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AMBEV S.A. ABEV

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Market datapartial · fetched 2026-10-23T03:01:25.470Z

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 · 2026-10-22T23:19:48.580329085Z

FundamentalsAlpha Vantage · unavailable

Share price$3.31
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.$0.08$0.86$1.64$2.42$3.20$1.58$2.39$3.20$4.00$4.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABEV spot · $3.31ABEV PRICE$0.16$0.21$0.26$0.31$0.36$0.40$0.45$0.50$0.55$0.60$0.64$0.69$0.74$0.42$0.58$0.74$0.89$1.05$1.21$1.36$1.52$1.68$1.83$2.07$2.52$2.97
PutsExpensive3.09×
CallsExpensive2.20×
SkewBearish+24.53 pp
Implied moveBearish±$1.82
TiltBearish52.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.79162.4%110.0%3.0299.5%21.7%
25Δ6.49156.7%102.3%3.22109.0%20.2%
30Δ6.19150.9%94.7%3.42118.5%18.8%
35Δ5.89145.1%87.1%3.63128.1%17.4%
40Δ5.59139.4%79.5%3.83137.6%16.0%
45Δ5.29133.6%71.9%4.03147.1%14.6%
50Δ4.99127.8%64.3%4.24156.7%13.2%
55Δ4.69122.1%56.7%4.44166.2%11.7%
60Δ4.39116.3%49.1%4.65175.7%10.3%
65Δ4.09110.5%41.5%4.85185.3%8.9%
70Δ3.79104.7%33.9%5.13191.0%7.5%
75Δ3.4999.0%26.3%5.63185.6%5.9%
80Δ3.1993.2%18.7%6.14180.3%4.4%

20Δ

Calls
Pseudo strike
6.79
IV
162.4%
B/E move
110.0%
Puts
Pseudo strike
3.02
IV
99.5%
B/E move
21.7%

25Δ

Calls
Pseudo strike
6.49
IV
156.7%
B/E move
102.3%
Puts
Pseudo strike
3.22
IV
109.0%
B/E move
20.2%

30Δ

Calls
Pseudo strike
6.19
IV
150.9%
B/E move
94.7%
Puts
Pseudo strike
3.42
IV
118.5%
B/E move
18.8%

35Δ

Calls
Pseudo strike
5.89
IV
145.1%
B/E move
87.1%
Puts
Pseudo strike
3.63
IV
128.1%
B/E move
17.4%

40Δ

Calls
Pseudo strike
5.59
IV
139.4%
B/E move
79.5%
Puts
Pseudo strike
3.83
IV
137.6%
B/E move
16.0%

45Δ

Calls
Pseudo strike
5.29
IV
133.6%
B/E move
71.9%
Puts
Pseudo strike
4.03
IV
147.1%
B/E move
14.6%

50Δ

Calls
Pseudo strike
4.99
IV
127.8%
B/E move
64.3%
Puts
Pseudo strike
4.24
IV
156.7%
B/E move
13.2%

55Δ

Calls
Pseudo strike
4.69
IV
122.1%
B/E move
56.7%
Puts
Pseudo strike
4.44
IV
166.2%
B/E move
11.7%

60Δ

Calls
Pseudo strike
4.39
IV
116.3%
B/E move
49.1%
Puts
Pseudo strike
4.65
IV
175.7%
B/E move
10.3%

65Δ

Calls
Pseudo strike
4.09
IV
110.5%
B/E move
41.5%
Puts
Pseudo strike
4.85
IV
185.3%
B/E move
8.9%

70Δ

Calls
Pseudo strike
3.79
IV
104.7%
B/E move
33.9%
Puts
Pseudo strike
5.13
IV
191.0%
B/E move
7.5%

75Δ

Calls
Pseudo strike
3.49
IV
99.0%
B/E move
26.3%
Puts
Pseudo strike
5.63
IV
185.6%
B/E move
5.9%

80Δ

Calls
Pseudo strike
3.19
IV
93.2%
B/E move
18.7%
Puts
Pseudo strike
6.14
IV
180.3%
B/E move
4.4%

Options history

No recorded observations