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AMBEV S.A. ABEV

i

Market datapartial · fetched 2026-11-13T00:48:15.704Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003702734Z

FundamentalsAlpha Vantage · unavailable

Share price$2.73
1D-0.7%
AH$2.71$2.74$2.76$2.78$2.805:30 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.$0.05$0.27$0.50$0.73$0.96$0.29$1.15$2.01$2.88$3.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABEV spot · $2.73ABEV PRICE$0.07$0.10$0.13$0.15$0.18$0.21$0.23$0.26$0.29$0.31$0.34$0.40$0.48$0.41$0.45$0.48$0.52$0.55$0.59$0.62$0.66$0.70$0.73$0.77$0.80$0.89
PutsExpensive1.98×
CallsCheap0.77×
SkewBearish+139.00 pp
Implied moveBearish±$0.86
TiltBearish44.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.3544.3%25.5%1.44312.0%62.5%
25Δ3.2744.5%23.5%1.61290.7%57.3%
30Δ3.1944.7%21.5%1.79269.3%52.1%
35Δ3.1145.0%19.4%1.97248.0%47.0%
40Δ3.0345.2%17.4%2.14226.6%41.8%
45Δ2.9445.5%15.4%2.32205.3%36.6%
50Δ2.8645.7%13.3%2.50184.0%31.4%
55Δ2.7845.9%11.3%2.67162.6%26.2%
60Δ2.7046.2%9.3%2.85141.3%21.0%
65Δ2.6146.4%7.2%3.03119.9%15.8%
70Δ2.5346.6%5.2%3.2098.6%10.7%
75Δ2.4446.3%4.0%3.3877.3%5.5%
80Δ2.3445.5%3.2%3.5763.2%1.7%

20Δ

Calls
Pseudo strike
3.35
IV
44.3%
B/E move
25.5%
Puts
Pseudo strike
1.44
IV
312.0%
B/E move
62.5%

25Δ

Calls
Pseudo strike
3.27
IV
44.5%
B/E move
23.5%
Puts
Pseudo strike
1.61
IV
290.7%
B/E move
57.3%

30Δ

Calls
Pseudo strike
3.19
IV
44.7%
B/E move
21.5%
Puts
Pseudo strike
1.79
IV
269.3%
B/E move
52.1%

35Δ

Calls
Pseudo strike
3.11
IV
45.0%
B/E move
19.4%
Puts
Pseudo strike
1.97
IV
248.0%
B/E move
47.0%

40Δ

Calls
Pseudo strike
3.03
IV
45.2%
B/E move
17.4%
Puts
Pseudo strike
2.14
IV
226.6%
B/E move
41.8%

45Δ

Calls
Pseudo strike
2.94
IV
45.5%
B/E move
15.4%
Puts
Pseudo strike
2.32
IV
205.3%
B/E move
36.6%

50Δ

Calls
Pseudo strike
2.86
IV
45.7%
B/E move
13.3%
Puts
Pseudo strike
2.50
IV
184.0%
B/E move
31.4%

55Δ

Calls
Pseudo strike
2.78
IV
45.9%
B/E move
11.3%
Puts
Pseudo strike
2.67
IV
162.6%
B/E move
26.2%

60Δ

Calls
Pseudo strike
2.70
IV
46.2%
B/E move
9.3%
Puts
Pseudo strike
2.85
IV
141.3%
B/E move
21.0%

65Δ

Calls
Pseudo strike
2.61
IV
46.4%
B/E move
7.2%
Puts
Pseudo strike
3.03
IV
119.9%
B/E move
15.8%

70Δ

Calls
Pseudo strike
2.53
IV
46.6%
B/E move
5.2%
Puts
Pseudo strike
3.20
IV
98.6%
B/E move
10.7%

75Δ

Calls
Pseudo strike
2.44
IV
46.3%
B/E move
4.0%
Puts
Pseudo strike
3.38
IV
77.3%
B/E move
5.5%

80Δ

Calls
Pseudo strike
2.34
IV
45.5%
B/E move
3.2%
Puts
Pseudo strike
3.57
IV
63.2%
B/E move
1.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations