SBSP3 SABESP ON
- R$ 113,80
-0,09
-0,079%
- R$ 114,13
Máxima
- R$ 112,69
Mínima
- 3.425.000,00
Volume
- 02/05/25, 18:37:00
Último Negócio
- R$ 113,52
Abertura
- R$ 388,75
Volume Financeiro
- R$ 114,13
Tendência
- Alta
Curto Prazo
- Alta
Longo Prazo
Indicadores
- 25,00%
Desvio Padrão (1a)
- 23,88%
IV (1a)
- 22,74%
EWMA (1a)
- 0,97
Beta (ß)
Destaques
Séries
- 16/05/2025 - 9 dias20/06/2025 - 33 dias18/07/2025 - 53 dias15/08/2025 - 73 dias19/09/2025 - 98 dias17/10/2025 - 118 dias21/11/2025 - 143 dias19/12/2025 - 163 dias16/01/2026 - 179 dias20/02/2026 - 204 dias20/03/2026 - 224 dias17/04/2026 - 243 dias15/05/2026 - 261 dias19/06/2026 - 285 dias17/07/2026 - 305 dias21/08/2026 - 330 dias18/09/2026 - 349 dias16/10/2026 - 368 dias19/11/2026 - 391 dias18/12/2026 - 412 dias15/01/2027 - 428 dias19/02/2027 - 453 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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBSPR116 | PUT | R$ 112,67 | 27,74% | ATM | 33 d.u. | 3,14 | -0.37 | 3,14 | -1,875% | 0 | 0 | 0 | 314.000,00 | 0 | 3.14 | EUROPÉIA | 41,34% |
SBSPF115 | CALL | R$ 111,67 | 18,98% | ATM | 33 d.u. | 5,48 | 0.71 | 5,48 | -12,46% | 0,54 | 1,08 | 0 | 198.678,00 | 2,13 | 3.35 | AMERICANA | 68,74% |
SBSPF117 | CALL | R$ 113,67 | 20,43% | ATM | 33 d.u. | 4,45 | 0.61 | 4,45 | -12,229% | 2,75 | 0 | 5,50 | 158.917,00 | 0,13 | 4.32 | AMERICANA | 58,27% |
SBSPR109 | PUT | R$ 105,67 | 26,47% | OTM | 33 d.u. | 0,95 | -0.16 | 0,95 | -9,524% | 1,95 | 0,89 | 3,00 | 145.483,00 | 0 | 0.95 | EUROPÉIA | 18,31% |
SBSPF12 | CALL | R$ 121,67 | 20,97% | OTM | 33 d.u. | 1,36 | 0.27 | 1,36 | 25,926% | 0 | 0 | 0 | 127.544,00 | 0 | 1.36 | AMERICANA | 24,36% |
SBSPT990 | PUT | R$ 95,67 | 34,78% | OTM | 73 d.u. | 1,24 | -0.11 | 1,24 | -22,50% | 0 | 0 | 0 | 104.160,00 | 0 | 1.24 | EUROPÉIA | 15,04% |
SBSPR119 | PUT | R$ 115,67 | 26,87% | ATM | 33 d.u. | 4,37 | -0.48 | 4,37 | 9,25% | 0 | 0 | 0 | 89.875,00 | 1,87 | 2.5 | EUROPÉIA | 51,64% |
SBSPE114 | CALL | R$ 110,67 | 18,97% | ATM | 9 d.u. | 4,04 | 0.82 | 4,04 | -10,222% | 1,25 | 2,51 | 0 | 56.964,00 | 3,13 | 0.91 | AMERICANA | 81,32% |
SBSPQ119 | PUT | R$ 115,67 | 33,78% | ATM | 9 d.u. | 3,63 | -0.56 | 3,63 | -17,873% | 0 | 0 | 0 | 53.659,00 | 1,87 | 1.76 | EUROPÉIA | 58,49% |
SBSPR117 | PUT | R$ 113,67 | 26,97% | ATM | 33 d.u. | 3,44 | -0.41 | 3,44 | 12,787% | 0 | 0 | 0 | 37.451,00 | 0 | 3.44 | EUROPÉIA | 44,54% |
SBSPF122 | CALL | R$ 118,67 | 20,72% | ATM | 33 d.u. | 2,20 | 0.38 | 2,20 | -4,762% | 0 | 0 | 0 | 37.400,00 | 0 | 2.2 | EUROPÉIA | 35,59% |
SBSPE116 | CALL | R$ 112,67 | 20,44% | ATM | 9 d.u. | 2,69 | 0.65 | 2,69 | -13,226% | 0,03 | 0,05 | 0 | 29.211,00 | 1,13 | 1.56 | AMERICANA | 64,03% |
SBSPF109 | CALL | R$ 105,67 | 19,07% | ITM | 33 d.u. | 10,24 | 0.91 | 10,24 | -6,655% | 1,37 | 2,74 | 0 | 24.757,00 | 8,13 | 2.11 | AMERICANA | 90,09% |
SBSPR120 | PUT | R$ 116,67 | 25,87% | ATM | 33 d.u. | 4,73 | -0.51 | 4,73 | 6,292% | 0 | 0 | 0 | 24.338,00 | 2,87 | 1.86 | EUROPÉIA | 55,21% |
SBSPR126 | PUT | R$ 122,67 | 27,23% | ITM | 33 d.u. | 8,78 | -0.71 | 8,78 | 0 | 0 | 0 | 0 | 19.321,00 | 8,87 | 0 | EUROPÉIA | 73,83% |
SBSPR113 | PUT | R$ 109,67 | 27,23% | ATM | 33 d.u. | 2,00 | -0.28 | 2,00 | 8,696% | 0 | 0 | 0 | 19.165,00 | 0 | 2 | EUROPÉIA | 30,90% |
SBSPE115 | CALL | R$ 111,67 | 29,57% | ATM | 9 d.u. | 4,05 | 0.67 | 4,05 | 3,581% | 0 | 0 | 0 | 18.271,00 | 2,13 | 1.92 | EUROPÉIA | 65,29% |
SBSPE120 | CALL | R$ 116,67 | 22,47% | ATM | 9 d.u. | 1,00 | 0.32 | 1,00 | -29,078% | 0 | 0 | 0 | 14.050,00 | 0 | 1 | AMERICANA | 30,91% |
SBSPQ117 | PUT | R$ 113,67 | 29,87% | ATM | 9 d.u. | 2,24 | -0.45 | 2,24 | 2,752% | 0 | 0 | 0 | 14.046,00 | 0 | 2.24 | EUROPÉIA | 47,04% |
SBSPE990 | CALL | R$ 95,67 | 54,21% | ITM | 9 d.u. | 18,75 | 0.96 | 18,75 | 90,743% | 0 | 0 | 0 | 13.125,00 | 18,13 | 0.62 | AMERICANA | 95,43% |
SBSPR115 | PUT | R$ 111,67 | 26,67% | ATM | 33 d.u. | 2,59 | -0.34 | 2,59 | 9,283% | 1,53 | 0 | 3,05 | 11.483,00 | 0 | 2.59 | EUROPÉIA | 37,30% |
SBSPQ115 | PUT | R$ 111,67 | 32,86% | ATM | 9 d.u. | 1,66 | -0.34 | 1,66 | 38,333% | 0 | 0 | 0 | 11.429,00 | 0 | 1.66 | EUROPÉIA | 36,39% |
SBSPR118 | PUT | R$ 114,67 | 26,93% | ATM | 33 d.u. | 3,89 | -0.44 | 3,89 | 9,577% | 0 | 0 | 0 | 8.089,00 | 0,87 | 3.02 | EUROPÉIA | 48,09% |
SBSPF119 | CALL | R$ 115,67 | 21,19% | ATM | 33 d.u. | 3,52 | 0.52 | 3,52 | -11,335% | 0 | 0 | 0 | 7.544,00 | 0 | 3.52 | AMERICANA | 48,85% |
SBSPQ114 | PUT | R$ 110,67 | 33,34% | ATM | 9 d.u. | 1,36 | -0.29 | 1,36 | 23,636% | 0,35 | 0,69 | 0 | 5.936,00 | 0 | 1.36 | EUROPÉIA | 31,39% |
SBSPE118 | CALL | R$ 114,67 | 21,00% | ATM | 9 d.u. | 1,64 | 0.48 | 1,64 | -21,154% | 0 | 0 | 0 | 5.752,00 | 0 | 1.64 | AMERICANA | 46,23% |
SBSPQ120 | PUT | R$ 116,67 | 32,22% | ATM | 9 d.u. | 4,11 | -0.62 | 4,11 | 7,031% | 0 | 0 | 0 | 4.632,00 | 2,87 | 1.24 | EUROPÉIA | 64,18% |
SBSPQ108 | PUT | R$ 104,67 | 34,87% | OTM | 9 d.u. | 0,30 | -0.08 | 0,30 | -9,091% | 0,01 | 0,01 | 0 | 4.270,00 | 0 | 0.3 | EUROPÉIA | 9,57% |
SBSPE112 | CALL | R$ 108,67 | 22,47% | ATM | 9 d.u. | 5,90 | 0.89 | 5,90 | -4,839% | 0 | 0 | 0 | 4.230,00 | 5,13 | 0.77 | AMERICANA | 87,99% |
SBSPQ112 | PUT | R$ 108,67 | 31,80% | ATM | 9 d.u. | 0,74 | -0.19 | 0,74 | -1,333% | 0 | 0 | 0 | 4.106,00 | 0 | 0.74 | EUROPÉIA | 20,76% |
SBSPE105 | CALL | R$ 101,67 | 39,52% | ITM | 9 d.u. | 12,80 | 0.95 | 12,80 | 14,286% | 3,00 | 6,00 | 0 | 3.840,00 | 12,13 | 0.67 | EUROPÉIA | 93,75% |
SBSPQ116 | PUT | R$ 112,67 | 34,19% | ATM | 9 d.u. | 2,16 | -0.4 | 2,16 | 27,811% | 0 | 0 | 0 | 3.596,00 | 0 | 2.16 | EUROPÉIA | 42,31% |
SBSPQ105 | PUT | R$ 101,67 | 39,98% | OTM | 9 d.u. | 0,21 | -0.06 | 0,21 | 10,526% | 0,18 | 0,06 | 0,30 | 3.360,00 | 0 | 0.21 | EUROPÉIA | 6,48% |
SBSPR114 | PUT | R$ 110,67 | 26,46% | ATM | 33 d.u. | 2,21 | -0.3 | 2,21 | -7,917% | 0 | 0 | 0 | 3.144,00 | 0 | 2.21 | EUROPÉIA | 33,68% |
SBSPF121 | CALL | R$ 117,67 | 20,28% | ATM | 33 d.u. | 2,50 | 0.43 | 2,50 | -18,301% | 1,55 | 0 | 3,10 | 2.349,00 | 0 | 2.5 | AMERICANA | 39,73% |
SBSPR107 | PUT | R$ 103,67 | 29,52% | OTM | 33 d.u. | 0,90 | -0.14 | 0,90 | -7,216% | 0,20 | 0,40 | 0 | 2.272,00 | 0 | 0.9 | EUROPÉIA | 16,38% |
SBSPQ110 | PUT | R$ 106,67 | 33,24% | OTM | 9 d.u. | 0,47 | -0.13 | 0,47 | 4,444% | 0,44 | 0 | 0,87 | 2.180,00 | 0 | 0.47 | EUROPÉIA | 14,17% |
SBSPR110 | PUT | R$ 106,67 | 25,89% | OTM | 33 d.u. | 1,08 | -0.18 | 1,08 | 0 | 0 | 0 | 0 | 1.821,00 | 0 | 1.08 | EUROPÉIA | 20,45% |
SBSPE119 | CALL | R$ 115,67 | 22,18% | ATM | 9 d.u. | 1,32 | 0.4 | 1,32 | -20,00% | 0,03 | 0,05 | 0 | 1.788,00 | 0 | 1.32 | EUROPÉIA | 38,24% |
SBSPF123 | CALL | R$ 119,67 | 21,18% | ATM | 33 d.u. | 1,94 | 0.35 | 1,94 | -14,537% | 0 | 0 | 0 | 1.347,00 | 0 | 1.94 | AMERICANA | 31,83% |
SBSPF112 | CALL | R$ 108,67 | 19,00% | ATM | 33 d.u. | 7,70 | 0.83 | 7,70 | -8,333% | 0 | 0 | 0 | 770,00 | 5,13 | 2.57 | EUROPÉIA | 81,17% |
SBSPR111 | PUT | R$ 107,67 | 27,93% | OTM | 33 d.u. | 1,54 | -0.22 | 1,54 | 16,667% | 0 | 0 | 0 | 607,00 | 0 | 1.54 | EUROPÉIA | 25,27% |
SBSPQ109 | PUT | R$ 105,67 | 33,11% | OTM | 9 d.u. | 0,34 | -0.1 | 0,34 | 0 | 0 | 0 | 0 | 584,00 | 0 | 0.34 | EUROPÉIA | 10,98% |
SBSPQ111 | PUT | R$ 107,67 | 34,57% | OTM | 9 d.u. | 0,70 | -0.17 | 0,70 | 32,075% | 0 | 0 | 0 | 420,00 | 0 | 0.7 | EUROPÉIA | 18,78% |
SBSPE117 | CALL | R$ 113,67 | 20,48% | ATM | 9 d.u. | 2,10 | 0.57 | 2,10 | -20,755% | 0 | 0 | 0 | 420,00 | 0,13 | 1.97 | EUROPÉIA | 55,18% |
SBSPG122 | CALL | R$ 118,67 | 22,07% | ATM | 53 d.u. | 3,84 | 0.46 | 3,84 | 0 | 0 | 0 | 0 | 384,00 | 0 | 3.84 | AMERICANA | 42,29% |
SBSPQ104 | PUT | R$ 100,67 | 34,73% | OTM | 9 d.u. | 0,07 | -0.02 | 0,07 | -58,824% | 0,03 | 0,06 | 0 | 280,00 | 0 | 0.07 | EUROPÉIA | 2,83% |
SBSPR108 | PUT | R$ 104,67 | 28,48% | OTM | 33 d.u. | 0,97 | -0.15 | 0,97 | -19,835% | 0 | 0 | 0 | 194,00 | 0 | 0.97 | EUROPÉIA | 17,74% |
SBSPR112 | PUT | R$ 108,67 | 28,59% | ATM | 33 d.u. | 1,89 | -0.25 | 1,89 | -14,091% | 0 | 0 | 0 | 189,00 | 0 | 1.89 | EUROPÉIA | 28,82% |
SBSPQ113 | PUT | R$ 109,67 | 33,60% | ATM | 9 d.u. | 1,09 | -0.25 | 1,09 | 13,542% | 0 | 0 | 0 | 109,00 | 0 | 1.09 | EUROPÉIA | 26,65% |