SBSP3 SABESP ON
- R$ 102,65
2,38
+2,374%
- R$ 103,25
Máxima
- R$ 100,03
Mínima
- 8.489.300,00
Volume
- 19/03/25, 17:59:54
Último Negócio
- R$ 100,99
Abertura
- R$ 868,74
Volume Financeiro
- R$ 103,25
Tendência
- Alta
Curto Prazo
- Sem tendência
Longo Prazo
Indicadores
- 24,00%
Desvio Padrão (1a)
- 25,48%
IV (1a)
- 22,35%
EWMA (1a)
- 0,97
Beta (ß)
Destaques
Séries
- 21/03/2025 - 2 dias17/04/2025 - 21 dias16/05/2025 - 39 dias20/06/2025 - 63 dias18/07/2025 - 83 dias15/08/2025 - 103 dias19/09/2025 - 128 dias17/10/2025 - 148 dias21/11/2025 - 173 dias19/12/2025 - 193 dias16/01/2026 - 209 dias20/02/2026 - 234 dias20/03/2026 - 254 dias17/04/2026 - 273 dias15/05/2026 - 291 dias19/06/2026 - 315 dias17/07/2026 - 335 dias21/08/2026 - 360 dias18/09/2026 - 379 dias16/10/2026 - 398 dias19/11/2026 - 421 dias18/12/2026 - 442 dias15/01/2027 - 458 dias19/02/2027 - 483 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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSPD10 | CALL | R$ 100,00 | 23,94% | ATM | 21 d.u. | 5,03 | 0.72 | 5,03 | 46,647% | 0 | 0 | 0 | 429.132,00 | 2,65 | 2.38 | AMERICANA | 69,17% |
SBSPD101 | CALL | R$ 101,00 | 26,04% | ATM | 21 d.u. | 4,60 | 0.65 | 4,60 | 64,875% | 0,23 | 0,45 | 0 | 299.320,00 | 1,65 | 2.95 | EUROPÉIA | 62,63% |
SBSPD910 | CALL | R$ 91,00 | 33,41% | ITM | 21 d.u. | 13,00 | 0.92 | 13,00 | 21,043% | 4,00 | 8,00 | 0 | 260.000,00 | 11,65 | 1.35 | AMERICANA | 90,55% |
SBSPP106 | PUT | R$ 106,00 | 24,74% | ATM | 21 d.u. | 4,19 | -0.6 | 4,19 | -22,551% | 0 | 0 | 0 | 120.321,00 | 3,35 | 0.84 | EUROPÉIA | 63,07% |
SBSPD102 | CALL | R$ 102,00 | 22,83% | ATM | 21 d.u. | 3,64 | 0.62 | 3,64 | 60,352% | 2,05 | 0 | 4,09 | 120.079,00 | 0,65 | 2.99 | AMERICANA | 59,01% |
SBSPP102 | PUT | R$ 102,00 | 24,93% | ATM | 21 d.u. | 2,13 | -0.39 | 2,13 | -29,703% | 0,01 | 0,02 | 0 | 110.005,00 | 0 | 2.13 | EUROPÉIA | 41,96% |
SBSPD975 | CALL | R$ 97,50 | 29,31% | ITM | 21 d.u. | 7,33 | 0.78 | 7,33 | 42,054% | 0 | 0 | 0 | 95.232,00 | 5,15 | 2.18 | EUROPÉIA | 75,62% |
SBSPD945 | CALL | R$ 94,50 | 20,83% | ITM | 21 d.u. | 9,32 | 0.94 | 9,32 | 63,509% | 0 | 0 | 0 | 93.181,00 | 8,15 | 1.17 | EUROPÉIA | 93,65% |
SBSPC960 | CALL | R$ 96,00 | 59,03% | ITM | 2 d.u. | 6,99 | 0.91 | 6,99 | 56,726% | 0 | 0 | 0 | 90.870,00 | 6,65 | 0.34 | AMERICANA | 89,74% |
SBSPC102 | CALL | R$ 102,00 | 22,49% | ATM | 2 d.u. | 1,25 | 0.65 | 1,25 | 303,226% | 1,03 | 0 | 2,06 | 85.438,00 | 0,65 | 0.6 | AMERICANA | 64,00% |
SBSPD104 | CALL | R$ 104,00 | 23,35% | ATM | 21 d.u. | 2,65 | 0.5 | 2,65 | 79,054% | 1,60 | 0 | 3,20 | 83.317,00 | 0 | 2.65 | AMERICANA | 47,34% |
SBSPD106 | CALL | R$ 106,00 | 22,53% | ATM | 21 d.u. | 1,73 | 0.38 | 1,73 | 73,00% | 0 | 0 | 0 | 61.386,00 | 0 | 1.73 | AMERICANA | 35,95% |
SBSPQ102 | PUT | R$ 102,00 | 25,36% | ATM | 39 d.u. | 2,83 | -0.38 | 2,83 | -20,95% | 0 | 0 | 0 | 58.540,00 | 0 | 2.83 | EUROPÉIA | 41,47% |
SBSPE106 | CALL | R$ 106,00 | 23,38% | ATM | 39 d.u. | 3,20 | 0.47 | 3,20 | 35,593% | 0,96 | 1,92 | 0 | 57.352,00 | 0 | 3.2 | AMERICANA | 43,00% |
SBSPD103 | CALL | R$ 103,00 | 22,87% | ATM | 21 d.u. | 3,09 | 0.56 | 3,09 | 69,78% | 0 | 0 | 0 | 51.480,00 | 0 | 3.09 | EUROPÉIA | 53,17% |
SBSPP975 | PUT | R$ 97,50 | 21,20% | OTM | 21 d.u. | 0,49 | -0.15 | 0,49 | -73,224% | 0,01 | 0,02 | 0 | 50.939,00 | 0 | 0.49 | EUROPÉIA | 16,17% |
SBSPD990 | CALL | R$ 99,00 | 22,40% | ATM | 21 d.u. | 5,60 | 0.78 | 5,60 | 43,223% | 0 | 0 | 0 | 42.114,00 | 3,65 | 1.95 | AMERICANA | 75,66% |
SBSPE100 | CALL | R$ 100,00 | 22,97% | ATM | 39 d.u. | 6,40 | 0.71 | 6,40 | 21,905% | 0 | 0 | 0 | 42.077,00 | 2,65 | 3.75 | AMERICANA | 67,97% |
SBSPC10 | CALL | R$ 100,00 | 25,89% | ATM | 2 d.u. | 2,89 | 0.88 | 2,89 | 147,009% | 0,50 | 1,00 | 0 | 39.985,00 | 2,65 | 0.24 | AMERICANA | 87,84% |
SBSPC104 | CALL | R$ 104,00 | 23,51% | ATM | 2 d.u. | 0,38 | 0.29 | 0,38 | 375,00% | 0,53 | 0 | 1,05 | 35.748,00 | 0 | 0.38 | AMERICANA | 27,92% |
SBSPQ940 | PUT | R$ 94,00 | 26,33% | OTM | 39 d.u. | 0,77 | -0.14 | 0,77 | -30,00% | 0,54 | 0 | 1,08 | 30.800,00 | 0 | 0.77 | EUROPÉIA | 16,05% |
SBSPQ100 | PUT | R$ 100,00 | 25,98% | ATM | 39 d.u. | 2,18 | -0.31 | 2,18 | -20,727% | 0 | 0 | 0 | 29.347,00 | 0 | 2.18 | EUROPÉIA | 34,40% |
SBSPD98 | CALL | R$ 98,00 | 20,64% | ATM | 21 d.u. | 6,24 | 0.84 | 6,24 | 35,652% | 0 | 0 | 0 | 28.972,00 | 4,65 | 1.59 | AMERICANA | 82,38% |
SBSPP101 | PUT | R$ 101,00 | 24,55% | ATM | 21 d.u. | 1,70 | -0.34 | 1,70 | -45,338% | 0 | 0 | 0 | 27.395,00 | 0 | 1.7 | EUROPÉIA | 36,47% |
SBSPP10 | PUT | R$ 100,00 | 24,90% | ATM | 21 d.u. | 1,40 | -0.29 | 1,40 | -30,693% | 0 | 0 | 0 | 26.655,00 | 0 | 1.4 | EUROPÉIA | 31,61% |
SBSPP880 | PUT | R$ 88,00 | 32,88% | OTM | 21 d.u. | 0,15 | -0.04 | 0,15 | -37,50% | 0 | 0 | 0 | 26.495,00 | 0 | 0.15 | EUROPÉIA | 4,56% |
SBSPP985 | PUT | R$ 98,50 | 24,40% | ATM | 21 d.u. | 0,94 | -0.22 | 0,94 | 0 | 0 | 0 | 0 | 23.500,00 | 0 | 0.94 | EUROPÉIA | 24,05% |
SBSPP990 | PUT | R$ 99,00 | 25,21% | ATM | 21 d.u. | 1,14 | -0.25 | 1,14 | -36,313% | 0 | 0 | 0 | 23.276,00 | 0 | 1.14 | EUROPÉIA | 27,09% |
SBSPQ990 | PUT | R$ 99,00 | 25,91% | ATM | 39 d.u. | 1,85 | -0.27 | 1,85 | -27,165% | 0 | 0 | 0 | 22.052,00 | 0 | 1.85 | EUROPÉIA | 30,79% |
SBSPE104 | CALL | R$ 104,00 | 23,42% | ATM | 39 d.u. | 4,13 | 0.55 | 4,13 | 44,406% | 0,05 | 0,10 | 0 | 21.509,00 | 0 | 4.13 | AMERICANA | 51,22% |
SBSPD105 | CALL | R$ 105,00 | 22,24% | ATM | 21 d.u. | 2,08 | 0.44 | 2,08 | 73,333% | 0 | 0 | 0 | 18.495,00 | 0 | 2.08 | EUROPÉIA | 41,45% |
SBSPC101 | CALL | R$ 101,00 | 22,72% | ATM | 2 d.u. | 1,98 | 0.81 | 1,98 | 273,585% | 0,35 | 0,70 | 0 | 17.938,00 | 1,65 | 0.33 | EUROPÉIA | 79,99% |
SBSPE102 | CALL | R$ 102,00 | 23,19% | ATM | 39 d.u. | 5,18 | 0.63 | 5,18 | 23,628% | 0 | 0 | 0 | 17.615,00 | 0,65 | 4.53 | AMERICANA | 59,66% |
SBSPC990 | CALL | R$ 99,00 | 25,43% | ATM | 2 d.u. | 3,80 | 0.95 | 3,80 | 108,791% | 0,60 | 1,20 | 0 | 17.319,00 | 3,65 | 0.15 | AMERICANA | 94,87% |
SBSPP995 | PUT | R$ 99,50 | 23,98% | ATM | 21 d.u. | 1,16 | -0.26 | 1,16 | -39,896% | 0 | 0 | 0 | 16.936,00 | 0 | 1.16 | EUROPÉIA | 28,36% |
SBSPD960 | CALL | R$ 96,00 | 26,16% | ITM | 21 d.u. | 8,27 | 0.86 | 8,27 | 42,586% | 0 | 0 | 0 | 16.540,00 | 6,65 | 1.62 | AMERICANA | 83,96% |
SBSPE990 | CALL | R$ 99,00 | 25,74% | ATM | 39 d.u. | 7,45 | 0.73 | 7,45 | 33,274% | 0 | 0 | 0 | 15.640,00 | 3,65 | 3.8 | AMERICANA | 69,34% |
SBSPD109 | CALL | R$ 109,00 | 24,07% | OTM | 21 d.u. | 1,03 | 0.25 | 1,03 | 110,204% | 1,25 | 0 | 2,50 | 15.342,00 | 0 | 1.03 | EUROPÉIA | 22,88% |
SBSPO10 | PUT | R$ 100,00 | 29,14% | ATM | 2 d.u. | 0,20 | -0.14 | 0,20 | -76,744% | 0,01 | 0,01 | 0 | 14.687,00 | 0 | 0.2 | EUROPÉIA | 15,05% |
SBSPD108 | CALL | R$ 108,00 | 21,81% | ATM | 21 d.u. | 1,05 | 0.27 | 1,05 | 87,50% | 0 | 0 | 0 | 14.643,00 | 0 | 1.05 | AMERICANA | 25,26% |
SBSPP98 | PUT | R$ 98,00 | 24,68% | ATM | 21 d.u. | 0,85 | -0.2 | 0,85 | -37,50% | 0,16 | 0,31 | 0 | 14.293,00 | 0 | 0.85 | EUROPÉIA | 22,15% |
SBSPD107 | CALL | R$ 107,00 | 23,36% | ATM | 21 d.u. | 1,49 | 0.34 | 1,49 | 81,707% | 0,85 | 0 | 1,70 | 14.094,00 | 0 | 1.49 | EUROPÉIA | 31,26% |
SBSPO102 | PUT | R$ 102,00 | 27,30% | ATM | 2 d.u. | 0,66 | -0.38 | 0,66 | -64,894% | 3,58 | 0 | 7,15 | 12.391,00 | 0 | 0.66 | EUROPÉIA | 38,53% |
SBSPD995 | CALL | R$ 99,50 | 22,48% | ATM | 21 d.u. | 5,24 | 0.75 | 5,24 | 37,895% | 0 | 0 | 0 | 7.560,00 | 3,15 | 2.09 | EUROPÉIA | 73,06% |
SBSPP930 | PUT | R$ 93,00 | 27,38% | OTM | 21 d.u. | 0,29 | -0.08 | 0,29 | -29,268% | 0 | 0 | 0 | 4.974,00 | 0 | 0.29 | EUROPÉIA | 8,90% |
SBSPE110 | CALL | R$ 110,00 | 22,71% | OTM | 39 d.u. | 1,72 | 0.31 | 1,72 | 0 | 0,63 | 1,25 | 0 | 2.853,00 | 0 | 1.72 | AMERICANA | 27,64% |
SBSPC105 | CALL | R$ 105,00 | 22,54% | ATM | 2 d.u. | 0,15 | 0.14 | 0,15 | 87,50% | 0 | 0 | 0 | 2.658,00 | 0 | 0.15 | EUROPÉIA | 13,88% |
SBSPO103 | PUT | R$ 103,00 | 49,43% | ATM | 2 d.u. | 1,93 | -0.51 | 1,93 | -41,515% | 0 | 0 | 0 | 2.646,00 | 0,35 | 1.58 | EUROPÉIA | 53,02% |
SBSPC935 | CALL | R$ 92,28 | 29,25% | ITM | 254 d.u. | 24,85 | 0.83 | 24,85 | 7,809% | 21,90 | 18,30 | 25,50 | 2.485,00 | 10,37 | 14.48 | AMERICANA | 74,60% |
SBSPO990 | PUT | R$ 99,00 | 31,40% | ATM | 2 d.u. | 0,12 | -0.09 | 0,12 | -73,333% | 0 | 0 | 0 | 2.200,00 | 0 | 0.12 | EUROPÉIA | 9,39% |