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ARCOS DORADOS HOLDINGS INC. ARCO

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Market datapartial · fetched 2026-10-22T23:11:14.560Z

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 · 2026-10-22T23:00:00.003132551Z

FundamentalsAlpha Vantage · unavailable

Share price$8.02
1D+0.0%
AH$7.89$7.94$7.99$8.04$8.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARCO
Sold putSold callAH

ARCOS DORADOS HOLDINGS INC. options

Live interpolated ARCO call and put midpoint premiums by absolute delta.ARCOS DORADOS HOLDINGS INC.$0.15$1.60$3.06$4.52$5.98$5.14$6.62$8.10$9.58$11.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARCO spot · $8.02ARCO PRICE$0.30$0.36$0.41$0.46$0.52$0.57$0.62$0.67$0.73$0.78$0.93$1.88$2.82$0.33$0.32$0.30$0.73$1.27$1.80$2.34$2.87$3.41$3.95$4.48$5.02$5.55
PutsExpensive2.22×
CallsExpensive2.27×
SkewBullish-6.82 pp
Implied moveBearish±$2.96
TiltBearish49.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.46146.2%59.1%5.34211.5%37.6%
25Δ11.95137.3%53.5%6.32142.9%25.2%
30Δ11.45128.4%47.9%7.3074.4%12.7%
35Δ10.95119.5%42.3%7.9865.1%9.6%
40Δ10.45110.7%36.7%8.5870.7%8.8%
45Δ9.95101.8%31.1%9.1876.3%8.0%
50Δ9.4592.9%25.6%9.7881.9%7.2%
55Δ8.9584.0%20.0%10.3887.5%6.4%
60Δ8.4575.1%14.4%10.9893.1%5.6%
65Δ7.9566.3%8.8%11.5898.7%4.8%
70Δ7.3964.4%3.8%12.18104.2%4.0%
75Δ6.43119.3%3.6%12.78109.8%3.2%
80Δ5.47174.3%3.4%13.38115.4%2.4%

20Δ

Calls
Pseudo strike
12.46
IV
146.2%
B/E move
59.1%
Puts
Pseudo strike
5.34
IV
211.5%
B/E move
37.6%

25Δ

Calls
Pseudo strike
11.95
IV
137.3%
B/E move
53.5%
Puts
Pseudo strike
6.32
IV
142.9%
B/E move
25.2%

30Δ

Calls
Pseudo strike
11.45
IV
128.4%
B/E move
47.9%
Puts
Pseudo strike
7.30
IV
74.4%
B/E move
12.7%

35Δ

Calls
Pseudo strike
10.95
IV
119.5%
B/E move
42.3%
Puts
Pseudo strike
7.98
IV
65.1%
B/E move
9.6%

40Δ

Calls
Pseudo strike
10.45
IV
110.7%
B/E move
36.7%
Puts
Pseudo strike
8.58
IV
70.7%
B/E move
8.8%

45Δ

Calls
Pseudo strike
9.95
IV
101.8%
B/E move
31.1%
Puts
Pseudo strike
9.18
IV
76.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
9.45
IV
92.9%
B/E move
25.6%
Puts
Pseudo strike
9.78
IV
81.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
8.95
IV
84.0%
B/E move
20.0%
Puts
Pseudo strike
10.38
IV
87.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
8.45
IV
75.1%
B/E move
14.4%
Puts
Pseudo strike
10.98
IV
93.1%
B/E move
5.6%

65Δ

Calls
Pseudo strike
7.95
IV
66.3%
B/E move
8.8%
Puts
Pseudo strike
11.58
IV
98.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
7.39
IV
64.4%
B/E move
3.8%
Puts
Pseudo strike
12.18
IV
104.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
6.43
IV
119.3%
B/E move
3.6%
Puts
Pseudo strike
12.78
IV
109.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
5.47
IV
174.3%
B/E move
3.4%
Puts
Pseudo strike
13.38
IV
115.4%
B/E move
2.4%

Options history

No recorded observations