Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ORVRR820 | PUT | R$ 82,00 | 31,02% | ATM | 28 d.u. | 3,06 | -0.45 | 3,06 | 0 | 0 | 0 | 0 | 5.495,00 | 0,59 | 2.47 | EUROPÉIA | 49,28% |
| ORVRQ740 | PUT | R$ 74,00 | 143,17% | OTM | 4 d.u. | 2,59 | -0.26 | 2,59 | 0 | 0 | 0 | 0 | 0 | 0 | 2.59 | EUROPÉIA | 32,62% |
| ORVRF800 | CALL | R$ 80,00 | 8,59% | ATM | 28 d.u. | 2,71 | 0.87 | 2,71 | 0 | 0 | 0 | 0 | 0 | 1,41 | 1.3 | AMERICANA | 86,45% |
| ORVRR825 | PUT | R$ 82,50 | 28,17% | ATM | 28 d.u. | 3,00 | -0.48 | 3,00 | 0 | 0 | 0 | 0 | 0 | 1,09 | 1.91 | EUROPÉIA | 51,39% |
| ORVRF860 | CALL | R$ 86,00 | 37,25% | OTM | 28 d.u. | 2,65 | 0.4 | 2,65 | 0 | 0 | 0 | 0 | 0 | 0 | 2.65 | AMERICANA | 34,92% |
| ORVRQ70 | PUT | R$ 70,00 | 39,54% | OTM | 259 d.u. | 3,93 | -0.18 | 3,93 | 0 | 0 | 0 | 0 | 0 | 0 | 3.93 | EUROPÉIA | 30,51% |
| ORVRE900 | CALL | R$ 90,00 | 15,53% | OTM | 259 d.u. | 6,47 | 0.61 | 6,47 | 0 | 0 | 0 | 0 | 0 | 0 | 6.47 | EUROPÉIA | 55,28% |
| ORVRR700 | PUT | R$ 70,00 | 39,29% | OTM | 278 d.u. | 4,00 | -0.18 | 4,00 | 0 | 0 | 0 | 0 | 0 | 0 | 4 | EUROPÉIA | 30,60% |
| ORVRF900 | CALL | R$ 90,00 | 14,73% | OTM | 278 d.u. | 6,82 | 0.64 | 6,82 | 0 | 0 | 0 | 0 | 0 | 0 | 6.82 | EUROPÉIA | 57,97% |
| ORVRS700 | PUT | R$ 70,00 | 39,12% | OTM | 298 d.u. | 4,08 | -0.18 | 4,08 | 0 | 0 | 0 | 0 | 0 | 0 | 4.08 | EUROPÉIA | 30,73% |
| ORVRG900 | CALL | R$ 90,00 | 13,94% | OTM | 298 d.u. | 7,20 | 0.67 | 7,20 | 0 | 0 | 0 | 0 | 0 | 0 | 7.2 | EUROPÉIA | 60,90% |
| ORVRT700 | PUT | R$ 70,00 | 38,91% | OTM | 323 d.u. | 4,16 | -0.17 | 4,16 | 0 | 0 | 0 | 0 | 0 | 0 | 4.16 | EUROPÉIA | 30,83% |
| ORVRH900 | CALL | R$ 90,00 | 12,95% | OTM | 323 d.u. | 7,68 | 0.7 | 7,68 | 0 | 0 | 0 | 0 | 0 | 0 | 7.68 | AMERICANA | 64,76% |
-1,369%