Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ORVRO39 | PUT | R$ 39,00 | 142,00% | OTM | 5 d.u. | 0,02 | 0 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | EUROPÉIA | 0,82% |
| ORVRC700 | CALL | R$ 70,00 | 125,63% | OTM | 5 d.u. | 2,41 | 0.35 | 2,41 | 0 | 0 | 0 | 0 | 0 | 0 | 2.41 | AMERICANA | 28,47% |
| ORVRC710 | CALL | R$ 71,00 | 124,41% | OTM | 5 d.u. | 2,10 | 0.32 | 2,10 | 0 | 0 | 0 | 0 | 0 | 0 | 2.1 | AMERICANA | 25,67% |
| ORVRC740 | CALL | R$ 74,00 | 122,95% | OTM | 5 d.u. | 1,40 | 0.23 | 1,40 | 0 | 0 | 0 | 0 | 0 | 0 | 1.4 | AMERICANA | 18,45% |
| ORVRD800 | CALL | R$ 80,00 | 70,72% | OTM | 24 d.u. | 1,40 | 0.2 | 1,40 | 0 | 0 | 0 | 0 | 0 | 0 | 1.4 | AMERICANA | 14,33% |
| ORVRE39 | CALL | R$ 39,00 | 181,82% | ITM | 42 d.u. | 31,02 | 0.86 | 31,02 | 0 | 0 | 0 | 0 | 0 | 25,13 | 5.89 | AMERICANA | 62,86% |
| ORVRQ70 | PUT | R$ 70,00 | 21,39% | ITM | 297 d.u. | 3,93 | -0.35 | 3,93 | 0 | 0 | 0 | 0 | 0 | 5,87 | 0 | EUROPÉIA | 43,39% |
| ORVRE900 | CALL | R$ 90,00 | 33,66% | OTM | 297 d.u. | 4,98 | 0.37 | 4,98 | 0 | 0 | 0 | 0 | 0 | 0 | 4.98 | EUROPÉIA | 24,48% |
| ORVRR700 | PUT | R$ 70,00 | 21,97% | ITM | 316 d.u. | 4,00 | -0.33 | 4,00 | 0 | 0 | 0 | 0 | 0 | 5,87 | 0 | EUROPÉIA | 42,71% |
| ORVRF900 | CALL | R$ 90,00 | 33,55% | OTM | 316 d.u. | 5,42 | 0.39 | 5,42 | 0 | 0 | 0 | 0 | 0 | 0 | 5.42 | EUROPÉIA | 25,59% |
| ORVRS700 | PUT | R$ 70,00 | 22,57% | ITM | 336 d.u. | 4,08 | -0.32 | 4,08 | 0 | 0 | 0 | 0 | 0 | 5,87 | 0 | EUROPÉIA | 42,12% |
| ORVRG900 | CALL | R$ 90,00 | 33,47% | OTM | 336 d.u. | 5,89 | 0.41 | 5,89 | 0 | 0 | 0 | 0 | 0 | 0 | 5.89 | EUROPÉIA | 26,71% |
| ORVRT700 | PUT | R$ 70,00 | 23,22% | ITM | 361 d.u. | 4,16 | -0.31 | 4,16 | 0 | 0 | 0 | 0 | 0 | 5,87 | 0 | EUROPÉIA | 41,45% |
| ORVRH900 | CALL | R$ 90,00 | 33,30% | OTM | 361 d.u. | 6,46 | 0.43 | 6,46 | 0 | 0 | 0 | 0 | 0 | 0 | 6.46 | AMERICANA | 28,02% |
-5,259%