0 | 0 | 0 | 0 | 4,39 | 0 | EUROPÉIA | 99,43% |
| AUAUD903 | CALL | R$ 9,97 | 75,76% | OTM | 111 d.u. | 0,11 | 0.12 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 4,60% |
| AUAUG901 | CALL | R$ 3,97 | 157,31% | ITM | 174 d.u. | 2,50 | 0.8 | 2,50 | 0 | 0,25 | 0,50 | 0 | 0 | 0,61 | 1.89 | AMERICANA | 31,72% |
| AUAUS901 | PUT | R$ 3,97 | 108,81% | OTM | 174 d.u. | 1,00 | -0.24 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | EUROPÉIA | 57,72% |
| AUAUG999 | CALL | R$ 4,97 | 45,33% | OTM | 174 d.u. | 0,70 | 0.58 | 0,70 | 0 | 0 | 0 | 0 | 0 | 0 | 0.7 | AMERICANA | 43,37% |
| AUAUS999 | PUT | R$ 4,97 | 87,76% | ITM | 174 d.u. | 1,28 | -0.35 | 1,28 | 0 | 0 | 0 | 0 | 0 | 0,39 | 0.89 | EUROPÉIA | 63,82% |
| AUAUG902 | CALL | R$ 5,97 | 49,44% | OTM | 174 d.u. | 0,45 | 0.41 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0 | 0.45 | AMERICANA | 26,37% |
| AUAUS902 | PUT | R$ 5,97 | 60,94% | ITM | 174 d.u. | 1,50 | -0.54 | 1,50 | 0 | 0 | 0 | 0 | 0 | 1,39 | 0.11 | EUROPÉIA | 72,55% |
| AUAUG903 | CALL | R$ 6,97 | 28,90% | OTM | 174 d.u. | 0,05 | 0.1 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | AMERICANA | 6,75% |
| AUAUJ94 | CALL | R$ 3,97 | 25,69% | ITM | 237 d.u. | 1,14 | 0.88 | 1,14 | 0 | 1,52 | 1,07 | 1,96 | 0 | 0,61 | 0.53 | AMERICANA | 82,64% |
| AUAUJ90 | CALL | R$ 4,97 | 43,84% | OTM | 237 d.u. | 0,85 | 0.62 | 0,85 | 0 | 0,44 | 0,88 | 0 | 0 | 0 | 0.85 | AMERICANA | 45,34% |
| AUAUV90 | PUT | R$ 4,97 | 57,66% | ITM | 237 d.u. | 0,90 | -0.36 | 0,90 | 0 | 0 | 0 | 0 | 0 | 0,39 | 0.51 | EUROPÉIA | 58,20% |
| AUAUJ999 | CALL | R$ 5,97 | 70,76% | OTM | 237 d.u. | 1,00 | 0.55 | 1,00 | 0 | 0,35 | 0,70 | 0 | 0 | 0 | 1 | AMERICANA | 29,08% |