ITSAK930 - Itaú SA
Opções
R$ 9,26
Preço de Exercício
16/11/2020
Vencimento
23 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 9,84
-0,06 (-0,61 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 0,71
Valor Teórico
R$ 0,58
Valor Intrínseco
R$ 0,13
Valor Extrínseco
76,57 %
Delta
0,34171
Gamma
-0,00912
Theta
0,00745
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20200.790.700.930.810.729.840.580.1477 %0.34171-0.009130.0074637 %-6 %
22/10/20200.500.500.770.650.779.900.640.1378 %0.32110-0.008410.0073936 %57 %
21/10/20200.450.390.580.480.499.540.280.2166 %0.44720-0.008830.0091933 %9 %
20/10/20200.310.310.490.440.459.500.240.2164 %0.47776-0.008080.0095330 %45 %
19/10/20200.250.250.400.340.319.220.000.3150 %0.49359-0.008390.0101632 %29 %
16/10/20200.300.240.300.240.249.070.000.2443 %0.49443-0.007710.0100931 %-29 %
15/10/20200.280.280.360.330.349.250.000.3452 %0.47101-0.008000.0106832 %-11 %
14/10/20200.400.350.410.380.389.290.030.3554 %0.44306-0.008090.0109333 %-3 %
13/10/20200.400.360.470.380.399.320.060.3355 %0.44835-0.007630.0111531 %-
09/10/20200.390.380.530.450.469.360.100.3657 %0.39129-0.007960.0115934 %5 %
08/10/20200.230.230.460.380.449.330.070.3756 %0.39785-0.007620.0118333 %76 %
07/10/20200.240.240.270.260.258.900.000.2539 %0.39172-0.006930.0111434 %-14 %
06/10/20200.310.270.340.300.298.980.000.2942 %0.38906-0.007050.0116934 %4 %
05/10/20200.260.230.310.300.288.960.000.2841 %0.39014-0.006740.0118133 %-7 %
02/10/20200.250.250.340.300.308.920.000.3041 %0.35782-0.007070.0119335 %20 %
01/10/20200.250.210.270.230.258.900.000.2539 %0.39294-0.006080.0119231 %0 %
30/09/20200.260.250.270.260.258.800.000.2537 %0.35444-0.006280.0117634 %-4 %
29/09/20200.310.250.310.270.268.820.000.2637 %0.35414-0.006200.0120534 %-16 %
28/09/20200.430.290.430.340.318.970.000.3143 %0.36913-0.006220.0128532 %-6 %
25/09/20200.320.310.340.320.339.020.000.3344 %0.37167-0.006110.0132132 %-8 %
24/09/20200.320.320.400.350.369.030.000.3645 %0.35135-0.006320.0134533 %33 %
23/09/20200.350.270.360.310.278.800.000.2738 %0.34121-0.005780.0127133 %-23 %
22/09/20200.380.330.390.360.358.980.000.3544 %0.34255-0.006090.0136633 %-3 %
21/09/20200.310.300.370.320.368.980.000.3644 %0.33569-0.006080.0138534 %-12 %
18/09/20200.480.410.480.420.418.990.000.4146 %0.30694-0.006530.0141036 %-20 %
17/09/20200.480.480.510.500.519.250.000.5153 %0.31655-0.006280.0147234 %-9 %
16/09/20200.590.560.610.560.569.260.000.5654 %0.29011-0.006660.0149036 %-5 %
15/09/20200.620.580.620.590.599.260.000.5954 %0.27500-0.006850.0150638 %-
11/09/20200.740.740.740.740.749.270.010.7355 %0.21902-0.008120.0153847 %-
31/08/20200.800.800.800.800.80---------
21/08/20200.900.900.900.900.90---------
18/08/20200.700.700.700.700.70---------18 %
17/08/20200.850.850.850.850.85---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
ITSAK948Americano9,460,20
ITSAK968Americano9,660,40
ITSAK988Americano9,860,60
ITSAK100Europeu9,960,70
ITSAK105Americano10,511,25
ITSAK108Europeu10,761,50
ITSAK110Americano11,011,75
ITSAK115Americano11,512,25
ITSAK120Americano12,012,75
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
ITSAK908Americano9,06-0,20
ITSAK888Americano8,86-0,40
ITSAK868Americano8,66-0,60
ITSAK848Americano8,46-0,80
ITSAK830Americano8,26-1,00
ITSAK806Americano8,06-1,20
ITSAK786Americano7,86-1,40
ITSAK766Americano7,66-1,60
ITSAK746Americano7,46-1,80
ITSAK726Americano7,26-2,00