VALEK718 - Vale
Opções
R$ 69,54
Preço de Exercício
16/11/2020
Vencimento
22 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 63,45
0,35 (0,55 %)
23/10/2020 17:00
Calculadora Black & Scholes
R$ 0,20
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,20
Valor Extrínseco
10,28 %
Delta
0,04059
Gamma
-0,02518
Theta
0,02808
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
23/10/20200.140.130.210.140.2163.450.000.2110 %0.04059-0.025180.0280928 %31 %
22/10/20200.160.150.180.160.1663.100.000.168 %0.03600-0.019810.0247827 %0 %
21/10/20200.150.130.170.160.1662.850.000.168 %0.03448-0.018910.0249827 %0 %
20/10/20200.200.150.250.190.1661.840.000.168 %0.02931-0.018580.0237329 %-20 %
19/10/20200.280.200.320.270.2061.950.000.209 %0.03154-0.020690.0273930 %-26 %
16/10/20200.330.270.330.280.2762.240.000.2711 %0.03499-0.024200.0328930 %-16 %
15/10/20200.270.240.340.300.3262.470.000.3212 %0.03715-0.025830.0368030 %-9 %
14/10/20200.270.270.350.280.3563.000.000.3513 %0.04068-0.025760.0404929 %21 %
13/10/20200.270.240.330.280.2962.140.000.2911 %0.03498-0.022410.0360629 %-
09/10/20200.320.260.320.280.2761.600.000.2710 %0.03209-0.020070.0350929 %-4 %
08/10/20200.240.240.300.270.2861.290.000.2810 %0.03103-0.020050.0356430 %17 %
07/10/20200.270.220.280.240.2460.170.000.249 %0.02618-0.017900.0315231 %4 %
06/10/20200.340.220.340.250.2358.620.000.238 %0.02190-0.017430.0287435 %-23 %
05/10/20200.300.290.320.300.3059.590.000.3010 %0.02580-0.019950.0350633 %11 %
02/10/20200.300.270.320.300.2758.320.000.279 %0.02218-0.018470.0316535 %-18 %
01/10/20200.320.320.330.320.3358.860.000.3310 %0.02445-0.020420.0363935 %-3 %
30/09/20200.400.340.410.370.3459.110.000.3410 %0.02522-0.020120.0379634 %-3 %
29/09/20200.460.340.470.430.3558.350.000.3510 %0.02360-0.020310.0375536 %-20 %
28/09/20200.500.440.550.460.4458.780.000.4412 %0.02557-0.022990.0430937 %-15 %
25/09/20200.480.480.520.480.5259.250.000.5214 %0.02729-0.024830.0479436 %11 %
24/09/20200.590.470.590.570.4758.660.000.4712 %0.02555-0.022870.0453136 %-22 %
23/09/20200.450.450.600.460.6059.100.000.6015 %0.02730-0.026120.0517737 %5 %
22/09/20200.610.570.610.590.5757.810.000.5714 %0.02439-0.025380.0484740 %-11 %
21/09/20200.710.640.730.640.6460.000.000.6416 %0.02980-0.025310.0568135 %-31 %
18/09/20201.070.931.101.030.9361.660.000.9321 %0.03483-0.030140.0704634 %15 %
17/09/20200.730.730.810.770.8162.080.000.8120 %0.03688-0.026380.0698531 %21 %
16/09/20200.850.670.850.750.6760.970.000.6717 %0.03293-0.023600.0628431 %-22 %
15/09/20200.970.860.970.870.8662.600.000.8621 %0.03898-0.025700.0747429 %-1 %
14/09/20201.100.871.100.980.8761.910.000.8721 %0.03606-0.026060.0732931 %-8 %
11/09/20200.790.790.950.940.9561.950.000.9522 %0.03591-0.027020.0761831 %61 %
10/09/20200.630.590.630.610.59---------17 %
09/09/20200.730.710.730.720.71--------1 %
08/09/20200.740.700.740.720.70---------
04/09/20200.700.700.810.760.81--------11 %
03/09/20200.800.730.800.770.73---------20 %
02/09/20200.890.830.910.860.91---------10 %
01/09/20200.850.851.020.951.01--------16 %
31/08/20200.910.870.910.870.87---------
11/08/20201.501.501.661.521.66---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK723Europeu70,040,50
VALEK728Americano70,541,00
VALEK710Europeu71,041,50
VALEK738Americano71,542,00
VALEK720Europeu72,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK690Europeu69,04-0,50
VALEK708Americano68,54-1,00
VALEK680Europeu68,04-1,50
VALEK698Americano67,54-2,00
VALEK670Europeu67,04-2,50