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Afya Limited Class A Common Shares AFYA

CONSUMER DEFENSIVE · EDUCATION & TRAINING SERVICES
i

Market dataready · fetched 2026-11-12T14:55:21.997Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-12T14:46:05.319479344Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T14:55:19.861184+00:00

Share price$10.58
1D-0.6%
$10.52$10.55$10.59$10.62$10.665:30 AM6:30 AM9:00 AM1:00 PMAFYA
Sold putSold call

Afya Limited Class A Common Shares options

Live interpolated AFYA call and put midpoint premiums by absolute delta.Afya Limited Class A Common Shares$4.98$5.41$5.84$6.27$6.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAFYA PRICE$5.13$5.26$5.03$5.03$5.03$5.03$5.03$5.04$5.81$6.58
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ12.76117.8%26.8%
45Δ13.21107.4%22.6%
50Δ13.6697.0%18.4%
55Δ14.1186.5%14.1%
60Δ14.5676.1%9.9%
65Δ15.0265.8%5.7%
70Δ15.9964.3%3.7%
75Δ11.63166.7%58.4%16.9762.7%1.8%
80Δ10.02142.6%44.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.76
IV
117.8%
B/E move
26.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.21
IV
107.4%
B/E move
22.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.66
IV
97.0%
B/E move
18.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.11
IV
86.5%
B/E move
14.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.56
IV
76.1%
B/E move
9.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.02
IV
65.8%
B/E move
5.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.99
IV
64.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
11.63
IV
166.7%
B/E move
58.4%
Puts
Pseudo strike
16.97
IV
62.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
10.02
IV
142.6%
B/E move
44.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend162.22%
Daily close
AFYA18.3%135.0%251.8%2026-09-03: 34.40%2026-09-25: 151.84%2026-10-02: 164.25%2026-10-05: 144.38%2026-10-06: 151.66%2026-10-07: 152.32%2026-10-09: 172.70%2026-10-14: 235.69%2026-10-16: 106.82%2026-10-29: 150.98%2026-10-30: 162.22%Sep 3Oct 7Oct 30
11 observations2026-09-03 — 2026-10-30
Table
DateIV (%)
34.40%
151.84%
164.25%
144.38%
151.66%
152.32%
172.70%
235.69%
106.82%
150.98%
162.22%