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Desenvolvido por Fbio Figueiredo Terico

Valor do ativo Delta

Strike da OpoVolatilidade

Taxa de Juros

Prazo (em dias teis

0

!amma T"eta

Ve#a

$"%

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CALLS PUTS

#DIV/0! #DIV/0!

#DIV/0! #DIV/0! D1

#DIV/0! #DIV/0! #DIV/0!#DIV/0! #DIV/0!

#DIV/0! #DIV/0!

#DIV/0! #DIV/0!

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D2 Theta liq Theta juro Theta ano

#DIV/0! #DIV/0! #DIV/0! #DIV/0!#DIV/0!

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Desenvolvido por Fbio Figueiredo

Valor do ativo &')*

Strike da Opo &)&+

Valor opo &,*

Taxa *-./

Proteo &&'0/

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T121 D3/aa &*'-/ 1.1364

Taxa do per4odo +0./

Dias para o ve5c &' 0.0635

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