Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ORVRI790 | CALL | R$ 79,00 | 34,18% | ATM | 69 d.u. | 5,58 | 0.54 | 5,58 | 25,959% | 0 | 0 | 0 | 1.393.150,00 | 0 | 5.58 | AMERICANA | 47,23% |
| ORVRR825 | PUT | R$ 82,50 | 3,01% | ITM | 5 d.u. | 5,778 | -1 | 4,79 | 59,667% | 0 | 0 | 0 | 1.197.500,00 | 5,99 | 0 | EUROPÉIA | 100,00% |
| ORVRF770 | CALL | R$ 77,00 | 48,82% | ATM | 5 d.u. | 1,96 | 0.49 | 1,96 | 54,331% | 0 | 0 | 0 | 392.200,00 | 0 | 1.96 | AMERICANA | 46,43% |
| ORVRG850 | CALL | R$ 85,00 | 35,53% | OTM | 25 d.u. | 1,03 | 0.22 | 1,03 | 0 | 0 | 0 | 0 | 206.000,00 | 0 | 1.03 | AMERICANA | 18,91% |
| ORVRF860 | CALL | R$ 86,00 | 55,38% | OTM | 5 d.u. | 0,20 | 0.08 | 0,20 | -92,453% | 0 | 0 | 0 | 49.640,00 | 0 | 0.2 | AMERICANA | 6,62% |
| ORVRG840 | CALL | R$ 84,00 | 50,75% | OTM | 25 d.u. | 2,50 | 0.34 | 2,50 | 0 | 0 | 0 | 0 | 6.700,00 | 0 | 2.5 | AMERICANA | 27,98% |
| ORVRG835 | CALL | R$ 83,50 | 31,09% | OTM | 25 d.u. | 1,00 | 0.24 | 1,00 | 0 | 0 | 0 | 0 | 3.039,00 | 0 | 1 | EUROPÉIA | 20,90% |
| ORVRR70 | PUT | R$ 70,00 | 62,64% | OTM | 5 d.u. | 0,50 | -0.14 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | EUROPÉIA | 16,04% |
| ORVRR790 | PUT | R$ 79,00 | 10,64% | ATM | 5 d.u. | 2,297 | -0.97 | 2,00 | 0 | 0 | 0 | 0 | 0 | 2,49 | 0 | EUROPÉIA | 97,57% |
| ORVRF800 | CALL | R$ 80,00 | 94,51% | ATM | 5 d.u. | 2,71 | 0.4 | 2,71 | 0 | 0 | 0 | 0 | 0 | 0 | 2.71 | AMERICANA | 35,11% |
| ORVRR820 | PUT | R$ 82,00 | 9,96% | ITM | 5 d.u. | 5,279 | -1 | 2,40 | 0 | 0 | 0 | 0 | 0 | 5,49 | 0 | EUROPÉIA | 100,00% |
| ORVRS705 | PUT | R$ 70,50 | 31,73% | OTM | 25 d.u. | 0,67 | -0.16 | 0,67 | 0 | 0 | 0 | 0 | 0 | 0 | 0.67 | EUROPÉIA | 18,47% |
| ORVRS775 | PUT | R$ 77,50 | 24,99% | ATM | 25 d.u. | 2,40 | -0.48 | 2,40 | 0 | 0 | 0 | 0 | 0 | 0,99 | 1.41 | EUROPÉIA | 51,55% |
| ORVRI800 | CALL | R$ 80,00 | 32,51% | ATM | 69 d.u. | 4,87 | 0.51 | 4,87 | 0 | 0 | 0 | 0 | 0 | 0 | 4.87 | AMERICANA | 44,51% |
| ORVRQ70 | PUT | R$ 70,00 | 34,09% | OTM | 236 d.u. | 3,57 | -0.21 | 3,57 | 0 | 0 | 0 | 0 | 0 | 0 | 3.57 | EUROPÉIA | 31,79% |
| ORVRE900 | CALL | R$ 90,00 | 33,20% | OTM | 236 d.u. | 8,46 | 0.51 | 8,46 | 0 | 0 | 0 | 0 | 0 | 0 | 8.46 | EUROPÉIA | 38,70% |
| ORVRR700 | PUT | R$ 70,00 | 34,25% | OTM | 255 d.u. | 3,70 | -0.21 | 3,70 | 0 | 0 | 0 | 0 | 0 | 0 | 3.7 | EUROPÉIA | 32,00% |
| ORVRF900 | CALL | R$ 90,00 | 32,77% | OTM | 255 d.u. | 9,02 | 0.53 | 9,02 | 0 | 0 | 0 | 0 | 0 | 0 | 9.02 | EUROPÉIA | 39,81% |
| ORVRS700 | PUT | R$ 70,00 | 34,44% | OTM | 275 d.u. | 3,83 | -0.21 | 3,83 | 0 | 0 | 0 | 0 | 0 | 0 | 3.83 | EUROPÉIA | 32,22% |
| ORVRG900 | CALL | R$ 90,00 | 32,35% | OTM | 275 d.u. | 9,60 | 0.54 | 9,60 | 0 | 0 | 0 | 0 | 0 | 0 | 9.6 | EUROPÉIA | 40,92% |
| ORVRT700 | PUT | R$ 70,00 | 34,63% | OTM | 300 d.u. | 3,97 | -0.2 | 3,97 | 0 | 0 | 0 | 0 | 0 | 0 | 3.97 | EUROPÉIA | 32,42% |
| ORVRH900 | CALL | R$ 90,00 | 31,84% | OTM | 300 d.u. | 10,30 | 0.56 | 10,30 | 0 | 0 | 0 | 0 | 0 | 0 | 10.3 | AMERICANA | 42,24% |