VALEK728 - Vale
Opções
R$ 70,54
Preço de Exercício
16/11/2020
Vencimento
19 dias
Até o Vencimento
Compra
Tipo
Americano
Estilo
Ativo Associado
R$ 62,53
0,03 (0,05 %)
27/10/2020 17:00
Calculadora Black & Scholes
R$ 0,10
Valor Teórico
R$ 0,00
Valor Intrínseco
R$ 0,10
Valor Extrínseco
5,72 %
Delta
0,02482
Gamma
-0,01922
Theta
0,01659
Vega
Preço e Variação Diários (R$)
DiaAbert.Mín.Máx.Méd.Fech.AtivoVIVEDeltaGammaThetaVegaVolat.Var.
27/10/20200.110.090.120.100.1162.530.000.116 %0.02483-0.019230.0166032 %0 %
26/10/20200.130.110.150.120.1162.500.000.116 %0.02473-0.017980.0171431 %-27 %
23/10/20200.100.100.160.120.1563.450.000.158 %0.03159-0.020560.0224129 %50 %
22/10/20200.100.100.120.110.1063.100.000.106 %0.02639-0.014530.0181827 %0 %
21/10/20200.100.100.120.100.1062.850.000.106 %0.02536-0.013840.0183427 %-9 %
20/10/20200.150.110.180.140.1161.840.000.115 %0.02254-0.014510.0184029 %-27 %
19/10/20200.210.150.230.180.1561.950.000.157 %0.02530-0.017310.0224530 %-25 %
16/10/20200.230.190.230.200.2062.240.000.208 %0.02849-0.020190.0271331 %-13 %
15/10/20200.170.170.250.210.2362.470.000.239 %0.03039-0.021180.0301630 %-8 %
14/10/20200.210.200.250.210.2563.000.000.2510 %0.03333-0.021140.0332329 %14 %
13/10/20200.180.180.240.200.2262.140.000.229 %0.02882-0.019030.0301930 %-
09/10/20200.220.200.220.200.2061.600.000.208 %0.02629-0.016680.0289829 %-9 %
08/10/20200.180.180.220.210.2261.290.000.228 %0.02593-0.017370.0303530 %22 %
07/10/20200.200.180.200.180.1860.170.000.187 %0.02159-0.014890.0261231 %-10 %
06/10/20200.210.200.210.200.2058.620.000.207 %0.01904-0.016080.0257536 %-20 %
05/10/20200.240.240.250.240.2559.590.000.258 %0.02227-0.017930.0309034 %19 %
02/10/20200.240.210.270.240.2158.320.000.217 %0.01882-0.015700.0269036 %-19 %
01/10/20200.300.250.300.260.2658.860.000.268 %0.02100-0.017600.0313235 %-7 %
30/09/20200.330.280.330.280.2859.110.000.289 %0.02190-0.017920.0334135 %4 %
29/09/20200.340.270.370.330.2758.350.000.278 %0.02027-0.017230.0320636 %-21 %
28/09/20200.400.340.440.380.3458.780.000.3410 %0.02224-0.019600.0371336 %-13 %
25/09/20200.400.390.430.400.3959.250.000.3911 %0.02384-0.020800.0410436 %-5 %
24/09/20200.500.410.500.460.4158.660.000.4111 %0.02287-0.021270.0413637 %-16 %
23/09/20200.370.370.500.370.4959.100.000.4912 %0.02443-0.023260.0462537 %-2 %
22/09/20200.500.500.500.500.5057.810.000.5012 %0.02212-0.023680.0446141 %-15 %
21/09/20200.610.590.610.590.5960.000.000.5914 %0.02699-0.024620.0533736 %-37 %
18/09/20200.800.800.930.830.9361.660.000.9320 %0.03156-0.031230.0683736 %48 %
17/09/20200.530.530.630.580.6362.080.000.6317 %0.03322-0.023080.0620530 %7 %
16/09/20200.670.590.670.620.5960.970.000.5915 %0.02958-0.022330.0579932 %-25 %
15/09/20200.800.790.930.800.7962.600.000.7919 %0.03504-0.025260.0703631 %8 %
14/09/20200.710.710.730.710.73--------6 %
11/09/20200.650.650.690.670.69--------41 %
10/09/20200.550.490.550.540.49---------20 %
09/09/20200.610.610.610.610.61---------
04/09/20200.610.580.690.630.62---------
02/09/20200.710.710.720.710.72---------19 %
01/09/20200.830.830.890.850.89--------25 %
31/08/20200.710.710.710.710.71---------20 %
28/08/20200.870.870.890.880.89--------7 %
27/08/20200.830.830.830.830.83---------9 %
26/08/20201.010.911.010.960.91---------
Travas de Baixa
CódigoEstiloStrikeDiferança Strikes
VALEK710Europeu71,040,50
VALEK738Americano71,541,00
VALEK720Europeu72,041,50
VALEK748Americano72,542,00
VALEK730Europeu73,042,50
Travas de Alta
CódigoEstiloStrikeDiferança Strikes
VALEK723Europeu70,04-0,50
VALEK718Americano69,54-1,00
VALEK690Europeu69,04-1,50
VALEK708Americano68,54-2,00
VALEK680Europeu68,04-2,50