Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| ROXOX150 | PUT | R$ 15,00 | 47,57% | ATM | 35 d.u. | 1,06 | -0.47 | 1,06 | 0 | 0 | 0 | 0 | 10.600,00 | 0,31 | 0.75 | EUROPÉIA | 54,17% |
| ROXOL140 | CALL | R$ 14,00 | 32,13% | ATM | 35 d.u. | 1,25 | 0.73 | 1,25 | 0 | 0 | 0 | 0 | 6.250,00 | 0,69 | 0.56 | AMERICANA | 68,89% |
| ROXOL145 | CALL | R$ 14,50 | 32,21% | ATM | 35 d.u. | 0,94 | 0.63 | 0,94 | -8,738% | 0 | 0 | 0 | 4.944,00 | 0,19 | 0.75 | AMERICANA | 57,88% |
| ROXOA150 | CALL | R$ 15,00 | 33,49% | ATM | 51 d.u. | 0,92 | 0.54 | 0,92 | 0 | 0 | 0 | 0 | 463,00 | 0 | 0.92 | AMERICANA | 48,43% |
| ROXOX145 | PUT | R$ 14,50 | 46,02% | ATM | 35 d.u. | 0,78 | -0.39 | 0,78 | -11,364% | 0 | 0 | 0 | 312,00 | 0 | 0.78 | EUROPÉIA | 46,20% |
| ROXOL165 | CALL | R$ 16,50 | 37,14% | OTM | 35 d.u. | 0,30 | 0.26 | 0,30 | 36,364% | 0,03 | 0,05 | 0 | 150,00 | 0 | 0.3 | AMERICANA | 21,82% |
| ROXOW127 | PUT | R$ 12,75 | 57,45% | OTM | 15 d.u. | 0,14 | -0.13 | 0,14 | -17,647% | 0 | 0 | 0 | 4,20 | 0 | 0.14 | EUROPÉIA | 15,97% |
| ROXOW110 | PUT | R$ 11,00 | 133,25% | OTM | 15 d.u. | 0,40 | -0.14 | 0,40 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4 | EUROPÉIA | 22,63% |
| ROXOW112 | PUT | R$ 11,25 | 108,29% | OTM | 15 d.u. | 0,26 | -0.12 | 0,26 | 0 | 0 | 0 | 0 | 0 | 0 | 0.26 | EUROPÉIA | 18,22% |
| ROXOW115 | PUT | R$ 11,50 | 70,52% | OTM | 15 d.u. | 0,07 | -0.06 | 0,07 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | EUROPÉIA | 8,35% |
| ROXOW125 | PUT | R$ 12,50 | 58,32% | OTM | 15 d.u. | 0,11 | -0.1 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | EUROPÉIA | 13,18% |
| ROXOW130 | PUT | R$ 13,00 | 54,63% | OTM | 15 d.u. | 0,16 | -0.15 | 0,16 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | EUROPÉIA | 18,18% |
| ROXOW132 | PUT | R$ 13,25 | 63,60% | OTM | 15 d.u. | 0,30 | -0.21 | 0,30 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | EUROPÉIA | 26,20% |
| ROXOW135 | PUT | R$ 13,50 | 57,35% | OTM | 15 d.u. | 0,30 | -0.23 | 0,30 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | EUROPÉIA | 27,79% |
| ROXOX120 | PUT | R$ 12,00 | 49,77% | OTM | 35 d.u. | 0,14 | -0.1 | 0,14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | EUROPÉIA | 13,68% |
| ROXOL135 | CALL | R$ 13,50 | 31,21% | ITM | 35 d.u. | 1,60 | 0.83 | 1,60 | 0 | 0 | 0 | 0 | 0 | 1,19 | 0.41 | AMERICANA | 79,49% |
| ROXOX135 | PUT | R$ 13,50 | 49,77% | OTM | 35 d.u. | 0,47 | -0.26 | 0,47 | 0 | 0 | 0 | 0 | 0 | 0 | 0.47 | EUROPÉIA | 32,27% |
| ROXOX140 | PUT | R$ 14,00 | 50,46% | ATM | 35 d.u. | 0,66 | -0.33 | 0,66 | 0 | 0 | 0 | 0 | 0 | 0 | 0.66 | EUROPÉIA | 39,83% |
| ROXOL150 | CALL | R$ 15,00 | 36,63% | ATM | 35 d.u. | 0,78 | 0.52 | 0,78 | 0 | 0,35 | 0,70 | 0 | 0 | 0 | 0.78 | AMERICANA | 46,46% |
| ROXOL155 | CALL | R$ 15,50 | 33,59% | OTM | 35 d.u. | 0,51 | 0.41 | 0,51 | 0 | 0 | 0 | 0 | 0 | 0 | 0.51 | AMERICANA | 36,42% |
| ROXOL160 | CALL | R$ 16,00 | 28,11% | OTM | 35 d.u. | 0,25 | 0.28 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | AMERICANA | 24,34% |
| ROXOA140 | CALL | R$ 14,00 | 25,20% | ATM | 51 d.u. | 1,30 | 0.76 | 1,30 | 0 | 0 | 0 | 0 | 0 | 0,69 | 0.61 | AMERICANA | 72,56% |
| ROXOA160 | CALL | R$ 16,00 | 32,27% | OTM | 51 d.u. | 0,50 | 0.37 | 0,50 | 0 | 0 | 0 | 0 | 0 | 0 | 0.5 | AMERICANA | 31,57% |
| ROXOU120 | PUT | R$ 12,00 | 26,56% | OTM | 221 d.u. | 0,15 | -0.08 | 0,15 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | EUROPÉIA | 12,56% |
| ROXOU14 | PUT | R$ 14,00 | 60,46% | ATM | 221 d.u. | 2,05 | -0.28 | 2,05 | 0 | 0 | 0 | 0 | 0 | 0 | 2.05 | EUROPÉIA | 49,87% |