Grade de opções
Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
---|
RRRPE32 | CALL | R$ 32,00 | 230,40% | OTM | 14 d.u. | 2,40 | 0.37 | 2,40 | 0 | 0 | 0 | 0 | 0 | 0 | 2.4 | AMERICANA | 19,03% |
RRRPE380 | CALL | R$ 38,00 | 154,50% | OTM | 14 d.u. | 0,41 | 0.12 | 0,41 | 0 | 0 | 0 | 0 | 0 | 0 | 0.41 | AMERICANA | 5,98% |
RRRPF365 | CALL | R$ 36,50 | 96,95% | OTM | 38 d.u. | 0,61 | 0.16 | 0,61 | 0 | 0 | 0 | 0 | 0 | 0 | 0.61 | EUROPÉIA | 8,41% |
RRRPG250 | CALL | R$ 25,00 | 98,75% | OTM | 58 d.u. | 3,75 | 0.54 | 3,75 | 0 | 0 | 0 | 0 | 0 | 0 | 3.75 | EUROPÉIA | 35,88% |
RRRPS250 | PUT | R$ 25,00 | 51,98% | ITM | 58 d.u. | 3,10 | -0.54 | 3,10 | 0 | 0 | 0 | 0 | 0 | 2,13 | 0.97 | EUROPÉIA | 64,13% |
RRRPH32 | CALL | R$ 32,11 | 75,00% | OTM | 78 d.u. | 1,52 | 0.31 | 1,52 | 0 | 0 | 0 | 0 | 0 | 0 | 1.52 | AMERICANA | 17,74% |
RRRPT32 | PUT | R$ 32,11 | 20,80% | ITM | 78 d.u. | 7,978 | -0.99 | 7,40 | 0 | 0 | 0 | 0 | 0 | 9,24 | 0 | EUROPÉIA | 99,59% |
RRRPH350 | CALL | R$ 34,61 | 139,87% | OTM | 78 d.u. | 4,21 | 0.46 | 4,21 | 0 | 0 | 0 | 0 | 0 | 0 | 4.21 | AMERICANA | 19,22% |
RRRPT350 | PUT | R$ 34,61 | 60,43% | ITM | 78 d.u. | 10,99 | -0.83 | 6,90 | 0 | 0 | 0 | 0 | 0 | 11,74 | 0 | EUROPÉIA | 89,99% |
RRRPH360 | CALL | R$ 35,61 | 78,21% | OTM | 78 d.u. | 1,15 | 0.24 | 1,15 | 0 | 0 | 0 | 0 | 0 | 0 | 1.15 | AMERICANA | 12,66% |
RRRPD286 | CALL | R$ 28,61 | 55,00% | OTM | 248 d.u. | 4,09 | 0.54 | 4,09 | 0 | 0 | 0 | 0 | 0 | 0 | 4.09 | AMERICANA | 32,68% |
RRRPP286 | PUT | R$ 28,61 | 39,46% | ITM | 248 d.u. | 4,99 | -0.52 | 4,99 | 0 | 0 | 0 | 0 | 0 | 5,74 | 0 | EUROPÉIA | 67,04% |
RRRPD296 | CALL | R$ 29,61 | 57,62% | OTM | 248 d.u. | 4,05 | 0.52 | 4,05 | 0 | 0 | 0 | 0 | 0 | 0 | 4.05 | AMERICANA | 30,37% |
RRRPP296 | PUT | R$ 29,61 | 24,52% | ITM | 248 d.u. | 4,29 | -0.66 | 4,29 | 0 | 0 | 0 | 0 | 0 | 6,74 | 0 | EUROPÉIA | 74,46% |
RRRPD316 | CALL | R$ 31,61 | 57,07% | OTM | 248 d.u. | 3,50 | 0.48 | 3,50 | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | AMERICANA | 26,48% |
RRRPP316 | PUT | R$ 31,61 | 3,90% | ITM | 248 d.u. | 4,944 | -1 | 4,78 | 0 | 0 | 0 | 0 | 0 | 8,74 | 0 | EUROPÉIA | 100,00% |
RRRPD336 | CALL | R$ 33,61 | 55,78% | OTM | 248 d.u. | 2,95 | 0.43 | 2,95 | 0 | 0 | 0 | 0 | 0 | 0 | 2.95 | AMERICANA | 22,93% |
RRRPD45 | CALL | R$ 44,61 | 52,73% | OTM | 248 d.u. | 1,20 | 0.22 | 1,20 | 0 | 0 | 0 | 0 | 0 | 0 | 1.2 | AMERICANA | 9,78% |