SBSP3 SABESP ON
- R$ 108,48
0,17
+0,157%
- R$ 111,30
Máxima
- R$ 108,14
Mínima
- 4.035.000,00
Volume
- 01/08/25, 18:25:00
Último Negócio
- R$ 109,71
Abertura
- R$ 440,12
Volume Financeiro
- R$ 111,30
Tendência
- Baixa
Curto Prazo
- Baixa
Longo Prazo
Indicadores
- 22,00%
Desvio Padrão (1a)
- 27,07%
IV (1a)
- 20,83%
EWMA (1a)
- 0,95
Beta (ß)
Destaques
Séries
- 15/08/2025 - 10 dias19/09/2025 - 35 dias17/10/2025 - 55 dias21/11/2025 - 80 dias19/12/2025 - 100 dias16/01/2026 - 116 dias20/02/2026 - 141 dias20/03/2026 - 161 dias17/04/2026 - 180 dias15/05/2026 - 198 dias19/06/2026 - 222 dias17/07/2026 - 242 dias21/08/2026 - 267 dias18/09/2026 - 286 dias16/10/2026 - 305 dias19/11/2026 - 328 dias18/12/2026 - 349 dias15/01/2027 - 365 dias19/02/2027 - 390 dias
Grade de opções
Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSPH110 | CALL | R$ 106,67 | 29,52% | ATM | 10 d.u. | 3,87 | 0.66 | 3,87 | 7,799% | 0 | 0 | 0 | 139.781,00 | 1,81 | 2.06 | AMERICANA | 63,48% |
SBSPI105 | CALL | R$ 105,17 | 25,64% | ATM | 35 d.u. | 7,15 | 0.71 | 7,15 | 0,563% | 0 | 0 | 0 | 113.852,00 | 3,31 | 3.84 | AMERICANA | 67,92% |
SBSPI107 | CALL | R$ 107,17 | 26,12% | ATM | 35 d.u. | 5,96 | 0.64 | 5,96 | -1,161% | 0 | 0 | 0 | 98.881,00 | 1,31 | 4.65 | AMERICANA | 60,32% |
SBSPH112 | CALL | R$ 108,67 | 29,18% | ATM | 10 d.u. | 2,70 | 0.53 | 2,70 | 11,57% | 0 | 0 | 0 | 83.649,00 | 0 | 2.7 | AMERICANA | 51,18% |
SBSPU122 | PUT | R$ 122,17 | 23,35% | ITM | 35 d.u. | 12,11 | -0.87 | 12,11 | -2,574% | 0 | 0 | 0 | 63.625,00 | 13,69 | 0 | EUROPÉIA | 88,53% |
SBSPI108 | CALL | R$ 108,17 | 25,12% | ATM | 35 d.u. | 5,23 | 0.61 | 5,23 | 15,708% | 0,03 | 0,05 | 0 | 62.860,00 | 0,31 | 4.92 | EUROPÉIA | 57,01% |
SBSPI109 | CALL | R$ 109,17 | 25,75% | ATM | 35 d.u. | 4,79 | 0.57 | 4,79 | 7,399% | 0,03 | 0,06 | 0 | 61.872,00 | 0 | 4.79 | AMERICANA | 52,95% |
SBSPI110 | CALL | R$ 110,17 | 25,02% | ATM | 35 d.u. | 4,17 | 0.53 | 4,17 | 0,482% | 0,03 | 0,05 | 0 | 60.891,00 | 0 | 4.17 | EUROPÉIA | 49,25% |
SBSPH115 | CALL | R$ 115,67 | 32,82% | OTM | 10 d.u. | 0,73 | 0.19 | 0,73 | 62,222% | 0,42 | 0,09 | 0,75 | 42.039,00 | 0 | 0.73 | EUROPÉIA | 17,48% |
SBSPU116 | PUT | R$ 116,17 | 19,29% | ITM | 35 d.u. | 6,75 | -0.75 | 6,75 | -15,414% | 0 | 0 | 0 | 40.500,00 | 7,69 | 0 | EUROPÉIA | 76,96% |
SBSPI118 | CALL | R$ 118,17 | 23,56% | OTM | 35 d.u. | 1,25 | 0.23 | 1,25 | -1,575% | 0 | 0 | 0 | 37.500,00 | 0 | 1.25 | EUROPÉIA | 20,82% |
SBSPH113 | CALL | R$ 114,67 | 26,78% | OTM | 10 d.u. | 0,55 | 0.18 | 0,55 | -3,509% | 1,13 | 0 | 2,26 | 35.339,00 | 0 | 0.55 | AMERICANA | 16,60% |
SBSPH1 | CALL | R$ 113,67 | 26,53% | ATM | 10 d.u. | 0,72 | 0.22 | 0,72 | 7,463% | 0,25 | 0,49 | 0 | 31.704,00 | 0 | 0.72 | EUROPÉIA | 20,81% |
SBSPH11 | CALL | R$ 112,67 | 27,33% | ATM | 10 d.u. | 1,01 | 0.28 | 1,01 | 5,208% | 0,40 | 0,80 | 0 | 24.330,00 | 0 | 1.01 | AMERICANA | 26,48% |
SBSPH109 | CALL | R$ 109,67 | 27,53% | ATM | 10 d.u. | 2,08 | 0.47 | 2,08 | 0,971% | 0 | 0 | 0 | 20.800,00 | 0 | 2.08 | EUROPÉIA | 44,74% |
SBSPI115 | CALL | R$ 115,17 | 23,86% | OTM | 35 d.u. | 2,04 | 0.34 | 2,04 | 9,677% | 0 | 0 | 0 | 20.400,00 | 0 | 2.04 | AMERICANA | 30,35% |
SBSPT108 | PUT | R$ 104,67 | 29,98% | ATM | 10 d.u. | 0,93 | -0.24 | 0,93 | -6,061% | 0,79 | 0,51 | 1,06 | 19.990,00 | 0 | 0.93 | EUROPÉIA | 25,62% |
SBSPI112 | CALL | R$ 112,17 | 24,78% | ATM | 35 d.u. | 3,24 | 0.45 | 3,24 | 2,532% | 2,03 | 0,05 | 4,00 | 19.895,00 | 0 | 3.24 | EUROPÉIA | 41,57% |
SBSPU109 | PUT | R$ 109,17 | 23,70% | ATM | 35 d.u. | 3,20 | -0.43 | 3,20 | -7,246% | 0 | 0 | 0 | 19.054,00 | 0,69 | 2.51 | EUROPÉIA | 46,47% |
SBSPU112 | PUT | R$ 112,17 | 23,32% | ATM | 35 d.u. | 4,69 | -0.55 | 4,69 | -5,253% | 0,05 | 0,10 | 0 | 18.760,00 | 3,69 | 1 | EUROPÉIA | 58,73% |
SBSPT111 | PUT | R$ 111,67 | 27,25% | ATM | 10 d.u. | 3,91 | -0.66 | 3,91 | 6,54% | 0 | 0 | 0 | 18.503,00 | 3,19 | 0.72 | EUROPÉIA | 67,94% |
SBSPU921 | PUT | R$ 92,17 | 33,39% | OTM | 35 d.u. | 0,40 | -0.06 | 0,40 | -2,439% | 0 | 0 | 0 | 16.601,00 | 0 | 0.4 | EUROPÉIA | 8,19% |
SBSPI111 | CALL | R$ 111,17 | 24,92% | ATM | 35 d.u. | 3,69 | 0.49 | 3,69 | 3,073% | 0,03 | 0,05 | 0 | 15.119,00 | 0 | 3.69 | AMERICANA | 45,39% |
SBSPT109 | PUT | R$ 109,67 | 28,04% | ATM | 10 d.u. | 2,75 | -0.53 | 2,75 | -4,844% | 0 | 0 | 0 | 14.626,00 | 1,19 | 1.56 | EUROPÉIA | 55,21% |
SBSPU103 | PUT | R$ 103,17 | 27,22% | OTM | 35 d.u. | 1,59 | -0.23 | 1,59 | 1,274% | 0,50 | 0,99 | 0 | 14.056,00 | 0 | 1.59 | EUROPÉIA | 26,70% |
SBSPU117 | PUT | R$ 117,17 | 22,40% | ITM | 35 d.u. | 7,91 | -0.75 | 7,91 | 2,594% | 0 | 0 | 0 | 14.002,00 | 8,69 | 0 | EUROPÉIA | 77,29% |
SBSPU108 | PUT | R$ 108,17 | 24,90% | ATM | 35 d.u. | 2,95 | -0.39 | 2,95 | -4,531% | 0 | 0 | 0 | 11.800,00 | 0 | 2.95 | EUROPÉIA | 42,89% |
SBSPU101 | PUT | R$ 101,17 | 26,98% | OTM | 35 d.u. | 1,10 | -0.18 | 1,10 | -29,032% | 0,70 | 0 | 1,40 | 11.694,00 | 0 | 1.1 | EUROPÉIA | 20,53% |
SBSPI106 | CALL | R$ 106,17 | 28,91% | ATM | 35 d.u. | 6,98 | 0.66 | 6,98 | 15,372% | 1,54 | 3,07 | 0 | 11.472,00 | 2,31 | 4.67 | EUROPÉIA | 62,30% |
SBSPH107 | CALL | R$ 107,67 | 28,22% | ATM | 10 d.u. | 3,16 | 0.6 | 3,16 | 6,397% | 0 | 0 | 0 | 10.884,00 | 0,81 | 2.35 | EUROPÉIA | 57,81% |
SBSPT116 | PUT | R$ 116,67 | 10,28% | ITM | 10 d.u. | 7,59 | -1 | 7,59 | -19,937% | 1,50 | 3,00 | 0 | 9.108,00 | 8,19 | 0 | EUROPÉIA | 99,95% |
SBSPT102 | PUT | R$ 98,67 | 36,79% | OTM | 10 d.u. | 0,30 | -0.08 | 0,30 | -9,091% | 1,02 | 0,10 | 1,94 | 8.641,00 | 0 | 0.3 | EUROPÉIA | 9,22% |
SBSPH120 | CALL | R$ 120,67 | 27,58% | OTM | 10 d.u. | 0,08 | 0.03 | 0,08 | 0 | 0 | 0 | 0 | 8.230,00 | 0 | 0.08 | AMERICANA | 3,06% |
SBSPT104 | PUT | R$ 100,67 | 32,94% | OTM | 10 d.u. | 0,37 | -0.11 | 0,37 | -17,778% | 0,03 | 0,05 | 0 | 8.153,00 | 0 | 0.37 | EUROPÉIA | 11,81% |
SBSPH122 | CALL | R$ 118,67 | 27,72% | OTM | 10 d.u. | 0,17 | 0.07 | 0,17 | -5,556% | 0,45 | 0,10 | 0,80 | 8.055,00 | 0 | 0.17 | AMERICANA | 5,94% |
SBSPT112 | PUT | R$ 108,67 | 27,66% | ATM | 10 d.u. | 2,20 | -0.46 | 2,20 | -3,509% | 0,16 | 0,31 | 0 | 8.024,00 | 0,19 | 2.01 | EUROPÉIA | 48,63% |
SBSPU926 | PUT | R$ 92,67 | 32,79% | OTM | 35 d.u. | 0,41 | -0.07 | 0,41 | -6,818% | 0 | 0 | 0 | 7.772,00 | 0 | 0.41 | EUROPÉIA | 8,45% |
SBSPU107 | PUT | R$ 107,17 | 24,91% | ATM | 35 d.u. | 2,55 | -0.36 | 2,55 | -17,208% | 0,22 | 0,44 | 0 | 6.712,00 | 0 | 2.55 | EUROPÉIA | 39,01% |
SBSPU996 | PUT | R$ 99,67 | 28,09% | OTM | 35 d.u. | 0,93 | -0.15 | 0,93 | 9,412% | 0,32 | 0,63 | 0 | 6.052,00 | 0 | 0.93 | EUROPÉIA | 17,64% |
SBSPI121 | CALL | R$ 121,17 | 23,89% | OTM | 35 d.u. | 0,78 | 0.16 | 0,78 | 0 | 0,82 | 0,01 | 1,62 | 5.812,00 | 0 | 0.78 | AMERICANA | 13,91% |
SBSPT105 | PUT | R$ 105,67 | 29,29% | ATM | 10 d.u. | 1,16 | -0.29 | 1,16 | -5,691% | 0 | 0 | 0 | 5.696,00 | 0 | 1.16 | EUROPÉIA | 30,53% |
SBSPH108 | CALL | R$ 104,67 | 28,79% | ATM | 10 d.u. | 5,20 | 0.77 | 5,20 | 26,829% | 0 | 0 | 0 | 5.656,00 | 3,81 | 1.39 | AMERICANA | 75,32% |
SBSPH12 | CALL | R$ 121,67 | 30,59% | OTM | 10 d.u. | 0,10 | 0.04 | 0,10 | 11,111% | 0,88 | 0 | 1,75 | 5.151,00 | 0 | 0.1 | EUROPÉIA | 3,37% |
SBSPH114 | CALL | R$ 110,67 | 26,72% | ATM | 10 d.u. | 1,60 | 0.4 | 1,60 | 4,575% | 0,57 | 1,15 | 0 | 4.990,00 | 0 | 1.6 | AMERICANA | 38,01% |
SBSPI113 | CALL | R$ 113,17 | 24,52% | ATM | 35 d.u. | 2,81 | 0.41 | 2,81 | 2,555% | 0,20 | 0,40 | 0 | 4.561,00 | 0 | 2.81 | AMERICANA | 37,78% |
SBSPT110 | PUT | R$ 106,67 | 29,63% | ATM | 10 d.u. | 1,52 | -0.34 | 1,52 | -5,00% | 0,36 | 0,71 | 0 | 4.002,00 | 0 | 1.52 | EUROPÉIA | 36,58% |
SBSPT114 | PUT | R$ 110,67 | 21,64% | ATM | 10 d.u. | 2,80 | -0.63 | 2,80 | -16,168% | 0,18 | 0,35 | 0 | 3.322,00 | 2,19 | 0.61 | EUROPÉIA | 64,26% |
SBSPU102 | PUT | R$ 102,17 | 26,50% | OTM | 35 d.u. | 1,26 | -0.2 | 1,26 | -14,286% | 0,44 | 0,88 | 0 | 2.901,00 | 0 | 1.26 | EUROPÉIA | 22,95% |
SBSPV996 | PUT | R$ 99,67 | 25,51% | OTM | 55 d.u. | 1,12 | -0.16 | 1,12 | -23,81% | 0 | 0 | 0 | 2.688,00 | 0 | 1.12 | EUROPÉIA | 18,70% |
SBSPU931 | PUT | R$ 93,17 | 32,00% | OTM | 35 d.u. | 0,41 | -0.07 | 0,41 | -10,87% | 0 | 0 | 0 | 2.300,00 | 0 | 0.41 | EUROPÉIA | 8,58% |