Opções
/PETR4 — Cadeia e Valor JustoA
Spot PETR4
R$ 38.75
IV ATM
26.0%
HV 30d
22.4%
IV − HV
+3.6%
Smile de Volatilidade Implícita
Cadeia de Opções
| Opção | Tipo | Strike | IV % | Delta | Vega | Theta | Último | VJ (IV) | VJ (HV) | Prêmio/Desc. |
|---|---|---|---|---|---|---|---|---|---|---|
| PETRG380 | CALL | 38.00 | 28.0% | 0.62 | 0.120 | -0.040 | 2.45 | 2.38 | 2.12 | +2.9% |
| PETRG390 | CALL | 39.00 | 26.0% | 0.51 | 0.140 | -0.050 | 1.80 | 1.74 | 1.55 | +3.4% |
| PETRG400 | CALL | 40.00 | 25.0% | 0.39 | 0.130 | -0.040 | 1.25 | 1.22 | 1.08 | +2.5% |
| PETRG410 | CALL | 41.00 | 27.0% | 0.28 | 0.110 | -0.040 | 0.82 | 0.78 | 0.69 | +5.1% |
| PETRS380 | PUT | 38.00 | 29.0% | -0.38 | 0.120 | -0.030 | 1.85 | 1.90 | 1.68 | -2.6% |
| PETRS390 | PUT | 39.00 | 27.0% | -0.49 | 0.140 | -0.040 | 2.40 | 2.35 | 2.08 | +2.1% |
| PETRS400 | PUT | 40.00 | 26.0% | -0.61 | 0.130 | -0.040 | 3.05 | 2.98 | 2.64 | +2.3% |