Derivativos — Grades de Opções B3 e EUA

Grade de opções · PETR4

dados simulados

ITM · Dentro | ATM · No | OTM · Fora

Venda a seco · POP:Taxa:POP ≥80% e ≥3%POP 75–79%

										Strike	Puts
Código	Posição	IV	Δ	Γ	Θ	ν	POP	Taxa	Prêmio	K	Prêmio	Taxa	POP	IV	Δ	Γ	Θ	ν	Posição	Código
PETRK260	ITM	41.1%	0.99	0.007	-0.009	0.002	1%	20.5%	6.67	26.00	0.01	0.0%	99%	41.3%	-0.01	0.008	-0.002	0.002	OTM	PETRW260
PETRK270	ITM	39.8%	0.98	0.016	-0.011	0.004	2%	17.5%	5.69	27.00	0.02	0.1%	98%	38.8%	-0.02	0.014	-0.003	0.003	OTM	PETRW270
PETRK280	ITM	37.6%	0.96	0.029	-0.014	0.007	4%	14.5%	4.72	28.00	0.05	0.2%	96%	38.0%	-0.04	0.029	-0.006	0.007	OTM	PETRW280
PETRK290	ITM	37.1%	0.92	0.052	-0.018	0.012	8%	11.7%	3.79	29.00	0.11	0.4%	92%	37.0%	-0.08	0.052	-0.009	0.012	OTM	PETRW290
PETRK300	ITM	36.0%	0.85	0.083	-0.023	0.018	15%	9.0%	2.91	30.00	0.23	0.8%	85%	36.3%	-0.15	0.083	-0.014	0.018	OTM	PETRW300
PETRK310	ITM	35.3%	0.75	0.116	-0.027	0.025	25%	6.5%	2.12	31.00	0.43	1.4%	75%	35.3%	-0.25	0.116	-0.018	0.025	OTM	PETRW310
PETRK320	ATM	35.0%	0.62	0.140	-0.030	0.030	38%	4.5%	1.46	32.00	0.76	2.4%	62%	34.9%	-0.38	0.140	-0.021	0.030	ATM	PETRW320
PETRK330	OTM	34.6%	0.47	0.147	-0.030	0.031	53%	2.9%	0.94	33.00	1.24	3.8%	47%	34.7%	-0.53	0.147	-0.020	0.031	ITM	PETRW330
PETRK340	OTM	34.6%	0.33	0.135	-0.026	0.028	67%	1.8%	0.57	34.00	1.86	5.5%	33%	34.6%	-0.67	0.135	-0.016	0.028	ITM	PETRW340
PETRK350	OTM	34.8%	0.22	0.109	-0.021	0.023	78%	1.0%	0.33	35.00	2.61	7.5%	22%	34.7%	-0.78	0.109	-0.011	0.023	ITM	PETRW350
PETRK360	OTM	35.0%	0.14	0.080	-0.015	0.017	86%	0.6%	0.18	36.00	3.46	9.6%	14%	35.1%	-0.86	0.080	-0.005	0.017	ITM	PETRW360
PETRK370	OTM	34.9%	0.08	0.053	-0.010	0.011	92%	0.3%	0.09	37.00	4.37	11.8%	8%	35.6%	-0.92	0.054	0.000	0.012	ITM	PETRW370
PETRK380	OTM	36.0%	0.04	0.034	-0.007	0.007	96%	0.2%	0.05	38.00	5.31	14.0%	4%	35.2%	-0.96	0.032	0.005	0.007	ITM	PETRW380
PETRK390	OTM	37.4%	0.03	0.022	-0.005	0.005	97%	0.1%	0.03	39.00	6.28	16.1%	2%	35.3%	-0.98	0.018	0.008	0.004	ITM	PETRW390
PETRK400	OTM	35.9%	0.01	0.010	-0.002	0.002	99%	0.0%	0.01	40.00	7.27	18.2%	2%	38.4%	-0.98	0.013	0.009	0.003	ITM	PETRW400

Prêmios simulados. IV e gregas calculadas localmente (Black-Scholes) · Θ por dia · ν por 1 p.p. · C = compra, V = venda.

B3 via brapi.dev: dados com delay, sem prazo de atraso confirmado. EUA via CBOE: delay de aproximadamente 15 minutos. Dados simulados quando indisponíveis. Cálculos executados localmente no navegador. Conteúdo educacional — não é recomendação de investimento.