Escolar Documentos
Profissional Documentos
Cultura Documentos
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
Put Option
Put Option
Put Option
Put Option
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
4400
4400
4400
4400
24
23
22
21
21.0
21.0
21.0
21.0
0.0
0.0
0.0
0.0
641.78
640.74
639.70
638.68
637.66
0.994
0.995
0.996
0.996
0.997
-1.045
-1.038
-1.030
-1.023
-1.015
0.000
0.000
0.000
0.000
0.000
0.221
0.193
0.166
0.141
0.118
2.976
2.861
2.744
2.627
2.510
0.54
0.45
0.38
0.31
0.25
-0.006
-0.005
-0.004
-0.004
-0.003
-0.086
-0.078
-0.071
-0.063
-0.055
0.000
0.000
0.000
0.000
0.000
0.221
0.193
0.166
0.141
0.118
-0.021
-0.017
-0.014
-0.012
-0.009
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
4400
4400
4400
4400
4400
4400
4400
4400
4400
4400
20
19
18
17
16
15
14
13
11
10
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
636.65
635.64
634.64
633.65
632.67
631.68
630.71
629.74
627.80
626.84
0.997
0.998
0.998
0.999
0.999
0.999
0.999
1.000
1.000
1.000
-1.008
-1.001
-0.995
-0.989
-0.983
-0.978
-0.974
-0.971
-0.966
-0.964
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.097
0.079
0.062
0.048
0.036
0.026
0.018
0.012
0.004
0.002
2.393
2.275
2.157
2.039
1.920
1.801
1.682
1.562
1.323
1.203
0.20
0.16
0.12
0.09
0.06
0.04
0.03
0.02
0.01
0.00
-0.003
-0.002
-0.002
-0.001
-0.001
-0.001
-0.001
0.000
0.000
0.000
-0.048
-0.041
-0.034
-0.028
-0.022
-0.017
-0.013
-0.009
-0.004
-0.002
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.097
0.079
0.062
0.048
0.036
0.026
0.018
0.012
0.004
0.002
-0.007
-0.006
-0.004
-0.003
-0.002
-0.002
-0.001
-0.001
0.000
0.000
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
4400
4400
4400
4400
4400
4400
4400
4400
4400
4400
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
625.87
624.91
623.95
622.98
622.02
621.06
620.09
619.13
618.16
#DIV/0!
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
#DIV/0!
-0.963
-0.963
-0.963
-0.963
-0.963
-0.964
-0.964
-0.964
-0.964
#DIV/0!
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
#DIV/0!
0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
#DIV/0!
1.083
0.963
0.843
0.722
0.602
0.482
0.361
0.241
0.121
#DIV/0!
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
#DIV/0!
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
#DIV/0!
-0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
#DIV/0!
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
#DIV/0!
0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
#DIV/0!
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
#DIV/0!
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
Put Option
Put Option
Put Option
Put Option
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
4000
4100
4200
4300
20
20
20
20
21.0
21.0
21.0
21.0
0.0
0.0
0.0
0.0
1034.70
935.13
835.58
736.05
1.000
1.000
1.000
0.999
-0.873
-0.895
-0.919
-0.950
0.000
0.000
0.000
0.000
0.000
0.001
0.004
0.024
2.182
2.237
2.291
2.344
0.00
0.00
0.01
0.04
0.000
0.000
0.000
-0.001
0.000
0.000
-0.002
-0.012
0.000
0.000
0.000
0.000
0.000
0.001
0.004
0.024
0.000
0.000
0.000
-0.002
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
4400
4500
4600
4700
4800
4900
5000
5100
5200
5300
20
20
20
20
20
20
20
20
20
20
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
21.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
636.65
537.73
440.24
346.15
258.65
181.68
118.77
71.66
39.65
20.03
0.997
0.990
0.970
0.925
0.845
0.724
0.573
0.413
0.270
0.158
-1.008
-1.135
-1.390
-1.811
-2.343
-2.818
-3.023
-2.840
-2.325
-1.659
0.000
0.000
0.000
0.001
0.001
0.001
0.002
0.002
0.001
0.001
0.097
0.313
0.801
1.656
2.802
3.926
4.607
4.574
3.880
2.837
2.393
2.427
2.425
2.354
2.181
1.891
1.510
1.097
0.719
0.424
0.20
0.85
2.92
8.40
20.46
43.05
79.70
132.15
199.70
279.65
-0.003
-0.010
-0.030
-0.075
-0.155
-0.276
-0.427
-0.587
-0.730
-0.842
-0.048
-0.153
-0.387
-0.785
-1.296
-1.748
-1.931
-1.727
-1.190
-0.502
0.000
0.000
0.000
0.001
0.001
0.001
0.002
0.002
0.001
0.001
0.097
0.313
0.801
1.656
2.802
3.926
4.607
4.574
3.880
2.837
-0.007
-0.028
-0.084
-0.210
-0.438
-0.783
-1.218
-1.686
-2.118
-2.467
5017.20
5017.20
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
8.0
8.0
5400
5500
5600
5700
5800
5900
20
20
20
20
20
20
21.0
21.0
21.0
21.0
21.0
21.0
0.0
0.0
0.0
0.0
0.0
0.0
9.22
3.87
1.48
0.52
0.16
0.05
0.083
0.040
0.017
0.007
0.002
0.001
-1.036
-0.570
-0.277
-0.120
-0.047
-0.016
0.001
0.000
0.000
0.000
0.000
0.000
1.803
1.004
0.493
0.215
0.084
0.030
0.224
0.107
0.046
0.018
0.006
0.002
368.41
462.61
559.78
658.38
757.60
857.04
-0.917
-0.960
-0.983
-0.993
-0.998
-0.999
0.142
0.630
0.945
1.124
1.219
1.271
0.001
0.000
0.000
0.000
0.000
0.000
1.803
1.004
0.493
0.215
0.084
0.030
-2.721
-2.894
-3.009
-3.092
-3.158
-3.217
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
Put Option
Put Option
Put Option
Put Option
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
5000
5000
5000
5000
20
20
20
20
21.0
21.0
21.0
21.0
1.0
2.0
3.0
4.0
117.20
115.65
114.10
112.57
0.568
0.563
0.559
0.554
-2.943
-2.865
-2.787
-2.711
0.002
0.002
0.002
0.002
4.614
4.620
4.625
4.630
1.497
1.484
1.471
1.458
80.88
82.07
83.27
84.49
-0.431
-0.435
-0.440
-0.444
-1.989
-2.048
-2.108
-2.168
0.002
0.002
0.002
0.002
4.614
4.620
4.625
4.630
-1.229
-1.241
-1.252
-1.263
5017.20
8.0
5000
20
21.0
5.0
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option
Price
Delta
Theta
Gamma
Vega
Rho
4.634
Put Option
Put Option
Put Option
Put Option
Put Option
-1.275
Put Option
Price
Delta
Theta
Gamma
Vega
Rho
111.06
0.549
-2.635
0.002
4.634
1.445
85.71
-0.448
-2.230
0.002
5017.20
8.0
5100
20
21.0
2.0
70.53
69.41
0.409
0.404
-2.772
-2.705
0.002
0.002
4.560
4.546
1.084
1.072
133.77
135.40
-0.591
-0.595
-1.796
-1.866
0.002
0.002
4.560
4.546
-1.697
-1.707
5017.20
5017.20
8.0
8.0
8.0
5100
5100
5100
20
20
20
21.0
21.0
21.0
3.0
4.0
5.0
68.30
67.21
66.13
0.400
0.395
0.391
-2.638
-2.573
-2.509
0.002
0.002
0.002
4.531
4.515
4.499
1.059
1.047
1.035
137.04
138.69
140.35
-0.599
-0.603
-0.607
-1.937
-2.009
-2.081
0.002
0.002
0.002
4.531
4.515
-1.718
-1.729
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option
Price
Delta
Theta
Gamma
Vega
Rho
4.499
Put Option
Put Option
Put Option
Put Option
Put Option
-1.740
Put Option
Price
Delta
Theta
Gamma
Vega
Rho
5017.20
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
8.0
5200
5200
5200
5200
5200
20
20
20
20
20
21.0
21.0
21.0
21.0
21.0
1.0
2.0
3.0
4.0
5.0
38.91
38.19
37.47
36.77
36.07
0.266
0.262
0.258
0.254
0.251
-2.269
-2.214
-2.160
-2.107
-2.055
0.001
0.001
0.001
0.001
0.001
3.851
3.822
3.793
3.763
3.733
0.709
0.698
0.688
0.678
0.668
201.71
203.74
205.77
207.81
209.85
-0.734
-0.737
-0.740
-0.743
-0.747
-1.272
-1.354
-1.437
-1.521
-1.606
0.001
0.001
0.001
0.001
0.001
3.851
3.822
3.793
3.763
3.733
Put Option
Put Option
Put Option
Put Option
Put Option
-2.127
-2.135
-2.144
-2.153
-2.161
Put Option
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option
5017.20
5017.20
5017.20
5017.20
5017.20
8.0
8.0
8.0
8.0
8.0
5300
5300
5300
5300
5300
20
20
20
20
20
21.0
21.0
21.0
21.0
21.0
1.0
2.0
3.0
4.0
5.0
19.60
19.18
18.76
18.35
17.95
0.155
0.153
0.150
0.147
0.145
-1.617
-1.576
-1.536
-1.497
-1.458
0.001
0.001
0.001
0.001
0.001
2.804
2.770
2.737
2.704
2.671
0.416
0.409
0.402
0.394
0.387
281.97
284.29
286.62
288.96
291.30
-0.844
-0.846
-0.848
-0.850
-0.853
-0.598
-0.694
-0.791
-0.889
-0.987
0.001
0.001
0.001
0.001
0.001
2.804
2.770
2.737
2.704
2.671
-2.473
-2.479
-2.485
-2.491
-2.496
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
Put Option
Put Option
Put Option
Put Option
Price
Delta
Theta
Gamma
Vega
Rho
Put Option
5500.00
5500.00
5500.00
5500.00
8.0
8.0
8.0
8.0
5300
5300
5300
5300
20
20
20
20
21.0
22.0
23.0
24.0
0.0
0.0
0.0
0.0
252.68
256.27
259.96
263.75
0.807
0.797
0.787
0.778
-2.769
-2.906
-3.043
-3.179
0.001
0.001
0.001
0.001
3.526
3.639
3.741
3.832
2.294
2.261
2.230
2.200
29.50
33.09
36.78
40.56
-0.193
-0.203
-0.213
-0.222
-1.612
-1.749
-1.886
-2.023
0.001
0.001
0.001
0.001
3.526
3.639
3.741
3.832
-0.597
-0.631
-0.662
-0.691
5500.00
5500.00
5500.00
5500.00
5500.00
5500.00
5500.00
5500.00
5500.00
5500.00
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
8.0
5300
5300
5300
5300
5300
5300
5300
5300
5300
5300
20
20
20
20
20
20
20
20
20
20
25.0
26.0
27.0
28.0
29.0
30.0
31.0
32.0
33.0
34.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
267.62
271.57
275.59
279.68
283.83
288.03
292.28
296.57
300.90
305.28
0.769
0.761
0.754
0.747
0.740
0.734
0.728
0.723
0.717
0.712
-3.315
-3.451
-3.587
-3.722
-3.856
-3.990
-4.124
-4.258
-4.391
-4.523
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
3.914
3.989
4.056
4.118
4.174
4.225
4.272
4.315
4.354
4.390
2.172
2.146
2.121
2.098
2.075
2.054
2.034
2.015
1.997
1.980
44.44
48.39
52.41
56.50
60.65
64.85
69.09
73.39
77.72
82.09
-0.231
-0.239
-0.246
-0.253
-0.260
-0.266
-0.272
-0.277
-0.283
-0.288
-2.159
-2.295
-2.430
-2.565
-2.700
-2.834
-2.968
-3.101
-3.234
-3.367
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
0.001
3.914
3.989
4.056
4.118
4.174
4.225
4.272
4.315
4.354
4.390
-0.719
-0.745
-0.770
-0.794
-0.816
-0.837
-0.857
-0.876
-0.895
-0.912
5500.00
8.0
5300
20
35.0
0.0
309.68
0.708
-4.656
0.001
4.424
1.963
86.50
-0.292
-3.499
0.001
4.424
-0.928
5500.00
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option
Put Option
Put Option
Put Option
Put Option
Put Option
Put Option
5500.00
5500.00
5500.00
8.0
9.0
10.0
11.0
5300
5300
5300
5300
20
20
20
20
20.0
20.0
20.0
20.0
0.0
0.0
0.0
0.0
Price
Delta
Theta
Gamma
Vega
Rho
249.22
251.55
253.89
256.24
0.818
0.821
0.824
0.827
-2.632
-2.734
-2.836
-2.940
0.001
0.001
0.001
0.001
3.400
3.364
3.328
3.292
2.329
2.337
2.345
2.353
Price
Delta
Theta
Gamma
Vega
Rho
26.04
25.48
24.93
24.39
-0.182
-0.179
-0.176
-0.173
-1.475
-1.433
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