Grade de opções
Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
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CRFBQ740 | PUT | R$ 7,40 | 44,07% | OTM | 9 d.u. | 0,01 | -0.03 | 0,01 | 0 | 0,06 | 0 | 0,12 | 0 | 0 | 0.01 | EUROPÉIA | 4,14% |
CRFBE920 | CALL | R$ 9,20 | 23,63% | OTM | 9 d.u. | 0,01 | 0.06 | 0,01 | 0 | 0,01 | 0 | 0,02 | 0 | 0 | 0.01 | AMERICANA | 5,64% |
CRFBQ920 | PUT | R$ 9,20 | 54,04% | ITM | 9 d.u. | 0,75 | -0.74 | 0,75 | 0 | 0 | 0 | 0 | 0 | 0,66 | 0.09 | EUROPÉIA | 76,87% |
CRFBE117 | CALL | R$ 11,75 | 79,65% | OTM | 9 d.u. | 0,01 | 0.02 | 0,01 | 0 | 0,10 | 0 | 0,20 | 0 | 0 | 0.01 | EUROPÉIA | 1,52% |
CRFBQ117 | PUT | R$ 11,75 | 98,29% | ITM | 9 d.u. | 3,19 | -0.95 | 3,19 | 0 | 0 | 0 | 0 | 0 | 3,21 | 0 | EUROPÉIA | 96,29% |
CRFBE120 | CALL | R$ 12,00 | 84,05% | OTM | 9 d.u. | 0,01 | 0.02 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | AMERICANA | 1,42% |
CRFBE130 | CALL | R$ 13,00 | 131,08% | OTM | 9 d.u. | 0,05 | 0.06 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | AMERICANA | 3,58% |
CRFBR100 | PUT | R$ 10,00 | 7,86% | ITM | 33 d.u. | 1,291 | -1 | 1,10 | 0 | 0 | 0 | 0 | 0 | 1,46 | 0 | EUROPÉIA | 100,00% |
CRFBF110 | CALL | R$ 11,00 | 32,83% | OTM | 33 d.u. | 0,01 | 0.03 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | AMERICANA | 2,03% |
CRFBR110 | PUT | R$ 11,00 | 112,43% | ITM | 33 d.u. | 2,948 | -0.65 | 2,07 | 0 | 0 | 0 | 0 | 0 | 2,46 | 0 | EUROPÉIA | 78,34% |
CRFBF130 | CALL | R$ 13,00 | 73,91% | OTM | 33 d.u. | 0,08 | 0.08 | 0,08 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | AMERICANA | 5,04% |
CRFBR130 | PUT | R$ 13,00 | 30,19% | ITM | 33 d.u. | 4,241 | -1 | 4,14 | 0 | 0 | 0 | 0 | 0 | 4,46 | 0 | EUROPÉIA | 99,99% |
CRFBG840 | CALL | R$ 8,40 | 17,52% | ATM | 53 d.u. | 0,49 | 0.72 | 0,49 | 0 | 0 | 0 | 0 | 0 | 0,14 | 0.35 | AMERICANA | 69,35% |
CRFBG940 | CALL | R$ 9,40 | 71,29% | OTM | 53 d.u. | 0,87 | 0.48 | 0,87 | 0 | 0 | 0 | 0 | 0 | 0 | 0.87 | AMERICANA | 35,45% |
CRFBS940 | PUT | R$ 9,40 | 5,80% | ITM | 53 d.u. | 0,607 | -0.99 | 0,22 | 0 | 0 | 0 | 0 | 0 | 0,86 | 0 | EUROPÉIA | 99,52% |
CRFBG105 | CALL | R$ 10,50 | 27,32% | OTM | 53 d.u. | 0,04 | 0.09 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | AMERICANA | 6,76% |
CRFBS105 | PUT | R$ 10,50 | 30,48% | ITM | 53 d.u. | 1,738 | -0.89 | 0,29 | 0 | 0 | 0 | 0 | 0 | 1,96 | 0 | EUROPÉIA | 91,19% |
CRFBG115 | CALL | R$ 11,50 | 46,34% | OTM | 53 d.u. | 0,10 | 0.12 | 0,10 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | AMERICANA | 8,41% |
CRFBS140 | PUT | R$ 14,00 | 22,62% | ITM | 53 d.u. | 5,082 | -1 | 4,10 | 0 | 0 | 0 | 0 | 0 | 5,46 | 0 | EUROPÉIA | 100,00% |
CRFBG240 | CALL | R$ 23,87 | 172,68% | OTM | 53 d.u. | 0,52 | 0.19 | 0,52 | 0 | 0 | 0 | 0 | 0 | 0 | 0.52 | AMERICANA | 4,85% |
CRFBX600 | PUT | R$ 6,00 | 26,20% | OTM | 163 d.u. | 0,01 | -0.01 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 2,45% |
CRFBM600 | PUT | R$ 6,00 | 69,91% | OTM | 179 d.u. | 0,51 | -0.15 | 0,51 | 0 | 0 | 0 | 0 | 0 | 0 | 0.51 | EUROPÉIA | 32,23% |