Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ORVRT700 | PUT | R$ 70,00 | 35,09% | ATM | 265 d.u. | 5,40 | -0.28 | 5,40 | 12,50% | 0 | 0 | 0 | 11.340,00 | 0 | 5.4 | EUROPÉIA | 41,30% |
| ORVRS700 | PUT | R$ 70,00 | 35,12% | ATM | 240 d.u. | 5,32 | -0.29 | 5,32 | 13,191% | 0 | 0 | 0 | 11.172,00 | 0 | 5.32 | EUROPÉIA | 41,66% |
| ORVRR700 | PUT | R$ 70,00 | 35,15% | ATM | 220 d.u. | 5,24 | -0.3 | 5,24 | 13,666% | 0 | 0 | 0 | 11.004,00 | 0 | 5.24 | EUROPÉIA | 41,95% |
| ORVRQ70 | PUT | R$ 70,00 | 35,18% | ATM | 201 d.u. | 5,15 | -0.31 | 5,15 | 13,938% | 0 | 0 | 0 | 10.815,00 | 0 | 5.15 | EUROPÉIA | 42,25% |
| ORVRH900 | CALL | R$ 90,00 | 26,04% | OTM | 265 d.u. | 4,54 | 0.39 | 4,54 | -17,754% | 0 | 0 | 0 | 4.086,00 | 0 | 4.54 | AMERICANA | 29,59% |
| ORVRG900 | CALL | R$ 90,00 | 26,14% | OTM | 240 d.u. | 3,93 | 0.37 | 3,93 | -18,802% | 0,04 | 0,08 | 0 | 3.537,00 | 0 | 3.93 | EUROPÉIA | 27,44% |
| ORVRF900 | CALL | R$ 90,00 | 26,19% | OTM | 220 d.u. | 3,44 | 0.34 | 3,44 | -20,00% | 0 | 0 | 0 | 3.096,00 | 0 | 3.44 | EUROPÉIA | 25,58% |
| ORVRE900 | CALL | R$ 90,00 | 26,19% | OTM | 201 d.u. | 2,97 | 0.31 | 2,97 | -21,429% | 0 | 0 | 0 | 2.673,00 | 0 | 2.97 | EUROPÉIA | 23,65% |
| ORVRH760 | CALL | R$ 76,00 | 54,57% | OTM | 15 d.u. | 1,90 | 0.33 | 1,90 | 0 | 0 | 0 | 0 | 0 | 0 | 1.9 | AMERICANA | 28,34% |
| ORVRU670 | PUT | R$ 67,00 | 28,50% | OTM | 34 d.u. | 1,10 | -0.24 | 1,10 | 0 | 0 | 0 | 0 | 0 | 0 | 1.1 | EUROPÉIA | 27,37% |
| ORVRU720 | PUT | R$ 72,00 | 22,17% | ATM | 34 d.u. | 2,42 | -0.5 | 2,42 | 0 | 0 | 0 | 0 | 0 | 1,50 | 0.92 | EUROPÉIA | 53,34% |
| ORVRI775 | CALL | R$ 77,50 | 31,50% | OTM | 34 d.u. | 1,28 | 0.27 | 1,28 | 0 | 0 | 0 | 0 | 0 | 0 | 1.28 | EUROPÉIA | 23,44% |
| ORVRI790 | CALL | R$ 79,00 | 80,35% | OTM | 34 d.u. | 5,58 | 0.43 | 5,58 | 0 | 0 | 0 | 0 | 0 | 0 | 5.58 | AMERICANA | 31,78% |
| ORVRI800 | CALL | R$ 80,00 | 76,32% | OTM | 34 d.u. | 4,87 | 0.4 | 4,87 | 0 | 0 | 0 | 0 | 0 | 0 | 4.87 | AMERICANA | 29,86% |