OPTIONS PORTFOLIO

Best Stocks for Structured Options

Ranking of the best stocks based on volatility, liquidity and fundamentals to build options strategies.

Best Stocks for Structured Options

Ranking of the best stocks based on volatility, liquidity and fundamentals to build options strategies.

Updated on 11/06/2026

#	Ticker	Company	Score	IV (ATM)	Liquidity	Bias	Strategies	Sector
1	CSNA3	Companhia Siderúrgica Nacional	76%	63,3%	64%	BEARISH	Trava de Baixa com CallCovered PutCall Ratio SpreadShort Call Seagull	Basic Materials
2	MBRF3	MBRF Global Foods Company S.A.	76%	50,1%	60%	BEARISH	Trava de Baixa com CallCovered PutCall Ratio SpreadShort Call Seagull	Consumer Defensive
3	BOVA11	iShares Ibovespa Index Fund	71%	18,5%	96%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	—
4	ITUB4	Itaú Unibanco Holding S.A.	68%	24,3%	88%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Financial Services
5	JHSF3	JHSF Participações S.A.	67%	39,3%	64%	BULLISH	Trava de Alta com PutCovered CallShort Put SeagullAdjusted Long Call Seagull	Real Estate
6	ITSA4	Itaúsa S.A.	67%	21,2%	72%	BULLISH	Trava de Alta com CallLong Call SyntheticLong ComboLong Synthetic Future vs Put	Industrials
7	BBAS3	Banco do Brasil S.A.	67%	23,1%	84%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Financial Services
8	KLBN11	Klabin S.A.	64%	19,5%	64%	BEARISH	Trava de Baixa com PutLong Put SyntheticShort ComboPut Ratio Backspread	Basic Materials
9	PETR4	Petróleo Brasileiro S.A. - Petrobras	63%	28,4%	96%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Energy
10	EVEN3	Even Construtora e Incorporadora S.A.	60%	37,4%	48%	BEARISH	Trava de Baixa com CallShort Call SeagullAdjusted Long Put SeagullCovered Put	Real Estate
11	VALE3	Vale S.A.	59%	27,2%	88%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Basic Materials
12	CPFE3	CPFL Energia S.A.	59%	23,2%	64%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Utilities
13	CXSE3	Caixa Seguridade Participações S.A.	59%	16,8%	64%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Financial Services
14	ISAE4	ISA Energía Brasil S.A.	59%	20,6%	64%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Utilities
15	SAPR11	Companhia de Saneamento do Paraná - SANEPAR	59%	23,8%	64%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Utilities
16	TAEE11	Transmissora Aliança de Energia Elétrica S.A.	59%	19,5%	64%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Utilities
17	LEVE3	MAHLE Metal Leve S.A.	57%	20,1%	48%	BULLISH	Trava de Alta com CallLong Call SyntheticLong ComboLong Synthetic Future vs Put	Consumer Cyclical
18	UNIP6	Unipar Carbocloro S.A.	57%	24,1%	48%	BEARISH	Trava de Baixa com PutLong Put SyntheticShort ComboPut Ratio Backspread	Basic Materials
19	CMIN3	CSN Mineração S.A.	57%	35,9%	64%	NEUTRO	Iron CondorVenda de StrangleBorboleta SimétricaCondor (Débito)	Basic Materials
20	BRSR6	Banco do Estado do Rio Grande do Sul S.A.	56%	25,9%	68%	BULLISH	Trava de Alta com CallTrava de Alta com PutLong Call DiagonalBooster Shield	Financial Services
21	CSMG3	Companhia de Saneamento de Minas Gerais	55%	33,8%	76%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Utilities
22	VULC3	Vulcabras S.A.	54%	23,3%	52%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Consumer Cyclical
23	CURY3	Cury Construtora e Incorporadora S.A.	54%	37,7%	56%	NEUTRO	Iron CondorVenda de StrangleBorboleta SimétricaCondor (Débito)	Real Estate
24	BBSE3	BB Seguridade Participações S.A.	53%	14,3%	76%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Financial Services
25	GRND3	Grendene S.A.	52%	22%	36%	BEARISH	Trava de Baixa com PutLong Put SyntheticShort ComboPut Ratio Backspread	Consumer Cyclical
26	DIRR3	Direcional Engenharia S.A.	52%	35,8%	64%	NEUTRO	Iron CondorVenda de StrangleBorboleta SimétricaCondor (Débito)	Real Estate
27	RECV3	Petroreconcavo S.A.	52%	34,5%	56%	BEARISH	Trava de Baixa com PutTrava de Baixa com CallLong Put SeagullAdjusted Long Put Seagull	Energy
28	CMIG4	Companhia Energética de Minas Gerais - CEMIG	50%	21,2%	56%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Utilities
29	TIMS3	TIM S.A.	50%	24,2%	56%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Communication Services
30	VLID3	Valid Soluções S.A.	50%	32,6%	40%	BEARISH	Trava de Baixa com PutTrava de Baixa com CallLong Put SeagullAdjusted Long Put Seagull	Industrials
31	ITUB3	Itaú Unibanco Holding S.A.	50%	31,8%	52%	BULLISH	Trava de Alta com CallTrava de Alta com PutLong Call DiagonalBooster Shield	Financial Services
32	BBDC3	Banco Bradesco S.A.	50%	25,6%	64%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Financial Services
33	BRAP4	Bradespar S.A.	50%	28,8%	64%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Financial Services
34	GOAU4	Metalurgica Gerdau S.A.	50%	30,1%	64%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Basic Materials
35	PETR3	Petróleo Brasileiro S.A. - Petrobras	50%	31,6%	64%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Energy
36	BBDC4	Banco Bradesco S.A.	50%	25,4%	76%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Financial Services
37	PGMN3	Empreendimentos Pague Menos S.A.	50%	53,5%	20%	BULLISH	Trava de Alta com PutCovered CallCovered Short StranglePut Ratio Spread	Healthcare
38	AGRO3	BrasilAgro - Companhia Brasileira de Propriedades Agrícolas	49%	23%	40%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Consumer Defensive
39	FESA4	Cia de Ferro Ligas da Bahia S.A. - FERBASA	49%	30,4%	36%	BEARISH	Trava de Baixa com PutTrava de Baixa com CallLong Put SeagullAdjusted Long Put Seagull	Basic Materials
40	KEPL3	Kepler Weber S.A.	49%	28,7%	36%	BEARISH	Trava de Baixa com PutTrava de Baixa com CallLong Put SeagullAdjusted Long Put Seagull	Industrials
41	ABCB4	Banco ABC Brasil S.A.	47%	20,4%	36%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Financial Services
42	POMO4	Marcopolo S.A.	45%	29,7%	52%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Industrials
43	EGIE3	Engie Brasil Energia S.A.	43%	26,6%	60%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Utilities
44	RANI3	Irani Papel e Embalagem S.A.	42%	21%	36%	NEUTRO	Compra de StraddleCompra de StrangleLong Call CalendarLong Put Calendar	Consumer Cyclical
45	FLRY3	Fleury S.A.	42%	26,6%	56%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Healthcare
46	AURE3	Auren Energia S.A.	37%	27,9%	32%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Utilities
47	LAVV3	Lavvi Empreendimentos Imobiliários S.A.	34%	27,9%	24%	NEUTRO	Borboleta SimétricaIron CondorLong Call CalendarLong Put Calendar	Real Estate