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ARCOS DORADOS HOLDINGS INC. ARCO

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Market datapartial · fetched 2026-10-22T16:10:20.076Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-10-22T16:10:07.168358064Z

FundamentalsAlpha Vantage · unavailable

Share price$7.92
1D-1.4%
$7.89$7.94$7.99$8.04$8.095:30 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.$0.38$0.50$0.62$0.74$0.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEARCO PRICE$0.39$0.44$0.49$0.54$0.58$0.63$0.68$0.73$0.77$0.82$0.41$0.43$0.44
PutsExpensive2.13×
CallsExpensive1.59×
SkewBearish+18.30 pp
Implied move——
TiltBullish65.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.10106.9%120.9%5.05118.6%41.5%
25Δ16.1099.1%108.8%5.9389.8%30.5%
30Δ15.0991.2%96.8%6.8261.1%19.5%
35Δ14.0983.3%84.7%
40Δ13.0975.5%72.7%
45Δ12.0967.6%60.6%
50Δ11.0959.7%48.6%
55Δ10.0951.9%36.5%
60Δ9.0844.0%24.5%
65Δ8.0836.1%12.5%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
17.10
IV
106.9%
B/E move
120.9%
Puts
Pseudo strike
5.05
IV
118.6%
B/E move
41.5%

25Δ

Calls
Pseudo strike
16.10
IV
99.1%
B/E move
108.8%
Puts
Pseudo strike
5.93
IV
89.8%
B/E move
30.5%

30Δ

Calls
Pseudo strike
15.09
IV
91.2%
B/E move
96.8%
Puts
Pseudo strike
6.82
IV
61.1%
B/E move
19.5%

35Δ

Calls
Pseudo strike
14.09
IV
83.3%
B/E move
84.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.09
IV
75.5%
B/E move
72.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
12.09
IV
67.6%
B/E move
60.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.09
IV
59.7%
B/E move
48.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.09
IV
51.9%
B/E move
36.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.08
IV
44.0%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
8.08
IV
36.1%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations