VALEK688 - Vale
Opções
R$ 66,54
Preço de Exercício
16/11/2020
Vencimento
26 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 62,85
1,01 (1,63 %)
21/10/2020 17:00
Calculadora Black & Scholes
R$ 0,58
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,58
Valor Extrínseco
22,94 %
Delta
0,06729
Gamma
-0,03900
Theta
0,04995
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
21/10/20200.450.430.620.560.5862.850.000.5823 %0.06729-0.039010.0499527 %14 %
20/10/20200.600.470.670.570.5161.840.000.5119 %0.05589-0.036500.0458030 %-15 %
19/10/20200.700.580.850.720.6061.950.000.6021 %0.05620-0.038460.0497030 %-18 %
16/10/20200.860.710.860.770.7362.240.000.7324 %0.05749-0.041020.0547231 %-9 %
15/10/20200.740.690.880.800.8062.470.000.8025 %0.05880-0.040990.0581130 %-17 %
14/10/20200.790.730.960.840.9663.000.000.9629 %0.06156-0.042550.0637830 %25 %
13/10/20200.700.590.860.760.7762.140.000.7724 %0.05606-0.037560.0589130 %-
09/10/20200.720.650.740.670.6861.600.000.6822 %0.05236-0.033090.0573829 %-1 %
08/10/20200.580.560.740.680.6961.290.000.6922 %0.04978-0.032800.0575630 %19 %
07/10/20200.600.520.680.580.5860.170.000.5818 %0.04277-0.029810.0518631 %16 %
06/10/20200.670.470.670.550.5058.620.000.5015 %0.03495-0.027720.0457034 %-25 %
05/10/20200.650.620.720.650.6759.590.000.6719 %0.03947-0.031540.0544034 %24 %
02/10/20200.640.540.690.640.5458.320.000.5416 %0.03394-0.027680.0478435 %-18 %
01/10/20200.790.620.790.620.6658.860.000.6618 %0.03624-0.030180.0537435 %-7 %
30/09/20200.840.700.890.780.7159.110.000.7119 %0.03724-0.030480.0566635 %3 %
29/09/20200.770.670.900.810.6958.350.000.6918 %0.03427-0.029870.0547736 %-13 %
28/09/20201.030.791.030.870.7958.780.000.7920 %0.03575-0.031330.0593736 %-9 %
25/09/20200.870.870.950.900.8759.250.000.8721 %0.03738-0.031930.0634835 %2 %
24/09/20200.980.851.010.990.8558.660.000.8520 %0.03517-0.031320.0620936 %-21 %
23/09/20200.810.801.080.951.0759.100.001.0723 %0.03591-0.035030.0686238 %5 %
22/09/20201.100.911.100.951.0257.810.001.0221 %0.03195-0.034690.0647641 %2 %
21/09/20201.201.001.201.051.0060.000.001.0024 %0.04005-0.030620.0722233 %-33 %
18/09/20201.491.491.731.531.5061.660.001.5031 %0.04388-0.035980.0861133 %6 %
17/09/20201.151.151.431.311.4262.080.001.4231 %0.04725-0.032990.0880530 %28 %
16/09/20201.151.111.151.131.1160.970.001.1126 %0.04418-0.029170.0806030 %-28 %
15/09/20201.811.551.811.681.5562.600.001.5534 %0.04895-0.032310.0934829 %7 %
14/09/20201.411.411.451.441.4561.910.001.4531 %0.04595-0.031630.0907830 %9 %
11/09/20201.291.291.331.311.3361.950.001.3330 %0.04768-0.029140.0906628 %37 %
10/09/20201.010.971.010.990.9758.530.000.9722 %0.03450-0.027230.0724534 %-14 %
09/09/20201.131.131.131.131.1360.000.001.1325 %0.03935-0.027820.0816531 %-2 %
08/09/20201.151.151.151.151.15---------
04/09/20201.091.091.211.161.21--------3 %
03/09/20201.211.171.211.191.17---------19 %
02/09/20201.401.401.451.421.45---------6 %
01/09/20201.491.491.551.521.55--------15 %
31/08/20201.471.351.471.411.35---------10 %
28/08/20201.531.501.651.501.50---------
24/08/20202.002.002.112.042.11---------
11/08/20202.502.502.502.502.50---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK670Europeu67,040,50
VALEK698Americano67,541,00
VALEK680Europeu68,041,50
VALEK708Americano68,542,00
VALEK690Europeu69,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK660Europeu66,04-0,50
VALEK678Americano65,54-1,00
VALEK650Europeu65,04-1,50
VALEK668Americano64,54-2,00
VALEK663Europeu64,04-2,50