Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| CASHG550 | CALL | R$ 5,50 | 68,63% | OTM | 50 d.u. | 0,25 | 0.33 | 0,25 | 4,167% | 0,25 | 0,24 | 0,26 | 1.021,00 | 0 | 0.25 | EUROPÉIA | 22,54% |
| CASHS550 | PUT | R$ 5,50 | 45,86% | ITM | 50 d.u. | 1,00 | -0.79 | 1,00 | 0 | 0,20 | 0,40 | 0 | 1.232,00 | 1,04 | 0 | EUROPÉIA | 84,18% |
| CASHK30 | CALL | R$ 3,00 | 78,74% | ITM | 136 d.u. | 1,90 | 0.86 | 1,90 | 0 | 1,74 | 0,67 | 2,80 | 190,00 | 1,46 | 0.44 | AMERICANA | 69,76% |
| CASHN30 | PUT | R$ 3,00 | 56,04% | OTM | 198 d.u. | 0,14 | -0.11 | 0,14 | 0 | 0,03 | 0,06 | 0 | 140,00 | 0 | 0.14 | EUROPÉIA | 22,50% |
| CASHM330 | PUT | R$ 3,30 | 57,55% | OTM | 173 d.u. | 0,20 | -0.15 | 0,20 | 0 | 0,09 | 0,18 | 0 | 120,00 | 0 | 0.2 | EUROPÉIA | 28,08% |
| CASHK900 | CALL | R$ 9,00 | 70,90% | OTM | 136 d.u. | 0,17 | 0.17 | 0,17 | -10,526% | 0,01 | 0,02 | 0 | 40,00 | 0 | 0.17 | AMERICANA | 7,03% |
| CASHV30 | PUT | R$ 3,00 | 67,49% | OTM | 113 d.u. | 0,13 | -0.11 | 0,13 | 0 | 1,03 | 0,07 | 2,00 | 37,00 | 0 | 0.13 | EUROPÉIA | 21,75% |
| CASHK100 | CALL | R$ 10,00 | 78,22% | OTM | 136 d.u. | 0,17 | 0.16 | 0,17 | 0 | 0,13 | 0,10 | 0,16 | 17,00 | 0 | 0.17 | AMERICANA | 5,82% |
| CASHW30 | PUT | R$ 3,00 | 64,35% | OTM | 136 d.u. | 0,14 | -0.11 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | EUROPÉIA | 22,63% |
| CASHW900 | PUT | R$ 9,00 | 86,76% | ITM | 136 d.u. | 4,25 | -0.75 | 4,25 | 0 | 0 | 0 | 0 | 0 | 4,54 | 0 | EUROPÉIA | 90,49% |
| CASHW100 | PUT | R$ 10,00 | 89,34% | ITM | 136 d.u. | 5,13 | -0.79 | 5,13 | 0 | 0,50 | 1,00 | 0 | 0 | 5,54 | 0 | EUROPÉIA | 92,67% |
| CASHL900 | CALL | R$ 9,00 | 66,37% | OTM | 157 d.u. | 0,18 | 0.18 | 0,18 | 0 | 0,05 | 0,10 | 0 | 0 | 0 | 0.18 | AMERICANA | 7,39% |
| CASHX900 | PUT | R$ 9,00 | 76,38% | ITM | 157 d.u. | 4,12 | -0.77 | 4,12 | 0 | 0 | 0 | 0 | 0 | 4,54 | 0 | EUROPÉIA | 90,85% |
| CASHL100 | CALL | R$ 10,00 | 59,89% | OTM | 157 d.u. | 0,08 | 0.1 | 0,08 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | AMERICANA | 3,81% |
| CASHA330 | CALL | R$ 3,30 | 37,84% | ITM | 173 d.u. | 1,50 | 0.92 | 1,50 | 0 | 0,01 | 0,01 | 0 | 0 | 1,16 | 0.34 | AMERICANA | 86,19% |
| CASHA900 | CALL | R$ 9,00 | 63,73% | OTM | 173 d.u. | 0,19 | 0.18 | 0,19 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | AMERICANA | 7,71% |
| CASHM900 | PUT | R$ 9,00 | 72,93% | ITM | 173 d.u. | 4,06 | -0.76 | 4,06 | 0 | 0 | 0 | 0 | 0 | 4,54 | 0 | EUROPÉIA | 90,60% |
| CASHA100 | CALL | R$ 10,00 | 59,56% | OTM | 173 d.u. | 0,10 | 0.11 | 0,10 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | AMERICANA | 4,44% |
| CASHM100 | PUT | R$ 10,00 | 119,26% | ITM | 173 d.u. | 5,49 | -0.59 | 5,49 | 0 | 0 | 0 | 0 | 0 | 5,54 | 0 | EUROPÉIA | 88,89% |
| CASHB30 | CALL | R$ 3,00 | 38,77% | ITM | 198 d.u. | 1,79 | 0.95 | 1,79 | 0 | 0,01 | 0,01 | 0 | 0 | 1,46 | 0.33 | AMERICANA | 89,96% |
| CASHB900 | CALL | R$ 9,00 | 61,54% | OTM | 198 d.u. | 0,22 | 0.2 | 0,22 | 0 | 0,44 | 0,12 | 0,75 | 0 | 0 | 0.22 | AMERICANA | 8,49% |
| CASHN900 | PUT | R$ 9,00 | 70,97% | ITM | 198 d.u. | 4,00 | -0.74 | 4,00 | 0 | 0 | 0 | 0 | 0 | 4,54 | 0 | EUROPÉIA | 89,76% |
| CASHB100 | CALL | R$ 10,00 | 82,76% | OTM | 198 d.u. | 0,40 | 0.28 | 0,40 | 0 | 0,24 | 0,08 | 0,40 | 0 | 0 | 0.4 | AMERICANA | 9,21% |
| CASHD150 | CALL | R$ 15,00 | 77,50% | OTM | 237 d.u. | 0,18 | 0.14 | 0,18 | 0 | 0,13 | 0 | 0,25 | 0 | 0 | 0.18 | AMERICANA | 3,39% |
| CASHP150 | PUT | R$ 15,00 | 118,76% | ITM | 237 d.u. | 9,55 | -0.64 | 9,55 | 0 | 0 | 0 | 0 | 0 | 10,54 | 0 | EUROPÉIA | 93,61% |
| CASHD20 | CALL | R$ 20,00 | 85,70% | OTM | 237 d.u. | 0,14 | 0.11 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | AMERICANA | 1,90% |
| CASHI299 | CALL | R$ 3,00 | 54,01% | ITM | 344 d.u. | 2,15 | 0.89 | 2,15 | 0 | 0,95 | 1,90 | 0 | 0 | 1,46 | 0.69 | AMERICANA | 72,38% |
| CASHU299 | PUT | R$ 3,00 | 71,60% | OTM | 344 d.u. | 0,39 | -0.13 | 0,39 | 0 | 0,04 | 0,08 | 0 | 0 | 0 | 0.39 | EUROPÉIA | 39,44% |