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AMBEV S.A. ABEV

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Market datapartial · fetched 2026-10-22T18:38:02.549Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:37:56.36933012Z

FundamentalsAlpha Vantage · unavailable

Share price$3.32
1D+2.0%
$3.24$3.26$3.28$3.30$3.325:30 AM6:30 AM9:00 AM1:00 PMABEV
Sold putSold call

AMBEV S.A. options

Live interpolated ABEV call and put midpoint premiums by absolute delta.AMBEV S.A.$0.07$0.17$0.27$0.37$0.46$2.39$2.87$3.35$3.83$4.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABEV spot · $3.31ABEV PRICE$0.13$0.13$0.13$0.13$0.13$0.16$0.19$0.23$0.26$0.30$0.33$0.37$0.41$0.08$0.10$0.17$0.24$0.30$0.37$0.44
PutsFair1.01×
CallsCheap0.88×
SkewBearish+1.56 pp
Implied moveBearish±$0.63
TiltBullish25.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.74107.5%107.2%2.8640.2%16.0%
25Δ5.9488.3%83.1%3.0038.6%12.5%
30Δ5.1469.0%59.0%3.1042.1%11.6%
35Δ4.3449.7%34.8%3.1945.5%10.8%
40Δ3.5430.5%10.7%3.2949.0%9.9%
45Δ3.4429.4%8.5%3.3852.5%9.0%
50Δ3.3829.4%7.7%3.4855.9%8.2%
55Δ3.3129.5%6.8%
60Δ3.2529.5%6.0%
65Δ3.1929.5%5.1%
70Δ3.1229.5%4.3%
75Δ3.0629.5%3.4%
80Δ2.9929.8%2.5%

20Δ

Calls
Pseudo strike
6.74
IV
107.5%
B/E move
107.2%
Puts
Pseudo strike
2.86
IV
40.2%
B/E move
16.0%

25Δ

Calls
Pseudo strike
5.94
IV
88.3%
B/E move
83.1%
Puts
Pseudo strike
3.00
IV
38.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
5.14
IV
69.0%
B/E move
59.0%
Puts
Pseudo strike
3.10
IV
42.1%
B/E move
11.6%

35Δ

Calls
Pseudo strike
4.34
IV
49.7%
B/E move
34.8%
Puts
Pseudo strike
3.19
IV
45.5%
B/E move
10.8%

40Δ

Calls
Pseudo strike
3.54
IV
30.5%
B/E move
10.7%
Puts
Pseudo strike
3.29
IV
49.0%
B/E move
9.9%

45Δ

Calls
Pseudo strike
3.44
IV
29.4%
B/E move
8.5%
Puts
Pseudo strike
3.38
IV
52.5%
B/E move
9.0%

50Δ

Calls
Pseudo strike
3.38
IV
29.4%
B/E move
7.7%
Puts
Pseudo strike
3.48
IV
55.9%
B/E move
8.2%

55Δ

Calls
Pseudo strike
3.31
IV
29.5%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.25
IV
29.5%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.19
IV
29.5%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.12
IV
29.5%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.06
IV
29.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.99
IV
29.8%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations