Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ONCON208 | PUT | R$ 2,08 | 121,14% | ATM | 24 d.u. | 0,27 | -0.38 | 0,27 | 0 | 0,25 | 0 | 0,50 | 0 | 0 | 0.27 | EUROPÉIA | 53,10% |
| ONCOB318 | CALL | R$ 3,18 | 214,26% | OTM | 24 d.u. | 0,29 | 0.4 | 0,29 | 0 | 0 | 0 | 0 | 0 | 0 | 0.29 | AMERICANA | 18,12% |
| ONCOC283 | CALL | R$ 2,83 | 147,66% | OTM | 44 d.u. | 0,33 | 0.46 | 0,33 | 0 | 0 | 0 | 0 | 0 | 0 | 0.33 | EUROPÉIA | 23,43% |
| ONCOC388 | CALL | R$ 3,88 | 150,05% | OTM | 44 d.u. | 0,17 | 0.27 | 0,17 | 0 | 0 | 0 | 0 | 0 | 0 | 0.17 | AMERICANA | 11,00% |
| ONCOC640 | CALL | R$ 6,28 | 140,71% | OTM | 44 d.u. | 0,03 | 0.07 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | AMERICANA | 1,85% |
| ONCOO640 | PUT | R$ 6,28 | 179,29% | ITM | 44 d.u. | 4,092 | -0.85 | 3,18 | 0 | 0 | 0 | 0 | 0 | 4,14 | 0 | EUROPÉIA | 96,26% |
| ONCOC638 | CALL | R$ 6,38 | 188,70% | OTM | 44 d.u. | 0,11 | 0.17 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 4,00% |
| ONCOO638 | PUT | R$ 6,38 | 151,22% | ITM | 44 d.u. | 4,138 | -0.92 | 3,57 | 0 | 0 | 0 | 0 | 0 | 4,24 | 0 | EUROPÉIA | 97,77% |
| ONCOC918 | CALL | R$ 9,18 | 192,87% | OTM | 44 d.u. | 0,05 | 0.08 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | EUROPÉIA | 1,46% |
| ONCOO918 | PUT | R$ 9,18 | 266,79% | ITM | 44 d.u. | 7,04 | -0.77 | 7,04 | 0 | 0 | 0 | 0 | 0 | 7,04 | 0 | EUROPÉIA | 96,74% |
| ONCOP200 | PUT | R$ 1,88 | 121,87% | OTM | 63 d.u. | 0,33 | -0.28 | 0,33 | 0 | 0,08 | 0 | 0,16 | 0 | 0 | 0.33 | EUROPÉIA | 51,55% |
| ONCOF540 | CALL | R$ 5,28 | 434,84% | OTM | 105 d.u. | 1,63 | 0.86 | 1,63 | 0 | 0 | 0 | 0 | 0 | 0 | 1.63 | AMERICANA | 4,40% |
| ONCOR540 | PUT | R$ 5,28 | 122,91% | ITM | 105 d.u. | 3,041 | -0.75 | 1,06 | 0 | 0 | 0 | 0 | 0 | 3,14 | 0 | EUROPÉIA | 92,88% |
| ONCOI355 | CALL | R$ 3,43 | 159,49% | OTM | 169 d.u. | 0,83 | 0.64 | 0,83 | 0 | 0 | 0 | 0 | 0 | 0 | 0.83 | EUROPÉIA | 17,17% |
| ONCOU355 | PUT | R$ 3,43 | 124,90% | ITM | 169 d.u. | 1,60 | -0.45 | 0,83 | 0 | 0 | 0 | 0 | 0 | 1,29 | 0 | EUROPÉIA | 81,26% |
| ONCOI365 | CALL | R$ 3,53 | 188,52% | OTM | 169 d.u. | 1,00 | 0.69 | 1,00 | 0 | 0,13 | 0,25 | 0 | 0 | 0 | 1 | EUROPÉIA | 14,93% |
| ONCOU365 | PUT | R$ 3,53 | 6,46% | ITM | 169 d.u. | 1,095 | -1 | 1,02 | 0 | 0 | 0 | 0 | 0 | 1,39 | 0 | EUROPÉIA | 100,00% |
| ONCOI388 | CALL | R$ 3,88 | 189,41% | OTM | 169 d.u. | 0,96 | 0.67 | 0,96 | 0 | 0 | 0 | 0 | 0 | 0 | 0.96 | AMERICANA | 13,50% |
| ONCOI405 | CALL | R$ 3,93 | 182,56% | OTM | 169 d.u. | 0,91 | 0.66 | 0,91 | 0 | 0 | 0 | 0 | 0 | 0 | 0.91 | EUROPÉIA | 13,66% |
| ONCOJ288 | CALL | R$ 2,88 | 82,57% | OTM | 188 d.u. | 0,45 | 0.53 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0 | 0.45 | AMERICANA | 26,21% |
| ONCOV288 | PUT | R$ 2,88 | 29,51% | ITM | 188 d.u. | 0,548 | -0.74 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0,74 | 0 | EUROPÉIA | 81,91% |
| ONCOK202 | CALL | R$ 2,03 | 43,95% | ITM | 211 d.u. | 0,50 | 0.73 | 0,50 | 0 | 0,27 | 0,54 | 0 | 0 | 0,11 | 0.39 | EUROPÉIA | 57,96% |
| ONCOW202 | PUT | R$ 2,03 | 92,40% | OTM | 211 d.u. | 0,50 | -0.27 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | EUROPÉIA | 59,16% |
| ONCOK22 | CALL | R$ 2,28 | 66,62% | OTM | 211 d.u. | 0,55 | 0.65 | 0,55 | 0 | 0 | 0 | 0 | 0 | 0 | 0.55 | AMERICANA | 40,90% |
| ONCOW22 | PUT | R$ 2,28 | 79,83% | ITM | 211 d.u. | 0,55 | -0.33 | 0,55 | 0 | 0 | 0 | 0 | 0 | 0,14 | 0.41 | EUROPÉIA | 61,90% |
| ONCOK238 | CALL | R$ 2,38 | 74,10% | OTM | 211 d.u. | 0,57 | 0.63 | 0,57 | 0 | 0 | 0 | 0 | 0 | 0 | 0.57 | AMERICANA | 36,87% |
| ONCOW238 | PUT | R$ 2,38 | 74,84% | ITM | 211 d.u. | 0,57 | -0.36 | 0,57 | 0 | 0 | 0 | 0 | 0 | 0,24 | 0.33 | EUROPÉIA | 63,26% |
| ONCOK248 | CALL | R$ 2,48 | 82,42% | OTM | 211 d.u. | 0,60 | 0.63 | 0,60 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | AMERICANA | 33,42% |
| ONCOW248 | PUT | R$ 2,48 | 71,15% | ITM | 211 d.u. | 0,60 | -0.4 | 0,60 | 0 | 0 | 0 | 0 | 0 | 0,34 | 0.26 | EUROPÉIA | 64,98% |
| ONCOK328 | CALL | R$ 3,28 | 161,89% | OTM | 211 d.u. | 1,00 | 0.7 | 1,00 | 0 | 0,50 | 0 | 1,00 | 0 | 0 | 1 | AMERICANA | 16,97% |
| ONCOW328 | PUT | R$ 3,28 | 79,93% | ITM | 211 d.u. | 1,19 | -0.53 | 1,19 | 0 | 0 | 0 | 0 | 0 | 1,14 | 0.05 | EUROPÉIA | 78,84% |
| ONCOL20 | CALL | R$ 1,88 | 101,69% | ITM | 232 d.u. | 0,97 | 0.77 | 0,97 | 0 | 0 | 0 | 0 | 0 | 0,26 | 0.71 | AMERICANA | 40,81% |
| ONCOA20 | CALL | R$ 1,88 | 38,17% | ITM | 248 d.u. | 0,59 | 0.81 | 0,59 | 0 | 0,30 | 0,60 | 0 | 0 | 0,26 | 0.33 | AMERICANA | 68,82% |
| ONCOB20 | CALL | R$ 1,88 | 127,50% | ITM | 273 d.u. | 1,20 | 0.81 | 1,20 | 0 | 0,35 | 0,70 | 0 | 0 | 0,26 | 0.94 | AMERICANA | 32,28% |