Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| PNVLB127 | CALL | R$ 12,66 | 47,86% | ATM | 15 d.u. | 1,02 | 0.7 | 1,02 | 0 | 0,08 | 0,15 | 0 | 37.045,00 | 0,61 | 0.41 | EUROPÉIA | 65,94% |
| PNVLB110 | CALL | R$ 10,91 | 86,68% | ITM | 15 d.u. | 2,67 | 0.86 | 2,67 | 0 | 0 | 0 | 0 | 4.075,00 | 2,36 | 0.31 | AMERICANA | 80,42% |
| PNVLC144 | CALL | R$ 14,41 | 37,93% | OTM | 35 d.u. | 0,41 | 0.35 | 0,41 | 0 | 0 | 0 | 0 | 1.200,00 | 0 | 0.41 | AMERICANA | 29,94% |
| PNVLC100 | CALL | R$ 10,00 | 25,35% | ITM | 284 d.u. | 4,70 | 0.96 | 4,70 | 0 | 0 | 0 | 0 | 470,00 | 3,27 | 1.43 | AMERICANA | 92,80% |
| PNVLN127 | PUT | R$ 12,66 | 32,66% | ATM | 15 d.u. | 0,15 | -0.23 | 0,15 | 0 | 0 | 0 | 0 | 450,00 | 0 | 0.15 | EUROPÉIA | 25,85% |
| PNVLN100 | PUT | R$ 9,91 | 132,50% | OTM | 15 d.u. | 0,35 | -0.14 | 0,35 | 0 | 0 | 0 | 0 | 0 | 0 | 0.35 | EUROPÉIA | 22,20% |
| PNVLN110 | PUT | R$ 10,91 | 72,32% | OTM | 15 d.u. | 0,13 | -0.11 | 0,13 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | EUROPÉIA | 14,33% |
| PNVLN117 | PUT | R$ 11,66 | 54,62% | OTM | 15 d.u. | 0,13 | -0.14 | 0,13 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | EUROPÉIA | 16,80% |
| PNVLO971 | PUT | R$ 9,71 | 46,08% | OTM | 35 d.u. | 0,02 | -0.02 | 0,02 | 0 | 0 | 0 | 0 | 0 | 0 | 0.02 | EUROPÉIA | 3,30% |
| PNVLO110 | PUT | R$ 10,91 | 60,87% | OTM | 35 d.u. | 0,25 | -0.15 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | EUROPÉIA | 20,34% |
| PNVLC129 | CALL | R$ 12,91 | 24,76% | ATM | 35 d.u. | 0,83 | 0.71 | 0,83 | 0 | 0 | 0 | 0 | 0 | 0,36 | 0.47 | AMERICANA | 67,27% |
| PNVLC134 | CALL | R$ 13,41 | 18,21% | ATM | 35 d.u. | 0,41 | 0.56 | 0,41 | 0 | 0 | 0 | 0 | 0 | 0 | 0.41 | AMERICANA | 53,09% |
| PNVLC139 | CALL | R$ 13,91 | 28,19% | ATM | 35 d.u. | 0,39 | 0.41 | 0,39 | 0 | 0 | 0 | 0 | 0 | 0 | 0.39 | AMERICANA | 37,11% |
| PNVLP110 | PUT | R$ 10,91 | 34,59% | OTM | 54 d.u. | 0,07 | -0.07 | 0,07 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | EUROPÉIA | 9,40% |
| PNVLR105 | PUT | R$ 10,41 | 77,73% | OTM | 96 d.u. | 0,90 | -0.2 | 0,90 | 0 | 0 | 0 | 0 | 0 | 0 | 0.9 | EUROPÉIA | 35,60% |
| PNVLR110 | PUT | R$ 10,91 | 92,20% | OTM | 96 d.u. | 1,44 | -0.24 | 1,44 | 0 | 0 | 0 | 0 | 0 | 0 | 1.44 | EUROPÉIA | 44,17% |
| PNVLT800 | PUT | R$ 7,71 | 50,67% | OTM | 141 d.u. | 0,08 | -0.03 | 0,08 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.08 | EUROPÉIA | 7,56% |
| PNVLL126 | CALL | R$ 12,66 | 17,57% | ATM | 223 d.u. | 2,16 | 0.86 | 2,16 | 0 | 0 | 0 | 0 | 0 | 0,61 | 1.55 | EUROPÉIA | 81,55% |
| PNVLL131 | CALL | R$ 13,16 | 20,78% | ATM | 223 d.u. | 1,93 | 0.77 | 1,93 | 0 | 0 | 0 | 0 | 0 | 0,11 | 1.82 | EUROPÉIA | 70,31% |
| PNVLN107 | PUT | R$ 10,66 | 101,35% | OTM | 264 d.u. | 2,72 | -0.19 | 2,72 | 0 | 0 | 0 | 0 | 0 | 0 | 2.72 | EUROPÉIA | 57,00% |