Grade de opções
Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
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TENDF135 | CALL | R$ 13,50 | 49,50% | OTM | 27 d.u. | 0,41 | 0.34 | 0,41 | -41,429% | 0,26 | 0 | 0,52 | 123,00 | 0 | 0.41 | AMERICANA | 28,11% |
TENDQ860 | PUT | R$ 8,60 | 282,11% | OTM | 3 d.u. | 0,19 | -0.09 | 0,19 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | EUROPÉIA | 15,66% |
TENDQ960 | PUT | R$ 9,60 | 156,19% | OTM | 3 d.u. | 0,06 | -0.06 | 0,06 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | EUROPÉIA | 8,56% |
TENDQ100 | PUT | R$ 10,00 | 123,35% | OTM | 3 d.u. | 0,04 | -0.05 | 0,04 | 0 | 0,04 | 0 | 0,07 | 0 | 0 | 0.04 | EUROPÉIA | 7,07% |
TENDQ110 | PUT | R$ 11,00 | 118,21% | OTM | 3 d.u. | 0,16 | -0.18 | 0,16 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | EUROPÉIA | 21,16% |
TENDQ115 | PUT | R$ 11,50 | 101,67% | OTM | 3 d.u. | 0,22 | -0.25 | 0,22 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | EUROPÉIA | 29,11% |
TENDQ120 | PUT | R$ 12,00 | 85,96% | ATM | 3 d.u. | 0,32 | -0.38 | 0,32 | 0 | 0 | 0 | 0 | 0 | 0 | 0.32 | EUROPÉIA | 41,47% |
TENDE125 | CALL | R$ 12,50 | 63,29% | ATM | 3 d.u. | 0,25 | 0.42 | 0,25 | 0 | 1,18 | 0 | 2,35 | 0 | 0 | 0.25 | AMERICANA | 39,39% |
TENDQ125 | PUT | R$ 12,50 | 104,72% | ATM | 3 d.u. | 0,67 | -0.53 | 0,67 | 0 | 0 | 0 | 0 | 0 | 0,22 | 0.45 | EUROPÉIA | 57,89% |
TENDE135 | CALL | R$ 13,50 | 123,27% | OTM | 3 d.u. | 0,25 | 0.27 | 0,25 | 0 | 0 | 0 | 0 | 0 | 0 | 0.25 | AMERICANA | 22,36% |
TENDQ135 | PUT | R$ 13,50 | 192,38% | ITM | 3 d.u. | 1,78 | -0.63 | 1,78 | 0 | 0 | 0 | 0 | 0 | 1,22 | 0.56 | EUROPÉIA | 70,84% |
TENDE145 | CALL | R$ 14,50 | 147,28% | OTM | 3 d.u. | 0,17 | 0.17 | 0,17 | 0 | 0,01 | 0,01 | 0 | 0 | 0 | 0.17 | AMERICANA | 13,46% |
TENDE155 | CALL | R$ 15,50 | 166,39% | OTM | 3 d.u. | 0,12 | 0.12 | 0,12 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | AMERICANA | 8,61% |
TENDR10 | PUT | R$ 10,00 | 93,98% | OTM | 27 d.u. | 0,47 | -0.19 | 0,47 | 0 | 0,14 | 0 | 0,29 | 0 | 0 | 0.47 | EUROPÉIA | 28,80% |
TENDR105 | PUT | R$ 10,50 | 66,25% | OTM | 27 d.u. | 0,30 | -0.19 | 0,30 | 0 | 0,31 | 0,23 | 0,38 | 0 | 0 | 0.3 | EUROPÉIA | 24,89% |
TENDR110 | PUT | R$ 11,00 | 63,05% | OTM | 27 d.u. | 0,40 | -0.24 | 0,40 | 0 | 0,26 | 0 | 0,51 | 0 | 0 | 0.4 | EUROPÉIA | 30,93% |
TENDR120 | PUT | R$ 12,00 | 66,70% | ATM | 27 d.u. | 0,84 | -0.39 | 0,84 | 0 | 0 | 0 | 0 | 0 | 0 | 0.84 | EUROPÉIA | 47,60% |
TENDR125 | PUT | R$ 12,50 | 62,12% | ATM | 27 d.u. | 1,02 | -0.47 | 1,02 | 0 | 0 | 0 | 0 | 0 | 0,22 | 0.8 | EUROPÉIA | 54,80% |
TENDL220 | CALL | R$ 22,00 | 56,66% | OTM | 156 d.u. | 0,45 | 0.18 | 0,45 | 0 | 0,68 | 0,21 | 1,15 | 0 | 0 | 0.45 | EUROPÉIA | 8,85% |
TENDF100 | CALL | R$ 10,00 | 77,32% | ITM | 278 d.u. | 5,39 | 0.8 | 5,39 | 0 | 5,04 | 3,81 | 6,26 | 0 | 2,28 | 3.11 | AMERICANA | 50,94% |
TENDR100 | PUT | R$ 10,00 | 74,18% | OTM | 278 d.u. | 1,66 | -0.2 | 1,66 | 0 | 0,50 | 1,00 | 0 | 0 | 0 | 1.66 | EUROPÉIA | 47,68% |
TENDH100 | CALL | R$ 10,00 | 72,79% | ITM | 318 d.u. | 5,50 | 0.81 | 5,50 | 0 | 5,16 | 4,32 | 5,99 | 0 | 2,28 | 3.22 | AMERICANA | 51,71% |
TENDT100 | PUT | R$ 10,00 | 60,68% | OTM | 318 d.u. | 1,25 | -0.19 | 1,25 | 0 | 0,40 | 0,80 | 0 | 0 | 0 | 1.25 | EUROPÉIA | 42,03% |
TENDH160 | CALL | R$ 16,00 | 60,21% | OTM | 318 d.u. | 2,81 | 0.58 | 2,81 | 0 | 2,72 | 2,02 | 3,41 | 0 | 0 | 2.81 | AMERICANA | 31,32% |