Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ITUBQ476 | PUT | R$ 47,66 | 478,14% | ITM | 44 d.u. | 32,557 | -0.17 | 4,01 | 0 | 0 | 0 | 0 | 791,00 | 5,75 | 0 | EUROPÉIA | 85,36% |
| ITUBC385 | CALL | R$ 35,21 | 247,52% | ITM | 7 d.u. | 10,27 | 0.74 | 10,27 | 0 | 0 | 0 | 0 | 0 | 6,70 | 3.57 | EUROPÉIA | 58,89% |
| ITUBC439 | CALL | R$ 43,96 | 102,57% | ATM | 7 d.u. | 2,07 | 0.43 | 2,07 | 0 | 0 | 0 | 0 | 0 | 0 | 2.07 | AMERICANA | 36,55% |
| ITUBC6 | CALL | R$ 44,96 | 105,94% | OTM | 7 d.u. | 1,82 | 0.39 | 1,82 | 0 | 0 | 0 | 0 | 0 | 0 | 1.82 | AMERICANA | 32,07% |
| ITUBC459 | CALL | R$ 45,96 | 59,45% | OTM | 7 d.u. | 0,44 | 0.2 | 0,44 | 0 | 0 | 0 | 0 | 0 | 0 | 0.44 | AMERICANA | 17,26% |
| ITUBO459 | PUT | R$ 45,96 | 50,57% | ITM | 7 d.u. | 4,163 | -0.84 | 2,40 | 0 | 0 | 0 | 0 | 0 | 4,05 | 0 | EUROPÉIA | 86,30% |
| ITUBC469 | CALL | R$ 46,96 | 48,30% | OTM | 7 d.u. | 0,14 | 0.09 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | AMERICANA | 7,95% |
| ITUBP310 | PUT | R$ 27,93 | 51,44% | OTM | 26 d.u. | 0,01 | 0 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,71% |
| ITUBD341 | CALL | R$ 34,06 | 88,58% | ITM | 26 d.u. | 9,635 | 0.82 | 4,02 | 0 | 0 | 0 | 0 | 0 | 7,85 | 0 | AMERICANA | 73,69% |
| ITUBD390 | CALL | R$ 35,70 | 111,54% | ITM | 26 d.u. | 9,45 | 0.75 | 9,45 | 0 | 0 | 0 | 0 | 0 | 6,21 | 3.24 | EUROPÉIA | 62,02% |
| ITUBP390 | PUT | R$ 35,70 | 184,17% | OTM | 26 d.u. | 6,00 | -0.28 | 6,00 | 0 | 2,51 | 0,01 | 5,00 | 0 | 0 | 6 | EUROPÉIA | 50,08% |
| ITUBE459 | CALL | R$ 45,91 | 51,07% | OTM | 44 d.u. | 2,39 | 0.42 | 2,39 | 0 | 0,50 | 1,00 | 0 | 0 | 0 | 2.39 | AMERICANA | 33,45% |
| ITUBE461 | CALL | R$ 46,16 | 52,11% | OTM | 44 d.u. | 2,38 | 0.41 | 2,38 | 0 | 0 | 0 | 0 | 0 | 0 | 2.38 | EUROPÉIA | 32,70% |
| ITUBF360 | CALL | R$ 36,09 | 59,00% | ITM | 68 d.u. | 9,02 | 0.78 | 9,02 | 0 | 0 | 0 | 0 | 0 | 5,82 | 3.2 | EUROPÉIA | 67,33% |
| ITUBG316 | CALL | R$ 31,66 | 82,22% | ITM | 88 d.u. | 14,21 | 0.82 | 14,21 | 0 | 0 | 0 | 0 | 0 | 10,25 | 3.96 | EUROPÉIA | 66,56% |
| ITUBT353 | PUT | R$ 35,35 | 23,74% | OTM | 113 d.u. | 0,20 | -0.06 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | EUROPÉIA | 8,72% |
| ITUBT408 | PUT | R$ 40,85 | 23,66% | ATM | 113 d.u. | 1,20 | -0.27 | 1,20 | 0 | 0 | 0 | 0 | 0 | 0 | 1.2 | EUROPÉIA | 32,62% |
| ITUBH488 | CALL | R$ 48,85 | 21,86% | OTM | 113 d.u. | 1,00 | 0.28 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | AMERICANA | 23,52% |
| ITUBX28 | PUT | R$ 20,43 | 34,91% | OTM | 195 d.u. | 0,01 | 0 | 0,01 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | EUROPÉIA | 0,60% |