Histórico de volatilidade implícita
IV da série no dinheiro do vencimento mais curto contra a volatilidade realizada de 21 dias · base simulada
IV atual
20.0%
Vol. realizada
63.2%
IV − realizada
-43.2 p.p.
Mínima do período
17.5%
Máxima do período
35.1%
IV Rank
14
IV implícita × volatilidade realizada — ABEV3
IV acima da realizada indica opções caras em relação ao movimento efetivo do ativo — cenário favorável a estruturas vendidas em volatilidade. Percentil atual: 22% dos dias com IV menor.
IV Rank por ativo (1 ano)
Comparativo de volatilidade
| Ativo | IV | Realizada | Mín | Máx | Rank |
|---|---|---|---|---|---|
| JBSS3 | 36.0% | 66.9% | 30.9% | 40.3% | 54 |
| SANB11 | 26.9% | 23.0% | 15.9% | 39.8% | 46 |
| CSNA3 | 51.3% | 87.7% | 46.0% | 58.4% | 43 |
| ELET3 | 30.4% | 126.0% | 22.4% | 41.9% | 41 |
| CMIG4 | 27.9% | 20.9% | 21.8% | 38.3% | 37 |
| VBBR3 | 38.5% | 25.2% | 33.3% | 48.2% | 35 |
| RAIL3 | 33.1% | 30.1% | 27.7% | 44.3% | 32 |
| ITSA4 | 26.6% | 14.4% | 21.3% | 38.3% | 31 |
| ITUB4 | 24.2% | 19.7% | 15.4% | 43.6% | 31 |
| BPAC11 | 33.5% | 107.5% | 26.3% | 49.7% | 31 |
| PETR4 | 34.3% | 193.5% | 30.3% | 43.5% | 30 |
| EMBR3 | 47.3% | 137.1% | 42.8% | 58.1% | 30 |
| BOVA11 | 19.0% | 50.1% | 13.5% | 32.6% | 29 |
| MRVE3 | 61.2% | 42.1% | 53.3% | 82.2% | 28 |
| NTCO3 | 60.5% | 90.0% | 52.0% | 82.9% | 27 |
| CYRE3 | 42.0% | 98.9% | 35.8% | 58.5% | 27 |
| TOTS3 | 34.4% | 17.7% | 29.6% | 47.5% | 27 |
| COGN3 | 70.5% | 78.6% | 64.6% | 87.7% | 26 |
| WEGE3 | 25.3% | 138.8% | 20.4% | 39.6% | 25 |
| BBAS3 | 25.8% | 100.2% | 21.2% | 40.2% | 24 |
| VALE3 | 32.2% | 146.3% | 26.4% | 50.4% | 24 |
| RDOR3 | 34.4% | 38.4% | 29.8% | 48.9% | 24 |
| SUZB3 | 30.6% | 53.4% | 27.3% | 41.6% | 23 |
| SMAL11 | 27.9% | 25.6% | 22.8% | 45.5% | 23 |
| PETR3 | 33.3% | 55.3% | 29.4% | 48.4% | 21 |
| IVVB11 | 16.4% | 10.6% | 13.6% | 28.1% | 19 |
| BBDC4 | 26.9% | 17.9% | 22.4% | 47.4% | 18 |
| LREN3 | 44.2% | 58.4% | 41.2% | 58.9% | 17 |
| EQTL3 | 30.4% | 73.9% | 27.1% | 46.8% | 17 |
| GGBR4 | 38.2% | 127.6% | 33.2% | 63.3% | 17 |
| RENT3 | 41.1% | 102.2% | 38.5% | 54.9% | 16 |
| AZUL4 | 87.2% | 77.6% | 83.1% | 109.3% | 16 |
| B3SA3 | 35.4% | 33.7% | 31.9% | 54.6% | 15 |
| ABEV3 | 20.0% | 63.2% | 17.5% | 35.1% | 14 |
| CVCB3 | 83.4% | 239.9% | 79.3% | 108.8% | 14 |
| VIVT3 | 23.4% | 25.6% | 20.9% | 39.4% | 14 |
| MGLU3 | 72.0% | 247.8% | 69.6% | 91.3% | 11 |
| HAPV3 | 64.0% | 23.9% | 61.5% | 87.3% | 10 |
| BRFS3 | 38.8% | 31.8% | 37.5% | 54.8% | 8 |
| PRIO3 | 47.2% | 181.0% | 45.3% | 72.1% | 7 |
| USIM5 | 55.8% | 62.0% | 55.2% | 74.1% | 3 |