Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| BLAUG102 | CALL | R$ 10,22 | 25,13% | OTM | 237 d.u. | 0,80 | 0.52 | 0,80 | -36,00% | 0,20 | 0,40 | 0 | 1.600,00 | 0 | 0.8 | EUROPÉIA | 42,56% |
| BLAUU983 | PUT | R$ 9,77 | 39,85% | ITM | 31 d.u. | 0,95 | -0.69 | 0,95 | 1,064% | 0 | 0 | 0 | 190,00 | 0,87 | 0.08 | EUROPÉIA | 73,33% |
| BLAUT983 | PUT | R$ 9,77 | 44,34% | ITM | 12 d.u. | 0,90 | -0.8 | 0,90 | 0 | 0 | 0 | 0 | 180,00 | 0,87 | 0.03 | EUROPÉIA | 82,85% |
| BLAUH963 | CALL | R$ 9,57 | 32,25% | OTM | 12 d.u. | 0,06 | 0.18 | 0,06 | 0 | 0,01 | 0,02 | 0 | 24,00 | 0 | 0.06 | AMERICANA | 16,39% |
| BLAUU12 | PUT | R$ 8,37 | 38,16% | OTM | 31 d.u. | 0,20 | -0.26 | 0,20 | -33,333% | 0,04 | 0,08 | 0 | 20,00 | 0 | 0.2 | EUROPÉIA | 30,46% |
| BLAUH100 | CALL | R$ 9,97 | 41,71% | OTM | 12 d.u. | 0,05 | 0.13 | 0,05 | 0 | 0,01 | 0,02 | 0 | 18,00 | 0 | 0.05 | AMERICANA | 11,03% |
| BLAUT120 | PUT | R$ 8,37 | 41,01% | OTM | 12 d.u. | 0,10 | -0.21 | 0,10 | 0 | 0,25 | 0,09 | 0,40 | 0 | 0 | 0.1 | EUROPÉIA | 23,87% |
| BLAUH943 | CALL | R$ 9,37 | 38,17% | OTM | 12 d.u. | 0,14 | 0.31 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | AMERICANA | 27,92% |
| BLAUT943 | PUT | R$ 9,37 | 21,46% | ITM | 12 d.u. | 0,45 | -0.83 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0,47 | 0 | EUROPÉIA | 83,89% |
| BLAUH983 | CALL | R$ 9,77 | 36,17% | OTM | 12 d.u. | 0,05 | 0.14 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | AMERICANA | 12,66% |
| BLAUT100 | PUT | R$ 9,97 | 75,83% | ITM | 12 d.u. | 1,25 | -0.71 | 1,25 | 0 | 0,45 | 0,90 | 0 | 0 | 1,07 | 0.18 | EUROPÉIA | 76,77% |
| BLAUH105 | CALL | R$ 10,47 | 51,36% | OTM | 12 d.u. | 0,04 | 0.09 | 0,04 | 0 | 0,12 | 0 | 0,24 | 0 | 0 | 0.04 | AMERICANA | 7,35% |
| BLAUT105 | PUT | R$ 10,47 | 236,38% | ITM | 12 d.u. | 2,805 | -0.52 | 0,80 | 0 | 0 | 0 | 0 | 0 | 1,57 | 0 | EUROPÉIA | 71,26% |
| BLAUH115 | CALL | R$ 11,47 | 112,14% | OTM | 12 d.u. | 0,20 | 0.19 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | AMERICANA | 12,85% |
| BLAUI12 | CALL | R$ 8,37 | 33,84% | ITM | 31 d.u. | 0,82 | 0.76 | 0,82 | 0 | 0 | 0 | 0 | 0 | 0,53 | 0.29 | AMERICANA | 72,33% |
| BLAUI923 | CALL | R$ 9,17 | 16,45% | ATM | 31 d.u. | 0,15 | 0.42 | 0,15 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | AMERICANA | 39,37% |
| BLAUU923 | PUT | R$ 9,17 | 54,78% | ATM | 31 d.u. | 0,75 | -0.49 | 0,75 | 0 | 0,15 | 0,30 | 0 | 0 | 0,27 | 0.48 | EUROPÉIA | 56,69% |
| BLAUI100 | CALL | R$ 9,97 | 41,11% | OTM | 31 d.u. | 0,20 | 0.27 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | AMERICANA | 22,71% |
| BLAUU100 | PUT | R$ 9,97 | 17,08% | ITM | 31 d.u. | 0,924 | -0.95 | 0,60 | 0 | 0 | 0 | 0 | 0 | 1,07 | 0 | EUROPÉIA | 95,14% |
| BLAUI105 | CALL | R$ 10,47 | 53,20% | OTM | 31 d.u. | 0,22 | 0.24 | 0,22 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | AMERICANA | 18,99% |
| BLAUU105 | PUT | R$ 10,47 | 21,89% | ITM | 31 d.u. | 1,412 | -0.97 | 0,76 | 0 | 0 | 0 | 0 | 0 | 1,57 | 0 | EUROPÉIA | 97,42% |
| BLAUV12 | PUT | R$ 8,37 | 54,88% | OTM | 50 d.u. | 0,51 | -0.32 | 0,51 | 0 | 0,03 | 0,05 | 0 | 0 | 0 | 0.51 | EUROPÉIA | 40,73% |
| BLAUK12 | CALL | R$ 8,37 | 42,33% | ITM | 73 d.u. | 1,26 | 0.71 | 1,26 | 0 | 0 | 0 | 0 | 0 | 0,53 | 0.73 | AMERICANA | 62,58% |
| BLAUW12 | PUT | R$ 8,37 | 44,11% | OTM | 73 d.u. | 0,45 | -0.3 | 0,45 | 0 | 0,44 | 0 | 0,88 | 0 | 0 | 0.45 | EUROPÉIA | 38,26% |
| BLAUX12 | PUT | R$ 8,37 | 43,33% | OTM | 94 d.u. | 0,50 | -0.29 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | EUROPÉIA | 38,86% |
| BLAUA12 | CALL | R$ 8,37 | 65,12% | ITM | 110 d.u. | 1,98 | 0.69 | 1,98 | 0 | 0 | 0 | 0 | 0 | 0,53 | 1.45 | AMERICANA | 52,37% |
| BLAUM12 | PUT | R$ 8,37 | 23,05% | OTM | 110 d.u. | 0,16 | -0.2 | 0,16 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | EUROPÉIA | 24,21% |
| BLAUB119 | CALL | R$ 8,37 | 24,75% | ITM | 135 d.u. | 1,30 | 0.79 | 1,30 | 0 | 2,46 | 0 | 4,92 | 0 | 0,53 | 0.77 | AMERICANA | 73,65% |
| BLAUN119 | PUT | R$ 8,37 | 39,05% | OTM | 135 d.u. | 0,50 | -0.27 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | EUROPÉIA | 37,62% |
| BLAUS102 | PUT | R$ 10,22 | 25,89% | ITM | 237 d.u. | 0,97 | -0.48 | 0,97 | 0 | 0 | 0 | 0 | 0 | 1,32 | 0 | EUROPÉIA | 57,51% |