Grade de opções
| Código | Tipo | Strike | Volatilidade | Moneyness | Venc. | Teorico | Delta | Último | Variação | Mid | Bid | Ask | Vol.Fin. | VI | VE | Exercício | Prob. de Exercício |
|---|
| TSLAW610 | PUT | R$ 61,00 | 58,54% | ATM | 10 d.u. | 3,46 | -0.55 | 3,46 | 268,085% | 3,25 | 3,06 | 3,43 | 2.485,00 | 1,56 | 1.9 | EUROPÉIA | 59,34% |
| TSLAX525 | PUT | R$ 52,50 | 56,07% | OTM | 31 d.u. | 1,52 | -0.21 | 1,52 | 270,732% | 1,72 | 1,54 | 1,89 | 2.280,40 | 0 | 1.52 | EUROPÉIA | 26,95% |
| TSLAX530 | PUT | R$ 53,00 | 55,64% | OTM | 31 d.u. | 1,63 | -0.22 | 1,63 | 409,375% | 1,83 | 1,65 | 2,01 | 1.775,10 | 0 | 1.63 | EUROPÉIA | 28,37% |
| TSLAW570 | PUT | R$ 57,00 | 64,15% | ATM | 10 d.u. | 1,79 | -0.33 | 1,79 | 411,429% | 1,68 | 1,56 | 1,79 | 1.681,90 | 0 | 1.79 | EUROPÉIA | 38,04% |
| TSLAK660 | CALL | R$ 66,00 | 63,47% | OTM | 10 d.u. | 0,97 | 0.23 | 0,97 | -35,333% | 0,68 | 0,54 | 0,82 | 1.139,80 | 0 | 0.97 | AMERICANA | 19,76% |
| TSLAK690 | CALL | R$ 69,00 | 55,52% | OTM | 10 d.u. | 0,32 | 0.11 | 0,32 | -84,762% | 0,31 | 0,21 | 0,41 | 498,40 | 0 | 0.32 | AMERICANA | 8,74% |
| TSLAK680 | CALL | R$ 68,00 | 55,99% | OTM | 10 d.u. | 0,43 | 0.13 | 0,43 | 0 | 0,40 | 0,30 | 0,50 | 120,40 | 0 | 0.43 | AMERICANA | 11,20% |
| TSLAW525 | PUT | R$ 52,50 | 69,97% | OTM | 10 d.u. | 0,74 | -0.16 | 0,74 | 0 | 0,83 | 0,70 | 0,96 | 0 | 0 | 0.74 | EUROPÉIA | 19,54% |
| TSLAW530 | PUT | R$ 53,00 | 41,38% | OTM | 10 d.u. | 0,15 | -0.07 | 0,15 | 0 | 0,91 | 0,78 | 1,04 | 0 | 0 | 0.15 | EUROPÉIA | 7,89% |
| TSLAK565 | CALL | R$ 56,50 | 57,65% | ITM | 10 d.u. | 4,57 | 0.71 | 4,57 | 0 | 4,84 | 4,34 | 5,33 | 0 | 2,94 | 1.63 | EUROPÉIA | 66,61% |
| TSLAW565 | PUT | R$ 56,50 | 27,36% | OTM | 10 d.u. | 0,25 | -0.15 | 0,25 | 0 | 1,68 | 1,47 | 1,89 | 0 | 0 | 0.25 | EUROPÉIA | 15,91% |
| TSLAK570 | CALL | R$ 57,00 | 55,38% | ATM | 10 d.u. | 4,15 | 0.69 | 4,15 | 0 | 4,51 | 4,05 | 4,96 | 0 | 2,44 | 1.71 | AMERICANA | 64,49% |
| TSLAK590 | CALL | R$ 59,00 | 259,00% | ATM | 10 d.u. | 12,40 | 0.61 | 12,40 | 0 | 3,25 | 2,90 | 3,60 | 0 | 0,44 | 11.96 | AMERICANA | 40,77% |
| TSLAW590 | PUT | R$ 59,00 | 23,04% | ATM | 10 d.u. | 0,75 | -0.38 | 0,75 | 0 | 2,58 | 2,29 | 2,86 | 0 | 0 | 0.75 | EUROPÉIA | 40,08% |
| TSLAK600 | CALL | R$ 60,00 | 189,45% | ATM | 10 d.u. | 8,79 | 0.57 | 8,79 | 0 | 2,71 | 2,39 | 3,02 | 0 | 0 | 8.79 | AMERICANA | 42,08% |
| TSLAW600 | PUT | R$ 60,00 | 8,49% | ATM | 10 d.u. | 0,54 | -0.6 | 0,54 | 0 | 3,03 | 2,71 | 3,34 | 0 | 0,56 | 0 | EUROPÉIA | 60,17% |
| TSLAK610 | CALL | R$ 61,00 | 62,93% | ATM | 10 d.u. | 2,42 | 0.46 | 2,42 | 0 | 2,22 | 1,93 | 2,51 | 0 | 0 | 2.42 | AMERICANA | 40,98% |
| TSLAK620 | CALL | R$ 62,00 | 170,63% | ATM | 10 d.u. | 7,10 | 0.52 | 7,10 | 0 | 1,80 | 1,54 | 2,05 | 0 | 0 | 7.1 | AMERICANA | 39,02% |
| TSLAK630 | CALL | R$ 63,00 | 82,14% | OTM | 10 d.u. | 2,57 | 0.4 | 2,57 | 0 | 1,44 | 1,22 | 1,66 | 0 | 0 | 2.57 | AMERICANA | 34,25% |
| TSLAW630 | PUT | R$ 63,00 | 79,96% | ITM | 10 d.u. | 5,706 | -0.6 | 0,84 | 0 | 4,75 | 4,29 | 5,21 | 0 | 3,56 | 0 | EUROPÉIA | 66,00% |
| TSLAX570 | PUT | R$ 57,00 | 25,57% | ATM | 31 d.u. | 0,81 | -0.24 | 0,81 | 0 | 3,02 | 2,77 | 3,27 | 0 | 0 | 0.81 | EUROPÉIA | 27,40% |
| TSLAL665 | CALL | R$ 66,50 | 50,01% | OTM | 31 d.u. | 2,00 | 0.32 | 2,00 | 0 | 1,86 | 1,63 | 2,08 | 0 | 0 | 2 | EUROPÉIA | 26,23% |
| TSLAL700 | CALL | R$ 70,00 | 91,43% | OTM | 31 d.u. | 4,29 | 0.38 | 4,29 | 0 | 1,11 | 0,94 | 1,27 | 0 | 0 | 4.29 | AMERICANA | 26,75% |
| TSLAM76 | PUT | R$ 76,00 | 48,15% | ITM | 47 d.u. | 15,75 | -0.83 | 15,75 | 0 | 0 | 0 | 0 | 0 | 16,56 | 0 | EUROPÉIA | 87,89% |
| TSLAD65 | CALL | R$ 65,00 | 58,25% | OTM | 111 d.u. | 8,32 | 0.54 | 8,32 | 0 | 0 | 0 | 0 | 0 | 0 | 8.32 | EUROPÉIA | 39,11% |
| TSLAR480 | PUT | R$ 48,00 | 57,33% | OTM | 154 d.u. | 3,50 | -0.19 | 3,50 | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | EUROPÉIA | 33,35% |
| TSLAR60 | PUT | R$ 60,00 | 49,78% | ATM | 154 d.u. | 6,99 | -0.35 | 6,99 | 0 | 0 | 0 | 0 | 0 | 0,56 | 6.43 | EUROPÉIA | 50,58% |
| TSLAF880 | CALL | R$ 88,00 | 51,76% | OTM | 154 d.u. | 3,50 | 0.28 | 3,50 | 0 | 0 | 0 | 0 | 0 | 0 | 3.5 | EUROPÉIA | 16,46% |