Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ITUBC385 | CALL | R$ 35,21 | 367,53% | ITM | 4 d.u. | 10,27 | 0.71 | 10,27 | 0 | 0 | 0 | 0 | 0 | 5,78 | 4.49 | EUROPÉIA | 54,03% |
| ITUBC439 | CALL | R$ 43,96 | 155,64% | OTM | 4 d.u. | 2,07 | 0.4 | 2,07 | 0 | 0 | 0 | 0 | 0 | 0 | 2.07 | AMERICANA | 32,84% |
| ITUBC6 | CALL | R$ 44,96 | 158,60% | OTM | 4 d.u. | 1,82 | 0.36 | 1,82 | 0 | 0 | 0 | 0 | 0 | 0 | 1.82 | AMERICANA | 29,04% |
| ITUBC459 | CALL | R$ 45,96 | 91,77% | OTM | 4 d.u. | 0,44 | 0.18 | 0,44 | 0 | 0 | 0 | 0 | 0 | 0 | 0.44 | AMERICANA | 15,16% |
| ITUBO459 | PUT | R$ 45,96 | 82,30% | ITM | 4 d.u. | 5,194 | -0.85 | 2,40 | 0 | 0 | 0 | 0 | 0 | 4,97 | 0 | EUROPÉIA | 87,19% |
| ITUBC469 | CALL | R$ 46,96 | 74,23% | OTM | 4 d.u. | 0,14 | 0.08 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | AMERICANA | 6,96% |
| ITUBP310 | PUT | R$ 27,93 | 52,00% | OTM | 23 d.u. | 0,01 | 0 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,74% |
| ITUBD390 | CALL | R$ 35,70 | 135,64% | ITM | 23 d.u. | 9,45 | 0.72 | 9,45 | 0 | 0 | 0 | 0 | 0 | 5,29 | 4.16 | EUROPÉIA | 56,41% |
| ITUBP390 | PUT | R$ 35,70 | 189,00% | OTM | 23 d.u. | 6,00 | -0.29 | 6,00 | 0 | 2,51 | 0,01 | 5,00 | 0 | 0 | 6 | EUROPÉIA | 50,91% |
| ITUBE459 | CALL | R$ 45,91 | 58,99% | OTM | 41 d.u. | 2,39 | 0.39 | 2,39 | 0 | 0,50 | 1,00 | 0 | 0 | 0 | 2.39 | AMERICANA | 30,63% |
| ITUBE461 | CALL | R$ 46,16 | 60,00% | OTM | 41 d.u. | 2,38 | 0.39 | 2,38 | 0 | 0 | 0 | 0 | 0 | 0 | 2.38 | EUROPÉIA | 30,00% |
| ITUBF360 | CALL | R$ 36,09 | 71,32% | ITM | 65 d.u. | 9,02 | 0.73 | 9,02 | 0 | 0 | 0 | 0 | 0 | 4,90 | 4.12 | EUROPÉIA | 60,37% |
| ITUBG316 | CALL | R$ 31,66 | 95,35% | ITM | 85 d.u. | 14,21 | 0.79 | 14,21 | 0 | 0 | 0 | 0 | 0 | 9,33 | 4.88 | EUROPÉIA | 60,59% |
| ITUBG366 | CALL | R$ 36,66 | 22,59% | ITM | 85 d.u. | 6,19 | 0.89 | 6,19 | 0 | 0 | 0 | 0 | 0 | 4,33 | 1.86 | EUROPÉIA | 86,86% |
| ITUBT353 | PUT | R$ 35,35 | 22,19% | OTM | 110 d.u. | 0,20 | -0.07 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | EUROPÉIA | 9,29% |
| ITUBT408 | PUT | R$ 40,85 | 20,92% | ATM | 110 d.u. | 1,20 | -0.31 | 1,20 | 0 | 0 | 0 | 0 | 0 | 0 | 1.2 | EUROPÉIA | 35,71% |
| ITUBH488 | CALL | R$ 48,85 | 25,08% | OTM | 110 d.u. | 1,00 | 0.26 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | AMERICANA | 21,21% |
| ITUBX28 | PUT | R$ 20,43 | 34,31% | OTM | 192 d.u. | 0,01 | 0 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,61% |
| ITUBL263 | CALL | R$ 23,34 | 47,07% | ITM | 192 d.u. | 20,12 | 0.97 | 20,12 | 0 | 0 | 0 | 0 | 0 | 17,65 | 2.47 | AMERICANA | 92,02% |