ITSAW930 - Itaú SA
Opções
R$ 9,26
Preço de Exercício
16/11/2020
Vencimento
26 dias
Até o Vencimento
Venda
Tipo
Europeu
Estilo
Ativo Associado
R$ 9,50
0,28 (3,04 %)
20/10/2020 17:00
Calculadora Black & Scholes
R$ 0,18
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,18
Valor Extrínseco
-35,30 %
Delta
0,48761
Gamma
-0,00717
Theta
0,00950
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
20/10/20200.290.170.290.190.199.500.000.19-35 %0.48762-0.007180.0095130 %-39 %
19/10/20200.390.260.400.290.319.220.040.27-50 %0.53668-0.007040.0101629 %-18 %
16/10/20200.350.350.410.380.389.070.190.19-58 %0.55391-0.006120.0100327 %15 %
15/10/20200.330.320.410.360.339.250.010.32-48 %0.47734-0.007190.0106831 %0 %
14/10/20200.190.190.340.320.339.290.000.33-46 %0.44779-0.007300.0109332 %-3 %
13/10/20200.330.290.370.330.349.320.000.34-45 %0.41632-0.007480.0111634 %-
09/10/20200.380.270.410.320.319.360.000.31-43 %0.42495-0.006650.0115831 %-9 %
08/10/20200.530.340.530.430.349.330.000.34-44 %0.40921-0.006710.0118232 %-38 %
07/10/20200.520.520.580.550.558.900.360.19-63 %0.43285-0.005400.0109830 %4 %
06/10/20200.520.450.550.500.538.980.280.25-59 %0.40806-0.005980.0116532 %-5 %
05/10/20200.650.520.650.550.568.960.300.26-59 %0.38905-0.006060.0118133 %-2 %
02/10/20200.590.450.600.550.578.920.340.23-61 %0.39965-0.005510.0118031 %-7 %
01/10/20200.680.610.690.660.618.900.360.25-60 %0.37290-0.005770.0119933 %-3 %
30/09/20200.630.590.650.620.638.800.460.17-66 %0.40218-0.004550.0114229 %0 %
29/09/20200.630.600.640.610.638.820.440.19-65 %0.39218-0.004700.0118230 %15 %
28/09/20200.430.410.620.500.558.970.290.26-58 %0.39154-0.005120.0128030 %-5 %
25/09/20200.540.540.580.560.589.020.240.34-55 %0.34371-0.005920.0132434 %12 %
24/09/20200.630.500.630.590.529.030.230.29-56 %0.38839-0.005000.0134030 %-22 %
23/09/20200.620.580.670.630.678.800.460.21-64 %0.36587-0.004570.0125531 %6 %
22/09/20200.550.550.630.590.638.980.280.35-55 %0.32374-0.005760.0136935 %2 %
21/09/20200.670.610.720.640.628.980.280.34-56 %0.33007-0.005480.0138634 %7 %
18/09/20200.490.490.580.520.588.990.270.31-56 %0.35467-0.004920.0140231 %21 %
17/09/20200.490.470.500.490.489.250.010.47-47 %0.32328-0.005450.0147233 %0 %
16/09/20200.500.440.500.460.489.260.000.48-46 %0.31940-0.005380.0149033 %55 %
15/09/20200.490.310.520.480.319.260.000.31-47 %0.48665-0.003340.0150922 %-38 %
14/09/20200.500.500.520.500.509.380.000.50-43 %0.27082-0.005970.0152537 %-6 %
11/09/20200.520.520.530.520.539.270.000.53-46 %0.28634-0.005610.0154136 %-
09/09/20200.480.480.480.480.489.680.000.48-36 %0.21327-0.006550.0155242 %-
26/08/20200.480.480.480.480.48--------23 %
25/08/20200.390.390.390.390.39--------5 %
24/08/20200.370.370.370.370.37---------18 %
21/08/20200.440.440.450.440.45--------2 %
20/08/20200.440.440.440.440.44---------
18/08/20200.420.400.420.400.40---------11 %
17/08/20200.450.450.450.450.45---------
22/07/20200.400.400.400.400.40---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
ITSAW908Europeu9,06-0,20
ITSAW888Europeu8,86-0,40
ITSAW868Europeu8,66-0,60
ITSAW848Europeu8,46-0,80
ITSAW830Europeu8,26-1,00
ITSAW806Europeu8,06-1,20
ITSAW786Europeu7,86-1,40
ITSAW766Europeu7,66-1,60
ITSAW746Europeu7,46-1,80
ITSAW726Europeu7,26-2,00
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
ITSAW948Europeu9,460,20
ITSAW968Europeu9,660,40
ITSAW988Europeu9,860,60
ITSAW105Europeu10,511,25
ITSAW108Europeu10,761,50
ITSAW110Europeu11,011,75
ITSAW115Europeu11,512,25
ITSAW120Europeu12,012,75