Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| NVDCC150 | CALL | R$ 15,00 | 184,67% | ITM | 4 d.u. | 5,19 | 0.91 | 5,19 | 0 | 0 | 0 | 0 | 0 | 4,95 | 0.24 | AMERICANA | 86,83% |
| NVDCO150 | PUT | R$ 15,00 | 363,69% | OTM | 4 d.u. | 1,26 | -0.2 | 1,26 | 0 | 0 | 0 | 0 | 0 | 0 | 1.26 | EUROPÉIA | 34,54% |
| NVDCC155 | CALL | R$ 15,50 | 177,30% | ITM | 4 d.u. | 4,73 | 0.89 | 4,73 | 0 | 0 | 0 | 0 | 0 | 4,45 | 0.28 | AMERICANA | 84,79% |
| NVDCC160 | CALL | R$ 16,00 | 381,09% | ITM | 4 d.u. | 5,75 | 0.76 | 5,75 | 0 | 0 | 0 | 0 | 0 | 3,95 | 1.8 | AMERICANA | 58,85% |
| NVDCC165 | CALL | R$ 16,50 | 88,96% | ITM | 4 d.u. | 3,52 | 0.96 | 3,52 | 0 | 0 | 0 | 0 | 0 | 3,45 | 0.07 | AMERICANA | 95,12% |
| NVDCO18 | PUT | R$ 18,00 | 121,01% | OTM | 4 d.u. | 0,42 | -0.22 | 0,42 | 0 | 0 | 0 | 0 | 0 | 0 | 0.42 | EUROPÉIA | 27,03% |
| NVDCO190 | PUT | R$ 19,00 | 120,73% | ATM | 4 d.u. | 0,75 | -0.34 | 0,75 | 0 | 0 | 0 | 0 | 0 | 0 | 0.75 | EUROPÉIA | 39,81% |
| NVDCC202 | CALL | R$ 20,25 | 153,40% | ATM | 4 d.u. | 1,42 | 0.51 | 1,42 | 0 | 0 | 0 | 0 | 0 | 0 | 1.42 | EUROPÉIA | 43,52% |
| NVDCC205 | CALL | R$ 20,50 | 58,06% | ATM | 4 d.u. | 0,37 | 0.38 | 0,37 | 0 | 0 | 0 | 0 | 0 | 0 | 0.37 | AMERICANA | 35,19% |
| NVDCC232 | CALL | R$ 23,25 | 173,49% | OTM | 4 d.u. | 0,68 | 0.28 | 0,68 | 0 | 0 | 0 | 0 | 0 | 0 | 0.68 | EUROPÉIA | 21,18% |
| NVDCE200 | CALL | R$ 20,00 | 112,66% | ATM | 41 d.u. | 3,74 | 0.61 | 3,74 | 0 | 0 | 0 | 0 | 0 | 0 | 3.74 | AMERICANA | 42,62% |
| NVDCQ200 | PUT | R$ 20,00 | 52,22% | ATM | 41 d.u. | 1,48 | -0.42 | 1,48 | 0 | 0 | 0 | 0 | 0 | 0,05 | 1.43 | EUROPÉIA | 50,67% |
| NVDCE210 | CALL | R$ 21,00 | 33,73% | ATM | 41 d.u. | 0,82 | 0.44 | 0,82 | 0 | 0 | 0 | 0 | 0 | 0 | 0.82 | AMERICANA | 38,61% |
| NVDCR170 | PUT | R$ 17,00 | 51,17% | OTM | 65 d.u. | 0,62 | -0.19 | 0,62 | 0 | 0 | 0 | 0 | 0 | 0 | 0.62 | EUROPÉIA | 26,94% |
| NVDCF180 | CALL | R$ 18,00 | 67,50% | ITM | 65 d.u. | 4,01 | 0.72 | 4,01 | 0 | 0 | 0 | 0 | 0 | 1,95 | 2.06 | AMERICANA | 58,96% |
| NVDCG155 | CALL | R$ 15,50 | 46,78% | ITM | 85 d.u. | 5,44 | 0.89 | 5,44 | 0 | 0 | 0 | 0 | 0 | 4,45 | 0.99 | AMERICANA | 83,01% |
| NVDCG160 | CALL | R$ 16,00 | 48,74% | ITM | 85 d.u. | 5,10 | 0.86 | 5,10 | 0 | 0 | 0 | 0 | 0 | 3,95 | 1.15 | AMERICANA | 78,60% |
| NVDCG165 | CALL | R$ 16,50 | 37,22% | ITM | 85 d.u. | 4,43 | 0.88 | 4,43 | 0 | 0 | 0 | 0 | 0 | 3,45 | 0.98 | AMERICANA | 83,48% |
| NVDCG180 | CALL | R$ 18,00 | 45,33% | ITM | 85 d.u. | 3,60 | 0.75 | 3,60 | 0 | 0 | 0 | 0 | 0 | 1,95 | 1.65 | AMERICANA | 66,48% |
| NVDCG190 | CALL | R$ 19,00 | 58,77% | ATM | 85 d.u. | 3,56 | 0.67 | 3,56 | 0 | 0 | 0 | 0 | 0 | 0,95 | 2.61 | AMERICANA | 54,01% |
| NVDCS200 | PUT | R$ 20,00 | 39,51% | ATM | 85 d.u. | 1,41 | -0.38 | 1,41 | 0 | 0 | 0 | 0 | 0 | 0,05 | 1.36 | EUROPÉIA | 47,39% |
| NVDCT207 | PUT | R$ 20,75 | 61,02% | ATM | 110 d.u. | 2,99 | -0.4 | 2,99 | 0 | 0 | 0 | 0 | 0 | 0,80 | 2.19 | EUROPÉIA | 56,29% |
| NVDCU260 | PUT | R$ 26,00 | 36,89% | ITM | 129 d.u. | 5,133 | -0.73 | 3,92 | 0 | 0 | 0 | 0 | 0 | 6,05 | 0 | EUROPÉIA | 81,15% |
| NVDCB179 | CALL | R$ 18,00 | 10,93% | ITM | 233 d.u. | 4,00 | 0.99 | 4,00 | 0 | 0 | 0 | 0 | 0 | 1,95 | 2.05 | AMERICANA | 98,08% |