Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| EVENL60 | CALL | R$ 5,08 | 52,16% | ATM | 97 d.u. | 0,62 | 0.56 | 0,62 | -52,308% | 1,62 | 0 | 3,23 | 1.434,00 | 0 | 0.62 | AMERICANA | 43,52% |
| EVENK783 | CALL | R$ 7,68 | 59,83% | OTM | 76 d.u. | 0,09 | 0.13 | 0,09 | -47,059% | 0 | 0 | 0 | 90,00 | 0 | 0.09 | AMERICANA | 7,26% |
| EVENH60 | CALL | R$ 5,08 | 43,47% | ATM | 15 d.u. | 0,12 | 0.36 | 0,12 | 0 | 0 | 0 | 0 | 12,00 | 0 | 0.12 | AMERICANA | 32,42% |
| EVENH543 | CALL | R$ 5,28 | 38,37% | OTM | 15 d.u. | 0,05 | 0.21 | 0,05 | -75,00% | 0 | 0 | 0 | 5,00 | 0 | 0.05 | AMERICANA | 17,99% |
| EVENT503 | PUT | R$ 4,88 | 51,82% | ATM | 15 d.u. | 0,25 | -0.48 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0,05 | 0.2 | EUROPÉIA | 53,33% |
| EVENT60 | PUT | R$ 5,08 | 21,16% | ATM | 15 d.u. | 0,24 | -0.79 | 0,24 | 0 | 0 | 0 | 0 | 0 | 0,25 | 0 | EUROPÉIA | 80,33% |
| EVENT543 | PUT | R$ 5,28 | 34,04% | ITM | 15 d.u. | 0,446 | -0.83 | 0,35 | 0 | 0 | 0 | 0 | 0 | 0,45 | 0 | EUROPÉIA | 84,63% |
| EVENH563 | CALL | R$ 5,48 | 57,59% | OTM | 15 d.u. | 0,08 | 0.22 | 0,08 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | AMERICANA | 18,04% |
| EVENT583 | PUT | R$ 5,68 | 18,91% | ITM | 15 d.u. | 0,806 | -1 | 0,73 | 0 | 0 | 0 | 0 | 0 | 0,85 | 0 | EUROPÉIA | 99,96% |
| EVENH578 | CALL | R$ 5,78 | 119,06% | OTM | 15 d.u. | 0,26 | 0.33 | 0,26 | 0 | 0 | 0 | 0 | 0 | 0 | 0.26 | EUROPÉIA | 23,06% |
| EVENH603 | CALL | R$ 5,88 | 65,80% | OTM | 15 d.u. | 0,05 | 0.14 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | AMERICANA | 10,43% |
| EVENH623 | CALL | R$ 6,08 | 100,33% | OTM | 15 d.u. | 0,13 | 0.22 | 0,13 | 0 | 0,08 | 0 | 0,15 | 0 | 0 | 0.13 | AMERICANA | 15,13% |
| EVENT623 | PUT | R$ 6,08 | 220,35% | ITM | 15 d.u. | 1,847 | -0.56 | 0,50 | 0 | 0 | 0 | 0 | 0 | 1,25 | 0 | EUROPÉIA | 75,25% |
| EVENH663 | CALL | R$ 6,48 | 99,91% | OTM | 15 d.u. | 0,08 | 0.15 | 0,08 | 0 | 0,05 | 0 | 0,10 | 0 | 0 | 0.08 | AMERICANA | 9,75% |
| EVENH105 | CALL | R$ 10,38 | 138,07% | OTM | 15 d.u. | 0,01 | 0.02 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | AMERICANA | 0,78% |
| EVENU448 | PUT | R$ 4,48 | 40,29% | OTM | 34 d.u. | 0,11 | -0.24 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 29,02% |
| EVENU498 | PUT | R$ 4,98 | 44,59% | ATM | 34 d.u. | 0,35 | -0.5 | 0,35 | 0 | 0 | 0 | 0 | 0 | 0,15 | 0.2 | EUROPÉIA | 56,42% |
| EVENI60 | CALL | R$ 5,08 | 55,07% | ATM | 34 d.u. | 0,32 | 0.48 | 0,32 | 0 | 0 | 0 | 0 | 0 | 0 | 0.32 | AMERICANA | 39,59% |
| EVENI588 | CALL | R$ 5,88 | 46,89% | OTM | 34 d.u. | 0,07 | 0.17 | 0,07 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | AMERICANA | 13,00% |
| EVENI100 | CALL | R$ 9,88 | 94,99% | OTM | 34 d.u. | 0,02 | 0.03 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | AMERICANA | 1,48% |
| EVENJ60 | CALL | R$ 5,08 | 438,03% | ATM | 53 d.u. | 3,29 | 0.84 | 3,29 | 0 | 0 | 0 | 0 | 0 | 0 | 3.29 | AMERICANA | 15,48% |
| EVENV60 | PUT | R$ 5,08 | 14,04% | ATM | 53 d.u. | 0,19 | -0.63 | 0,19 | 0 | 0,08 | 0,15 | 0 | 0 | 0,25 | 0 | EUROPÉIA | 65,22% |
| EVENK60 | CALL | R$ 5,08 | 129,26% | ATM | 76 d.u. | 1,32 | 0.63 | 1,32 | 0 | 0 | 0 | 0 | 0 | 0 | 1.32 | AMERICANA | 35,54% |
| EVENW60 | PUT | R$ 5,08 | 23,67% | ATM | 76 d.u. | 0,28 | -0.51 | 0,28 | 0 | 0,08 | 0,16 | 0 | 0 | 0,25 | 0.03 | EUROPÉIA | 56,03% |
| EVENX60 | PUT | R$ 5,08 | 35,11% | ATM | 97 d.u. | 0,42 | -0.46 | 0,42 | 0 | 0,28 | 0 | 0,55 | 0 | 0,25 | 0.17 | EUROPÉIA | 54,41% |
| EVENL703 | CALL | R$ 6,88 | 86,71% | OTM | 97 d.u. | 0,53 | 0.38 | 0,53 | 0 | 0 | 0 | 0 | 0 | 0 | 0.53 | AMERICANA | 20,23% |
| EVENL913 | CALL | R$ 8,98 | 103,46% | OTM | 97 d.u. | 0,41 | 0.29 | 0,41 | 0 | 0,50 | 0 | 1,00 | 0 | 0 | 0.41 | EUROPÉIA | 11,33% |
| EVENM60 | PUT | R$ 5,08 | 17,78% | ATM | 113 d.u. | 0,21 | -0.45 | 0,21 | 0 | 0 | 0 | 0 | 0 | 0,25 | 0 | EUROPÉIA | 49,75% |
| EVENB599 | CALL | R$ 5,08 | 83,49% | ATM | 138 d.u. | 1,21 | 0.63 | 1,21 | 0 | 1,65 | 0 | 3,30 | 0 | 0 | 1.21 | AMERICANA | 39,15% |
| EVENB623 | CALL | R$ 6,08 | 66,14% | OTM | 138 d.u. | 0,65 | 0.47 | 0,65 | 0 | 0,09 | 0,17 | 0 | 0 | 0 | 0.65 | AMERICANA | 28,45% |
| EVENN623 | PUT | R$ 6,08 | 11,02% | ITM | 138 d.u. | 0,836 | -0.97 | 0,70 | 0 | 0 | 0 | 0 | 0 | 1,25 | 0 | EUROPÉIA | 97,67% |