Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| NVDCL150 | CALL | R$ 15,00 | 307,61% | ITM | 10 d.u. | 7,74 | 0.8 | 7,74 | 0 | 0 | 0 | 0 | 0 | 5,69 | 2.05 | AMERICANA | 58,97% |
| NVDCL155 | CALL | R$ 15,50 | 150,57% | ITM | 10 d.u. | 5,73 | 0.87 | 5,73 | 0 | 0 | 0 | 0 | 0 | 5,19 | 0.54 | AMERICANA | 79,68% |
| NVDCL160 | CALL | R$ 16,00 | 81,95% | ITM | 10 d.u. | 4,84 | 0.95 | 4,84 | 0 | 0 | 0 | 0 | 0 | 4,69 | 0.15 | AMERICANA | 93,63% |
| NVDCX160 | PUT | R$ 16,00 | 187,89% | OTM | 10 d.u. | 0,96 | -0.19 | 0,96 | 0 | 0 | 0 | 0 | 0 | 0 | 0.96 | EUROPÉIA | 30,38% |
| NVDCX165 | PUT | R$ 16,50 | 173,52% | OTM | 10 d.u. | 0,95 | -0.2 | 0,95 | 0 | 0 | 0 | 0 | 0 | 0 | 0.95 | EUROPÉIA | 30,97% |
| NVDCL180 | CALL | R$ 18,00 | 223,85% | ITM | 10 d.u. | 4,97 | 0.71 | 4,97 | 0 | 0 | 0 | 0 | 0 | 2,69 | 2.28 | AMERICANA | 54,02% |
| NVDCX190 | PUT | R$ 19,00 | 67,68% | OTM | 10 d.u. | 0,40 | -0.23 | 0,40 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4 | EUROPÉIA | 27,33% |
| NVDCL195 | CALL | R$ 19,50 | 178,53% | ITM | 10 d.u. | 3,52 | 0.64 | 3,52 | 0 | 0 | 0 | 0 | 0 | 1,19 | 2.33 | AMERICANA | 50,13% |
| NVDCL200 | CALL | R$ 20,00 | 170,44% | ATM | 10 d.u. | 3,15 | 0.61 | 3,15 | 0 | 0 | 0 | 0 | 0 | 0,69 | 2.46 | AMERICANA | 47,82% |
| NVDCL202 | CALL | R$ 20,25 | 74,55% | ATM | 10 d.u. | 1,50 | 0.6 | 1,50 | 0 | 0,95 | 0,40 | 1,50 | 0 | 0,44 | 1.06 | EUROPÉIA | 54,19% |
| NVDCX202 | PUT | R$ 20,25 | 108,60% | ATM | 10 d.u. | 1,50 | -0.41 | 1,50 | 0 | 0,76 | 0,01 | 1,50 | 0 | 0 | 1.5 | EUROPÉIA | 49,40% |
| NVDCL210 | CALL | R$ 21,00 | 162,90% | ATM | 10 d.u. | 2,58 | 0.55 | 2,58 | 0 | 0 | 0 | 0 | 0 | 0 | 2.58 | AMERICANA | 42,38% |
| NVDCX225 | PUT | R$ 22,50 | 86,05% | ITM | 10 d.u. | 2,47 | -0.65 | 2,47 | 0 | 1,24 | 2,47 | 0 | 0 | 1,81 | 0.66 | EUROPÉIA | 70,71% |
| NVDCM140 | PUT | R$ 14,00 | 59,49% | OTM | 26 d.u. | 0,02 | -0.01 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | EUROPÉIA | 2,18% |
| NVDCA205 | CALL | R$ 20,50 | 6,94% | ATM | 26 d.u. | 0,50 | 0.85 | 0,50 | 0 | 0,28 | 0,55 | 0 | 0 | 0,19 | 0.31 | AMERICANA | 84,24% |
| NVDCM210 | PUT | R$ 21,00 | 56,04% | ATM | 26 d.u. | 1,50 | -0.47 | 1,50 | 0 | 1,00 | 0 | 2,00 | 0 | 0,31 | 1.19 | EUROPÉIA | 53,91% |
| NVDCA225 | CALL | R$ 22,50 | 39,82% | OTM | 26 d.u. | 0,50 | 0.31 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | AMERICANA | 26,94% |
| NVDCA230 | CALL | R$ 23,00 | 37,41% | OTM | 26 d.u. | 0,33 | 0.24 | 0,33 | 0 | 0 | 0 | 0 | 0 | 0 | 0.33 | AMERICANA | 20,35% |
| NVDCN185 | PUT | R$ 18,50 | 61,75% | OTM | 51 d.u. | 1,06 | -0.26 | 1,06 | 0 | 0 | 0 | 0 | 0 | 0 | 1.06 | EUROPÉIA | 36,00% |
| NVDCB202 | CALL | R$ 20,25 | 56,15% | ATM | 51 d.u. | 2,55 | 0.62 | 2,55 | 0 | 0 | 0 | 0 | 0 | 0,44 | 2.11 | EUROPÉIA | 52,51% |
| NVDCB257 | CALL | R$ 25,75 | 46,14% | OTM | 51 d.u. | 0,45 | 0.21 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0 | 0.45 | EUROPÉIA | 15,12% |
| NVDCO18 | PUT | R$ 18,00 | 85,66% | OTM | 71 d.u. | 2,00 | -0.27 | 2,00 | 0 | 0,25 | 0,50 | 0 | 0 | 0 | 2 | EUROPÉIA | 43,66% |
| NVDCC202 | CALL | R$ 20,25 | 16,04% | ATM | 71 d.u. | 1,42 | 0.77 | 1,42 | 0 | 0 | 0 | 0 | 0 | 0,44 | 0.98 | EUROPÉIA | 73,89% |
| NVDCE200 | CALL | R$ 20,00 | 53,73% | ATM | 108 d.u. | 3,74 | 0.67 | 3,74 | 0 | 0 | 0 | 0 | 0 | 0,69 | 3.05 | AMERICANA | 53,15% |
| NVDCQ200 | PUT | R$ 20,00 | 64,55% | ATM | 108 d.u. | 2,50 | -0.34 | 2,50 | 0 | 0,49 | 0,97 | 0 | 0 | 0 | 2.5 | EUROPÉIA | 49,97% |
| NVDCR170 | PUT | R$ 17,00 | 43,12% | OTM | 132 d.u. | 0,62 | -0.16 | 0,62 | 0 | 0 | 0 | 0 | 0 | 0 | 0.62 | EUROPÉIA | 24,46% |
| NVDCT207 | PUT | R$ 20,75 | 57,98% | ATM | 177 d.u. | 2,99 | -0.34 | 2,99 | 0 | 0 | 0 | 0 | 0 | 0,06 | 2.93 | EUROPÉIA | 52,43% |
| NVDCU260 | PUT | R$ 26,00 | 28,94% | ITM | 196 d.u. | 3,92 | -0.64 | 3,92 | 0 | 0 | 0 | 0 | 0 | 5,31 | 0 | EUROPÉIA | 73,45% |