Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| TASAE474 | CALL | R$ 4,74 | 153,41% | ATM | 6 d.u. | 0,54 | 0.6 | 0,54 | 0 | 0,18 | 0 | 0,35 | 0 | 0,15 | 0.39 | AMERICANA | 51,05% |
| TASAQ474 | PUT | R$ 4,74 | 46,26% | ATM | 6 d.u. | 0,07 | -0.3 | 0,07 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | EUROPÉIA | 32,85% |
| TASAQ484 | PUT | R$ 4,84 | 46,86% | ATM | 6 d.u. | 0,11 | -0.41 | 0,11 | 0 | 0,06 | 0 | 0,12 | 0 | 0 | 0.11 | EUROPÉIA | 44,09% |
| TASAE504 | CALL | R$ 5,04 | 102,56% | ATM | 6 d.u. | 0,25 | 0.46 | 0,25 | 0 | 0,18 | 0 | 0,35 | 0 | 0 | 0.25 | AMERICANA | 40,11% |
| TASAQ504 | PUT | R$ 5,04 | 16,67% | ATM | 6 d.u. | 0,144 | -0.85 | 0,09 | 0 | 0 | 0 | 0 | 0 | 0,15 | 0 | EUROPÉIA | 85,70% |
| TASAE524 | CALL | R$ 5,24 | 109,79% | OTM | 6 d.u. | 0,20 | 0.38 | 0,20 | 0 | 0,10 | 0 | 0,19 | 0 | 0 | 0.2 | AMERICANA | 31,76% |
| TASAE544 | CALL | R$ 5,44 | 111,96% | OTM | 6 d.u. | 0,15 | 0.3 | 0,15 | 0 | 0,05 | 0 | 0,10 | 0 | 0 | 0.15 | AMERICANA | 24,65% |
| TASAR439 | PUT | R$ 4,39 | 45,76% | OTM | 30 d.u. | 0,09 | -0.19 | 0,09 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | EUROPÉIA | 24,12% |
| TASAR499 | PUT | R$ 4,99 | 13,02% | ATM | 30 d.u. | 0,10 | -0.53 | 0,10 | 0 | 0 | 0 | 0 | 0 | 0,10 | 0 | EUROPÉIA | 55,12% |
| TASAF509 | CALL | R$ 5,09 | 51,06% | ATM | 30 d.u. | 0,29 | 0.48 | 0,29 | 0 | 0 | 0 | 0 | 0 | 0 | 0.29 | AMERICANA | 40,99% |
| TASAF549 | CALL | R$ 5,49 | 32,82% | OTM | 30 d.u. | 0,06 | 0.2 | 0,06 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | AMERICANA | 17,31% |
| TASAF80 | CALL | R$ 7,09 | 72,28% | OTM | 30 d.u. | 0,05 | 0.1 | 0,05 | 0 | 0,03 | 0,02 | 0,04 | 0 | 0 | 0.05 | AMERICANA | 6,03% |
| TASAG80 | CALL | R$ 7,09 | 69,77% | OTM | 50 d.u. | 0,12 | 0.17 | 0,12 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.12 | AMERICANA | 10,24% |
| TASAS80 | PUT | R$ 7,09 | 52,18% | ITM | 50 d.u. | 2,06 | -0.91 | 2,06 | 0 | 0 | 0 | 0 | 0 | 2,20 | 0 | EUROPÉIA | 94,56% |
| TASAH569 | CALL | R$ 5,69 | 58,00% | OTM | 75 d.u. | 0,40 | 0.42 | 0,40 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4 | AMERICANA | 30,34% |
| TASAT569 | PUT | R$ 5,69 | 38,89% | ITM | 75 d.u. | 0,79 | -0.66 | 0,79 | 0 | 0,12 | 0,23 | 0 | 0 | 0,80 | 0 | EUROPÉIA | 73,82% |
| TASAH800 | CALL | R$ 7,09 | 54,11% | OTM | 75 d.u. | 0,11 | 0.16 | 0,11 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | AMERICANA | 10,12% |
| TASAT800 | PUT | R$ 7,09 | 29,73% | ITM | 75 d.u. | 1,938 | -0.98 | 1,23 | 0 | 0 | 0 | 0 | 0 | 2,20 | 0 | EUROPÉIA | 98,35% |
| TASAL800 | CALL | R$ 7,09 | 42,42% | OTM | 157 d.u. | 0,20 | 0.24 | 0,20 | 0 | 0,04 | 0,07 | 0 | 0 | 0 | 0.2 | AMERICANA | 15,03% |
| TASAA80 | CALL | R$ 7,09 | 76,54% | OTM | 173 d.u. | 0,75 | 0.45 | 0,75 | 0 | 0,10 | 0,19 | 0 | 0 | 0 | 0.75 | AMERICANA | 22,30% |
| TASAM80 | PUT | R$ 7,09 | 16,44% | ITM | 173 d.u. | 1,60 | -0.98 | 1,60 | 0 | 0 | 0 | 0 | 0 | 2,20 | 0 | EUROPÉIA | 98,38% |
| TASAB80 | CALL | R$ 7,09 | 58,07% | OTM | 198 d.u. | 0,54 | 0.4 | 0,54 | 0 | 0,15 | 0,30 | 0 | 0 | 0 | 0.54 | AMERICANA | 21,75% |
| TASAN80 | PUT | R$ 7,09 | 48,80% | ITM | 198 d.u. | 1,90 | -0.66 | 1,90 | 0 | 0 | 0 | 0 | 0 | 2,20 | 0 | EUROPÉIA | 79,93% |
| TASAQ489 | PUT | R$ 4,89 | 23,18% | ATM | 261 d.u. | 0,19 | -0.25 | 0,19 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | EUROPÉIA | 32,53% |
| TASAE589 | CALL | R$ 5,89 | 51,33% | OTM | 261 d.u. | 0,91 | 0.56 | 0,91 | 0 | 0 | 0 | 0 | 0 | 0 | 0.91 | AMERICANA | 35,96% |