CYRE99 CYRELA REALTUNT
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- 31/12/02, 00:00:00
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Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CYREO99 | PUT | R$ 15,20 | 324,78% | OTM | 5 d.u. | 0,20 | -0.03 | 0,20 | 0 | 0,05 | 0 | 0,10 | 0 | 0 | 0.2 | EUROPÉIA | 7,61% |
| CYREO939 | PUT | R$ 23,95 | 149,12% | OTM | 5 d.u. | 0,19 | -0.06 | 0,19 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | EUROPÉIA | 8,89% |
| CYREO906 | PUT | R$ 27,95 | 63,24% | OTM | 5 d.u. | 0,05 | -0.04 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | EUROPÉIA | 4,98% |
| CYREO982 | PUT | R$ 28,20 | 161,37% | OTM | 5 d.u. | 1,11 | -0.23 | 1,11 | 0 | 0 | 0 | 0 | 0 | 0 | 1.11 | EUROPÉIA | 30,51% |
| CYREO987 | PUT | R$ 28,70 | 142,65% | OTM | 5 d.u. | 1,00 | -0.24 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | EUROPÉIA | 30,24% |
| CYREO924 | PUT | R$ 29,70 | 49,42% | OTM | 5 d.u. | 0,10 | -0.09 | 0,10 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.1 | EUROPÉIA | 10,45% |
| CYREC934 | CALL | R$ 30,70 | 90,36% | ITM | 5 d.u. | 2,65 | 0.69 | 2,65 | 0 | 0 | 0 | 0 | 0 | 1,71 | 0.94 | AMERICANA | 64,90% |
| CYREC912 | CALL | R$ 31,20 | 325,09% | ATM | 5 d.u. | 6,42 | 0.62 | 6,42 | 0 | 0 | 0 | 0 | 0 | 1,21 | 5.21 | AMERICANA | 44,42% |
| CYREC944 | CALL | R$ 31,70 | 323,27% | ATM | 5 d.u. | 6,17 | 0.61 | 6,17 | 0 | 0 | 0 | 0 | 0 | 0,71 | 5.46 | AMERICANA | 43,12% |
| CYREO944 | PUT | R$ 31,70 | 156,98% | ATM | 5 d.u. | 2,44 | -0.41 | 2,44 | 0 | 0 | 0 | 0 | 0 | 0 | 2.44 | EUROPÉIA | 49,95% |
| CYREO954 | PUT | R$ 32,70 | 183,66% | ATM | 5 d.u. | 3,45 | -0.46 | 3,45 | 0 | 0 | 0 | 0 | 0 | 0,29 | 3.16 | EUROPÉIA | 56,11% |
| CYREC964 | CALL | R$ 33,70 | 166,12% | ATM | 5 d.u. | 2,51 | 0.48 | 2,51 | 0 | 0 | 0 | 0 | 0 | 0 | 2.51 | AMERICANA | 39,25% |
| CYREC979 | CALL | R$ 35,20 | 51,80% | OTM | 5 d.u. | 0,17 | 0.14 | 0,17 | 0 | 0 | 0 | 0 | 0 | 0 | 0.17 | AMERICANA | 12,86% |
| CYREC902 | CALL | R$ 40,20 | 102,28% | OTM | 5 d.u. | 0,16 | 0.08 | 0,16 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | AMERICANA | 6,07% |
| CYREC986 | CALL | R$ 45,95 | 97,67% | OTM | 5 d.u. | 0,01 | 0.01 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,48% |
| CYRED94 | CALL | R$ 20,20 | 230,07% | ITM | 24 d.u. | 15,02 | 0.85 | 15,02 | 0 | 0 | 0 | 0 | 0 | 12,21 | 2.81 | AMERICANA | 62,87% |
| CYREP94 | PUT | R$ 20,20 | 98,52% | OTM | 24 d.u. | 0,18 | -0.04 | 0,18 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | EUROPÉIA | 7,44% |
| CYRED970 | CALL | R$ 23,20 | 118,42% | ITM | 24 d.u. | 10,40 | 0.87 | 10,40 | 0 | 0 | 0 | 0 | 0 | 9,21 | 1.19 | AMERICANA | 77,82% |
| CYREP970 | PUT | R$ 23,20 | 56,17% | OTM | 24 d.u. | 0,04 | -0.02 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 2,79% |
| CYREP900 | PUT | R$ 26,20 | 52,81% | OTM | 24 d.u. | 0,18 | -0.07 | 0,18 | 0 | 0 | 0 | 0 | 0 | 0 | 0.18 | EUROPÉIA | 9,69% |
| CYREP920 | PUT | R$ 28,20 | 63,88% | OTM | 24 d.u. | 0,75 | -0.19 | 0,75 | 0 | 0 | 0 | 0 | 0 | 0 | 0.75 | EUROPÉIA | 25,14% |
| CYREP994 | PUT | R$ 29,45 | 90,36% | OTM | 24 d.u. | 2,00 | -0.3 | 2,00 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | EUROPÉIA | 40,19% |
| CYRED914 | CALL | R$ 31,45 | 44,69% | ATM | 24 d.u. | 2,50 | 0.65 | 2,50 | 0 | 0 | 0 | 0 | 0 | 0,96 | 1.54 | EUROPÉIA | 59,44% |
| CYRED919 | CALL | R$ 31,95 | 44,75% | ATM | 24 d.u. | 2,22 | 0.6 | 2,22 | 0 | 0 | 0 | 0 | 0 | 0,46 | 1.76 | EUROPÉIA | 54,94% |
| CYRED924 | CALL | R$ 32,45 | 43,24% | ATM | 24 d.u. | 1,90 | 0.56 | 1,90 | 0 | 0 | 0 | 0 | 0 | 0 | 1.9 | EUROPÉIA | 50,67% |
| CYRED956 | CALL | R$ 42,95 | 64,54% | OTM | 24 d.u. | 0,30 | 0.11 | 0,30 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | EUROPÉIA | 7,34% |
| CYREQ929 | PUT | R$ 20,20 | 91,24% | OTM | 42 d.u. | 0,40 | -0.07 | 0,40 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4 | EUROPÉIA | 12,69% |
| CYREQ901 | PUT | R$ 27,45 | 62,03% | OTM | 42 d.u. | 0,99 | -0.19 | 0,99 | 0 | 0 | 0 | 0 | 0 | 0 | 0.99 | EUROPÉIA | 26,93% |
| CYREF990 | CALL | R$ 15,20 | 219,48% | ITM | 66 d.u. | 20,90 | 0.9 | 20,90 | 0 | 0 | 0 | 0 | 0 | 17,21 | 3.69 | AMERICANA | 55,68% |
| CYRER969 | PUT | R$ 26,95 | 51,75% | OTM | 66 d.u. | 0,88 | -0.17 | 0,88 | 0 | 0 | 0 | 0 | 0 | 0 | 0.88 | EUROPÉIA | 24,42% |
| CYRER929 | PUT | R$ 30,20 | 54,65% | OTM | 66 d.u. | 2,05 | -0.3 | 2,05 | 0 | 0 | 0 | 0 | 0 | 0 | 2.05 | EUROPÉIA | 40,73% |
| CYRES969 | PUT | R$ 34,20 | 28,28% | ITM | 86 d.u. | 2,30 | -0.49 | 2,30 | 0 | 0 | 0 | 0 | 0 | 1,79 | 0.51 | EUROPÉIA | 55,55% |
| CYREU996 | PUT | R$ 26,95 | 37,65% | OTM | 130 d.u. | 0,73 | -0.14 | 0,73 | 0 | 0 | 0 | 0 | 0 | 0 | 0.73 | EUROPÉIA | 21,33% |
| CYREU999 | PUT | R$ 27,20 | 45,02% | OTM | 130 d.u. | 1,21 | -0.18 | 1,21 | 0 | 1,00 | 0 | 2,00 | 0 | 0 | 1.21 | EUROPÉIA | 27,84% |
| CYREI901 | CALL | R$ 27,45 | 48,05% | ITM | 130 d.u. | 8,21 | 0.8 | 8,21 | 0 | 0 | 0 | 0 | 0 | 4,96 | 3.25 | EUROPÉIA | 69,26% |
| CYREU909 | PUT | R$ 28,20 | 46,23% | OTM | 130 d.u. | 1,57 | -0.22 | 1,57 | 0 | 0 | 0 | 0 | 0 | 0 | 1.57 | EUROPÉIA | 32,45% |
| CYREU916 | PUT | R$ 28,95 | 39,02% | OTM | 130 d.u. | 1,30 | -0.22 | 1,30 | 0 | 0 | 0 | 0 | 0 | 0 | 1.3 | EUROPÉIA | 30,79% |
| CYREI919 | CALL | R$ 29,20 | 46,56% | ITM | 130 d.u. | 7,02 | 0.75 | 7,02 | 0 | 0 | 0 | 0 | 0 | 3,21 | 3.81 | AMERICANA | 63,50% |
| CYREU919 | PUT | R$ 29,20 | 37,83% | OTM | 130 d.u. | 1,29 | -0.22 | 1,29 | 0 | 0 | 0 | 0 | 0 | 0 | 1.29 | EUROPÉIA | 31,04% |
| CYREU921 | PUT | R$ 29,45 | 38,76% | OTM | 130 d.u. | 1,43 | -0.23 | 1,43 | 0 | 0 | 0 | 0 | 0 | 0 | 1.43 | EUROPÉIA | 32,79% |
| CYREU924 | PUT | R$ 29,70 | 38,65% | OTM | 130 d.u. | 1,50 | -0.24 | 1,50 | 0 | 0 | 0 | 0 | 0 | 0 | 1.5 | EUROPÉIA | 33,82% |
| CYREU926 | PUT | R$ 29,95 | 36,34% | OTM | 130 d.u. | 1,41 | -0.25 | 1,41 | 0 | 0 | 0 | 0 | 0 | 0 | 1.41 | EUROPÉIA | 33,40% |
| CYREI934 | CALL | R$ 30,70 | 37,78% | ITM | 130 d.u. | 5,47 | 0.72 | 5,47 | 0 | 0 | 0 | 0 | 0 | 1,71 | 3.76 | AMERICANA | 62,22% |
| CYREI951 | CALL | R$ 32,45 | 38,51% | ATM | 130 d.u. | 4,58 | 0.65 | 4,58 | 0 | 0 | 0 | 0 | 0 | 0 | 4.58 | EUROPÉIA | 53,97% |
| CYREU956 | PUT | R$ 32,95 | 26,94% | ATM | 130 d.u. | 1,72 | -0.36 | 1,72 | 0 | 0 | 0 | 0 | 0 | 0,54 | 1.18 | EUROPÉIA | 43,47% |
| CYREI961 | CALL | R$ 33,45 | 31,86% | ATM | 130 d.u. | 3,50 | 0.61 | 3,50 | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | EUROPÉIA | 51,62% |
| CYREV966 | PUT | R$ 23,95 | 48,97% | OTM | 149 d.u. | 0,82 | -0.12 | 0,82 | 0 | 0 | 0 | 0 | 0 | 0 | 0.82 | EUROPÉIA | 20,63% |
| CYREV971 | PUT | R$ 24,45 | 46,62% | OTM | 149 d.u. | 0,80 | -0.12 | 0,80 | 0 | 0 | 0 | 0 | 0 | 0 | 0.8 | EUROPÉIA | 20,57% |
| CYREK981 | CALL | R$ 35,45 | 42,27% | OTM | 172 d.u. | 4,48 | 0.57 | 4,48 | 0 | 0 | 0 | 0 | 0 | 0 | 4.48 | EUROPÉIA | 42,96% |
| CYREW981 | PUT | R$ 35,45 | 35,26% | ITM | 172 d.u. | 3,77 | -0.44 | 3,77 | 0 | 0 | 0 | 0 | 0 | 3,04 | 0.73 | EUROPÉIA | 55,92% |