Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ONCOP273 | PUT | R$ 2,73 | 239,41% | ITM | 19 d.u. | 1,27 | -0.68 | 1,27 | -17,532% | 0 | 0 | 0 | 6.244,00 | 1,14 | 0.13 | EUROPÉIA | 87,20% |
| ONCOD358 | CALL | R$ 3,58 | 171,68% | OTM | 19 d.u. | 0,02 | 0.07 | 0,02 | 0 | 0 | 0 | 0 | 200,00 | 0 | 0.02 | AMERICANA | 2,64% |
| ONCOP200 | PUT | R$ 1,88 | 319,59% | ITM | 19 d.u. | 0,73 | -0.4 | 0,73 | 0 | 0,05 | 0,09 | 0 | 140,00 | 0,29 | 0.44 | EUROPÉIA | 73,19% |
| ONCOE200 | CALL | R$ 1,88 | 59,34% | OTM | 37 d.u. | 0,06 | 0.29 | 0,06 | 0 | 0 | 0 | 0 | 36,00 | 0 | 0.06 | AMERICANA | 22,17% |
| ONCOF540 | CALL | R$ 5,28 | 151,09% | OTM | 61 d.u. | 0,05 | 0.11 | 0,05 | 0 | 0 | 0 | 0 | 15,00 | 0 | 0.05 | AMERICANA | 2,60% |
| ONCOP118 | PUT | R$ 1,18 | 190,30% | OTM | 19 d.u. | 0,12 | -0.2 | 0,12 | 0 | 0 | 0 | 0 | 12,00 | 0 | 0.12 | EUROPÉIA | 37,14% |
| ONCOD200 | CALL | R$ 1,88 | 63,66% | OTM | 19 d.u. | 0,03 | 0.21 | 0,03 | 0 | 0,15 | 0 | 0,30 | 8,00 | 0 | 0.03 | AMERICANA | 16,11% |
| ONCOD118 | CALL | R$ 1,18 | 92,04% | ITM | 19 d.u. | 0,44 | 0.91 | 0,44 | 0 | 0 | 0 | 0 | 0 | 0,41 | 0.03 | AMERICANA | 86,27% |
| ONCOD273 | CALL | R$ 2,73 | 139,89% | OTM | 19 d.u. | 0,03 | 0.12 | 0,03 | 0 | 0 | 0 | 0 | 0 | 0 | 0.03 | EUROPÉIA | 5,78% |
| ONCOF183 | CALL | R$ 1,83 | 150,83% | OTM | 61 d.u. | 0,40 | 0.59 | 0,40 | 0 | 0,98 | 0 | 1,96 | 0 | 0 | 0.4 | EUROPÉIA | 30,22% |
| ONCOF200 | CALL | R$ 1,88 | 145,73% | OTM | 61 d.u. | 0,37 | 0.57 | 0,37 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.37 | AMERICANA | 29,18% |
| ONCOF408 | CALL | R$ 4,08 | 148,90% | OTM | 61 d.u. | 0,09 | 0.19 | 0,09 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | AMERICANA | 5,37% |
| ONCOR408 | PUT | R$ 4,08 | 228,36% | ITM | 61 d.u. | 2,666 | -0.6 | 2,36 | 0 | 0 | 0 | 0 | 0 | 2,49 | 0 | EUROPÉIA | 91,50% |
| ONCOF708 | CALL | R$ 7,08 | 175,90% | OTM | 61 d.u. | 0,05 | 0.1 | 0,05 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | AMERICANA | 1,69% |
| ONCOR708 | PUT | R$ 7,08 | 359,17% | ITM | 61 d.u. | 5,803 | -0.48 | 5,19 | 0 | 0 | 0 | 0 | 0 | 5,49 | 0 | EUROPÉIA | 95,65% |
| ONCOI355 | CALL | R$ 3,43 | 266,38% | OTM | 125 d.u. | 0,83 | 0.71 | 0,83 | 0 | 0 | 0 | 0 | 0 | 0 | 0.83 | EUROPÉIA | 9,45% |
| ONCOI365 | CALL | R$ 3,53 | 316,46% | OTM | 125 d.u. | 1,00 | 0.78 | 1,00 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | EUROPÉIA | 7,45% |
| ONCOU365 | PUT | R$ 3,53 | 14,01% | ITM | 125 d.u. | 1,72 | -1 | 1,02 | 0 | 0 | 0 | 0 | 0 | 1,94 | 0 | EUROPÉIA | 100,00% |
| ONCOI388 | CALL | R$ 3,88 | 311,63% | OTM | 125 d.u. | 0,96 | 0.76 | 0,96 | 0 | 0 | 0 | 0 | 0 | 0 | 0.96 | AMERICANA | 7,02% |
| ONCOI405 | CALL | R$ 3,93 | 298,42% | OTM | 125 d.u. | 0,91 | 0.74 | 0,91 | 0 | 0 | 0 | 0 | 0 | 0 | 0.91 | EUROPÉIA | 7,34% |
| ONCOJ288 | CALL | R$ 2,88 | 148,81% | OTM | 144 d.u. | 0,45 | 0.54 | 0,45 | 0 | 0 | 0 | 0 | 0 | 0 | 0.45 | AMERICANA | 15,28% |
| ONCOK202 | CALL | R$ 2,03 | 116,24% | OTM | 167 d.u. | 0,50 | 0.62 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | EUROPÉIA | 26,10% |
| ONCOW202 | PUT | R$ 2,03 | 62,68% | ITM | 167 d.u. | 0,50 | -0.52 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0,44 | 0.06 | EUROPÉIA | 71,40% |
| ONCOK22 | CALL | R$ 2,28 | 137,29% | OTM | 167 d.u. | 0,55 | 0.62 | 0,55 | 0 | 0 | 0 | 0 | 0 | 0 | 0.55 | AMERICANA | 21,06% |
| ONCOW22 | PUT | R$ 2,28 | 35,55% | ITM | 167 d.u. | 0,55 | -0.79 | 0,55 | 0 | 0 | 0 | 0 | 0 | 0,69 | 0 | EUROPÉIA | 86,27% |
| ONCOK238 | CALL | R$ 2,38 | 145,15% | OTM | 167 d.u. | 0,57 | 0.63 | 0,57 | 0 | 0 | 0 | 0 | 0 | 0 | 0.57 | AMERICANA | 19,51% |
| ONCOK248 | CALL | R$ 2,48 | 154,82% | OTM | 167 d.u. | 0,60 | 0.64 | 0,60 | 0 | 0 | 0 | 0 | 0 | 0 | 0.6 | AMERICANA | 18,02% |
| ONCOW248 | PUT | R$ 2,48 | 45,02% | ITM | 167 d.u. | 0,745 | -0.79 | 0,60 | 0 | 0 | 0 | 0 | 0 | 0,89 | 0 | EUROPÉIA | 87,72% |
| ONCOK328 | CALL | R$ 3,28 | 219,07% | OTM | 167 d.u. | 0,80 | 0.7 | 0,80 | 0 | 0,55 | 0,10 | 1,00 | 0 | 0 | 0.8 | AMERICANA | 10,58% |
| ONCOK333 | CALL | R$ 3,33 | 186,09% | OTM | 167 d.u. | 0,64 | 0.63 | 0,64 | 0 | 0 | 0 | 0 | 0 | 0 | 0.64 | EUROPÉIA | 11,73% |
| ONCOW333 | PUT | R$ 3,33 | 67,63% | ITM | 167 d.u. | 1,533 | -0.82 | 0,87 | 0 | 0 | 0 | 0 | 0 | 1,74 | 0 | EUROPÉIA | 92,81% |
| ONCOL20 | CALL | R$ 1,88 | 204,75% | OTM | 188 d.u. | 0,97 | 0.8 | 0,97 | 0 | 0 | 0 | 0 | 0 | 0 | 0.97 | AMERICANA | 17,77% |
| ONCOB20 | CALL | R$ 1,88 | 115,15% | OTM | 229 d.u. | 0,64 | 0.69 | 0,64 | 0 | 0,10 | 0,20 | 0 | 0 | 0 | 0.64 | AMERICANA | 27,63% |
| ONCOB318 | CALL | R$ 3,18 | 95,14% | OTM | 229 d.u. | 0,29 | 0.43 | 0,29 | 0 | 0 | 0 | 0 | 0 | 0 | 0.29 | AMERICANA | 13,84% |