Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| BLAUE110 | CALL | R$ 11,03 | 42,73% | OTM | 4 d.u. | 0,03 | 0.11 | 0,03 | 0 | 0 | 0 | 0 | 12,00 | 0 | 0.03 | AMERICANA | 10,38% |
| BLAUQ12 | PUT | R$ 8,43 | 94,28% | OTM | 4 d.u. | 0,02 | -0.04 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | EUROPÉIA | 5,00% |
| BLAUQ943 | PUT | R$ 9,43 | 85,79% | OTM | 4 d.u. | 0,12 | -0.19 | 0,12 | 0 | 0,14 | 0 | 0,29 | 0 | 0 | 0.12 | EUROPÉIA | 21,73% |
| BLAUQ963 | PUT | R$ 9,63 | 73,22% | OTM | 4 d.u. | 0,12 | -0.21 | 0,12 | 0 | 0,20 | 0 | 0,39 | 0 | 0 | 0.12 | EUROPÉIA | 24,03% |
| BLAUQ983 | PUT | R$ 9,83 | 57,80% | ATM | 4 d.u. | 0,11 | -0.24 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 26,33% |
| BLAUE100 | CALL | R$ 10,03 | 17,08% | ATM | 4 d.u. | 0,30 | 0.91 | 0,30 | 0 | 0,15 | 0,30 | 0 | 0 | 0,27 | 0.03 | AMERICANA | 90,65% |
| BLAUQ100 | PUT | R$ 10,03 | 27,40% | ATM | 4 d.u. | 0,04 | -0.2 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 20,84% |
| BLAUE105 | CALL | R$ 10,53 | 41,80% | ATM | 4 d.u. | 0,13 | 0.36 | 0,13 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | AMERICANA | 34,22% |
| BLAUQ105 | PUT | R$ 10,53 | 17,21% | ATM | 4 d.u. | 0,23 | -0.82 | 0,23 | 0 | 0 | 0 | 0 | 0 | 0,23 | 0 | EUROPÉIA | 82,49% |
| BLAUQ110 | PUT | R$ 11,03 | 88,77% | ITM | 4 d.u. | 0,91 | -0.7 | 0,91 | 0 | 0 | 0 | 0 | 0 | 0,73 | 0.18 | EUROPÉIA | 74,21% |
| BLAUE115 | CALL | R$ 11,53 | 151,28% | OTM | 4 d.u. | 0,36 | 0.31 | 0,36 | 0 | 0 | 0 | 0 | 0 | 0 | 0.36 | AMERICANA | 24,94% |
| BLAUE120 | CALL | R$ 12,03 | 150,69% | OTM | 4 d.u. | 0,25 | 0.24 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | AMERICANA | 18,36% |
| BLAUE125 | CALL | R$ 12,53 | 94,97% | OTM | 4 d.u. | 0,03 | 0.06 | 0,03 | 0 | 0,06 | 0 | 0,12 | 0 | 0 | 0.03 | AMERICANA | 4,64% |
| BLAUR12 | PUT | R$ 8,43 | 56,51% | OTM | 28 d.u. | 0,11 | -0.11 | 0,11 | 0 | 0,06 | 0 | 0,11 | 0 | 0 | 0.11 | EUROPÉIA | 14,77% |
| BLAUR983 | PUT | R$ 9,83 | 41,62% | ATM | 28 d.u. | 0,30 | -0.3 | 0,30 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | EUROPÉIA | 35,52% |
| BLAUF100 | CALL | R$ 10,03 | 31,40% | ATM | 28 d.u. | 0,66 | 0.67 | 0,66 | 0 | 0 | 0 | 0 | 0 | 0,27 | 0.39 | AMERICANA | 63,29% |
| BLAUF105 | CALL | R$ 10,53 | 30,44% | ATM | 28 d.u. | 0,38 | 0.49 | 0,38 | 0 | 0 | 0 | 0 | 0 | 0 | 0.38 | AMERICANA | 44,99% |
| BLAUF115 | CALL | R$ 11,53 | 49,30% | OTM | 28 d.u. | 0,30 | 0.3 | 0,30 | 0 | 0,13 | 0 | 0,25 | 0 | 0 | 0.3 | AMERICANA | 24,80% |
| BLAUS12 | PUT | R$ 8,43 | 47,03% | OTM | 48 d.u. | 0,13 | -0.12 | 0,13 | 0 | 0,06 | 0 | 0,11 | 0 | 0 | 0.13 | EUROPÉIA | 16,01% |
| BLAUG10 | CALL | R$ 10,53 | 20,45% | ATM | 48 d.u. | 0,38 | 0.53 | 0,38 | 0 | 0 | 0 | 0 | 0 | 0 | 0.38 | AMERICANA | 49,42% |
| BLAUT120 | PUT | R$ 8,43 | 45,84% | OTM | 73 d.u. | 0,20 | -0.14 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | EUROPÉIA | 20,01% |
| BLAUM12 | PUT | R$ 8,43 | 31,87% | OTM | 171 d.u. | 0,16 | -0.11 | 0,16 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | EUROPÉIA | 16,66% |
| BLAUB119 | CALL | R$ 8,43 | 69,39% | ITM | 196 d.u. | 3,74 | 0.79 | 3,74 | 0 | 3,13 | 0 | 6,25 | 0 | 1,87 | 1.87 | AMERICANA | 57,40% |
| BLAUN119 | PUT | R$ 8,43 | 52,22% | OTM | 196 d.u. | 0,62 | -0.19 | 0,62 | 0 | 0 | 0 | 0 | 0 | 0 | 0.62 | EUROPÉIA | 33,57% |