Grade de opções
Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
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PNVLR990 | PUT | R$ 9,90 | 34,63% | ATM | 27 d.u. | 0,22 | -0.28 | 0,22 | 0 | 0 | 0 | 0 | 22,00 | 0 | 0.22 | EUROPÉIA | 32,34% |
PNVLE115 | CALL | R$ 11,43 | 123,44% | OTM | 3 d.u. | 0,20 | 0.26 | 0,20 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | AMERICANA | 21,39% |
PNVLQ115 | PUT | R$ 11,43 | 24,66% | ITM | 3 d.u. | 1,062 | -1 | 0,81 | 0 | 0 | 0 | 0 | 0 | 1,08 | 0 | EUROPÉIA | 99,99% |
PNVLE120 | CALL | R$ 11,93 | 110,30% | OTM | 3 d.u. | 0,08 | 0.13 | 0,08 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | AMERICANA | 10,98% |
PNVLE125 | CALL | R$ 12,43 | 96,02% | OTM | 3 d.u. | 0,02 | 0.05 | 0,02 | 0 | 0,03 | 0 | 0,05 | 0 | 0 | 0.02 | AMERICANA | 3,71% |
PNVLE127 | CALL | R$ 12,68 | 141,76% | OTM | 3 d.u. | 0,08 | 0.11 | 0,08 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | EUROPÉIA | 8,38% |
PNVLE130 | CALL | R$ 12,93 | 112,30% | OTM | 3 d.u. | 0,02 | 0.04 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | AMERICANA | 3,11% |
PNVLE132 | CALL | R$ 13,18 | 179,05% | OTM | 3 d.u. | 0,12 | 0.13 | 0,12 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | EUROPÉIA | 9,22% |
PNVLR105 | PUT | R$ 10,50 | 29,42% | ATM | 27 d.u. | 0,40 | -0.48 | 0,40 | 0 | 0,45 | 0 | 0,90 | 0 | 0,15 | 0.25 | EUROPÉIA | 52,11% |
PNVLF110 | CALL | R$ 11,00 | 54,48% | OTM | 27 d.u. | 0,53 | 0.43 | 0,53 | 0 | 0,25 | 0 | 0,50 | 0 | 0 | 0.53 | AMERICANA | 36,22% |
PNVLR110 | PUT | R$ 11,00 | 29,14% | ITM | 27 d.u. | 0,70 | -0.67 | 0,70 | 0 | 0 | 0 | 0 | 0 | 0,65 | 0.05 | EUROPÉIA | 70,55% |
PNVLF115 | CALL | R$ 11,50 | 34,06% | OTM | 27 d.u. | 0,14 | 0.22 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | AMERICANA | 19,06% |
PNVLF120 | CALL | R$ 12,00 | 58,31% | OTM | 27 d.u. | 0,30 | 0.27 | 0,30 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | AMERICANA | 21,26% |
PNVLR120 | PUT | R$ 12,00 | 36,32% | ITM | 27 d.u. | 1,57 | -0.86 | 1,44 | 0 | 0 | 0 | 0 | 0 | 1,65 | 0 | EUROPÉIA | 88,23% |
PNVLF125 | CALL | R$ 12,50 | 45,58% | OTM | 27 d.u. | 0,10 | 0.14 | 0,10 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | AMERICANA | 10,63% |
PNVLR125 | PUT | R$ 12,50 | 19,26% | ITM | 27 d.u. | 1,978 | -1 | 1,85 | 0 | 0 | 0 | 0 | 0 | 2,15 | 0 | EUROPÉIA | 99,75% |
PNVLL132 | CALL | R$ 13,25 | 35,14% | OTM | 156 d.u. | 0,52 | 0.32 | 0,52 | 0 | 0 | 0 | 0 | 0 | 0 | 0.52 | AMERICANA | 22,95% |
PNVLG132 | CALL | R$ 13,25 | 24,64% | OTM | 298 d.u. | 0,72 | 0.42 | 0,72 | 0 | 0,23 | 0,45 | 0 | 0 | 0 | 0.72 | EUROPÉIA | 31,49% |
PNVLH130 | CALL | R$ 13,00 | 21,03% | OTM | 318 d.u. | 0,70 | 0.44 | 0,70 | 0 | 0 | 0 | 0 | 0 | 0 | 0.7 | EUROPÉIA | 34,88% |
PNVLI130 | CALL | R$ 13,00 | 17,72% | OTM | 343 d.u. | 0,63 | 0.44 | 0,63 | 0 | 0 | 0 | 0 | 0 | 0 | 0.63 | EUROPÉIA | 36,31% |