Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| CPLEA949 | CALL | R$ 13,09 | 75,83% | ITM | 47 d.u. | 3,40 | 0.77 | 3,40 | 0 | 1,00 | 2,00 | 0 | 12.240,00 | 2,27 | 1.13 | EUROPÉIA | 65,49% |
| CPLEK90 | CALL | R$ 7,59 | 473,01% | ITM | 10 d.u. | 9,05 | 0.89 | 9,05 | 0 | 0 | 0 | 0 | 0 | 7,77 | 1.28 | AMERICANA | 61,12% |
| CPLEW90 | PUT | R$ 7,59 | 184,71% | OTM | 10 d.u. | 0,04 | -0.02 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 4,04% |
| CPLEX900 | PUT | R$ 7,59 | 110,45% | OTM | 31 d.u. | 0,05 | -0.02 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | EUROPÉIA | 4,77% |
| CPLEX93 | PUT | R$ 12,09 | 79,87% | OTM | 31 d.u. | 0,37 | -0.15 | 0,37 | 0 | 0 | 0 | 0 | 0 | 0 | 0.37 | EUROPÉIA | 22,02% |
| CPLEX940 | PUT | R$ 13,09 | 67,48% | OTM | 31 d.u. | 0,44 | -0.19 | 0,44 | 0 | 0 | 0 | 0 | 0 | 0 | 0.44 | EUROPÉIA | 26,60% |
| CPLEL950 | CALL | R$ 14,09 | 41,80% | ITM | 31 d.u. | 1,80 | 0.78 | 1,80 | 0 | 0 | 0 | 0 | 0 | 1,27 | 0.53 | EUROPÉIA | 73,38% |
| CPLEX950 | PUT | R$ 14,09 | 77,35% | OTM | 31 d.u. | 0,94 | -0.3 | 0,94 | 0 | 0 | 0 | 0 | 0 | 0 | 0.94 | EUROPÉIA | 40,46% |
| CPLEX9 | PUT | R$ 14,34 | 78,24% | OTM | 31 d.u. | 1,06 | -0.33 | 1,06 | 0 | 0 | 0 | 0 | 0 | 0 | 1.06 | EUROPÉIA | 43,19% |
| CPLEX955 | PUT | R$ 14,59 | 77,78% | OTM | 31 d.u. | 1,16 | -0.35 | 1,16 | 0 | 0 | 0 | 0 | 0 | 0 | 1.16 | EUROPÉIA | 45,59% |
| CPLEX957 | PUT | R$ 14,84 | 72,62% | ATM | 31 d.u. | 1,17 | -0.37 | 1,17 | 0 | 0 | 0 | 0 | 0 | 0 | 1.17 | EUROPÉIA | 47,18% |
| CPLEL95 | CALL | R$ 15,09 | 123,38% | ATM | 31 d.u. | 2,85 | 0.62 | 2,85 | 0 | 0,20 | 0,40 | 0 | 0 | 0,27 | 2.58 | EUROPÉIA | 44,49% |
| CPLEX95 | PUT | R$ 15,09 | 53,38% | ATM | 31 d.u. | 0,89 | -0.39 | 0,89 | 0 | 0 | 0 | 0 | 0 | 0 | 0.89 | EUROPÉIA | 46,55% |
| CPLEL963 | CALL | R$ 15,34 | 48,54% | ATM | 31 d.u. | 1,17 | 0.57 | 1,17 | 0 | 0 | 0 | 0 | 0 | 0,02 | 1.15 | AMERICANA | 50,66% |
| CPLEX963 | PUT | R$ 15,34 | 63,85% | ATM | 31 d.u. | 1,23 | -0.42 | 1,23 | 0 | 0 | 0 | 0 | 0 | 0 | 1.23 | EUROPÉIA | 51,39% |
| CPLEX965 | PUT | R$ 15,59 | 67,60% | ATM | 31 d.u. | 1,44 | -0.45 | 1,44 | 0 | 0 | 0 | 0 | 0 | 0,23 | 1.21 | EUROPÉIA | 54,53% |
| CPLEX968 | PUT | R$ 15,84 | 68,19% | ATM | 31 d.u. | 1,59 | -0.48 | 1,59 | 0 | 0 | 0 | 0 | 0 | 0,48 | 1.11 | EUROPÉIA | 57,20% |
| CPLEL970 | CALL | R$ 16,09 | 57,05% | ATM | 31 d.u. | 1,02 | 0.48 | 1,02 | 0 | 0 | 0 | 0 | 0 | 0 | 1.02 | EUROPÉIA | 40,05% |
| CPLEX970 | PUT | R$ 16,09 | 70,80% | ATM | 31 d.u. | 1,79 | -0.5 | 1,79 | 0 | 0 | 0 | 0 | 0 | 0,73 | 1.06 | EUROPÉIA | 59,74% |
| CPLEX973 | PUT | R$ 16,34 | 70,33% | ITM | 31 d.u. | 1,93 | -0.52 | 1,93 | 0 | 0 | 0 | 0 | 0 | 0,98 | 0.95 | EUROPÉIA | 62,14% |
| CPLEL975 | CALL | R$ 16,59 | 10,16% | OTM | 31 d.u. | 0,01 | 0.05 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 4,18% |
| CPLEX975 | PUT | R$ 16,59 | 71,00% | ITM | 31 d.u. | 2,10 | -0.55 | 2,10 | 0 | 0 | 0 | 0 | 0 | 1,23 | 0.87 | EUROPÉIA | 64,42% |
| CPLEX978 | PUT | R$ 16,84 | 70,00% | ITM | 31 d.u. | 2,24 | -0.57 | 2,24 | 0 | 0 | 0 | 0 | 0 | 1,48 | 0.76 | EUROPÉIA | 66,72% |
| CPLEL980 | CALL | R$ 17,09 | 49,93% | OTM | 31 d.u. | 0,54 | 0.33 | 0,54 | 0 | 0 | 0 | 0 | 0 | 0 | 0.54 | EUROPÉIA | 27,23% |
| CPLEX980 | PUT | R$ 17,09 | 69,19% | ITM | 31 d.u. | 2,39 | -0.6 | 2,39 | 0 | 0 | 0 | 0 | 0 | 1,73 | 0.66 | EUROPÉIA | 68,98% |
| CPLEX983 | PUT | R$ 17,34 | 76,83% | ITM | 31 d.u. | 2,72 | -0.6 | 2,72 | 0 | 0 | 0 | 0 | 0 | 1,98 | 0.74 | EUROPÉIA | 70,03% |
| CPLEL985 | CALL | R$ 17,59 | 54,88% | OTM | 31 d.u. | 0,51 | 0.3 | 0,51 | 0 | 0 | 0 | 0 | 0 | 0 | 0.51 | EUROPÉIA | 23,65% |
| CPLEX985 | PUT | R$ 17,59 | 76,61% | ITM | 31 d.u. | 2,89 | -0.62 | 2,89 | 0 | 0 | 0 | 0 | 0 | 2,23 | 0.66 | EUROPÉIA | 71,88% |
| CPLEX988 | PUT | R$ 17,84 | 67,57% | ITM | 31 d.u. | 2,89 | -0.67 | 2,89 | 0 | 0 | 0 | 0 | 0 | 2,48 | 0.41 | EUROPÉIA | 75,26% |
| CPLEX995 | PUT | R$ 18,59 | 65,00% | ITM | 31 d.u. | 3,42 | -0.74 | 3,42 | 0 | 0 | 0 | 0 | 0 | 3,23 | 0.19 | EUROPÉIA | 81,08% |
| CPLEL998 | CALL | R$ 18,84 | 58,13% | OTM | 31 d.u. | 0,33 | 0.21 | 0,33 | 0 | 0 | 0 | 0 | 0 | 0 | 0.33 | AMERICANA | 15,26% |
| CPLEM90 | PUT | R$ 7,59 | 83,33% | OTM | 47 d.u. | 0,03 | -0.01 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | EUROPÉIA | 3,24% |
| CPLEA939 | CALL | R$ 12,09 | 159,90% | ITM | 47 d.u. | 5,70 | 0.77 | 5,70 | 0 | 0 | 0 | 0 | 0 | 3,27 | 2.43 | EUROPÉIA | 51,46% |
| CPLEM939 | PUT | R$ 12,09 | 64,26% | OTM | 47 d.u. | 0,34 | -0.14 | 0,34 | 0 | 0 | 0 | 0 | 0 | 0 | 0.34 | EUROPÉIA | 20,86% |
| CPLEB90 | CALL | R$ 7,59 | 222,80% | ITM | 72 d.u. | 9,91 | 0.89 | 9,91 | 0 | 0 | 0 | 0 | 0 | 7,77 | 2.14 | AMERICANA | 51,10% |
| CPLEN90 | PUT | R$ 7,59 | 71,62% | OTM | 72 d.u. | 0,04 | -0.02 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 4,03% |