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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EVENG740 | CALL | R$ 7,40 | 38,51% | ATM | 20 d.u. | 0,27 | 0.47 | 0,27 | 8,00% | 0 | 0 | 0 | 52,00 | 0 | 0.27 | AMERICANA | 43,12% |
EVENG700 | CALL | R$ 7,00 | 37,08% | ATM | 20 d.u. | 0,47 | 0.68 | 0,47 | -7,843% | 0 | 0 | 0 | 47,00 | 0,23 | 0.24 | AMERICANA | 63,91% |
EVENS520 | PUT | R$ 5,20 | 104,58% | OTM | 20 d.u. | 0,11 | -0.1 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 15,71% |
EVENS600 | PUT | R$ 6,00 | 82,93% | OTM | 20 d.u. | 0,17 | -0.17 | 0,17 | 0 | 0,09 | 0 | 0,18 | 0 | 0 | 0.17 | EUROPÉIA | 23,41% |
EVENS620 | PUT | R$ 6,20 | 82,80% | OTM | 20 d.u. | 0,22 | -0.21 | 0,22 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | EUROPÉIA | 27,88% |
EVENG640 | CALL | R$ 6,40 | 37,01% | ITM | 20 d.u. | 0,93 | 0.91 | 0,93 | 0 | 0 | 0 | 0 | 0 | 0,83 | 0.1 | AMERICANA | 88,81% |
EVENS660 | PUT | R$ 6,60 | 47,72% | OTM | 20 d.u. | 0,12 | -0.21 | 0,12 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | EUROPÉIA | 24,58% |
EVENG680 | CALL | R$ 6,80 | 36,04% | ITM | 20 d.u. | 0,60 | 0.78 | 0,60 | 0 | 0 | 0 | 0 | 0 | 0,43 | 0.17 | AMERICANA | 74,37% |
EVENS700 | PUT | R$ 7,00 | 37,33% | ATM | 20 d.u. | 0,17 | -0.32 | 0,17 | 0 | 0 | 0 | 0 | 0 | 0 | 0.17 | EUROPÉIA | 36,21% |
EVENS740 | PUT | R$ 7,40 | 46,64% | ATM | 20 d.u. | 0,43 | -0.51 | 0,43 | 0 | 0 | 0 | 0 | 0 | 0,17 | 0.26 | EUROPÉIA | 56,52% |
EVENG800 | CALL | R$ 8,00 | 38,14% | OTM | 20 d.u. | 0,09 | 0.21 | 0,09 | 0 | 0,10 | 0 | 0,20 | 0 | 0 | 0.09 | AMERICANA | 18,42% |
EVENT600 | PUT | R$ 6,00 | 32,64% | OTM | 40 d.u. | 0,02 | -0.05 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | EUROPÉIA | 6,33% |
EVENT620 | PUT | R$ 6,20 | 70,28% | OTM | 40 d.u. | 0,30 | -0.22 | 0,30 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | EUROPÉIA | 31,47% |
EVENH700 | CALL | R$ 7,00 | 39,22% | ATM | 40 d.u. | 0,65 | 0.66 | 0,65 | 0 | 0 | 0 | 0 | 0 | 0,23 | 0.42 | AMERICANA | 60,29% |
EVENH760 | CALL | R$ 7,60 | 35,05% | ATM | 40 d.u. | 0,31 | 0.44 | 0,31 | 0 | 0 | 0 | 0 | 0 | 0 | 0.31 | AMERICANA | 39,00% |
EVENH800 | CALL | R$ 8,00 | 38,58% | OTM | 40 d.u. | 0,22 | 0.33 | 0,22 | 0 | 0,02 | 0,04 | 0 | 0 | 0 | 0.22 | AMERICANA | 27,39% |
EVENU600 | PUT | R$ 6,00 | 31,50% | OTM | 65 d.u. | 0,04 | -0.07 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 9,76% |
EVENV600 | PUT | R$ 6,00 | 26,66% | OTM | 85 d.u. | 0,03 | -0.06 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | EUROPÉIA | 7,92% |
EVENW600 | PUT | R$ 6,00 | 26,19% | OTM | 110 d.u. | 0,04 | -0.07 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 9,35% |
EVENM600 | PUT | R$ 6,00 | 50,77% | OTM | 146 d.u. | 0,36 | -0.19 | 0,36 | 0 | 0 | 0 | 0 | 0 | 0 | 0.36 | EUROPÉIA | 31,41% |
EVENT60 | PUT | R$ 6,00 | 20,82% | OTM | 297 d.u. | 0,04 | -0.05 | 0,04 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | EUROPÉIA | 8,23% |
EVENU60 | PUT | R$ 6,00 | 24,53% | OTM | 316 d.u. | 0,08 | -0.08 | 0,08 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | EUROPÉIA | 12,82% |
EVENJ60 | CALL | R$ 6,00 | 74,28% | ITM | 335 d.u. | 3,29 | 0.8 | 3,29 | 0 | 0 | 0 | 0 | 0 | 1,23 | 2.06 | AMERICANA | 49,65% |
EVENV60 | PUT | R$ 6,00 | 35,21% | OTM | 335 d.u. | 0,25 | -0.14 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | EUROPÉIA | 24,76% |