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AMBEV S.A. ABEV

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Market datapartial · fetched 2026-10-22T21:41:28.712Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:52:28.219948206Z

FundamentalsAlpha Vantage · unavailable

Share price$3.33
1D+2.5%
AH$3.24$3.27$3.29$3.32$3.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABEV
Sold putSold callAH

AMBEV S.A. options

Live interpolated ABEV call and put midpoint premiums by absolute delta.AMBEV S.A.$0.07$0.90$1.72$2.55$3.37$1.55$2.36$3.17$3.97$4.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABEV spot · $3.33ABEV PRICE$0.16$0.20$0.25$0.30$0.34$0.39$0.43$0.48$0.53$0.57$0.62$0.66$0.71$0.43$0.59$0.75$0.91$1.07$1.23$1.39$1.55$1.71$1.87$2.18$2.66$3.14
PutsExpensive3.19×
CallsExpensive2.10×
SkewBearish+34.69 pp
Implied moveBearish±$1.82
TiltBearish55.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.82159.4%109.5%3.03101.5%22.0%
25Δ6.53153.1%102.3%3.24111.4%20.6%
30Δ6.25146.8%95.1%3.44121.3%19.2%
35Δ5.96140.5%87.9%3.65131.2%17.7%
40Δ5.67134.2%80.6%3.86141.1%16.3%
45Δ5.39127.9%73.4%4.07151.0%14.9%
50Δ5.10121.6%66.2%4.27160.9%13.4%
55Δ4.81115.3%59.0%4.48170.8%12.0%
60Δ4.53109.0%51.7%4.69180.7%10.6%
65Δ4.24102.7%44.5%4.89190.6%9.1%
70Δ3.9696.4%37.3%5.26193.9%7.6%
75Δ3.6790.1%30.1%5.79190.4%6.0%
80Δ3.3883.8%22.9%6.32186.9%4.5%

20Δ

Calls
Pseudo strike
6.82
IV
159.4%
B/E move
109.5%
Puts
Pseudo strike
3.03
IV
101.5%
B/E move
22.0%

25Δ

Calls
Pseudo strike
6.53
IV
153.1%
B/E move
102.3%
Puts
Pseudo strike
3.24
IV
111.4%
B/E move
20.6%

30Δ

Calls
Pseudo strike
6.25
IV
146.8%
B/E move
95.1%
Puts
Pseudo strike
3.44
IV
121.3%
B/E move
19.2%

35Δ

Calls
Pseudo strike
5.96
IV
140.5%
B/E move
87.9%
Puts
Pseudo strike
3.65
IV
131.2%
B/E move
17.7%

40Δ

Calls
Pseudo strike
5.67
IV
134.2%
B/E move
80.6%
Puts
Pseudo strike
3.86
IV
141.1%
B/E move
16.3%

45Δ

Calls
Pseudo strike
5.39
IV
127.9%
B/E move
73.4%
Puts
Pseudo strike
4.07
IV
151.0%
B/E move
14.9%

50Δ

Calls
Pseudo strike
5.10
IV
121.6%
B/E move
66.2%
Puts
Pseudo strike
4.27
IV
160.9%
B/E move
13.4%

55Δ

Calls
Pseudo strike
4.81
IV
115.3%
B/E move
59.0%
Puts
Pseudo strike
4.48
IV
170.8%
B/E move
12.0%

60Δ

Calls
Pseudo strike
4.53
IV
109.0%
B/E move
51.7%
Puts
Pseudo strike
4.69
IV
180.7%
B/E move
10.6%

65Δ

Calls
Pseudo strike
4.24
IV
102.7%
B/E move
44.5%
Puts
Pseudo strike
4.89
IV
190.6%
B/E move
9.1%

70Δ

Calls
Pseudo strike
3.96
IV
96.4%
B/E move
37.3%
Puts
Pseudo strike
5.26
IV
193.9%
B/E move
7.6%

75Δ

Calls
Pseudo strike
3.67
IV
90.1%
B/E move
30.1%
Puts
Pseudo strike
5.79
IV
190.4%
B/E move
6.0%

80Δ

Calls
Pseudo strike
3.38
IV
83.8%
B/E move
22.9%
Puts
Pseudo strike
6.32
IV
186.9%
B/E move
4.5%

Options history

No recorded observations