Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ITUBF3 | CALL | R$ 43,53 | 36,88% | ATM | 34 d.u. | 2,53 | 0.55 | 2,53 | 0 | 0 | 0 | 0 | 14.927,00 | 0 | 2.53 | AMERICANA | 50,09% |
| ITUBE41 | CALL | R$ 41,10 | 103,29% | ITM | 10 d.u. | 4,71 | 0.64 | 4,71 | 0 | 0 | 0 | 0 | 0 | 2,08 | 2.63 | AMERICANA | 56,44% |
| ITUBE423 | CALL | R$ 42,10 | 78,53% | ATM | 10 d.u. | 3,35 | 0.61 | 3,35 | 0 | 0 | 0 | 0 | 0 | 1,08 | 2.27 | AMERICANA | 54,64% |
| ITUBQ423 | PUT | R$ 42,10 | 52,80% | ATM | 10 d.u. | 1,21 | -0.37 | 1,21 | 0 | 1,60 | 0 | 3,20 | 0 | 0 | 1.21 | EUROPÉIA | 40,62% |
| ITUBE459 | CALL | R$ 45,60 | 35,56% | OTM | 10 d.u. | 0,45 | 0.25 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0 | 0.45 | AMERICANA | 23,19% |
| ITUBQ459 | PUT | R$ 45,60 | 51,20% | ITM | 10 d.u. | 3,10 | -0.67 | 3,10 | 0 | 0 | 0 | 0 | 0 | 2,42 | 0.68 | EUROPÉIA | 70,37% |
| ITUBE461 | CALL | R$ 45,85 | 90,87% | OTM | 10 d.u. | 2,13 | 0.42 | 2,13 | 0 | 0 | 0 | 0 | 0 | 0 | 2.13 | EUROPÉIA | 34,70% |
| ITUBE464 | CALL | R$ 46,10 | 104,73% | OTM | 10 d.u. | 2,51 | 0.43 | 2,51 | 0 | 0 | 0 | 0 | 0 | 0 | 2.51 | AMERICANA | 34,71% |
| ITUBQ476 | PUT | R$ 47,35 | 29,71% | ITM | 10 d.u. | 4,01 | -0.93 | 4,01 | 0 | 0 | 0 | 0 | 0 | 4,17 | 0 | EUROPÉIA | 93,32% |
| ITUBE479 | CALL | R$ 47,60 | 76,84% | OTM | 10 d.u. | 1,16 | 0.3 | 1,16 | 0 | 0 | 0 | 0 | 0 | 0 | 1.16 | AMERICANA | 24,84% |
| ITUBE499 | CALL | R$ 49,60 | 53,65% | OTM | 10 d.u. | 0,25 | 0.12 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | AMERICANA | 9,64% |
| ITUBE504 | CALL | R$ 50,10 | 36,36% | OTM | 10 d.u. | 0,03 | 0.03 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | EUROPÉIA | 2,18% |
| ITUBF360 | CALL | R$ 35,78 | 81,81% | ITM | 34 d.u. | 9,73 | 0.8 | 9,73 | 0 | 0 | 0 | 0 | 0 | 7,40 | 2.33 | EUROPÉIA | 70,32% |
| ITUBR414 | PUT | R$ 41,53 | 19,53% | ATM | 34 d.u. | 0,37 | -0.21 | 0,37 | 0 | 0 | 0 | 0 | 0 | 0 | 0.37 | EUROPÉIA | 22,62% |
| ITUBF2 | CALL | R$ 43,03 | 49,10% | ATM | 34 d.u. | 3,54 | 0.58 | 3,54 | 0 | 0 | 0 | 0 | 0 | 0,15 | 3.39 | AMERICANA | 51,05% |
| ITUBF471 | CALL | R$ 47,28 | 65,21% | OTM | 34 d.u. | 2,83 | 0.43 | 2,83 | 0 | 0 | 0 | 0 | 0 | 0 | 2.83 | EUROPÉIA | 33,53% |
| ITUBF474 | CALL | R$ 47,53 | 65,87% | OTM | 34 d.u. | 2,79 | 0.42 | 2,79 | 0 | 0 | 0 | 0 | 0 | 0 | 2.79 | AMERICANA | 32,81% |
| ITUBF479 | CALL | R$ 48,03 | 70,86% | OTM | 34 d.u. | 2,94 | 0.42 | 2,94 | 0 | 0 | 0 | 0 | 0 | 0 | 2.94 | AMERICANA | 31,86% |
| ITUBF481 | CALL | R$ 48,28 | 64,61% | OTM | 34 d.u. | 2,48 | 0.39 | 2,48 | 0 | 0 | 0 | 0 | 0 | 0 | 2.48 | EUROPÉIA | 30,32% |
| ITUBF48 | CALL | R$ 48,53 | 63,85% | OTM | 34 d.u. | 2,36 | 0.38 | 2,36 | 0 | 0 | 0 | 0 | 0 | 0 | 2.36 | AMERICANA | 29,44% |
| ITUBF491 | CALL | R$ 49,28 | 20,21% | OTM | 34 d.u. | 0,09 | 0.07 | 0,09 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | EUROPÉIA | 5,70% |
| ITUBG316 | CALL | R$ 31,35 | 86,36% | ITM | 54 d.u. | 14,21 | 0.86 | 14,21 | 0 | 0 | 0 | 0 | 0 | 11,83 | 2.38 | EUROPÉIA | 74,88% |
| ITUBH347 | CALL | R$ 34,79 | 99,64% | ITM | 79 d.u. | 14,15 | 0.77 | 14,15 | 0 | 0 | 0 | 0 | 0 | 8,39 | 5.76 | EUROPÉIA | 57,20% |
| ITUBT353 | PUT | R$ 35,04 | 30,24% | OTM | 79 d.u. | 0,20 | -0.06 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | EUROPÉIA | 8,23% |
| ITUBT408 | PUT | R$ 40,54 | 30,99% | OTM | 79 d.u. | 1,20 | -0.25 | 1,20 | 0 | 0 | 0 | 0 | 0 | 0 | 1.2 | EUROPÉIA | 30,44% |
| ITUBH488 | CALL | R$ 48,54 | 23,17% | OTM | 79 d.u. | 1,00 | 0.3 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | AMERICANA | 25,70% |
| ITUBX28 | PUT | R$ 20,12 | 39,53% | OTM | 161 d.u. | 0,01 | 0 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,58% |