Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ITUBH43 | CALL | R$ 43,00 | 18,98% | ATM | 50 d.u. | 1,50 | 0.54 | 1,50 | 0 | 0 | 0 | 0 | 3.600,00 | 0 | 1.5 | AMERICANA | 50,17% |
| ITUBH35 | CALL | R$ 35,75 | 31,41% | ITM | 50 d.u. | 7,45 | 0.92 | 7,45 | 0 | 0 | 0 | 0 | 1.495,00 | 6,32 | 1.13 | EUROPÉIA | 89,94% |
| ITUBF360 | CALL | R$ 35,74 | 131,63% | ITM | 5 d.u. | 7,15 | 0.84 | 7,15 | 34,906% | 0 | 0 | 0 | 1.430,00 | 6,33 | 0.82 | EUROPÉIA | 78,84% |
| ITUBH488 | CALL | R$ 48,50 | 23,21% | OTM | 50 d.u. | 0,30 | 0.14 | 0,30 | 0 | 0 | 0 | 0 | 750,00 | 0 | 0.3 | AMERICANA | 11,94% |
| ITUBK445 | CALL | R$ 44,58 | 16,56% | OTM | 111 d.u. | 1,83 | 0.52 | 1,83 | 0 | 0 | 0 | 0 | 549,00 | 0 | 1.83 | AMERICANA | 47,56% |
| ITUBK450 | CALL | R$ 45,08 | 16,70% | OTM | 111 d.u. | 1,63 | 0.48 | 1,63 | 0 | 0 | 0 | 0 | 489,00 | 0 | 1.63 | AMERICANA | 43,55% |
| ITUBI446 | CALL | R$ 44,33 | 18,76% | OTM | 69 d.u. | 1,33 | 0.45 | 1,33 | 0 | 0 | 0 | 0 | 399,00 | 0 | 1.33 | EUROPÉIA | 41,31% |
| ITUBS390 | PUT | R$ 39,06 | 33,84% | OTM | 25 d.u. | 0,50 | -0.19 | 0,50 | 0 | 0 | 0 | 0 | 90,00 | 0 | 0.5 | EUROPÉIA | 22,24% |
| ITUBR414 | PUT | R$ 41,49 | 56,10% | ATM | 5 d.u. | 1,00 | -0.4 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | EUROPÉIA | 43,30% |
| ITUBF42 | CALL | R$ 41,99 | 27,63% | ATM | 5 d.u. | 0,75 | 0.55 | 0,75 | 0 | 0 | 0 | 0 | 0 | 0,08 | 0.67 | AMERICANA | 53,81% |
| ITUBF2 | CALL | R$ 42,99 | 21,15% | ATM | 5 d.u. | 0,20 | 0.27 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | AMERICANA | 25,64% |
| ITUBF3 | CALL | R$ 43,49 | 13,73% | ATM | 5 d.u. | 0,02 | 0.06 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | AMERICANA | 5,56% |
| ITUBF444 | CALL | R$ 44,49 | 23,14% | OTM | 5 d.u. | 0,03 | 0.05 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | AMERICANA | 4,91% |
| ITUBR45 | PUT | R$ 45,49 | 109,29% | ITM | 5 d.u. | 4,65 | -0.66 | 4,65 | 0 | 0 | 0 | 0 | 0 | 3,42 | 1.23 | EUROPÉIA | 71,50% |
| ITUBF471 | CALL | R$ 47,24 | 198,39% | OTM | 5 d.u. | 2,83 | 0.4 | 2,83 | 0 | 0 | 0 | 0 | 0 | 0 | 2.83 | EUROPÉIA | 29,28% |
| ITUBF474 | CALL | R$ 47,49 | 199,80% | OTM | 5 d.u. | 2,79 | 0.39 | 2,79 | 0 | 0 | 0 | 0 | 0 | 0 | 2.79 | AMERICANA | 28,70% |
| ITUBF479 | CALL | R$ 47,99 | 212,63% | OTM | 5 d.u. | 2,94 | 0.39 | 2,94 | 0 | 0 | 0 | 0 | 0 | 0 | 2.94 | AMERICANA | 28,07% |
| ITUBF481 | CALL | R$ 48,24 | 195,21% | OTM | 5 d.u. | 2,48 | 0.36 | 2,48 | 0 | 0 | 0 | 0 | 0 | 0 | 2.48 | EUROPÉIA | 26,57% |
| ITUBF48 | CALL | R$ 48,49 | 192,74% | OTM | 5 d.u. | 2,36 | 0.35 | 2,36 | 0 | 0 | 0 | 0 | 0 | 0 | 2.36 | AMERICANA | 25,80% |
| ITUBF491 | CALL | R$ 49,24 | 66,91% | OTM | 5 d.u. | 0,09 | 0.06 | 0,09 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | EUROPÉIA | 4,56% |
| ITUBF50 | CALL | R$ 49,99 | 51,04% | OTM | 5 d.u. | 0,01 | 0.01 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | AMERICANA | 0,82% |
| ITUBG36 | CALL | R$ 36,56 | 42,30% | ITM | 25 d.u. | 6,30 | 0.89 | 6,30 | 0 | 0 | 0 | 0 | 0 | 5,51 | 0.79 | AMERICANA | 86,08% |
| ITUBG378 | CALL | R$ 37,81 | 22,72% | ITM | 25 d.u. | 4,80 | 0.96 | 4,80 | 0 | 0 | 0 | 0 | 0 | 4,26 | 0.54 | EUROPÉIA | 94,91% |
| ITUBS395 | PUT | R$ 39,56 | 34,37% | OTM | 25 d.u. | 0,64 | -0.23 | 0,64 | 0 | 0 | 0 | 0 | 0 | 0 | 0.64 | EUROPÉIA | 26,33% |
| ITUBH347 | CALL | R$ 34,75 | 143,60% | ITM | 50 d.u. | 14,15 | 0.75 | 14,15 | 0 | 0 | 0 | 0 | 0 | 7,32 | 6.83 | EUROPÉIA | 50,77% |
| ITUBT353 | PUT | R$ 35,00 | 33,33% | OTM | 50 d.u. | 0,20 | -0.07 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | EUROPÉIA | 9,03% |
| ITUBT408 | PUT | R$ 40,50 | 31,33% | ATM | 50 d.u. | 1,20 | -0.3 | 1,20 | 0 | 0 | 0 | 0 | 0 | 0 | 1.2 | EUROPÉIA | 34,92% |
| ITUBX28 | PUT | R$ 20,08 | 41,86% | OTM | 132 d.u. | 0,01 | 0 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,60% |