PBR Options
Petrobras Options Chain, Implied Volatility & Greeks
Comprehensive options market data for Petrobras (PBR). Explore implied volatility patterns, options chain liquidity, gamma exposure levels, and key market metrics.
PBR Options at a Glance
What's Covered in This Guide
1 About Petrobras (PBR)
Petrobras trades on NYSE. Options on PBR are actively traded by retail and institutional investors.
Company Profile
Key Dates
PBR is an actively traded options name in the Oil & Gas space.
2 PBR Options Market Overview
PBR options offer moderate liquidity for traders seeking exposure to Oil & Gas.
Liquidity Assessment: Moderate
PBR options provide moderate liquidity for most trading strategies.
3 PBR Volatility Profile
PBR implied volatility reflects market expectations for Petrobras price movement.
Earnings Impact
IV typically increases before earnings and contracts afterward (IV crush).
Historical Volatility vs IV
Compare IV to historical volatility to assess option pricing relative to realized moves.
Term Structure
Term structure varies with market conditions and upcoming events.
PBR Gamma Exposure (GEX)
Gamma Exposure (GEX) analysis for PBR shows how dealer hedging may impact price behavior.
Typical GEX Profile: GEX profile varies based on market conditions and option positioning.
Key Levels: Major put and call walls at round number strikes may act as support/resistance.
Dealer Hedging: Dealer hedging activity can influence price behavior at key gamma levels.
4 Common PBR Options Strategies
These are strategies commonly used by traders on PBR options, based on typical market characteristics. This is not investment advice.
Used by PBR traders for directional exposure. Moderate liquidity supports efficient execution.
Used by PBR traders for volatility exposure. Moderate liquidity supports efficient execution.
Used by PBR traders for neutral exposure. Moderate liquidity supports efficient execution.
Used by PBR traders for income exposure. Moderate liquidity supports efficient execution.
Used by PBR traders for volatility exposure. Moderate liquidity supports efficient execution.
Key Considerations for PBR Options
- PBR options liquidity: Moderate - affects execution quality
- IV range: 25% - 60% - important for premium selling strategies
- Earnings events can significantly impact IV and option prices
- Consider position sizing based on underlying volatility
- Weekly options available for short-term strategies
- LEAPS available for longer-term positioning
Frequently Asked Questions: PBR Options
What are PBR options?
PBR options are derivative contracts that give you the right to buy (call) or sell (put) Petrobras shares at a specific price before expiration.
How do I analyze PBR implied volatility?
PBR IV typically ranges from 25% - 35% during quiet periods to 48% - 60% around earnings and major events. Compare current IV to historical ranges to assess relative value.
What is the typical bid-ask spread for PBR options?
PBR options have moderate liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.
When does PBR report earnings?
Petrobras typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.
What strategies work best for PBR options?
Popular PBR strategies include vertical spreads, straddles, and iron condors. Strategy selection depends on market outlook and risk tolerance.
What is the best time to trade PBR options?
The most liquid trading hours for PBR options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.
How do I calculate PBR option Greeks?
Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for PBR options across all strikes and expirations.
What happens to PBR options at expiration?
In-the-money PBR options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.
On This Page
PBR Analytics
PBR Key Events
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