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ARCOS DORADOS HOLDINGS INC. ARCO

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-11T15:20:29.242Z

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: 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 · 2026-11-11T15:20:10.800854958Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:20:28.637264+00:00

Share price$6.91
1D+0.3%
$6.85$6.87$6.90$6.92$6.955:30 AM6:30 AM9:00 AM1:00 PMARCO
Sold putSold call

ARCOS DORADOS HOLDINGS INC. options

Live interpolated ARCO call and put midpoint premiums by absolute delta.ARCOS DORADOS HOLDINGS INC.$0.09$0.56$1.03$1.50$1.97$5.41$5.99$6.57$7.15$7.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ARCO spot · $6.91ARCO PRICE$0.14$0.17$0.29$0.42$0.55$0.68$0.81$0.94$1.07$1.20$1.33$1.46$0.22$0.28$0.34$0.40$0.47$0.53$0.59$0.65$0.71$0.78$1.04$1.44$1.84
PutsExpensive2.39×
Calls——
Skew——
Implied moveBullish±$1.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.56135.7%22.7%
25Δ8.0397.6%18.3%5.77131.9%20.6%
30Δ7.5589.8%11.7%5.97128.1%18.5%
35Δ7.3390.0%10.3%6.18124.2%16.4%
40Δ7.1591.1%9.5%6.39120.4%14.3%
45Δ6.9692.3%8.7%6.59116.6%12.2%
50Δ6.7893.4%7.9%6.80112.8%10.1%
55Δ6.5994.6%7.1%7.01109.0%8.0%
60Δ6.4195.7%6.3%7.21105.2%5.9%
65Δ6.2296.9%5.5%7.42101.3%3.8%
70Δ6.0498.0%4.7%7.76102.6%2.7%
75Δ5.8599.1%3.9%8.20107.1%2.2%
80Δ5.66100.3%3.1%8.63111.6%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.56
IV
135.7%
B/E move
22.7%

25Δ

Calls
Pseudo strike
8.03
IV
97.6%
B/E move
18.3%
Puts
Pseudo strike
5.77
IV
131.9%
B/E move
20.6%

30Δ

Calls
Pseudo strike
7.55
IV
89.8%
B/E move
11.7%
Puts
Pseudo strike
5.97
IV
128.1%
B/E move
18.5%

35Δ

Calls
Pseudo strike
7.33
IV
90.0%
B/E move
10.3%
Puts
Pseudo strike
6.18
IV
124.2%
B/E move
16.4%

40Δ

Calls
Pseudo strike
7.15
IV
91.1%
B/E move
9.5%
Puts
Pseudo strike
6.39
IV
120.4%
B/E move
14.3%

45Δ

Calls
Pseudo strike
6.96
IV
92.3%
B/E move
8.7%
Puts
Pseudo strike
6.59
IV
116.6%
B/E move
12.2%

50Δ

Calls
Pseudo strike
6.78
IV
93.4%
B/E move
7.9%
Puts
Pseudo strike
6.80
IV
112.8%
B/E move
10.1%

55Δ

Calls
Pseudo strike
6.59
IV
94.6%
B/E move
7.1%
Puts
Pseudo strike
7.01
IV
109.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
6.41
IV
95.7%
B/E move
6.3%
Puts
Pseudo strike
7.21
IV
105.2%
B/E move
5.9%

65Δ

Calls
Pseudo strike
6.22
IV
96.9%
B/E move
5.5%
Puts
Pseudo strike
7.42
IV
101.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
6.04
IV
98.0%
B/E move
4.7%
Puts
Pseudo strike
7.76
IV
102.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
5.85
IV
99.1%
B/E move
3.9%
Puts
Pseudo strike
8.20
IV
107.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
5.66
IV
100.3%
B/E move
3.1%
Puts
Pseudo strike
8.63
IV
111.6%
B/E move
1.7%

Options history

IV · four-Friday blend47.81%
Daily close
ARCO43.4%50.3%57.2%2026-09-18: 44.87%2026-09-21: 44.34%2026-09-22: 56.23%2026-09-23: 47.81%Sep 18Sep 21Sep 23
4 observations2026-09-18 — 2026-09-23
Table
DateIV (%)
44.87%
44.34%
56.23%
47.81%